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.     

Analysis of a type of nonsmooth dynamical systems

In this paper, a class of nonsmooth dynamical systems is analyzed. Extensive simulations reveal the chaotic behavior in these systems. By introducing a parameter, a chain of systems with one end being a linear stable system and the other being a chaotic system is constructed. Then the phase transition process through the chain is investigated as the parameter varies. Difficulties involved in analyzing this class of systems are also discussed.     

Magnetic and electrical transport properties of delta-doped amorphous Ge:Mn magnetic semiconductors

We report on the growth and characterization of delta-doped amorphous Ge:Mn diluted magnetic semiconductor thin films on GaAs (0 0 1) substrates. The fabricated samples exhibit different magnetic behaviors, depending on the Mn doping concentration. The Curie temperature was found to be dependent on both the Mn doping concentration and spacing between the doping layers. A sharp drop in magnetization and rise in resistivity are observed at low temperature in samples with high Mn doping concentrations, which is also accompanied by a negative thermal remanent magnetization (TRM) in the higher temperature range. The temperature at which the magnetization starts to drop and the negative TRM appears show a correlation with the Mn doping concentration. The experimental results are discussed based on the formation of ferromagnetic regions at high temperature and antiferromagnetic coupling between these regions at low temperature.     

用力敏传感器测量乙醇水溶液的表面张力系数与浓度的关系

用硅压阻式力敏传感器测量了纯水、乙醇的表面张力系数，并测量了不同浓度的乙醇水溶液的表面张力系数，得到了乙醇水溶液的表面张力系数随浓度的变化曲线．     

Annealing behavior of gel‐spun polyethylene fibers at temperatures lower than needed for significant shrinkage

The annealing at 373 K of ultrastrong, gel‐spun polyethylene (PE) has been studied. At this temperature, the fibers show no significant shrinkage. Still, a significant decrease in the mechanical properties is observed. The fibers have been analyzed with differential scanning calorimetry (DSC), temperature‐modulated differential scanning calorimetry (TMDSC), atomic force microscopy (AFM), and small‐angle X‐ray scattering (SAXS). During the annealing, the glass transition of the intermediate phase is exceeded, as shown by DSC. When split for structure analysis by AFM, the annealed fibers undergo plastic deformation around the base fibrils instead of brittle fracture. The quasi‐isothermal TMDSC experiments are compared to the minor structural changes seen with SAXS and AFM. The loss of performance of the PE fibers at 373 K is suggested to be caused by the oriented intermediate phase, and not by major changes in the structure or morphology. The overall metastable, semicrystalline structure is shown by TMDSC to posses local regions that can melt reversibly. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 403–417, 2003     

Towards the Exact Minimization of BDDs—An Elitism-Based Distributed Evolutionary Algorithm

Binary Decision Diagrams (BDDs) are the state-of-the-art data structure for representation and manipulation of Boolean functions. In general, exact BDD minimization is NP-complete. For BDD-based technology, a small improvement in the number of nodes often simplifies the follow-up problem tremendously. This paper proposes an elitism-based evolutionary algorithm (EBEA) for BDD minimization. It can efficiently find the optimal orderings of variables for all LGSynth91 benchmark circuits with a known minimum size. Moreover, we develop a distributed model of EBEA, DEBEA, which obtains the best-ever variable orders for almost all benchmarks in the LGSynth91. Experimental results show that DEBEA is able to achieve super-linear performance compared to EBEA for some hard benchmarks.     

FeCoB-SiO2磁性纳米颗粒膜的微波电磁特性

采用交替沉积磁控溅射工艺制备了超薄多层的FeCoB SiO2 磁性纳米颗粒膜 .利用x射线衍射仪、扫描探针显微镜、透射电子显微镜分析了薄膜的微结构和形貌特征 .采用振动样品磁强计、四探针法、微波矢量分析仪及谐振腔法测量薄膜试样的磁电性能和微波复磁导率 .重点对SiO2 介质相含量、薄膜微结构对电磁性能产生重要影响的机理做了分析和探讨 .结果表明 :这类FeCoB SiO2 磁性纳米颗粒膜具有良好的软磁性能和高频电磁性能 ,2GHz时的磁导率 μ′高于 70 ,可以应用于高频微磁器件或微波吸收材料的设计     

Analysis of CCD moiré pattern for micro-range measurements using the wavelet transform

A new approach based on the moiré theory and wavelet transform (WT) is proposed for measuring the micro-range distance between a charge-couple-device (CCD) camera and a two-dimensional reference grating. The micro-range distance is determined by measuring the pitch of the moiré pattern image, which is digitized by a CCD camera. A one-dimensional WT algorithm is applied to estimate the pitch of the moiré pattern. Experimental results prove that this technique is very efficient and highly accurate. The moiré range finder is an economic technique for measuring a micro-range distance.     

群胚上的Dirac结构及泊松约化

本文详细讨论了李双代数胚中的Dirac结构、群胚上的Dirac结构。利用Dirac结构的特征对的概念,给出了作用不变Dirac结构,拉回Dirac结构等概念的新的刻画。最后利用Dirac结构的有关性质,讨论了泊松齐性空间和泊松群胚作用的约化。     

局部有限超拓扑的局部紧性

本文讨论了赋予局部有限拓扑的非空闲子集超空间的局部紧性.主要结果是:X正则,则其闭子集超空间局部紧当且仅当X可表示成一个紧空间与一个离散空间的拓扑和.