Bayesian modeling of financial returns: A relationship between volatility and trading volume

The modified mixture model with Markov switching volatility specification is introduced to analyze the relationship between stock return volatility and trading volume. We propose to construct an algorithm based on Markov chain Monte Carlo simulation methods to estimate all the parameters in the model using a Bayesian approach. The series of returns and trading volume of the British Petroleum stock will be analyzed. Copyright © 2009 John Wiley & Sons, Ltd.     

Approximately unital operator systems

The main theme of this paper is to consider a notion of 'approximately unital operator systems' including both C*-algebras and unital operator systems.The goals are to prove a version of the Choi-Effros theorem for these systems,to introduce a functorial process for forming an approximately unital operator systems from a given matrix ordered vector space with a proper approximate order unit,to study second duals of these objects and to prove that a C*-algebra can be characterized as an approximately unital ...     

对流扩散方程的稳定化流线扩散法最小二乘非协调有限元分析

将最小二乘法和稳定化的流线扩散法相结合,研究了对流扩散方程的非协调有限元格式,用矩形EQ_1~(rot)元和零阶R-T元分别来逼近位移和应力,利用单元本身的特殊性质,证明了离散格式解的存在惟一性,得到了位移H~1-模和应力H(div)-模的最优误差估计.     

具有无界变差的连续函数研究进展

讨论了具有无界变差的连续函数的结构.首先按照局部结构和分形维数对连续函数进行了分类,给出了相应的例子.对这些具有无界变差的函数的性质进行了初步的讨论.对于新定义的奇异连续函数,给出了一个等价判别定理.基于奇异连续函数,又给出了局部分形函数和分形函数的定义.同时,分形函数又由奇异分形函数、非正则分形函数和正则分形函数组成.相应于不连续函数的情形也进行了简单的讨论.     

WAVEFUNCTIONS OF L-S COUPLING FERMION SYSTEM (Ⅱ):DOUBLE■-l

1991MRSubjectionClassification81R05,20C351IntroductionIiiapreviouspaper['].wit11avediscussedhowtoconstructthewavefllucti()llsofL-S(\011piing,single-lferlllionsystelll.Alldthecoefficientsoffi.actiollalparentage(CFP)withfixs(1seniorityharebeedcalclllatedbyarecurrentformula.Practically,withthe11alpoftileoperatorsofferrxlionpairsthegeneralwavefunctionsofmanyfermionswithsixlgle-lcouldbeobtainedfi.omthewavefullctionswithoutfermionpairs.Asaresult,therecurrentforlllulaofdeterrxliningCFPissimplif…     

单位圆内零级Taylor级数

我们研究了单位圆内零级Ｔａｙｌｏｒ级数的增性,得到它们的系数与增长性间的关系。     

On the transfer matrix of a MIMO system

We develop a deterministic ab initio model for the input–output relationship of a multiple‐input multiple‐output (MIMO) wireless channel, starting from the Maxwell equations combined with Ohm's law. The main technical tools are scattering and geometric perturbation theories. The derived relationship can lead us to a deep understanding of how the propagation conditions and the coupling effects between the elements of multiple‐element arrays affect the properties of an MIMO channel, e.g. its capacity and its number of degrees of freedom. Copyright © 2011 John Wiley & Sons, Ltd.     

用蓝色光二极管测量掺钛蓝宝石飞秒激光脉冲宽度

用蓝色光二极管双光子跃迁光电流信号测量掺钛蓝玉石飞秒激光脉冲宽度，实验高精度地记录了二阶干涉自相关曲线及其精细结构，由于用蓝色二极管双光子跃迁代替了常用的二次谐波，而且光信号直接转化为电信号，从而使飞秒激光脉冲宽度的测量大为简化。     

WEIGHTED BOUNDEDNESS OF COMMUTATORS OF FRACTIONAL HARDY OPERATORS WITH BESOV-LIPSCHITZ FUNCTIONS

In this paper,we establish two weighted integral inequalities for commutators of fractional Hardy operators with Besov-Lipschitz functions.The main result is that this kind of commutator,denoted by Hb α,is bounded from L x γp (R +) to Lx δ q (R +) with the bound explicitly worked out.