Analysis of price fluctuations in futures exchange markets

We show that the fluctuations of the tick-by-tick logarithmic price in a futures market can be described in terms of the Fokker-Planck equation (FPE). We calculate the corresponding drift and diffusion coefficients and argue that these values can contain some information pertaining to the market state. It is particularly showed that the Korean treasury bond (KTB) futures is well described by a FPE and has a similar structure to turbulence.     

Abdominal apparent diffusion coefficient measurements: effect of diffusion-weighted image quality and usefulness of anisotropic images

This study aimed to assess the effect of diffusion-weighted image (DWI) quality on abdominal apparent diffusion coefficient (ADC) measurements and the usefulness of anisotropic images. Twenty-six patients (10 men and 16 women; mean, 58.1 years) who underwent DW imaging and were diagnosed not to have any abdominal diseases were analyzed. Single-shot spin-echo echo-planar DW imaging was performed, and one isotropic and three orthogonal anisotropic images were created. ADCs were calculated for liver (four segments), spleen, pancreas (head, body, tail) and renal parenchyma. Image quality for each organ part was scored visually. We estimated the correlation between ADC and image quality and evaluated the feasibility of using anisotropic images. ADCs and image quality were affected by motion probing gradient directions in the liver and pancreas. A significant inverse correlation was found between ADC and image quality. The r values for isotropic images were −.46, −.48, −.70 and −.28 for the liver, spleen, pancreas and renal parenchyma, respectively. Anisotropic images had the best quality and lowest ADC in at least one organ part in 17 patients. DWIs with the best quality among isotropic and anisotropic images should be used in the liver and pancreas.     

电磁波在左右手介质界面折射与反射特性的研究

研究了电磁波在左右手介质界面折射与反射的特性,给出了折射系数和反射系数,从另外一个方面探讨了最小作用量原理在左手材料中的适用性;从电动力学和最小作用量原理证明了Snell定律,验证了Snell定律在左手材料中的适用性,并且得到Fresnell公式在左右手材料中的一致性.     

受激布里渊散射新介质——全氟胺的研究

本文从介质化学结构与受激布里渊散射(SBS)特性的关系入手,寻找出了SBS特性良好的全氟胺系列新介质——FC-131,FC-3283,FC-40,FC-43,FC-70等,并测定或计算出了新介质的SBS参数. 结果表明,新介质的吸收系数均小于10^-3 cm^-1,光学击穿阈值均高于100 GW/cm². 全氟胺系列新介质不仅具有良好的SBS特性,而且还具有无毒、低挥发性和高稳定性等一系列独特的物理化学性质. 新介质的发现不仅增加SBS介质的种类,而且能够有效提高SBS系统的性能,对于SBS相位共轭镜在高功率激光系统中的应用打下了良好的基础. 关键词： 受激布里渊散射(SBS) 全氟胺 吸收系数 光学击穿阈值     

The relation between composition in laser absorption region and ambient pressure

In this paper, the compositions in a laser absorption region can be determined from the experiment of laser impulse coupling. When the ambient pressure varies from 9325 to 33325Pa, the compositions are vapour and plasma; while from 35325 to 101325Pa, they are ambient air and plasma. By analysing the relation between the degree of compression and the ambient pressure, the compositions can be determined and the variation of plasma can be explained.     

机载大气探测激光雷达人眼安全分析

 依据美国ANSI标准,模拟计算了0~12 km的高度范围内不同的激光束发散角和不同激光脉冲能量比例的532和1 064 nm激光脉冲人眼安全最大阈值能量。给出两种532和1 064 nm激光脉冲人眼安全最大阈值能量分配方案：(1)激光束发散角为0.3 mrad且532与1 064 nm的激光脉冲最大阈值能量之比为1∶2;（2）激光束发散角为0.4 mrad且532与1 064 nm的激光脉冲最大阈值能量之比为1∶1。分析了用这两种激光脉冲人眼安全最大阈值能量分配方案探测模式大气时所对应的信噪比。分析结果表明：这两种方案既能保证机载激光雷达对模式大气探测时地面人眼安全又能达到探测所要求的信噪比。     

量热式激光能量计热损失系数测定方法的研究

在长脉冲激光照射下,由于热损失的影响,致使传统数据处理方法所得到的量热式激光能量与实际激光能量有较大的差距。以能量计探头在激光照射下的温度变化分布为实验模型,考虑热辐射和热传导等因素,提出一种表征能量计热损失程度的热损失系数的测定方法,并用实验验证了该测定方法的正确性。所得的热损失系数可作为评价量热式激光能量计性能的一个重要参数。     

Raman激光雷达探测气溶胶消光系数求解新方法

利用Raman激光雷达测量的回波数据求解气溶胶消光系数,选用美国标准大气模式时,反演结果有可能会产生较大的误差。提出一种采用温度模式求解Raman激光雷达回波方程探测对流层大气气溶胶消光系数的新方法,并对这种新方法进行了详细的理论推导。通过与利用无线电探空仪测量数据计算的结果进行对比,发现二者具有较好的一致性。理论和实验均表明：通常情况下,采用温度模式方法求解Raman激光雷达方程探测对流层大气气溶胶消光系数是可行的。温度模式方法包含了探测地点的季节和地理海拔因素,较直接采用美国标准大气模式更加符合实际,可以减少反演结果的误差。     

用分光光度法研究非晶硅薄膜的光学性质

提出了一种测量薄膜透射光谱的方法.该方法用自制的夹具改进了分光光度计,保证了在测量大小不同的样品时参考光的强度和入射到待测样品上光的强度相同.利用改进后的分光光度计测量了沉积在玻璃衬底上非晶硅薄膜的透射光谱,并对透射光谱进行了拟合和计算,确定出非晶硅薄膜的光学常量和厚度.     

最小二乘法在铜电阻测量实验数据处理中的应用

文介绍了最小二乘法的原理,给出了用最小二乘法对铜电阻测量数据处理的实例。