对CAPM模型检验中独立同分布正态假设重要性的实证分析

金融市场的数据大多不是iid正态的,但是通常针对CAPM的Wald检验和F检验均是基于这一假设的。本文采用一种不需要iid正态假定的基于GMM方法的检验统计量,对同一原假设进行了检验,并且将结果与美国和澳大利亚股市的实证结果进行了比较。结果表明上海股市的确不满足iid正态,而且GMM统计量的检验结果和通常的检验存在差异并有可能影响到判别的结果。     

Backlund Transformation and Exact Solution to Kadomtsev-Petviashvili Equation with Variable Coefficients

By using the homogeneous balance principle, we derive a Backlund transformation (BT) to (3+1)-dimensionaI Kadomtsev-Petviashvili (K-P) equation with variable coefficients if the variable coefficients are linearly dependent. Based on the BT, the exact solution of the (3+1)-dimensional K-P equation is given. By the same method, we derive a BT and the solution to (2+1)-dimensional K-P equation. The variable coefficients can change the amplitude of solitary wave, but cannot change the form of solitary wave.     

声学实验及部分声学量的测量

根据超声波在损耗介质中的淮驻波效应，对声速测量实验的内容进行了重新设计，丰富了机械波实验的内容和实验数据处理手段。     

A Sequential Algorithm for an Inventory Selection Problem

Assume that we have m finished products in an inventory. Eachfinished product is characterized by two measurements P andQ. A customer specifies a purchase order by the requirementsof characteristics P and Q. A product is qualified to satisfya purchase order if and only if it possesses better measurementsof both P and Q than the customer requires. For a given batchof n purchase orders, the inventory selection problem is tochoose n finished products from the inventory to satisfy allpurchase orders with a minimum cost. This problem can be formulatedas a large-scale transportation problem. When the cost functionof selecting a product to satisfy an order exhibits certainstructure, we develop a fast sequential algorithm to solve thisproblem. Possible extensions and related problems are also discussedin this paper.     

积分算子与(非线性复合)边值问题

本文在m+1连通区域上研究方程(A)w_g=g(z,w,w_z),(A.1)|g(z,w,w_z¹)-(z,w,w_z²)|≤q₀|w_z¹-w_z²|,q₀=常数<1 (A.2)的Riemann和Hilbert复合边值问题(RH问题)。我们构造了算子θ(w,z),研究了其连续与微分性质,建立了解的表示定理、先验估计、存在唯一性定理(K≥m)与可解条件(K≤m-1)。     

生态位视角下都市区村落养老价值评价体系研究

从生态位相关理论应用出发,基于生态位宽度、重叠度和密度解析村落养老价值的影响源和影响机制。在建立都市区村落养老行业系统的基础上,结合需求度调查,归纳了行业生态链中的生态元功能组成。并以影响源推导评价子系统,以生态元功能衍生出评价模块,从村落养老的时间位、空间位、功能位上的优势目标出发,构建了一个与生态位关联,由评价维度、价值子系统、模块、指标变量4个层级组成的都市区村落养老价值评价体系。此体系的研究立足于生态位对村落养老价值的影响机制和养老产业良性发展的适应性,为村落养老价值评价体系的构建提供了新视角,为村落发展养老产业的可行性判定提供了综合性方法。     

分布作用腔振荡器的大信号研究

本文考虑了空间电荷的作用及互作用间隙宽度的影响,按矩形脉冲轴向高频场分布,建立了分布作用腔振荡器的大信号计算模型,对转换效率进行了计算研究.文中还给出典型情况下的详细结果,并进行了分析讨论。     

CORRELATION OF ANNUAL CHANGE OF LUTEINIZING HORMONE-RELEASING HORMONE (LH-RH) WITH GONADAL DEVELOPMENT IN AMPHIOXUS

The present study demonstrates for the first time by RIA that LH-RH is present in the heads as well as the bodies of the amphioxuses of both sexes. Gonadoliberin increases gradually during the course of gonadal development. At the time of gonadal maturity, LH-RH content reaches a maximum. The annual change of LH-RH correlates well with gonadal development and the gonadosomatic index (GSI). The reproductive season of the amphioxus covers about three months from May to July, and LH-RH content starts to increase in May (66.89±5.26 ng) and reaches the peak in June (158.57±3.17 ng), indicating that LH-RH is likely also to be involved in the reproductive activity of the chordate. This finding is of significance in understanding the evolutionary process of the reproductive endocrine in the vertebrate.     

TDM泵浦光纤拉曼放大器四波混频噪声的分析

四波混频作为一种噪声广泛存在于各种光放大器中,论文将对TDM泵浦方式的拉曼放大器的四波混频噪声进行分析和仿真,最后提出改善四波混频噪声的方法。     

Physical design of scanning gantry for proton therapy facility

A proton therapy facility based on a linac injector and a slow cycling synchrotron is proposed.To achieve effective treatment of cancer,a scanning gantry is required.The flexible transmission of beam and high beam position accuracy are the most basic requirements for a gantry.The designed gantry optics and scanning system are presented.Great efforts are put into studying the sensitivity of the beam position in the isocenter to the element misalignments.It shows that quadrupole shift makes the largest contribution and special attention should be paid to it.