双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

SEPARATING SCN~- FROM DESULPHURIZATION WASTE SOLUTION OF COCKING PLANT BY D241 RESIN

1. INTRODUCTION In the process of coking plant, about 30%~35% sulfur is transformed to H2S and some other sulfide, which form impurity in coal gas together with NH3 and HCN. Only 0.1% H2S containing in air can lead to die, so it is very important to carry on desulphurization and decyanation with coal gas [1~3]. Currently desulphurization and decyanation craft technique have Dry Oxidation Technology, Wet Oxidation Technology and Liquid Absorption Technology [2] three main kinds. The…     

The operational performance of the Yale ESTU

The ESTU began operation in 1988 and achieved the design voltage of 20 MV in 1990. Since that time, improvements to the gas handling system, negative ion injector, accelerator terminal and control system have greatly increased its capability and reliability. Today, the ESTU can efficiently produce an extensive assortment of stable ions at wide-ranging energies in support of low-energy nuclear physics.     

FTIR光谱遥测红外药剂的燃烧温度

本文利用遥感FTIR光谱，对红外药剂的燃烧特性进行了研究。在分辨率为4cm^-1时，收集4700－740cm^-1波段的光谱。从HF等燃烧产物发射的分子振转基带精细结构的谱线强度分布，可以对燃烧温度进行遥感测定，并给出了燃烧温度随时间的变化关系，实验结果表明燃烧表面附近温度梯度很大，存在着急剧的变化温度场，同时也说明，在不干扰火焰温度场的情况下，利用遥感FTIR光谱对剧烈的、非稳态快速燃烧的火焰温度进行连续实时的遥感测量，是一种快速、准确、灵敏度高的测温方法，显示了它在燃烧温度测量、产物浓度测试以及燃烧机理研究等方面的应用前景。     

Application of pressure sensitive paint measurement to a low-solidity cascade diffuser of a transonic centrifugal compressor

A pressure sensitive paint (PSP) measurement has been known as a pressure field measurement technique based on the oxygen quenching phenomenon of luminescence of specific luminophores. A PSP measurement was applied for pressure field measurement in a low-solidity circular cascade diffuser of a single-stage transonic centrifugal compressor with 5 in pressure ratio for HFC134a gas. The oxygen concentration was about 500 ppm. Ru (bath-phen) was adsorbed on a silica-gel thinlayer chromatography sheet, and the sheet was pasted onto the side-wall between the cascade vanes. A drastic change in luminescent intensity was recognized during a surge condition. Also the pressure variations based on luminescent intensity agreed well with the pressure fluctuations measured using a semiconductor pressure sensor with high-frequency-response. It was shown that a PSP measurement worked well to investigate the unsteady pressure fields in a circular cascade diffuser of a transonic centrifugal compressor. Moreover, the time response of PSP becomes clear as a problem to be overcome for the present.     

"小题大做"一例——研究性教学中习题环节的个案讨论

本文以一道题为例对研究性教学中的习题环节进行了实例研究.大致按照事件发生的顺序叙述以再现现场情景.     

Oxidation process of SiGe on SOI substrates

The oxidation of SiGe film epitaxial grown on top of SOI wafers has been studied. These SiGe/SOI samples were oxidized at 700, 900, 1100 °C. Germanium atoms were rejected from SiGe film to SOI layer. A new Si_1−xGe_x (x is minimal) layer formed at SiGe/Si interface. As the germanium atoms diffused, the new Si_1−xGe_x (x is minimal) layer moved to Si/SiO₂ interface. Propagation of threading dislocation in SiGe film to SOI substrate was hindered by the new SiGe/Si interface. Strain in SOI substrate transferred from SiGe film was released through dislocation nucleation and propagation inner. The relaxation of SiGe film could be described as: strain relaxed through strain equalization and transfer process between SiGe film and SOI substrates. Raman spectroscopy was used to characterize the strain of SiGe film. Microstructure of SiGe/SOI was observed by transmission electron microscope (TEM).     

Advances in micro-perforated panel absorbers

Theoretical and experimental investigations on the performance of micro-perforated -panel absorbers are reviewed in this paper. By reviewing recent research work, this paper reveals a relationship between the maximum absorption coefficient and the limit of the absorption frequency bandwidth. It has been demonstrated that the absorption frequency bandwidth can be extended up to 3 or 4 octaves as the diameters of the micro-holes decrease. This has become possible with the development of the technologies for manufacturing micro-perforated panels, such as laser drilling, powder metallurgy, welded meshing and electro-etching to form micrometer order holes. In this paper, absorption characteristics of such absorbers in random fields and in high sound intensity are discussed both theoretically and experimentally. A new absorbing structure based on micro-perforated-panel absorbers demonstrate experimentally high sound absorption capability. This review shows that the micro-perforated-panel absorber has potentials to be one of ideal absorbing materials in the 21st century.     

Wavelength and power monitoring of DWDM systems using scanning F–P filter calibrated with a F–P laser

A novel technique to overcome the long-term drift and hysteresis of a scanning Fabry–Perot filter was developed and applied to wavelength and power monitoring of DWDM system. By using the comb peaks generated by a temperature-stabilized, near threshold-biased Fabry–Perot diode laser as wavelength reference for the scanning Fabry–Perot filter, wavelength and power measurement accuracy of better than ±10 pm and 0.2 dB, respectively, were achieved.