Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

铁磁-绝缘层-铁磁-d波超导结中的量子干涉效应对微分电导与散粒噪声的影响

通过求解BogoliubovedeGennes(BdG)方程,利用推广的BlonderTinkhamKlapwijk(BTK)理论,计算铁磁绝缘层铁磁d波超导结中的微分电导、平均电流和散粒噪声功率.研究表明,系统的微分电导和散粒噪声与平均电流的比值都随中间铁磁层厚度作周期性振荡,振荡的幅度随绝缘层势垒增高而变大,随铁磁层中磁交换劈裂的增强而变小. 关键词： 微分电导 散粒噪声 磁交换劈裂     

s波超导体绝缘层dx2-y2波超导体结的直流Josephson电流

在s波超导体绝缘层dx2-y2波超导体结(sId)中,考虑到结界面粗糙散射,运用BogoliubovdeGennes(BdG)方程和FurusakiTsukada(FT)电流公式,计算超导结中的准粒子传输系数和直流Josephson电流.结果表明:sId超导结的直流Josephson电流随温度以及结两侧的相位差变化的关系曲线强烈地依赖于d波超导体的晶轴方位;结界面的粗糙散射对Josephson电流有抑制作用 关键词： s/I/d超导结 dx2-y2波超导体 直流Josephson电流     

高性能ZnO纳米块体材料的制备及其拉曼光谱学特征

利用六面顶高压设备制备了高密度、低脆性、纳米级的ZnO块体材料，用MDI/JADE5 X射线衍射仪(Cu靶)和XL30S-FEG场发射扫描电子显微镜对高压样品的相组成、晶粒尺寸及微观形貌进行了表征.利用E55+FRA106/5傅里叶变换激光拉曼光谱仪通过ZnO块体样品位于50—500cm^-1之内的拉曼光谱, 研究了极性半导体纳米材料的拉曼光谱学特征.发现在极性半导体ZnO纳米块体材料中，没有出现明显的尺寸限制效应. 关键词： ZnO纳米块体 拉曼光谱 尺寸限制效应     

变加速动力学与舒适性问题

用变加速动力学的急动度(加加速度)概念,分析了车辆、电梯的乘座舒适性与高层钢结构建筑的风振舒适性问题.     

A modified damped Newton method for linear complementarity problems

We present a modified damped Newton method for solving large sparse linear complementarity problems, which adopts a new strategy for determining the stepsize at each Newton iteration. The global convergence of the new method is proved when the system matrix is a nondegenerate matrix. We then apply the matrix splitting technique to this new method, deriving an inexact splitting method for the linear complementarity problems. The global convergence of the resulting inexact splitting method is proved, too. Numerical results show that the new methods are feasible and effective for solving the large sparse linear complementarity problems.     

一维准周期结构声子晶体透射性质的研究

提出了一维准周期结构的声子晶体模型.对弹性波通过该一维准周期结构声子晶体的透射系数进行了数值计算，并与周期结构的透射系数进行了比较.计算结果表明，弹性波通过一维准周期结构声子晶体时，同样会有带隙的出现，且带隙所在频率范围与周期结构的情形完全一样，不同的是在准周期结构声子晶体中，带隙内有很强的局域共振模.对此局域模性质的研究有助于声波或弹性波滤波器的制作. 关键词： 准周期结构 声子晶体 局域化     

A comparison between degenerate paramagnetic oscillators and two-photon correlated-spontaneous-emission lasers

The degenerate parametric oscillator (DPO) is analyzed with the nonlinear material treated quantum mechanically. The source of squeezing in the DPO is the same as in the two-photon correlated-spontaneous-emission laser (CEL) — the level coherence. In this sense, they are similar. The amount of squeezing in DPO is the same as in the two-photon CEL at two-photon resonance, but the gain in DPO is usually much smaller than that in the two-photon CEL at two-photon resonance.     

Harmonic Analysis on the Compact Homogeneous Spaces──about Fourier Multiplier ofH~P（M） Space

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脑细胞激活素药物的化学成分分析

采用日本岛津LC-60A型高压液相色谱仪和美国P-E3030型原子吸收分光光度计，对该药进行了氨基酸、维生素和化学元素的含量测定。结果表明，该药含有18种氨基酸，不少于3种维生素和20几种化学元素，为进一步改进该药物的合理配制方法和临床应用提供了参考数据。