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.     

钢结构发展现状与对策

首先简要地介绍了国内外钢结构的发展现状，尤其是我省发展钢结构的前景和存在的主要问题，同时在分析论证的基础上，提出了在我国加入WTO后推广钢结构的对策和措施。     

求幂级数收敛半径的方法

指出了文 [1 ]中一个考研题的错误解法 ,并给出求幂级数收敛半径的几种方法     

接枝羧基的有限长碳纳米管电子结构的第一性原理研究

基于局域密度泛函理论，采用第一性原理方法，建立了对(5,5)型和(9,0)型有限长碳纳米管接枝羧基官能团的原子模型，通过计算其电子分布和态密度的变化，讨论羧基官能团对碳纳米管电子结构和电子输运特性的影响. 计算表明，接枝羧基的碳纳米管,其电子结构明显改变，其费米能级上的电子态密度下降；最高占据轨道上的非定域程度减弱,致使电子输运性能呈下降趋势. 关键词： 碳纳米管 密度泛函理论 电子结构     

Synthesis of 2-amino-2,4-anhydro-3-O-(2-tetrahydropyranyl)-psicofuranose: a versatile intermediate for S-type locked nucleosides

2-Amino-2,4-anhydro-psicofuranose derivative was synthesized starting from d-fructose.     

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.     

A New theory for evaluating the number density of inclusions in films

A new formulation derived from thermal characters of inclusions and host films for estimating laser induced damage threshold has been deduced. This formulation is applicable for dielectric films when they are irradiated by laser beam with pulse width longer than tens picoseconds. This formulation can interpret the relationship between pulse-width and damage threshold energy density of laser pulse obtained experimentally. Using this formulation, we can analyze which kind of inclusion is the most harmful inclusion. Combining it with fractal distribution of inclusions, we have obtained an equation which describes relationship between number density of inclusions and damage probability. Using this equation, according to damage probability and corresponding laser energy density, we can evaluate the number density and distribution in size dimension of the most harmful inclusions.     

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.     

Surface modifications of ITO electrodes for polymer light-emitting devices

Surface modifications were performed on the indium tin oxide (ITO) substrates for polymer light-emitting devices, using the different treatment methods including solvent cleaning, hydrochloric acid treatment and oxygen plasma. The influence of modifications on the surface properties of ITO electrodes were investigated by X-ray photoelectron spectroscopy (XPS), atomic force microscopy (AFM), contact angle, and four-point probe. The surface energies of the ITO substrates were also calculated from the measured contact angles. Experimental results demonstrate that the surface properties of the ITO substrates strongly depend on the modification methods, and oxygen plasma more effectively improves the ITO surface properties compared with the other treatments. Furthermore, the polymer light-emitting electrochemical cells (LECs) with the differently treated ITO substrates as device electrodes were fabricated and characterized. It is observed that the surface modifications on ITO electrodes have a certain degree of influence upon the injection current, luminance and efficiency, but hardly upon the turn-on voltages of current injection and light emission which are close to the measured energy gap of electroluminescent polymer. Oxygen plasma treatment on the ITO electrode yields the better performance of the LECs, due to the improvement of interface formation and electrical contact of the ITO electrode with the polymer blend in the LECs.     

On Two Measures of Problem Instance Complexity and their Correlation with the Performance of SeDuMi on Second-Order Cone Problems

We evaluate the practical relevance of two measures of conic convex problem complexity as applied to second-order cone problems solved using the homogeneous self-dual (HSD) embedding model in the software SeDuMi. The first measure we evaluate is Renegar's data-based condition measure C(d), and the second measure is a combined measure of the optimal solution size and the initial infeasibility/optimality residuals denoted by S (where the solution size is measured in a norm that is naturally associated with the HSD model). We constructed a set of 144 second-order cone test problems with widely distributed values of C(d) and S and solved these problems using SeDuMi. For each problem instance in the test set, we also computed estimates of C(d) (using Peña’s method) and computed S directly. Our computational experience indicates that SeDuMi iteration counts and log (C(d)) are fairly highly correlated (sample correlation R = 0.675), whereas SeDuMi iteration counts are not quite as highly correlated with S (R = 0.600). Furthermore, the experimental evidence indicates that the average rate of convergence of SeDuMi iterations is affected by the condition number C(d) of the problem instance, a phenomenon that makes some intuitive sense yet is not directly implied by existing theory.