Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

Biham–Middleton–Levine model with four-directional traffic

We study the four-directional traffic flow on a two-dimensional lattice. In the case of discrete densities, we assume equal number of vehicles in each lane. Except for the minimum density, the gridlock emerges swiftly. Two kinds of gridlock have been observed. The global gridlock dominates the system when the density is twice the minimum value. At higher densities, the system is pervaded by local gridlocks. We also analyze the time evolution of average speed. In the case of continuous densities, the vehicle numbers vary from lane to lane. The global gridlock is then destroyed by the fluctuations; while the local gridlock can still be observed.     

Effect of external Gaussian random field on phonon spectrum of linear atomic chains

We present the theoretical study of the effect of external random field characterized by a Gaussian probability distribution function on the continuous phonon spectrum of one-dimensional (1D) chain, based on the Jacobian matrix method. The cumulative effect of the random field and simple isotopic defect is studied analytically and numerically. The Gaussian random field removes a square-root divergence appearing in the phonon spectrum of ideal 1D chain. The impurity phonon DOS shows strong dependence on the variance and the mean of the random field and exhibits very different behavior from the non-random case: the continuous spectrum is expanded and the δ-peak, describing discrete impurity vibrations in the non-random chain with the impurity, falls into a continuous zone.     

Optimized Pump Power Ratio on 2nd Order Pumping Discrete Raman Amplifier

By optimizing pump power ratio between 1st order backward pump and 2nd order forward pump on discrete Raman amplifier, we demonstrated over 2dB noise figure improvement without excessive non-linearity degradation.     

石灰石闪蒸改性及脱硫性能的试验研究

本文对3种不同产地的石灰石进行了闪蒸改性处理,对改性石灰石颗粒的孔径分布进行了测定,研究了压力、温度等参数对石灰石闪蒸改性的影响。并在气流反应器上对闪蒸后的样品进行了硫化试验。结果表明,在一定的压力和温度下,闪蒸处理能够增大石灰石颗粒的微孔孔径,并使石灰石样品的脱硫性能得到较大提高。     

光学偏振实验仿真设计

采用计算机工具软件，成功地设计和编制了偏振现象实验的仿真程序，用于计算机辅助教学     

A NOTE OF THE SPECTRUM OF HOMOGENEOUS COMPACT OPERATORS

In this paper, we present some counterexamples which show that there is no theory on the spectrum of homogeneous compact operators which parallels the Riesz-Schauder theory on the spectrum of linear compact operators. These counterexamples also illustrate that it is impossible to study in a unified setting the Fucik spectrum of the Laplacian: -△w = au+ - bu- inΩand u = 0 on (?)Ω, as well as the spectrum of the p-Laplacian: -div(|(?)u| p-2(?)u) = λ|u|p-2u and u = 0 on (?)Ω.     

Excitons in coupled quantum dots

Properties of excitons in vertically coupled GaAs/AlGaAs quantum dots were investigated using the variational method within the envelope function and effective mass approximations. It was found that when the thickness of the spacer layer becomes less than about one exciton Bohr radius, both the exciton binding energy and the fundamental optical transition energy are reduced compared to those in isolated quantum dots. This is a result of increased space extension of exciton due to the penetration of carrier wave functions into the spacer layer and corresponding reduction in confinement energy which dominates over the Coulomb interaction between the electron and the hole.     

sl玻色子体系在U(2l+1)O(2l+2)过渡区的严格解

利用无穷维李代数方法得到了相互作用sl玻色子体系在U( 2l+ 1 ) O( 2l+ 2 )过渡区的能谱和波函数的严格解 .给出了该系统Bethe假定方程的数值解法 .