有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

一种低温接收机噪声分时注入的方法

提出一种低温接收机噪声分时注入方法,可以在线对接收机系统进行标定。可以有效地解决大气变化、地表噪声、链路增益变化等对系统定标照成的影响。该方案已应用在国内多台射电望远镜项目中,并获得较理想的效果。     

超前注水开发指标变化规律及跟踪调整研究

X区块为低渗透油藏,目前采用超前注水开发方式,在数值模拟历史拟合的基础上对试验区超前注水开发指标的变化规律进行研究,并对注采系统进行调整.通过相对渗透率曲线,得到无因次采液指数与含水率之间的变化规律,结果表明,含水率低于65%时,无因次采液指数呈下降趋势,可适当降低注水强度;当含水率达到65%以后,无因次采液指数开始上升,此时可通过放大生产压差对试验区进行提液生产;而含水率达90%以后,无因次采液指数迅速上升,此时应以稳油控水为主.在确定产液量的基础上,在下降期和上升期分别设计了四个方案进行注水强度调整,结果表明,在无因次采液指数下降期和上升期,当注水强度分别为1.65 m~3/d·m和2.10m~3/d·m时,地层压力保持较好,且试验区开发效果最好.     

The convergence on spectrum of sample covariance matrices for information-plus-noise type data

In this paper,we consider the limiting spectral distribution of the information-plusnoise type sample covariance matrices Cn =1/N (Rn + σXn) (Rn + σXn)*,under the assumption that the entries of Xn are ...     

Extinction Effects of Multiplicative Non-Gaussian L′evy Noise in a Tumor Growth System with Immunization

The extinction phenomenon induced by multiplicative non-Gaussian Levy noise in a tumor growth model with immune response is discussed. Under the influence of the stochastic immune rate, the model is analyzed in terms of a stochastic differential equation with multiplicative noise. By means of the theory of the infinitesimal generator of Hunt processes, the escape probability, which is used to measure the noise-induced extinction probability of tumor cells, is explicitly expressed as a function of initial tumor cell density, stability index and noise intensity. Based on the numerical calculations, it is found that for different initial densities of tumor cells, noise parameters play opposite roles on the escape probability. The optimally selected values of the multiplicative noise intensity and the stability index are found to maximize the escape probability.     

近紫外光激发下KBaGd(MoO_(4))_(3)∶Er^(3+)的下转换发光及温度传感特性EI北大核心CSCD

近年来,Er^(3+)离子掺杂的无机发光材料被广泛应用于温度传感材料的研究。本文采用溶胶⁃凝胶法制备了Er^(3+)掺杂的KBaGd(MoO_(4))_(3)荧光粉,利用常温激发和发射光谱、荧光衰减曲线以及变温发射光谱对其光谱性能以及温度传感特性进行了分析。荧光光谱表明,KBaGd(MoO_(4))_(3)∶Er^(3+)在380 nm处有着较强的吸收峰,源自于Er^(3+)离子的4I_(15/2)→4G_(11/2)吸收跃迁。在近紫外光激发下,KBaGd(MoO_(4))_(3)∶Er^(3+)荧光粉在520~570 nm之间具有两个明亮的绿色发射。由于电偶极间相互作用,当Er^(3+)离子掺杂浓度超过8%时,样品发光开始出现浓度猝灭。基于荧光强度比(FIR)模型计算得到KBaGd(MoO_(4))_(3)∶Er^(3+)的相对灵敏度优于已报道的大部分同类温度传感材料,因此在光温传感领域有着更好的应用潜力。最后,对利用KBaGd(MoO_(4))_(3)∶Er^(3+)设计的LED进行了光电参数测试,并对其在照明领域的应用进行了客观评价。     

2009年物理科学一处科学基金项目评审工作综述

2009年国家自然科学基金委员会数学物理科学部物理科学一处的项目评审工作顺利结束,在广大物理科研工作者和项目依托单位基金管理人员的支持下,按计划完成了各类项目的评审工作.像往年一样,我们向物理学界各位专家汇报如下:     

Study on prediction of noise produced by stern wake-duct-propeller interaction

The mechanism and prediction methods of low-frequency discrete spectrmu noise of ducted propellers are studied. The acoustic pressure field of ducted propellers is divided into the propeller radiated field and the duct scattered field based on the linear acoustic theory. First of all, the flow field is analyzed with unsteady panel method to get the unsteady force, and then the pressure data are used as the sources for Ffowcs Williams-Hawings formulation to predict the propeller radiated field, meanwhile, the duct scattered field is obtained by Kirchoff integral equation. Through the analysis and calculation of a ducted propeller case, it is found that the duct scattered sound field is a small quantity compared with propeller radiated sound field under low-frequency and short duct condition; Also the predicted discrete spectrum noise level of ducted propellers is compared with that of full-scale propellers by experiment, verifying the predicted results are able to reflect the full-scale propellers＇ discrete spectrum noise level properly.     

水库淡水冰剪切强度试验研究

对红旗泡水库淡水冰开展了剪切强度系列试验,累计得到236个试样的剪切强度数据.分析了剪切强度随温度、剪切应变速率以及加载方向的变化规律.通过试验结果得到剪切强度随剪切应变速率的变化规律,利用统计分析得出峰值剪切强度与冰温度的试验关系.同时分析了水库冰各向异性特点,产生不同加载方向下剪切强度的差异.     

纤维增强复合材料界面剪切强度及界面微观结构的表征

界面在纤维增强复合材料中具有特别重要的作用,它不但是纤维增强复合材料中增强相和基体相连接的纽带,也是应力及其他信息传递的桥梁。良好的界面粘结才能使纤维的性能得到充分发挥,进而纤维增强复合材料的力学性能得到提高,因此对纤维增强复合材料的界面粘结性能、界面微观结构的研究非常重要。本文总结了纤维增强复合材料界面剪切强度、界面微观结构的表征方法,包括单纤维拔出试验、纤维断裂试验、纤维压出试验等,并侧重介绍了拉曼光谱对纤维增强复合材料界面粘结性能、界面微观结构的研究。