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.     

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     

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.     

Quantum HeisenbergS=1/2 spin glass with ferromagnetic coupling and random Dzyaloshinskii-Moriya interactions

By means of the generalized static replica symmetric spin glass theory, a quantum HeisenbergS=1/2 spin glass model with the infinite-ranged random Dzyaloshinskii-Moriya (DM) interaction and ferromagnetic coupling is investigated. The dependence of entropy, specific heat, susceptibility and the corresponding order parameters on temperature is studied numerically for different ferromagnetic interactions and fixed anisotropy. Two spin glass phases has been found including transverse and mixed spin glass phases. It has been shown that the local susceptibility exhibits double-cusp features for different ferromagnetic coupling (J ₀). Phase transition poins are found in the specific heat-temperature plane at various ferromagnetic coupling values. Additionally, the dependence of the spontaneous moment on temperature is calculated.     

PIXE analysis of the Mn-doped content in Ga1-xMnxN film grown by LP-MOVPE

Summary Department of Technical Physics, School of Physics, Peking Unive     

Fe_3Al的抗高温氧化和耐热腐蚀性能

在７００℃与８５０℃的高温下，Ｆｅ＿３Ａｌ金属间化合物表面形成了Ａｌ＿２Ｏ＿３保护膜，使其抗氧化性能远优于不妨钢，２％Ｃｒ（原子百分比）加入Ｆｅ＿３Ａｌ会导致氧化过程初期氧化速率的增高，在熔融的硫酸盐和高压锅炉的烟气中，Ｆｅ＿３Ａｌ的耐热腐蚀性能优于高温合金ＧＨ１３２．     

~n中有界域上全纯函数的第Ⅰ型 C-F公式

本文得到Ｃｎ中有界域上全纯函数的一种其积分密度函数含有全纯函数导数的 Ｃａｕｃｈｙ－Ｆａｎｔａｐｐｉ　　公式，称之为第Ⅰ型 Ｃ－Ｆ 公式，利用这个公式，通过适当选择其中的向量函数，可以得到许多区域上全纯函数相应的第Ⅰ型积分表示式．     

Abnormal dielectric characteristics of PMN-32%PT single crystal under dc bias

It has been reported that the single crystal of relaxor ferroelectrics (1-x)Pb(Mg1/3Nb2/3)O3-xPbTiO3 (PMN-xPT) with the compositions near the morphotropic phase boundary (MPB, 0.28相似文献   

一些特殊树的对偶带宽

图G的对偶带宽是指图G中相邻两点最小标号差的最大值。确定了一些特殊树的对偶带宽，主要结果如下：(1)如果树T有n个顶点，并且其最大度△(T)不小于[n/2]，那么树T的对偶带宽等于n一△(T)的充要条件为T是双层星且其内星的中心为最大度顶点；(2)完全二叉树T2,k的对偶带宽等于2^k-1；(3)等高单毛虫树Pm,n的对偶带宽为[mn/2]。     

涉及到两个高维单形的分式不等式

Janic R.R是一个关于三角形的边长和旁切园半径的分式不等式，文中对两个高维单形给出可类似的分式不等式的正向形式和逆向形式。