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151.
Petr I. Nikitin Petr M. Vetoshko Tatiana I. Ksenevich 《Journal of magnetism and magnetic materials》2007
A new type of biosensor has been developed based on detection of nanosized superparamagnetic particles that serve as labels in bioreactions. The method is based on non-linear magnetic material detection by a magnetic field having components at two frequencies f1 and f2. The response is measured at the combinatorial frequencies fi=mf1+nf2, where m and n are integers, e.g., fi=f1±2f2. Several highly sensitive readers of superparamagnetic particles have been designed and used for development of various formats of immunoassays, including those compatible with immunoconcentration and magnetic enrichment of antigens. 相似文献
152.
Holding costs are traditionally determined from the investment in physical stock during a cycle. An alternative approach instead derives holding costs from Net Present Value (NPV) functions. It is known that applying both frameworks to the same system can lead to different holding cost valuations, but little explanation has been offered. By introducing the Anchor Point in a model, this paper shows, for four different systems, that traditional holding cost models (implicitly) assume pull conditions, while current NPV approaches model push conditions. This explains in part the differences between the methods. It is shown that the Anchor Point concept allows the construction of NPV models under pull conditions, giving results in better correspondence with traditional models. The traditional framework is restricted to pull conditions and important considerations could be easily overlooked, leading to wrong valuations of holding costs. NPV seems superior as such considerations are automatically incorporated. The application to multi-echelon inventory systems provides interesting insights on the roles of echelon stocks and lead-times, and offers potential for future research. 相似文献
153.
The paper tackles the problem of pricing, under interest-rate risk, a default-free sinking-fund bond which allows its issuer to recurrently retire part of the issue by (a) a lottery call at par, or (b) an open market repurchase. By directly modelling zero-coupon bonds as diffusions driven by a single-dimensional Brownian motion, a pricing formula is supplied for the sinking-fund bond based on a backward induction procedure which exploits, at each step, the martingale approach to the valuation of contingent-claims. With more than one sinking-fund date, however, the pricing formula is not in closed form, not even for simple parametrizations of the process for zerocoupon bonds, so that a numerical approach is needed. Since the computational complexity increases exponentially with the number of sinking-fund dates, arbitrage-based lower and upper bounds are provided for the sinking-fund bond price. The computation of these bounds is almost effortless when zero-coupon bonds are as described by Cox, Ingersoll and Ross. Numerical comparisons between the price of the sinking-fund bond obtained via Monte Carlo simulation and these lower and upper bounds are illustrated for different choices of parameters. 相似文献
154.
155.
This paper presents a new value at risk (VaR) estimation model for equity returns time series and tests it extensively on Stock Indices of 14 countries. Two most important stylized facts of such series are volatility clustering, and non-normality as a result of fat tails of the return distribution. While volatility clustering has been extensively studied using the GARCH model and its various extensions, the phenomenon of non-normality has not been comprehensively explored, at least in the context of VaR estimation. A combination of extreme value theory (EVT) and GARCH has been explored to analyze financial data showing non-normal behavior. This paper proposes a combination of the Pearson’s Type IV distribution and the GARCH (1, 1) approach to furnish a new method with superior predictive abilities. The approach is back tested for the entire sample as well as for a holdout sample using rolling windows. 相似文献
156.
Abstract. We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions
of lower value function for the associated games (and storage function for the associated dissipative system) with solutions
of the appropriate variational inequality (VI) (the analogue of the Hamilton—Jacobi—Bellman—Isaacs equation for this setting).
We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution
of the VI can be used for stability analysis. 相似文献
157.
Various empirical theories of ultrasonic velocity have been applied to three binary liquid mixtures, under pressures up to
200 MPa and their validity have been tested. A pressure dependent study of ultrasonic velocities has been made at 303.15 K.
The agreement between theory and experiment is found to be quite satisfactory. 相似文献
158.
The problem of estimating the number of hidden states in a hidden Markov model is considered. Emphasis is placed on cross-validated
likelihood criteria. Using cross-validation to assess the number of hidden states allows to circumvent the well-documented
technical difficulties of the order identification problem in mixture models. Moreover, in a predictive perspective, it does
not require that the sampling distribution belongs to one of the models in competition. However, computing cross-validated
likelihood for hidden Markov models for which only one training sample is available, involves difficulties since the data
are not independent. Two approaches are proposed to compute cross-validated likelihood for a hidden Markov model. The first
one consists of using a deterministic half-sampling procedure, and the second one consists of an adaptation of the EM algorithm
for hidden Markov models, to take into account randomly missing values induced by cross-validation. Numerical experiments
on both simulated and real data sets compare different versions of cross-validated likelihood criterion and penalised likelihood
criteria, including BIC and a penalised marginal likelihood criterion. Those numerical experiments highlight a promising behaviour
of the deterministic half-sampling criterion. 相似文献
159.
160.
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liability management, analyze the tradeoffs in structuring such policies, and study alternative choices in funding them. The nonlinearly constrained optimization model can be linearized through closed form solutions of the dynamic equations. Thus large-scale problems are solved with standard methods. We report on an empirical analysis of policies offered by Italian insurers. The optimized model results are in general agreement with current industry practices. However, some inefficiencies are identified and potential improvements are highlighted. 相似文献