Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

Optical bistability of planar metal/dielectric nonlinear nanostructures

We study theoretically a nonlinear response of the planar metal/dielectric nanostructures constituted from periodical array of ultra thin silver layers and the layers of Kerr-like nonlinear dielectric. We predict hysteresis-type dependences of the components of the tensor of effective dielectric permittivity on the field intensity allowing the change in material transmission properties from transparent to opaque and back at extremely low intensities of the light. It makes possible to control the light by light in all-optical nanoscale devices and circuits.     

Electronic structure and vibrational spectra of cis-diammine(orotato)platinum(II), a potential cisplatin analogue: DFT and experimental study

Orotic acid (vitamin B₁₃) is a key intermediate in biosynthesis of the pyrimidine nucleotides in living organisms, moreover, it may serve as the biological carrier for some metal ions. cis-Diammine(orotato)platinum(II), cis-[Pt(C₅H₂N₂O₄)(NH₃)₂] can be considered as a new potential cisplatin analogue. The FT-Raman and FT-IR spectra of the title complex are reported, for the first time. The molecular structure, vibrational frequencies, and the theoretical infrared and Raman intensities have been calculated by the density functional mPW1PW91 method. The detailed vibrational assignment has been made on the basis of the calculated potential energy distribution. The theoretically predicted IR and Raman spectra show very good agreement with experiment. Natural bond orbital (NBO) analyses were performed for cisplatin, carboplatin and the title complex. The results provided new data on the nature of platinum–ligand bonding in these compounds. Strong intramolecular hydrogen bond between the orotate ligand and the coordinated ammonia group stabilizes the structure of the platinum(II) complex. Thus, it is suggested that the orotate ligand in the title complex is more inert to the substitution reactions than the chloride ligands in cisplatin.     

Fractional diffusion and reflective boundary condition

Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible non-linear/multifractal signatures in the given data [Y. Ashkenazy, et al. Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, et al. Physica A 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin. Phys. Rev. E 72 (2005) 011913]. In this article, correlations of volatile series generated from stationary first-order linear feedback process with Gaussian and non-Gaussian innovations are investigated. While volatile correlations corresponding to Gaussian innovations exhibited uncorrelated behavior across all time scales, those of non-Gaussian innovations showed significant deviation from uncorrelated behavior even at large time scales. The results presented raise the intriguing question whether non-Gaussian innovations can be sufficient to realize long-range volatile correlations.     

Reactions of mercury salts with benzo- and tetrafluorobenzobarrelenes

Regiochemistry and stereochemistry of the addition of mercury salts to benzobarrelene and tetrafluorobenzobarrelene have been studied in acetic acid and methanol. The effect of the substrate structure on the regiochemistry of the reaction is discussed.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 6, pp. 1105–1108, June, 1994.     

19F NMR study of relative polarities and reactivities of N-H,N-Hg,and N-Au bonds in 2-(4-fluorophenyl)benzimidazole and its PhHg and Ph3PAu derivatives in intermolecular exchange

It has been shown by the¹⁹F NMR method that the relative polarities of nitrogenelement bonds in 2-(4-fluorophenyl)benzimidazole and its PhHg and PPh₃Au derivatives increase in the order N-H19F NMR. It has been found that these reactions occur by a bimolecular associative mechanism and that the N-H bond is substantially less reactive than the N-Hg and N-Au bonds, which have identical reactivities within the limits of sensitivity of the method used.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 8, pp. 1574–1580, August, 1995.This work was carried out with financial support from the Russian Foundation for Basic Research (Project No. 93-03-5528).     

蒙特卡罗哈密顿新方案及其检验

蒙特卡罗哈密顿方法(MCH)是研究量子理论的数值模拟新方法, 其优点是可求出超出基态的能谱和波函数. 旧MCH方案需要自由粒子的信息, 较难推广应用于格点规范理论. 本文提出克服这个困难的新方案. 首先介绍这一方案的思想, 并以1维量子力学模型V(x)=μ²x²+λx⁴(其中μ²< 0,λ>0)为例说明实现这一新方案的具体计算步骤和方法.