Clustering of financial time series

This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.     

The variation of Mn-dopant distribution state with x and its effect on the magnetic coupling mechanism in Znl-xMnxO nanocrystals

Zn1-xMnxO （x = 0.0005, 0.001, 0.005, 0.01, 0.02） nanocrystals are synthesized by using a wet chemical process. The coordination environment of Mn is characterized by X-ray photoelectron spectroscopy, Raman spectroscopy, and its X-ray absorption fine structure. It is found that the solubility of substitutional Mn in a ZnO lattice is very low, which is less than 0.4%. Mn ions first dissolve into the substitutional sites in the ZnO lattice, thereby forming Mn2＋O4 tetrahedral coordination when x ≤ 0.001, then entering into the interstitial sites and forming Mn3＋O6 octahedral coordination when x ≥ 0.005. All the samples exhibit paramagnetic behaviors at room temperature, and antiferromagnetic coupling can be observed below 100 K.     

锰氧化物团簇正离子与硫化氢反应的实验与理论研究 (cited: 2)

采用激光溅射法制备了同位素标记的氧化锰团簇正离子Mn_m¹⁸O_n⁺,并研究了其在快速流动反应管中与硫化氢在热碰撞条件下的反应,氧化锰团簇正离子与硫化氢反应前后的质量分布与强度变化由飞行时间质谱仪检测．实验表明,绝大多数氧化锰团簇正离子可与硫化氢发生氧-硫交换反应产生水分子,反应通式为：Mn_m¹⁸O_n⁺+H₂S→Mn_m¹⁸O_n-1S⁺+H₂¹⁸O．通过密度泛函理论计算了氧化锰团簇正离Mn₂O₂⁺、Mn₂O₃⁺和Mn₂O₄⁺与H₂S反应的机理,结果显示,在这些反应体系中氧-硫交换反应通道同时具有热力学和动力学优势,印证了实验中观察到的现象．气相团簇研究发现的氧-硫交换反应与相关凝聚相体系反应结果一致     

Classical Representation of a Quantum System at Equilibrium

A quantum system at equilibrium is represented by a corresponding classical system, chosen to reproduce the thermodynamic and structural properties. The objective is to develop a means for exploiting strong coupling classical methods (e.g., MD, integral equations, DFT) to describe quantum systems. The classical system has an effective temperature, local chemical potential, and pair interaction that are defined by requiring equivalence of the grand potential and its functional derivatives with respect to the external and pair potentials for the classical and quantum systems. Practical inversion of this mapping for the classical properties is effected via the hypernetted chain approximation, leading to representations as functionals of the quantum pair correlation function. As an illustration, the parameters of the classical system are determined approximately such that ideal gas and weak coupling RPA limits are preserved (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

交换弹性磁性材料的研究进展

对近年来交换弹性磁性材料（包括高性能永磁和磁存储介质）等方面的最新研究进展作了一些简单的综述，总结了存在的一些问题并指出了用以解决这些问题的可能途径，为进一步的深入研究提供参考。     

Anomalous magnetic properties of an iron film system deposited on fracture surfaces of α-Al2O3 ceramics

An iron film percolation system is fabricated by vapour-phase deposition on fracture surfaces of α-Al2O3 ceramics. The zero-field-cooled （ZFC） and field-cooled （FC） magnetization measurement reveals that the magnetic phase of the film samples evolve from a high-temperature ferromagnetic state to a low-temperature spin-glass-like state, which is also demonstrated by the temperature-dependent ac susceptibility of the iron films. The temperature dependence of the exchange bias field He of the iron film exhibits a minimum peak around the temperature T=5 K, which is independent of the magnitude of the cooling field Hcf. However, for T 〉 10K, （1） He is always negative when Hcf=2kOe and （2） for Hcf= 20 kOe （1Oe≈80 A/m）, He changes from negative to positive values as T increases. Our experimental results show that the anomalous hysteresis properties mainly result from the oxide surfaces of the films with spin-glass-like phase.     

Study of the heavy molecular states in the quark model with meson exchange interaction

Some charmonium-like resonances such as X(3872) can be interpreted as possible D^(*)D^(*) molecular states. Within the quark model, we study the structure of such molecular states and the similar B^(*)D^(*) molecular states by taking into account the light meson exchange (π, η, ρ, ω and σ) between two light quarks from different mesons.     

The magnetization behavior of nanocrystalline permanent magnets based on the Stoner–Wohlfarth Model

The magnetization behavior in nanocrystalline permanent magnets has been investigated using mean field Stoner–Wohlfarth model. The model is comparatively simple but allows the numerical treatment of extended nanostructures. The predominant intergrain exchange coupling is expressed by a mean field constant N_m in spite of no explicit relationship between N_m and the microstructure. By this model, the experimental phenomena, such as the remanence enhancement, the shape of demagnetization curve, the irreversible magnetization, the exchange bias field and their respective temperature dependence, can be well explained. The N_m dependence of magnetic properties has been extensively discussed in the present paper.     

用混合量热法测冰熔解热系统误差剖析

本文根据实验实际，对用混合量热法测定冰的熔解热的系统误差进行了估其与分析，并据此提出了减小系统误差的建议。     

铁磁/反铁磁双层膜系统中的交换偏置及矫顽场的温度特性

提出了一个讨论铁磁／反铁磁双层膜中的交换偏置及矫顽场温度特性的物理模型，该模型，假设铁磁层为具有单畴各向异性的单畴膜而反铁磁层由许多相互独立具有多晶各向异性的颗粒组成，其温度依赖性主要来源于系统态的热不稳定，包括反铁磁颗粒易轴取向的热涨落和相关磁学量的温度依赖性等。计算结果表明其交换偏置随温度的增加非线性地减少而其矫顽场在体阻截温度处达极大值，且其体阻截温度随反铁磁颗粒粒径的增加而增加。我们的计算结果和相关实验结果一致，通过本的讨论，我们建议通过铁磁膜耦合上大粒径硬反铁磁颗粒膜可获得高交换偏置、低矫顽场且近独立于温度的相关磁学器件。