我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

地源热泵的运行特性模拟研究

依据圆柱源理论,建立起了耦合地面热泵机组和地下埋管换热器特性的模拟模型,该模型可用于长期运行的地源热泵系统的短时间步长运行特性模拟。探讨了模拟过程中有关参数的确定方法,并运用所建模型对地源热泵的冬季和夏季运行特性进行了模拟。运行特性模拟与实验数据的验证结果表明,所建模型可以对地源热泵的运行特性做出符合实际的预测。     

某轴流压气机叶尖间隙效应实验研究

本文对某低速轴流压气机叶尖间隙尺度对性能的影响进行了实验研究,并通过不同的机匣结构情况研究一种叶尖漏流不敏感机匣。实验表明,不同的间隙尺度对叶轮机总体性能存在十分明显的影响。对绝大部分运行状态,小间隙下的压升和效率均明显高于大间隙的情况。另外,所采用的毛刷式和篦齿式的机匣实验结果表明,不论毛刷式还是篦齿式机匣,在大流量负攻角情况下对性能的影响不大,但毛刷式机匣并不能达到提高失速裕度的目的,而篦齿式机匣在小流量情况下对压升有所提高,但对效率影响不大。     

试题质量评价研究

教学过程的规范化管理是保证教学质量的重要手段。考试是对教和学的效果的检验，是教学过程管理规范化必须要解决的问题，一直受到教学管理部门的重视，采取了多项措施解决有关问题，其中一个重要的手段是采用试题库。在采用试题库时，必须要有高质量的试题作保证。本探讨基于KDD技术的试题质量评价方法和指标，并通过实例来说明其有效性。     

衍射光学透镜色散特性的仿真研究

在白光照射下,衍射光学透镜的焦距不仅同材料色散和波长色散有关,而且还同孔径因子有关。基于折射率随波长变化的经验公式,利用自编的仿真计算程序包,得到了透镜焦距、材料色散、波长色散、孔径因子之间的关系曲线。所获得的理论分析和仿真计算结果为进一步设计消色差的纯衍射目视光学系统提供了理论依据,具有一定的指导意义。     

相对论二极管电子枪设计的分析解与实验的比较

本文对轴对称场二极管区电子运动所遵循的近似轨迹方程进行数值求解,以此做为设计相对论二极管电子枪的依据,与实验结果相比较,符合较好。     

How to assess and report the performance of a stochastic algorithm on a benchmark problem: mean or best result on a number of runs?

Some authors claim that reporting the best result obtained by a stochastic algorithm in a number of runs is more meaningful than reporting some central statistic. In this short note, we analyze and refute the main argument brought in favor of this statement.     

Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation

In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd ＞ 0 is a constant depending on the problem dimension and data.     

神经网络在大型复杂武器装备质量综合评价排序中的应用

从大型复杂武器装备系统的具体特点出发,运用基于神经网络的评价方法,构建了大型复杂武器装备质量综合评价模型。实证分析的结果表明该方法得出的结果与实际情况相符。     

Characterization of reduced iso‐α‐acids derived from hops (Humulus lupulus) by NMR

Reduced forms of iso‐α‐acids (isohumulones), used in modern beer brewing were separated and characterized by ¹H and ¹³C NMR spectroscopy. Components from mixtures of rho‐iso‐α‐acids, tetrahydro‐iso‐α‐acids, and hexahydro‐iso‐α‐acids were isolated using high‐performance liquid chromatography (HPLC) and analyzed by use of one‐ and two‐dimensional NMR experiments. The data presented assign the identities of the main peaks in the HPLC traces for the reduced iso‐α‐acids. Previous tentative assignments regarding the cis and trans configurations and the structures of the acyl residues of the reduced iso‐α‐acids were confirmed and extensive NMR assignments were made. Furthermore, the previously unknown stereochemistry in the C‐4 side‐chain of the rho‐ and hexahydro‐iso‐α‐acids was assigned. Copyright © 2003 John Wiley & Sons, Ltd.