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.     

Biham–Middleton–Levine model with four-directional traffic

We study the four-directional traffic flow on a two-dimensional lattice. In the case of discrete densities, we assume equal number of vehicles in each lane. Except for the minimum density, the gridlock emerges swiftly. Two kinds of gridlock have been observed. The global gridlock dominates the system when the density is twice the minimum value. At higher densities, the system is pervaded by local gridlocks. We also analyze the time evolution of average speed. In the case of continuous densities, the vehicle numbers vary from lane to lane. The global gridlock is then destroyed by the fluctuations; while the local gridlock can still be observed.     

Effect of external Gaussian random field on phonon spectrum of linear atomic chains

We present the theoretical study of the effect of external random field characterized by a Gaussian probability distribution function on the continuous phonon spectrum of one-dimensional (1D) chain, based on the Jacobian matrix method. The cumulative effect of the random field and simple isotopic defect is studied analytically and numerically. The Gaussian random field removes a square-root divergence appearing in the phonon spectrum of ideal 1D chain. The impurity phonon DOS shows strong dependence on the variance and the mean of the random field and exhibits very different behavior from the non-random case: the continuous spectrum is expanded and the δ-peak, describing discrete impurity vibrations in the non-random chain with the impurity, falls into a continuous zone.     

Precise measurement of magnetic moment of short-lived β-emitting nuclei12B ( I π=1+, T 1/2=20.18 ms)

The spin polarized β-emitting nuclei¹²B (I ^π=1⁺,T _1/2=20.18 ms) were produced by the nuclear reaction¹¹B(d, p)¹²B and by the selection technique of the incident deuteron energy and the¹²B recoil angle following the nuclear reaction. The nuclear magnetic moment of the short-lived nuclei¹²B was measured by β-NMR with the β-NMR and β-NQR setup established for the first time in China. The nuclear magnetic moment of¹²B was determined to be μ=0.99993±0.00048 nm org=0.99993±0.00048 after the precise correction of the Knight shift.     

Vibration analysis of a beam with PCLD Patch

An analytical approach for vibration response analysis of a beam with single passive constrained layer damping (PCLD) patch is presented. The governing equation of motion of the beam is firstly derived on the basis of an energy approach and the Lagrange equation. The noval contribution is that a third admissible function is introduced to represent the longitudinal displacements of the constraining layer in the PCLD patch when the assumed-modes method is applied for discretizing the governing equation. In conventional analytical approaches, only two admissible functions are used together with a longitudinal static equilibrium equation of a section of base beam or constraining layer. Comparison of the computational results from the proposed analytical approach and the conventional analytical approach as well as a commercial FEM code reveals that the proposed analytical approach can describe the vibration responses of the damped beam more accurately for commonly used viscoelastic material (VEM) layer in the PCLD patch while the conventional analytical approach, in general, overestimates the damping effects of the PCLD patch. The advantages and disadvantages of the proposed analytical approach and conventional analytical approach are discussed through some case studies.     

Optimized Pump Power Ratio on 2nd Order Pumping Discrete Raman Amplifier

By optimizing pump power ratio between 1st order backward pump and 2nd order forward pump on discrete Raman amplifier, we demonstrated over 2dB noise figure improvement without excessive non-linearity degradation.     

光学偏振实验仿真设计

采用计算机工具软件，成功地设计和编制了偏振现象实验的仿真程序，用于计算机辅助教学     

神光Ⅱ上柱形黑腔辐射驱动冲击波

利用神光Ⅱ的八路三倍频激光装置，驱动柱形黑腔产生的x 射线作辐射源驱动台阶铝样品产生冲击波，获得了清晰的冲击波图像，通过冲击波过台阶样 品的时间差获得冲击波速度和压力分别为31.2km/s和17.5×10⁵MPa.采用软x射线能谱 仪通过激光注入孔测量的辐射温度与采用冲击波法测量辐射温度的结果一致. 关键词： 冲击波 辐射驱动 辐射温度     

谈谈电磁污染

由于无线电广播、电视、通讯、及微波技术的迅猛普及,射频设备的功率成倍提高,地面上的电磁辐射已大幅度增加,电磁波已成为一种新型污染.1 电磁污染的特点 电磁污染是继水质污染、大气污染、噪声污染之后的第四大污染,前三种污染可看、可闻、可听,而电磁波的污染则是看不见、摸不着、闻不到,却又是无处不在的污染.     

大焦深成像系统仿真实验研究

如何增大非相干光学成像系统的焦深是应用光学研究领域的热点问题.本文对采用高次非球面光学掩模板与图像处理相结合增大成像光学系统焦深的新方法进行了深入分析,建立了大焦深成像系统仿真实验模型,并进行了大焦深成像系统仿真实验.实验结果证明了该方法在维持原相对孔径的同时使光学系统在较大的离焦范围内有好的成像质量.实际应用中还要综合考虑模板参量、信噪比等关键因素.