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In this study, we evaluate the relationship between efficiency and predictability in the stock market. The efficiency, which is the issue addressed by the weak-form efficient market hypothesis, is calculated using the Hurst exponent and the approximate entropy (ApEn). The predictability corresponds to the hit-rate; this is the rate of consistency between the direction of the actual price change and that of the predicted price change, as calculated via the nearest neighbor prediction method. We determine that the Hurst exponent and the ApEn value are negatively correlated. However, predictability is positively correlated with the Hurst exponent. 相似文献
197.
We investigated financial market data to determine which factors affect information flow between stocks. Two factors, the time dependency and the degree of efficiency, were considered in the analysis of Korean, the Japanese, the Taiwanese, the Canadian, and US market data. We found that the frequency of the significant information decreases as the time interval increases. However, no significant information flow was observed in the time series from which the temporal time correlation was removed. These results indicated that the information flow between stocks evidences time-dependency properties. Furthermore, we discovered that the difference in the degree of efficiency performs a crucial function in determining the direction of the significant information flow. 相似文献
198.
Denev S Kumar A Biegalski MD Jang HW Folkman CM Vasudevarao A Han Y Reaney IM Trolier-McKinstry S Eom CB Schlom DG Gopalan V 《Physical review letters》2008,100(25):257601
Oxygen octahedral rotations are the most common phase transitions in perovskite crystal structures. Here we show that the color symmetry of such pure elastic distortions is isomorphic to magnetic point groups, which allows their probing through distinguishing polar versus magnetic symmetry. We demonstrate this isomorphism using nonlinear optical probing of the octahedral rotational transition in a compressively strained SrTiO3 thin film that exhibits ferroelectric (4mm) and antiferrodistortive (4{'}mm{'}) phases evolving through independent phase transitions. The approach has broader applicability for probing materials with lattice rotations that can be mapped to color groups. 相似文献
199.
Kwon S Shin HS Gong J Eom JH Jeon A Yoo SH Chung IS Cho SJ Lee HS 《Journal of the American Chemical Society》2011,133(44):17618-17621
Molecular self-assembly is the spontaneous association of molecules into structured aggregates by which nature builds complex functional systems. While numerous examples have focused on 2D self-assembly to understand the underlying mechanism and mimic this process to create artificial nano- and microstructures, limited progress has been made toward 3D self-assembly on the molecular level. Here we show that a helical β-peptide foldamer, an artificial protein fragment, with well-defined secondary structure self-assembles to form an unprecedented 3D molecular architecture with a molar tooth shape in a controlled manner in aqueous solution. Powder X-ray diffraction analysis, combined with global optimization and Rietveld refinement, allowed us to propose its molecular arrangement. We found that four individual left-handed helical monomers constitute a right-handed superhelix in a unit cell of the assembly, similar to that found in the supercoiled structure of collagen. 相似文献
200.
Edington C Murata H Koepsel R Andersen J Eom S Kanade T Balazs AC Kolmakov G Kline C McKeel D Liron Z Russell AJ 《Langmuir : the ACS journal of surfaces and colloids》2011,27(24):15345-15351
Cell separation technology is a key tool for biological studies and medical diagnostics that relies primarily on chemical labeling to identify particular phenotypes. An emergent method of sorting cells based on differential rolling on chemically patterned substrates holds potential benefits over existing technologies, but the underlying mechanisms being exploited are not well characterized. In order to better understand cell rolling on complex surfaces, a microfluidic device with chemically patterned stripes of the cell adhesion molecule P-selectin was designed. The behavior of HL-60 cells rolling under flow was analyzed using a high-resolution visual tracking system. This behavior was then correlated to a number of established predictive models. The combination of computational modeling and widely available fabrication techniques described herein represents a crucial step toward the successful development of continuous, label-free methods of cell separation based on rolling adhesion. 相似文献