Modeling of optimal investment in science and technology

The latest achievements in science and technology lead to the development of new and more productive capital that can essentially increase a company’s profit. On the other hand, companies should invest not only in the productive capital, but also in science and technology.

The optimal control of an economic system that divides its output among the production of consumption goods, the accumulation of new capital, and the contribution to science and technology is considered. The model is expressed as nonlinear integral equations with unknowns in the integrands and lower limits of integration. An optimization problem for the profit maximization is suggested. The necessary condition for an extremum and the second variation of the functional are derived. The structure of optimal solutions is analyzed. Interpretation of all results is provided.     

Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes

Recurrence Plots are graphical tools based on Phase Space Reconstruction. Recurrence Quantification Analysis (RQA) is a statistical quantification of RPs. RP and RQA are good at working with non-stationarity and noisy data, in detecting changes in data behavior, in particular in detecting breaks, like a phase transition and in informing about other dynamic properties of a time series. Endogenous Stock Market Crashes have been modeled as phase changes in recent times. Motivated by this, we have used RP and RQA techniques for detecting critical regimes preceding an endogenous crash seen as a phase transition and hence give an estimation of the initial bubble time. We have used a new method for computing RQA measures with confidence intervals. We have also used the techniques on a known exogenous crash to see if the RP reveals a different story or not. The analysis is made on Nifty, Hong Kong AOI and Dow Jones Industrial Average, taken over a time span of about 3 years for the endogenous crashes. Then the RPs of all time series have been observed, compared and discussed. All the time series have been first transformed into the classical momentum divided by the maximum Xmax of the time series over the time window which is considered in the specific analysis. RPs have been plotted for each time series, and RQA variables have been computed on different epochs. Our studies reveal that, in the case of an endogenous crash, we have been able to identify the bubble, while in the case of exogenous crashes the plots do not show any such pattern, thus helping us in identifying such crashes.     

The M/M/1+M queue with a utility-maximizing server

We consider an M/M/1+M queue with a human server, who is influenced by incentives. Specifically, the server chooses his service rate by maximizing his utility function. Our objective is to guarantee the existence of a unique maximum. The complication is that most sensible utility functions depend on the server utilization, a non-simple expression. We derive a property of the utilization that guarantees quasiconcavity of any utility function that multiplies the server’s concave (including linear) “value” of his service rate by the server utilization.     

正庚烷化学动力学简化模型的构建及优化

提出了一个新的适用于HCCI发动机燃烧模拟的正庚烷化学反应动力学简化模型(40种组分和62个反应)。由三个子模型组成:低温反应子模型是在Li等人模型的基础上,定义具体的醛类(RCHO)产物和小分子碳氢产物(Rs)而构建;增加了用于链接低温反应向高温反应过渡的大分子直接裂解成小分子反应子模型;高温反应子模型是在Griffiths等人模型的基础上,去除了无关的基元反应,增加两个关于CO和CH3O的氧化反应而构建。另外,采用遗传优化技术对模型动力学参数进行调整。计算表明,新模型能够在当量比0．2-1．2,温度从300-3000 K的范围内精确模拟正庚烷HCCI燃烧时冷焰和热焰反应过程,与详细模型(544种组分和2446个反应)计算结果吻合较好。     

Measurement of Timing Jitter in Wavelength Tunable Femtosecond Soliton Pulses

We investigated the root mean square (RMS) timing jitter and RMS intensity noise of the wavelength tunable femtosecond soliton pulses using the technique of radio-frequency spectrum analysis. We obtained interesting results that the generated solitons have almost constant RMS timing jitter and RMS intensity noise of approximately 410 fs and 0.03% in the wavelength region of 1600-1750 nm. It is therefore believed that the magnitudes of the jitter and noise are not greatly increased in the process of wavelength tunable soliton pulse generation. The wavelength tunable soliton pulse is confirmed to be stable and useful for practical applications.     

超高效液相色谱串联质谱法同时测定马尾藻中4种内源性植物激素

建立了利用超高效液相串联质谱法(UPLC-MS/MS)同时测定马尾藻中4种植物激素(吲哚乙酸、吲哚丁酸、脱落酸、玉米素)的方法.马尾藻样品经过70％甲醇提取后,经PCX+PAX固相小柱净化,使用反相C18色谱柱分离.以5 mmol/L乙酸铵(含0.01％甲酸)和甲醇作为流动相进行梯度洗脱,采用多反应离子监测模式(MRM)分析测定.在0.01 ～ 1.0 μg/mL内,各种植物激素的相关系数均大于0.9990.4种植物激素的回收率为84.3％～102.1％,相对标准偏差为1.1％～6.4％.本方法的检出限为0.025～0.2μg/kg.     

The delay of circuits whose inputs have specified arrival times

Let C be a circuit representing a straight-line program on n inputs x₁,x₂,…,x_n. If for 1?i?n an arrival timet_i∈N₀ for x_i is given, we define the delay of x_i in C as the sum of t_i and the maximum number of gates on a directed path in C starting in x_i. The delay of C is defined as the maximum delay of one of its inputs.The notion of delay is a natural generalization of the notion of depth. It is of practical interest because it corresponds exactly to the static timing analysis used throughout the industry for the analysis of the timing behaviour of a chip. We prove a lower bound on the delay and construct circuits of close-to-optimal delay for several classes of functions. We describe circuits solving the prefix problem on n inputs that are of essentially optimal delay and of size O(nlog(logn)). Finally, we relate delay to formula size.     

All in good time

Why is issue-by-issue bargaining a common phenomenon, even though it disallows the beneficial trade-offs across issues that are possible when negotiating a global solution? We show that under asymmetric information, issue-by-issue bargaining has two attractive features. First, it avoids bundling a good deal on one issue with a bad deal on another issue, when the lack of gains to agreement on the latter is not a priori common knowledge. Second, it avoids the imposition of the asymmetric information inefficiency of “harder” issues on issues which turn to be “easier” to solve. That’s why when the agenda is not imposed on the parties but is rather left for them to determine when negotiating, they may very well opt for issue-by-issue bargaining. We demonstrate this in a natural game where bargainers communicate, whenever they choose to do so, their willingness to discuss or make offers either on one of the issues or on a bundle of issues.     

年报公布时间与盈余管理行为的关联性研究

本文研究延迟公布年报的上市公司是否存在着盈余管理的行为。在实证过程中,采用了前瞻性修正的琼斯模型来估计操纵性应计部分.本文的实证结论认为:延迟公布年报的行为与负的实际盈余相关.同时,由于担心市场会对延迟公布年报的行为予以惩罚,延迟公布年报的公司会考虑到在当期运用调低利润的措施来进行盈余管理,从而使得下一期利润能够大幅度上升。另外,本文也发现公司调低利润的幅度与年报延迟公布的时间呈现出正相关的关系。     

暗房中央控制系统的应用

介绍了采用AT89C51单片机作为控制芯片的多功能暗房中央控制系统的硬件和软件的设计及其在普通物理实验中的应用。