Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

高压处理对BiSrCaCu2Oy超导电性的影响

 本文在高T_c超导体BiSrCaCu₂O_y常压制备的基础上，研究了热压烧结和冷压处理对其形成、结构及超导电性的影响，并与常压结果进行了比较。结果表明，高压可以使样品的合成时间缩短，合成温度降低。但同时它也抑制了晶格参数较大的相（高T_c相）的形成，使小晶格参数的杂相含量增多。对于提高样品的超导电性而言，1.5 GPa时一个较好的压力点。     

粘塑性介质中球形孔洞的动态增长

 提出了一个新的粘塑性介质中球形孔洞在高加载率作用下的演化方程。方程中考虑了应变率、局部惯性和介质的硬化效应，并对这些影响进行了数值分析和讨论。数值分析结果表明：孔洞的增长对外加载率和应变率十分敏感，在高加载率条件下局部惯性效应对孔洞增长有着重要影响，随着加载率的增加，这种影响增大。另外，得到了使孔洞增长的临界应力值的表达式。     

非欧椭圆几何的若干度量问题

本文用新方法讨论解决了n维椭圆空间Sⁿ中若干几何问题。给出了关于n维球面单形的余弦定理、高的公式、内切及外接球半径r,R以及内心I与外心Q间的距离公式。同时将著名的欧拉不等式推广到Sⁿ中。     

均匀聚焦磁场中束晕-混沌的孤子控制

采用粒子.束核模型,对均匀聚焦磁场中满足K-V分布的离子束进行模拟研究.观察到束晕.混沌现象,基于束晕.混沌的非线性控制策略,提出控制束晕.混沌的孤子函数控制器,并给出具体的实施方案.模拟研究表明,运用这种方法可以消除束晕及其再生现象,达到对束晕.混沌的有效控制.     

Recycling solid supports – A head-to-tail linker

The concept of a `head-to-tail linker' designed to allow the regeneration and reuse of a variety of solid supports is introduced. The synthesis of this linker, its coupling to various solid supports, its application in a number of standard solid phase reactions and resin regeneration are presented.     

Pulsed microwave damage trend of bipolar transistor as a function of pulse parameters

In the present paper we conduct a theoretical study of the thermal accumulation effect of a typical bipolar transistor caused by high power pulsed microwave (HPM), and investigate the thermal accumulation effect as a function of pulse repetition frequency (PRF) and duty cycle. A study of the damage mechanism of the device is carried out from the variation analysis of the distribution of the electric field and the current density. The result shows that the accumulation temperature increases with PRF increasing and the threshold for the transistor is about 2 kHz. The response of the peak temperature induced by the injected single pulses indicates that the falling time is much longer than the rising time. Adopting the fitting method, the relationship between the peak temperature and the time during the rising edge and that between the peak temperature and the time during the falling edge are obtained. Moreover, the accumulation temperature decreases with duty cycle increasing for a certain mean power.     

Comparative investigation of resistance and ability to trigger high voltage discharge for single and multiple femtosecond filaments in air

A comparative investigation of resistance and ability to trigger high voltage (HV) discharge for single filament (SF) and multiple filaments (MF) has been carried out. The experimental results show that the trend of the breakdown threshold of the SF exactly follows that of its resistance, but this is not the case for the MF. The MF's resistance is much smaller than SF's. However, the MF shows a bit higher HV breakdown threshold than the SF. The underlying physics is that the measured resistance of the MF is collectively contributed by every filament in the MF while the HV breakdown threshold is determined by only one single discharging path.     

基于金银合金薄膜的近红外表面等离子体共振传感器研究

利用淀积在玻璃衬底上的金银合金薄膜作为表面等离子体共振(SPR)芯片, 构建了Kretschmann结构的近红外波长检测型SPR传感器. 采用不同浓度的葡萄糖水溶液测试了金银合金薄膜SPR传感器的折射率灵敏度. 实验结果表明随着入射角从7.5°增大到 9.5°, SPR吸收峰的半高峰宽从292.8 nm 减小到 131.4 nm, 共振波长从 1215 nm蓝移到 767.7 nm, 折射率灵敏度从35648.3 nm/RIU 减小到 9363.6 nm/RIU.在相同的初始共振波长(λ_R)下获得的金银合金薄膜SPR折射率灵敏度高于纯金膜(纯金膜在λ_R=1215 nm下的折射率灵敏度为29793.9 nm/RIU). 利用1 μmol/L的牛血清蛋白(BSA)水溶液测试了传感器对蛋白质吸附的响应.结果表明, BSA分子吸附使得金银合金薄膜SPR吸收峰红移了12.1 nm而纯金膜SPR吸收峰仅红移了9.5 nm. 实验结果还表明, 在相同λ_R下, 金银合金薄膜SPR吸收峰的半高峰宽大于纯金膜的半高峰宽, 因此其光谱分辨率比纯金膜SPR传感器低. 关键词： 金银合金薄膜 表面等离子体共振 波长检测型 高灵敏度     

基于遗传优化的西太平洋副高异常活动年份的动力预报模型反演

基于2000–2010年NECR/NECP的500 hPa位势场资料, 用EOF时空分解方法和动力模型重构思想, 通过遗传算法的全局优化搜索和并行计算途径, 开展了500 hPa位势场动力预报模型反演, 建立了刻画副高活动的非线性动力预报模型, 实现了副高活动的中长期预报. 模型预报试验表明, 该模型对副高的中长期活动, 尤其是异常活动能够较好地描述和预报, 进而为副高等复杂天气系统的预报探索了新的方法思路. 关键词： 副热带高压 500 hPa位势场 动力模型反演 遗传算法