A mini-review on econophysics:Comparative study of Chinese and western financial markets

We present a review of our recent research in econophysics, and focus on the comparative study of Chinese and western financial markets. By virtue of concepts and methods in statistical physics, we investigate the time correlations and spatial structure of financial markets based on empirical high-frequency data. We discover that the Chinese stock market shares common basic properties with the western stock markets, such as the fat-tail probability distribution of price returns, the long-range auto-correlation of volatilities, and the persistence probability of volatilities, while it exhibits very different higher-order time correlations of price returns and volatilities, spatial correlations of individual stock prices, and large-fluctuation dynamic behaviors. Furthermore, multi-agent-based models are developed to simulate the microscopic interaction and dynamic evolution of the stock markets.     

基于光学传输矩阵的太赫兹时域光谱分析

提出了基于光学传输矩阵的提取太赫兹时域光谱光学参数的理论方法。相比于传统的提取主脉冲方法,该方法在未来可以推广用以分析主脉冲与次脉冲无法分辨的太赫兹时域光谱。利用该方法得到了蓝宝石(α-Al2O3)样品在0.3~1.0太赫兹频段的复折射率。通过与利用提取主脉冲方法得到的复折射率的结果比较,验证了基于光学传输矩阵的理论分析方法的可靠性和精确性。所提出的方法为今后主次脉冲无法分辨的太赫兹时域光谱的准确分析提供了坚实的理论基础。     

Theory of myelin coiling

A new model is proposed to explain coiling of myelins composed of fluid bilayers. This model allows the constituent bilayer cylinders of a myelin to be non-coaxial and the bilayer lateral tension to vary from bilayer to bilayer. The calculations show that a myelin would bend or coil to lower its free energy when the bilayer lateral tension is sufficiently large. From a mechanical point of view, the proposed coiling mechanism is analogous to the classical Euler buckling of a thin elastic rod under axial compression. The analysis of a simple two-bilayer case suggests that a bilayer lateral tension of about 1 dyne/cm can easily induce coiling of myelins of typical lipid bilayers. This model signifies the importance of bilayer lateral tension in determining the morphology of myelinic structures.     

吸光度比值-导数光谱法同时测定铜(Ⅱ)和铬(Ⅲ)的研究

提出了运用吸光度比值-导数光谱法同时测定Cr(Ⅲ)与Cu(Ⅱ)含量的新方法。在pH 5.7的HAc-NaAc的缓冲溶液中,Cr3+,Cu2+与铬天青S(CAS)和溴化十六烷基三甲胺(CTMAB)可分别形成蓝色三元络合物。其摩尔吸光系数分别为2.52×105 L·mol-1·cm-1和1.01×105 L·mol-1·cm-1。Cu2+和Cr3+的浓度分别在0.08～1.2 μg·mL-1和0.05～0.52 μg·mL-1范围内符合比尔定律,其检测限分别为0.014和0.013 μg·mL-1。此方法应用于环境水中Cr(Ⅲ),Cu(Ⅱ)的同时测定,取得了满意的结果。     

两种铽配合物与PVK混合体系的发光机理研究

研究了稀土配合物Tb(p-MBA)₃phen(样品Ⅰ)和Tb(p-ClBA)₃phen(样品Ⅱ)与导电聚合物材料PVK掺杂体系的光致发光和电致发光特性。发现在样品Ⅰ与PVK混合薄膜的光致发光中,除了三价铽离子的发光外,还能看到明显的PVK的发光;而在电致发光中,PVK的发光完全被抑制,只能看到Tb3+的绿光发射。对样品Ⅱ与PVK的混合发光层,无论其光致发光谱还是电致发光谱,都没有看到410 nm处PVK的发射。进一步测量两种材料的激发光谱,初步探讨了器件的发光机理。样品Ⅰ的发光可能来源于两个方面,一是PVK到稀土配合物的不完全的能量传递,二是由于载流子俘获机理;样品Ⅱ的发光则是由于PVK到稀土配合物的完全的能量传递。     

催化动力学荧光法测定中草药对羟基自由基的清除率

苯甲酸具有很弱的荧光,在Co2+的催化下,过氧化氢能氧化苯甲酸发出强的荧光。中草药提取物可以清除溶液中的·OH, 使产物的生成量减少, 从而使溶液的荧光增加程度降低。据此原理建立了一种测定中草药对羟基自由基清除率的催化动力学荧光新体系。当中草药的浓度为4.0 mg(干重)·mL-1时,测得紫花地丁、苍术和赤芍对羟基自由基的清除率分别为60.8%,40.1%和94.3%。该方法与分光光度法测定结果相比无显著性差异。     

Detecting community structure using label propagation with consensus weight in complex network

Community detection is a fundamental work to analyse the structural and functional properties of complex networks.The label propagation algorithm(LPA) is a near linear time algorithm to find a good community structure. Despite various ubsequent advances, an important issue of this algorithm has not yet been properly addressed. Random update orders within the algorithm severely hamper the stability of the identified community structure. In this paper, we executed the asic label propagation algorithm on networks multiple times, to obtain a set of consensus partitions. Based on these onsensus partitions, we created a consensus weighted graph. In this consensus weighted graph, the weight value of the dge was the proportion value that the number of node pairs allocated in the same cluster was divided by the total number f partitions. Then, we introduced consensus weight to indicate the direction of label propagation. In label update steps,y computing the mixing value of consensus weight and label frequency, a node adopted the label which has the maximum mixing value instead of the most frequent one. For extending to different networks, we introduced a proportion parameter o adjust the proportion of consensus weight and label frequency in computing mixing value. Finally, we proposed an pproach named the label propagation algorithm with consensus weight(LPAcw), and the experimental results showed that he LPAcw could enhance considerably both the stability and the accuracy of community partitions.     

新型L-氨基酸尾式卟啉及其锌(Ⅱ)配合物的合成与光谱性质

用L-氨基酸和5-[邻-(2-溴乙氧基)苯基]-10,15,20-三苯基卟啉为原料合成了三种新型L-氨基酸尾式卟啉及其锌(Ⅱ)配合物,通过元素分析、红外光谱、紫外光谱、化学分析和质谱等对其进行了结构表征。测试并研究了它们在4 000～400 cm-1范围内的傅里叶变换红外光谱,对主要谱带进行了经验归属。     

The mm-wave dielectric measurements with an electric-field cross-correlation Fourier transform spectrometer

A method for measuring complex permittivity based on an electric-field cross-correlation Fourier transform spectrometer was proposed. Its principle can be extended over the whole microwave region. Two typical solid media, teflon and plexigrass, and a kind of sand were measured in 8mm-wave region by the method. The results show that this method has potentialities to perform accurate permittivity measurements.Supported by Foundation of Specialities Opened to Doctorate Study