基于正则逆Gamma分布和广义极值分布的VaR计算

股指收益率的分布和风险价值(VaR)的计算是证券市场研究的热点问题.本文对来自上证指数和深证成指日收益率采用正则逆Gamma分布和偏T分布(SST)分别进行拟合,对极值序列(周、月极大值和极小值)建立广义极值分布函数。并由此计算VaR值,度量这几种序列的风险价值.结果表明正则逆Gamma分布能更好地拟合日收益率的分布,以及采用周极值收益率的广义极值分布计算VaR值来估计风险较为合理.     

Cs4Sn5S12的溶剂热合成与表征

利用溶剂热法合成了硫代锡酸铯Cs4Sn5S12,单晶X-射线衍射结果表明Cs4Sn5S12属正交晶系,Pbca空间群,a=1.4232(4)nm,b=1.3161(4)nm,c=1.6372(5)nm,α=90°,Z=4。化合物Cs4Sn5S12中含有由八面体Sn S6和三角双锥Sn S5连接形成的层状阴离子[Sn5S12]4-∞。[Sn5S12]4-∞结构中有两种类型硫原子:连接六配位锡原子和五配位锡原子的硫原子以及只与两个五配位锡原子相连的硫原子。紫外-可见漫反射光谱表明Cs4Sn5S12为半导体,禁带宽度为2.3 e V。     

A new generalization of Hardy–Berndt sums

In this paper, we construct a new generalization of Hardy–Berndt sums which are explicit extensions of Hardy–Berndt sums. We express these sums in terms of Dedekind sums s _r (h, k : x, y|λ) with x?=?y?=?0 and obtain corresponding reciprocity formulas.     

动态加权的多频段距离特征量数据融合方法

距离特征量反映了目标距离变化规律,该观测量可由基于LOFAR谱图的距离特征量提取方法得到。为解决单一频段提取的距离特征量精度不高的问题,本文基于最优加权平均法,提出了多频段距离特征量值提取技术。针对该方法在实际应用中无法准确得到距离特征量解算值误差的标准差,提出了一种对方差进行实时估计的动态加权融合方法。试验数据处理结果表明,融合后精度明显提高。     

微波消解-ICP-OES测定蜂花粉中钙元素的含量

采用微波消解-ICP-OES法测定了4种蜂花粉中钙元素的含量,测定用标准曲线方程为：y=129．89 x-19．367,线性相关系数r=0．9998。结果表明,蜂花粉中含有大量的钙元素,4种蜂花粉中钙元素测定最高质量分数为1399mg／kg,最低质量分数为1171mg／kg,平均质量分数为1302．5mg／kg,可见蜂花粉是极具保健价值的营养品。     

Search with the ATLAS detector for new physics with significant missing transverse energy and two isolated leptons

Results of searches for supersymmetry in events with significant missing transverse energy and two isolated leptons with the ATLAS experiment at the LHC are presented. Three analyses are presented here, the first two are analyses with leptons of opposite charge and same charge, respectively. The third one is an analysis that searches for an excess of same-flavour opposite-charge lepton pairs over those of different-flavour. Data corresponding to an integrated luminosity of 1 fb^?1 are analysed.     

Low Frequency Ultra-Thin Compact Metamaterial Absorber Comprising Split-Ring Resonators

We present a design of a low frequency ultra-thin compact and polarization-insensitive metamaterial absorber （MA）. The designed MA is a two-layer structure, a periodic array of novel split-ring resonators （SRRs）, which are constructed in an FR4 dielectric layer, and another ultra-thin grounded sheet is attached to the bottom. Numerical simulated results show that the proposed MA can realize effective absorption at the frequency 281.9 MHz, and its overall thickness is just only 0.29% of the resonant wavelength, the unit space is only 2.57%, and the absorbanee is kept well for a wide range of incident angles for different polarizations. In addition, the proposed MA is changed into a more compact one when the inter-digital structures are introduced in the SRRs. One convenient experiment is carried out in a rectangular waveguide simulator.     

一个不连续映象中的混沌稳定或混沌抑制

借助于一个张弛振子模型和与之相应的不连续映象说明了在这类系统中瞬态集的映蔽效应会产生三种区域：1）稳定混沌区，在此区域中不存在周期窗口，混沌轨道是结构稳定的；2）完全锁相区，在此区域中混沌被抑制，只存在周期运动；3）准周期区域，在此区域中混沌被抑制，只存在准周期或临界稳定的周期运动．这种思想被用来解释在一个实际张弛振子电路中观察到的稳定混沌区和完全锁相区 关键词：     

软件控制实现高速摄影机的收片启动特性

对棱镜补偿式高速摄影机的收片启动特性进行了定量分析 ,根据分析给出了在工程中实现这一运动特性的步骤和方法 ,该方法的核心思想是从试验中得到控制运行所需要的参数 ,然后用软件控制实现摄影机的收片启动特性。实际的工程使用证明该方法简便且行之有效 ,方便了摄影机调试