中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

Crystallographic report: Bis(norfloxacin)dilead(II) tetranitrate, [Pb2(H‐Norf)2(ONO2)4]

The centrosymmetric binuclear structure of [Pb₂(H‐Norf)₂(ONO₂)₄]shows the geometry around each lead(II) atom to be distorted trigonal bipyramidal with Pb–O distances ranging from 2.357(3) to 2.769(4) Å. Copyright © 2003 John Wiley & Sons, Ltd.     

基于演化博弈的武器装备研制合同定价模型研究

针对合同的动态性，提出利用基于演化博弈建立定价模型。考虑到决策群体中个体的认识误差，对所建立的定价模型进行修正，建立带偏离的定价模型并分析了偏离对均衡解的影响。最后将以上模型应用实例进行比较分析。     

自由电子激光振荡器的二维数值模拟

在柱二维坐标系中,用数值计算方法求解了摇摆器内电子模拟方程组、光场方程组和无源区(不含摇摆器区)经非自适应方法变换后的无源旁轴波动方程并设计了相应的程序R_2D。用该程序计算的数值结果表明,在有源条件下二维数值模拟结果与高斯光束近似下的数值模拟结果符合较好;取完全相同的计算条件R-2D程序与洛斯阿拉莫斯实验室(LANL)的FELEX程序的计算结果符合较好;初步认为LANL实验数据的物理图象合理,数值结果基本可信;最后给出北京自由电子激光器(BFEL)的一些物理数据。     

Microstructure Evolution in Laser RS Co-base Metastable Alloy

ＭｉｃｒｏｓｔｒｕｃｔｕｒｅＥｖｏｌｕｔｉｏｎｉｎＬａｓｅｒＲＳＣｏ－ｂａｓｅＭｅｔａｓｔａｂｌｅＡｌｌｏｙＷＡＮＧＡｎａｎ；ＣＨＥＮＧＳｈｕｎｑｉ；ＧＵＯＺｈｉｙａｏ（ＫｕｎｍｉｎｇＵｎｉｖｅｒｓｉｔｙｏｆＳｃｉｅｎｃｅａｎｄＴｅｃｈｎｏｌｏｇｙ，...     

Growth and optical properties of a new self-Q-switched laser crystal: Cr:Yb3Al5O12

Cr⁴⁺:YbAG (Cr⁴⁺:Yb₃Al₅O₁₂) crystal with a size up to Φ24 mm×30 mm was grown by the Czochralski method. In the absorption spectrum, there are two absorption bands at 939 and 969 nm, respectively, which are suitable for InGaAs diode laser pumping, and there is an absorption band at 1030 nm, which is suitable for passive Q-switched laser output at 1.03 μm. A broad emission spectrum from 970 to 1100 nm was exhibited from 940 nm wavelength pumping. This crystal is promising as a self-Q-switched laser crystal used for compact, efficient, highly stable, passive self-Q-switched thin chip solid-state lasers.     

一种求解混合多目标规划问题的功效函数法

逻辑生长函数相对于龚珀兹生长函数具有拐点高和对称性的特点,采用逻辑生长函数形式的功效函数法求解混合多目标规划问题具有形式简单、计算量小、符合实际的优点。证明了用这种方法求出的最优解是有效解。讨论了满意值对有效解的影响。逻辑生长函数还可以应用于多维变量评价的功效系数法中。     

2‐Cyanoprop‐2‐yl dithiobenzoate mediated reversible addition–fragmentation chain transfer polymerization of acrylonitrile targeting a polymer with a higher molecular weight

The reversible addition–fragmentation chain transfer (RAFT) polymerization of acrylonitrile (AN) mediated by 2‐cyanoprop‐2‐yl dithiobenzoate was first applied to synthesize polyacrylonitrile (PAN) with a high molecular weight up to 32,800 and a polydispersity index as low as 1.29. The key to success was ascribed to the optimization of the experimental conditions to increase the fragmentation reaction efficiency of the intermediate radical. In accordance with the atom transfer radical polymerization of AN, ethylene carbonate was also a better solvent candidate for providing higher controlled/living RAFT polymerization behaviors than dimethylformamide and dimethyl sulfoxide. The various experimental parameters, including the temperature, the molar ratio of dithiobenzoate to the initiator, the molar ratio of the monomer to dithiobenzoate, the monomer concentration, and the addition of the comonomer, were varied to improve the control of the molecular weight and polydispersity index. The molecular weights of PANs were validated by gel permeation chromatography along with a universal calibration procedure and intrinsic viscosity measurements. ¹H NMR analysis confirmed the high chain‐end functionality of the resultant polymers. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 1272–1281, 2007     

基于离差最大化原理的灰色综合评判方法及其应用

在灰色综合隶属度评价方法基础上,按照离差最大化原理,提出了一种品种区域试验的新的确定权重的方法.应用这种方法,对2002-2003年度国家黄淮南片小麦冬水组区域试验进行了分析.结果表明,这种分析方法克服了通常专家调查法和层次分析法主观随意性强的缺点,因而其分析结果更加客观、可靠.大面积生产实践也表明该方法具有一定可行性和有效性.     

求解最小Steiner树的蚁群优化算法及其收敛性

最小Steiner树问题是NP难问题,它在通信网络等许多实际问题中有着广泛的应用．蚁群优化算法是最近提出的求解复杂组合优化问题的启发式算法．本文以无线传感器网络中的核心问题之一,路由问题为例,给出了求解最小Steiner树的蚁群优化算法的框架．把算法的迭代过程看作是离散时间的马尔科夫过程,证明了在一定的条件下,该算法所产生的解能以任意接近于1的概率收敛到路由问题的最优解．