股票投资组合的实证研究

股票的收益率的实际分布有尖峰厚尾有偏的特性,而传统的正态分布不能很好地拟合这一特性。对股票进行组合投资是现代投资的趋势。本文基于非对称Laplace分布来研究股票投资组合。实证分析表明,非对称Laplace分布比正态分布,对称Laplace分布能更好地拟合组合资产的收益分布率。     

Stable amplitude chimera states and chimera death in repulsively coupled chaotic oscillators

Amplitude chimera states, representing a spontaneous symmetry breaking of a population of coupled identical oscillators into two distinct clusters with one oscillating in spatial coherent amplitude, while the other displaying oscillations in a spatially incoherent manner, have been observed as a kind of transient dynamics in the process of transition to the in-phase synchronization in coupled limit-cycle oscillators. Here, we obtain a kind of stable amplitude chimera state in the chaotic regime of a system of repulsively coupled Lorenz oscillators. With the increment of the coupling strength, the coupled oscillators transit from spatiotemporal chaos to amplitude chimera states then to coherent oscillation death or chimera death states. Moreover, the number of clusters in amplitude chimera patterns has a power-law dependence on the number of coupled neighbors. The amplitude chimera and the chimera death states coexist at certain coupling strength. Moreover, the amplitude chimera and the amplitude death patterns are related to the initial condition for given coupling strength. Our findings of amplitude chimera states and chimera death states in coupled chaotic system may enrich the knowledge of the symmetry-breaking-induced pattern formation.     

基于POLO钝化接触结构的晶硅电池技术及其研究进展

多晶硅氧化物(POLO)结构是在晶硅表面依次生长一层极薄的界面氧化层与多晶硅层所形成的钝化接触结构。基于POLO结构的钝化接触技术不仅能够获得优异的表面钝化特性,而且避免了金属与晶硅表面的直接接触,极大地降低了金属与晶硅表面的接触复合。目前应用POLO钝化接触结构制作的小面积晶硅太阳能电池转换效率高达26.1%,制作的大面积晶硅太阳能电池产业化效率已经超过24.5%。同时POLO钝化接触技术应用于晶硅电池的制作可以承受高温工艺,兼容现有的晶硅电池产业化设备,是未来极具产业化潜力的钝化接触技术方案。本文主要综述了POLO钝化接触结构中载流子的传输机理及相应的量化参数表征方法;对比了POLO结构制备中界面氧化层生长、多晶硅层的沉积、掺杂及氢化处理的方法;总结了多晶硅层的寄生吸收效应、晶硅表面形貌结构、掺杂浓度分布对POLO结构钝化接触特性的影响;简述了POLO钝化接触技术的研究进展及当前POLO电池制作面临的技术难点。     

AIRCRAFT CONTROL SURFACE FAULT DIAGNOSIS AND EVALUATION OF FLIGHT PERFORMANCE

针对操纵面故障将严重影响飞机的飞行安全,提出一种能快速实现故障诊断及性能评估的系统方法。首先,当系统状态维数较高时,采用容积卡尔曼滤波算法的球形积分准则和径向积分准则优化Sigma 点的采样策略和权重分配,较好地解决了无迹卡尔曼滤波算法滤波性能明显下降的问题;然后,利用飞机等速平飞运动特征计算故障下的升力系数和阻力系数,得出能反映飞机性能的飞行包线;最后,通过仿真结果验证了本文所提方法的可行性。     

Kalman滤波方法在湖南省居民收入预测中的应用

本文利用Kalman滤波方法,对湖南省历年农村和城镇居民收入进行了预测,并比较了农村和城镇居民收入情况,结果与实际值相当吻合.并比较了农村和城镇居民收入情况,该方法对于防止收入差距进一步扩大有非常重要的实际意义.     

Stochastic resonant signaling in enzyme cascades

We observe the phenomenon of stochastic resonant signaling in signal amplification enzyme cascades, where certain optimal reaction rates minimize the average threshold-crossing time. We develop a new analytical technique to obtain the mean first passage time, based on a novel decomposition of the master equation. Our analytical results are in good agreement with the exact numerical simulations. We demonstrate that resonant behavior may be a ubiquitous phenomenon in stochastic threshold crossing in cell signaling. The physical principles behind this phenomenon are elucidated.     

Ion energy distribution in a radio frequency sheath of plasma with Kappa electron velocity distribution

A hybrid model consisting of a one-dimensional radio frequency sheath model and an equivalent circuit model is used to investigate the effect of the non-Maxwellian plasma with enhanced electron tails on ion energy distribution (IED) at the plasma–wall interface. With the assumption that electrons obey the Kappa distribution in which the parameter κ characterizes the deviation from Maxwellian distribution, the bimodal shape of the IED can always be found with the decrease of κ under the condition of current experimental advanced superconducting tokamak (EAST) discharges during the ion cyclotron range of frequency wave heating. However, the height of the low-energy peak of the IED decreases, while the high-energy peak does not change significantly. In addition, the IED shifts towards the higher-energy regime, and the width of the IED expands with the decrease of κ . It is also shown that frequency and amplitude of the disturbance current, bulk plasma density, and ion temperature are the crucial parameters for determining the shape of IED even in the presence of super-thermal electrons.     

Novel Computation of the Growth Rate of Generalized Random Fibonacci Sequences

A new formulation is proposed for the computation of average growth rates of generalized random Fibonacci sequences. Based on the new formula, a novel numerical scheme is designed and successfully implemented, and interesting analytic asymptotic expansions are obtained for several examples.     

浅议创新思维在高等数学多维立体教学中的应用

本文探索了高等数学的多维立体教学方法,即结合多媒体课件、案例教学和实验教学,实现以教师为主导,学生为主体的主客体相结合的教学思想．     

Jackknife empirical likelihood for the difference of two volumes under ROC surfaces

The volume under a surface (VUS) is an effective measure for evaluating the discriminating power of a diagnostic test with three ordinal diagnostic groups. In this paper, we investigate the difference of two correlated VUS’s to compare two treatments for discrimination of three-class classification data. A jackknife empirical likelihood (JEL) procedure is employed to avoid the variance estimation in the existing methods. We prove that the limiting distribution of the empirical log-likelihood ratio statistic follows a \(\chi ^2\) distribution. Extensive numerical studies show that the JEL confidence intervals outperform those based on the normal approximation method. The proposed method is also applied to the Alzheimer’s disease data.