A network analysis of the Chinese stock market

In many practical important cases, a massive dataset can be represented as a very large network with certain attributes associated with its vertices and edges. Stock markets generate huge amounts of data, which can be use for constructing the network reflecting the market’s behavior. In this paper, we use a threshold method to construct China’s stock correlation network and then study the network’s structural properties and topological stability. We conduct a statistical analysis of this network and show that it follows a power-law model. We also detect components, cliques and independent sets in this network. These analyses allows one to apply a new data mining technique of classifying financial instruments based on stock price data, which provides a deeper insight into the internal structure of the stock market. Moreover, we test the topological stability of this network and find that it displays a topological robustness against random vertex failures, but it is also fragile to intentional attacks. Such a network stability property would be also useful for portfolio investment and risk management.     

Focal depth and focal splitting of truncated hyperbolic-cosine-Gaussian beam induced by phase plate

Focal depth and focal splitting of hyperbolic-cosine-Gaussian beams induced by a phase plate were investigated. The pure phase plate consists of three concentric zones: a center circle zone, an inner annular zone and an outer annular zone. The phase variance of the inner annular zone is adjustable. Simulation results show that the focal depth can be adjusted by changing the radii of zones. With the increase of the inner radius of the outer annular zone, the focal spot broadens along the optical axis and splits into two peaks. Then the two peaks combine back into one peak. There are two critical values for the inner radius of the outer annular zone, at which focal spot changes sharply. The tunable range of the focal depth varies considerably. The phase variance of the inner annular zone affects focal depth also; when the phase variance is π, the effect attains maximum. The parameters of cosh parts of the beam affect both focal splitting and focal depth evidently; focal splitting disappears with increasing parameters of cosh parts, and focal depth increases with increasing the parameters of cosh parts in both the low and the high numerical-aperture optical systems.     

Surface morphology of ZnO buffer layer and its effects on the growth of GaN films on Si substrates by magnetron sputtering

ZnO thin films were first prepared on Si(111) substrates using a radio frequency magnetron sputtering system. Then the as-grown ZnO films were annealed in oxygen ambient at temperatures of 700, 800, 900, and 1000°C , respectively. The morphologies of ZnO films were studied by an atom force microscope (AFM). Subsequently, GaN epilayers about 500 nm thick were deposited on the ZnO buffer layers. The GaN/ZnO films were annealed in NH₃ ambient at 900°C. The microstructure, morphology and optical properties of GaN films were studied by x-ray diffraction (XRD), AFM, scanning electron microscopy (SEM) and photoluminescence (PL). The results are shown, their properties having been investigated particularly as a function of the ZnO layers. For better growth of the GaN films, the optimal annealing temperature of the ZnO buffer layers was 900°C.     

Comparative study of heteroepitaxial domain growth Mg0.4Zn0.6O alloy films on LaAlO3 and MgO substrates

Cubic-phase heteroepitaxial domain Mg_0.4Zn_0.6O films have been realized on both LaAlO₃(100) and MgO (100) substrates using pulsed laser deposition. Different domain matching epitaxy relationships were obtained due to the different lattice mismatch between the films and substrates. A 45° rotated diagonal domain growth (2 diagonal units of Mg_0.4Zn_0.6O to 3 units of LAO) results in a mismatch of less than 2%. Meanwhile a perfectly matched cube-on-cube relationship is demonstrated in the Mg_0.4Zn_0.6O/MgO structure. X-ray diffraction confirms that substrates have little effects on the lattice parameters of the Mg_0.4Zn_0.6O films.     

超低温高电场下GaAs的电子太赫兹功耗谱的研究

利用自由空间太赫兹电光取样方法,测量了在高电场下,GaAs中受飞秒激光脉冲激发的电子所辐射出的太赫兹电磁波,发现从样品中辐射出的和电子加速度成正比的太赫兹电磁波电场强度E_THz（t）,表现出双极特性.通过分析GaAs中辐射出的太赫兹电磁波的傅里叶变换谱,首次实验上得到在阶跃电场下的GaAs的电子太赫兹功耗谱.研究发现,当电场小于50 kV/cm时,由电子谷间散射引起的负功耗（即增益）的截止频率ν_c,随着电场的增大而增大;当电场大于50 kV/cm时,负功耗的截止频率ν_c开始在750 GHz（10 K）附近饱和. 关键词： 太赫兹 非平衡载流子 功耗谱 谷间散射     

聚合物弥散液晶材料在1550nm的电光特性研究

实验研究了不同配方及工艺条件下,聚合物弥散液晶（PDLC）材料在1550nm处的电控光透射特性。由此筛选合适的配方和工艺,研制了聚合物弥散液晶电控可调光衰减器样品。实验说明,在1550nm工作点,50％左右合适的液晶含量的聚合物弥散液晶样品能够获得更好的电控光学性能。采用配方质量比ω（DHPA）：ω（E7）：ω（RB）：ω（NVP）：ω（NPG）=100：100：3：2：1．5的配方,制作在1550nm工作的聚合物弥散液晶光衰减器样品。经检测,输入光源为1550mm,223μW时,器件插入损耗为2．3dB,衰减调节范围为13dB,线性工作区域为20～70V。     

调焦评价函数灵敏度的影响因素分析

调焦评价函数对离焦图像的灵敏度直接影响着自动调焦的精度。许多对调焦函数性能研究中,都只是对各个不同函数的灵敏度相互比较,忽略了调焦评价函数的灵敏度不仅和函数本身有关,还和调焦选择区域大小以及罔像的空间频率等参量有关的问题。从成像原理基本公式推导出调焦评价函数灵敏度的数学模型。然后根据公式得出在光学系统的焦点附近,调焦评价函数的灵敏度与图像的空间频率成高次正比关系,与调焦区域的面积成线性正比关系,与照明光源的波长和光学系统空间截止频率成二次反比关系。最后实验证明理论分析的正确性。从而为实践中的自动调焦系统设计提供理论指导,以便有目的地选择和控制调焦系统的各个参量进一步提高自动调焦精度。     

光电耦合器件闪烁噪声模型

对电应力前后光电耦合器件的闪烁噪声（1/f噪声）进行了实验和理论研究.实验发现,应力前后1/f噪声幅值随偏置电流均有相同的变化规律：在低电流区,1/f噪声幅值与偏置电流成正比,在高电流区,1/f噪声幅值与偏置电流的平方成正比,且应力后1/f噪声幅值增大了约7倍.理论分析表明,小电流时该器件的1/f噪声为扩散1/f噪声,大电流时为复合1/f噪声,应力在器件有源区诱生的陷阱是1/f噪声增大的根本原因.基于载流子数涨落和迁移率涨落机制,建立了一个光电耦合器件1/f噪声的定量分析模型,实验结果和模型符合良好.     

宽范围偏置电流下的GaAlAs红外发光二极管1/f噪声特性

在宽范围偏置条件下,测量了GaAlAs红外发光二极管(IRLED)的低频噪声,发现1/f噪声幅值与偏置电流的γ次方成正比,在小电流区,γ≈1,在大电流区γ≈2.基于载流子数涨落和迁移率涨落机制建立了一个GaAlAs IRLED 1/f噪声模型,该模型的分析表明,低电流区GaAlAs IRLED的1/f噪声源于体陷阱对载流子俘获和发射导致的扩散电流涨落,高电流区的1/f噪声源于结空间电荷区附近氧化层陷阱对该处表面势的调制而引起载流子表面复合速率的涨落.该研究结果为1/f噪声表征GaAlAs IRLED的可靠性提供了实验基础与理论依据.     

S波段光纤拉曼放大器中级联受激布里渊散射串扰的实验研究

研究了光纤激光器前向抽运的S波段分布式光纤拉曼放大器中级联的受激布里渊散射(SBS)串扰现象。用窄光谱带宽(<100MHz)的可调谐激光二极管作为信号源,通过S波段分布式光纤拉曼放大器,当被放大的信号功率超过单模光纤受激布里渊散射的阈值时,出现了前向受激布里渊散射,这是传导声波布里渊散射在光纤放大器中放大的现象。随着拉曼放大器抽运功率的提高,在斯托克斯区,出现了两阶受激布里渊散射线,在实验中观测到偶数阶的受激布里渊散射谱线功率大于奇数阶的布里渊一瑞利散射线。当进一步增加拉曼放大器的抽运功率,出现了前向级联的多阶受激布里渊散射现象,拉曼放大器的增益下降,被放大的信号功率转换为受激布里渊散射,噪声变大。受激布里渊散射的串扰破坏了拉曼放大器的特性,使拉曼放大器无法在密集波分复用光纤传输系统中使用,因此需要严格地控制入纤的信号功率和放大器的抽运功率。在实验中还观测到在光纤拉曼放大器中被放大的信号光和受激布里渊散射线两侧的伴线。