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。     

Performance Analysis for Mobile Ad Hoc Network in Random Graph Models with Spatial Reuse

In this paper,we present a random graph model with spatial reuse for a mobile ad hoc network(MANET) based on the dynamic source routing protocol.Many important performance parameters of theMANET are obtained,such as the average flooding distance (AFD),the probability generating function of theflooding distance,and the probability of a flooding route to be symmetric.Compared with the random graphmodel without spatial reuse,this model is much more effective because it has a smaller value of AFD and alarger probability for finding a symmetric valid route.     

混凝土动态劈裂拉伸试验的数值模拟

采用LS-DYNA有限元编码程序，对混凝土的动态劈裂拉伸试验进行了数值模拟，给出了混凝土试样在不同类型加载情况下应力分布之间的差异，证实了动态劈裂拉伸试验的有效性，提出了改进试验方法的若干结论．     

Dynamic mechanical thermal analysis transitions of partially and fully substituted cellulose fatty esters

The main transitions of cellulose fatty esters with different degrees of substitution (DSs) were investigated with dynamic mechanical thermal analysis. Two distinct main relaxations were observed in partially substituted cellulose esters (PSCEs). They were attributed to the glass‐transition temperature and to the chain local motion of the aliphatic substituents. The temperatures of both transitions decreased when DS or the number of carbon atoms (n) of the acyl substituent increased. Conversely, all the transitions of fully substituted cellulose esters occurred within a narrow temperature range, and they did not vary significantly with n. This phenomenon was explained by the formation of a crystalline phase of the fatty substituents. The presence of few residual OH groups in PSCEs was responsible for a large increase in the storage bending modulus, and it eliminated the effect of n on damping. © 2002 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 281–288, 2003     

Viscoelastic properties of nanostructured natural rubber/polystyrene interpenetrating polymer networks

The effects of the blend ratio and initiating system on the viscoelastic properties of nanostructured natural rubber/polystyrene‐based interpenetrating polymer networks (IPNs) were investigated in the temperature range of ?80 to 150 °C. The studies were carried out at different frequencies (100, 50, 10, 1, and 0.1 Hz), and their effects on the damping and storage and loss moduli were analyzed. In all cases, tan δ and the storage and loss moduli showed two distinct transitions corresponding to natural rubber and polystyrene phases, which indicated that the system was not miscible on the molecular level. However, a slight inward shift was observed in the IPNs, with respect to the glass‐transition temperatures (T_g's) of the virgin polymers, showing a certain degree of miscibility or intermixing between the two phases. When the frequency increased from 0.1 to 100 Hz, the T_g values showed a positive shift in all cases. In a comparison of the three initiating systems (dicumyl peroxide, benzoyl peroxide, and azobisisobutyronitrile), the dicumyl peroxide system showed the highest modulus. The morphology of the IPNs was analyzed with transmission electron microscopy. The micrographs indicated that the system was nanostructured. An attempt was made to relate the viscoelastic behavior to the morphology of the IPNs. Various models, such as the series, parallel, Halpin–Tsai, Kerner, Coran, Takayanagi, and Davies models, were used to model the viscoelastic data. The area under the linear loss modulus curve was larger than that obtained by group contribution analysis; this showed that the damping was influenced by the phase morphology, dual‐phase continuity, and crosslinking of the phases. Finally, the homogeneity of the system was further evaluated with Cole–Cole analysis. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1680–1696, 2003     

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。     

Second order parabolic equations in Banach spaces with dynamic boundary conditions

In this paper, we exhibit a unified treatment of the mixed initial boundary value problem for second order (in time) parabolic linear differential equations in Banach spaces, whose boundary conditions are of a dynamical nature. Results regarding existence, uniqueness, continuous dependence (on initial data) and regularity of classical and strict solutions are established. Moreover, several examples are given as samples for possible applications.

     

Modeling of the Kinetics of Intramolecular Processes and Transient Spectra with Allowance for Nonradiative Transitions

It has been shown that the kinetics of intramolecular processes and time-resolved spectra with allowance for the quantum beats of the resonant states of isomers or isolated subsystems of levels of one isomeric form can be described with the use of a molecular model interpreting the effect of beats as a nonradiative transition. We have obtained an expression for the nonradiative transition probability, which is directly proportional to the beat frequency and depends oscillatorily on time, thus modeling the effect of beats. The parameter of the molecular system model is the beat frequency directly related to the parameter characterizing the intramolecular interisomeric interactions (the corresponding nondiagonal element of the energy matrix) rather than the value of the nonradiative transition probability. The character of the change in the level populations and, accordingly, in the band intensities in the spectra in the proposed model is in good agreement with the experiment, including the fine structure of the time dependences — oscillations of the line intensities. In analyzing the temporal experiment with a high resolution, it is necessary to take into account the instrument function leading to quantitative and qualitative changes in the time dependences. The traditional model of nonradiative transitions with a constant probability value has a very limited range of applicability — very high beat frequencies compared to the probability of optical transitions.     

风冷热泵冷热水机组动态过程仿真

本文给出了风冷热泵冷热水机组动态过程模型。系统的高、低压段被分成制冷剂侧、管壁、以及水或空气侧三个控制容积。针对每个控制容积建立了质量和能量平衡的微分方程。由于压缩机、热力膨胀阀阀体、以及四通换向阀具有较小的热惯性,因而采用稳态模型描述压缩过程、膨胀过程、以及内泄露过程。膨胀阀感温包中的制冷剂温度对于蒸发器出口温度的延迟用一阶惯性环节来描述。通过“预测-校正”和“自适应步长”方法实现系统仿真。仿真结果与测试数据吻合良好。     

高压沿面放电烟气脱硫技术动态实验研究

本文针对高压沿面放电活化气体的烟气脱硫技术,在静态实验研究的基础上进行了实验室冷态动态的实验研究。设计了便于反应和测量的动态实验装置。实验解释了电子束法脱硫技术中导致氨气泄漏的部分原因,验证了高压沿面放电脱硫技术可以在较低的运行电压下,达到提高脱硫效率,减少氨气泄漏的作用。