Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

The algebraic Bethe ansatz for the Izergin–Korepin model with open boundary conditions

We present the procedure of exactly solving the Izergin–Korepin model with open boundary conditions by using the algebraic Bethe ansatz, which include constructing the multi-particle state and achieving the eigenvalue of the transfer matrix and corresponding Bethe equations. We give a proof about our conclusions on the multi-particle state based on an assumption. When the model is U_q(su(2)) quantum invariant, our results agree with that obtained by analytic Bethe ansatz method.     

上市公司资本成本面板数据模型与实证分析

本文利用我国上市公司1997至2002年的有关财务数据,建立了我国上市公司资本成本面板数据模型,运用该模型分析了我国上市公司资本成本与财务杠杆、企业规模的关系.结果表明,财务杠杆的提升、企业规模的扩大将使资本成本下降.该结论对我国上市公司优化资本结构、提高企业价值具有一定的参考价值.     

新核素278113的基态特性及其α衰变链的研究

用形变的相对论平均场模型,Skyrme-Hartree-Fock模型及宏观-微观模型研究了新核素²⁷⁸113及其α衰变链的α衰变能和半衰期.计算的α衰变能同实验数据比较符合,相应的半衰期也在合理的范围内.计算进一步表明形变对超重核的基态性质有重要影响.     

社会经济管理系统和谐性模型的构建与分析

本文从非线性自然观的视野。引用与分析了社会经济系统功能模型与效应模型。构建了系统和谐状态模型与和谐状态可信度模型，形象地说明了企业系统的和谐既是一个随机不确定状态。又是企业和谐力量与不和谐力量相互抗争干涉的过程。依据协同学原理提出了企业系统和谐演进的机制，表明企业系统的和谐发展是子系统和谐协同的过程。即子系统竞争合作的过程。文中所构建的模型，从理论上清晰地说明了企业系统和谐有序运行的机理，为如何构建和谐企业。提供了建设性的思考。     

胶子重组函数的性质

通过协变和非协变的方法研究了领头对数近似(LLA)下扭度为4的QCD演化方程中的胶子重组函数的性质.指出了GLRMQ方程中的胶子重组函数并不适用.讨论了避免红外发散的方法,这种方法可以用于高扭度下演化核和系数函数的推导.     

Highly strained InxGa(1−x)As−InyAl(1−y)As (x>0.8,y<0.3) layers for short wavelength QWIP and QCL structures grown by MBE

Highly strained quantum cascade laser (QCL) and quantum well infrared photodetector (QWIPs) structures based on In_xGa_(1−x)As−In_yAl_(1−y)As (x>0.8,y<0.3) layers have been grown by molecular beam epitaxy. Conditions of exact stoichiometric growth were used at a temperature of 420°C to produce structures that are suitable for both emission and detection in the 2–5 μm mid-infrared regime. High structural integrity, as assessed by double crystal X-ray diffraction, room temperature photoluminescence and electrical characteristics were observed. Strong room temperature intersubband absorption in highly tensile strained and strain-compensated In_0.84Ga_0.16As/AlAs/In_0.52Al_0.48As double barrier quantum wells grown on InP substrates is demonstrated. Γ–Γ intersubband transitions have been observed across a wide range of the mid-infrared spectrum (2–7 μm) in three structures of differing In_0.84Ga_0.16As well width (30, 45, and 80 Å). We demonstrate short-wavelength IR, intersubband operation in both detection and emission for application in QC and QWIP structures. By pushing the InGaAs–InAlAs system to its ultimate limit, we have obtained the highest band offsets that are theoretically possible in this system both for the Γ–Γ bands and the Γ–X bands, thereby opening up the way for both high power and high efficiency coupled with short-wavelength operation at room temperature. The versatility of this material system and technique in covering a wide range of the infrared spectrum is thus demonstrated.     

Physical Interpretation of the Motion of a Laser Pulse within the Framework of the Four-Oscillator Model

A physical multidimensional local model of the propagation process of a laser pulse in air having no analogy to famous models in laser physics is constructed. It is based on the representations of classical wave mechanics characteristic of the theory of scalar wave fields.     

Kinetic study of the crosslinking reaction of 1,2‐polybutadiene with dicumyl peroxide in the absence and presence of vinyl acetate

The crosslinking reaction of 1,2-polybutadiene (1,2-PB) with dicumyl peroxide (DCPO) in dioxane was kinetically studied by means of Fourier transform near-infrared spectroscopy (FTNIR). The crosslinking reaction was followed in situ by the monitoring of the disappearance of the pendant vinyl group of 1,2-PB with FTNIR. The initial disappearance rate (R₀) of the vinyl group was expressed by R₀ = k[DCPO]^0.8[vinyl group]^−0.2 (120 °C). The overall activation energy of the reaction was estimated to be 38.3 kcal/mol. The unusual rate equation was explained in terms of the polymerization of the pendant vinyl group as an allyl monomer involving degradative chain transfer to the monomer. The reaction mixture involved electron spin resonance (ESR)-observable polymer radicals, of which the concentration rapidly increased with time owing to a progress of crosslinking after an induction period of 200 min. The crosslinking reaction of 1,2-PB with DCPO was also examined in the presence of vinyl acetate (VAc), which was regarded as a copolymerization of the vinyl group with VAc. The vinyl group of 1,2-PB was found to show a reactivity much higher than 1-octene and 3-methyl-1-hexene as model compounds in the copolymerization with VAc. This unexpectedly high reactivity of the vinyl group suggested that an intramolecular polymerization process proceeds between the pendant vinyl groups located on the same polymer chain, possibly leading to the formation of block-like polymer. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 4437–4447, 2004