Modeling stock index returns by means of partial least‐squares methods: An out‐of‐sample analysis for three stock markets

We analyze the underlying economic forces of the stock markets in Germany, the U.K. and the U.S. Identifying a number of variables evincing return predictability, we follow a partial least‐squares (PLS) approach to combine these observables into a few latent factors. Conditional on European markets, our findings indicate (i) superior prediction performance of PLS‐based schemes in comparison with both, a random walk and a first‐order autoregressive benchmark model, (ii) consistent profitable trading on the German and British market, (iii) profitable linear forecast combinations, (iv) the U.S. stock market is diagnosed as informationally efficient. Copyright © 2010 John Wiley & Sons, Ltd.     

关于一个新的逆向的推广的Hardy积分不等式

In this paper,a new reverse extended Hardy＇s integral inequality is proved by means of weight coefficients and the technique of real analysis.Some particular results are considered.     

A fast directional algorithm for high-frequency electromagnetic scattering

This paper is concerned with the fast solution of high-frequency electromagnetic scattering problems using the boundary integral formulation. We extend the O(N log N) directional multilevel algorithm previously proposed for the acoustic scattering case to the vector electromagnetic case. We also detail how to incorporate the curl operator of the magnetic field integral equation into the algorithm. When combined with a standard iterative method, this results in an almost linear complexity solver for the combined field integral equations. In addition, the butterfly algorithm is utilized to compute the far field pattern and radar cross section with O(N log N) complexity.     

Characterization of the light scattering by ensembles of randomly distributed soot aggregates

Soot particles formed in combustion processes commonly exist in the form of ensembles of randomly distributed aggregates of small, nearly spherical monomers. In this paper, these randomly distributed aggregates are numerically generated using a combination of the cluster–cluster aggregation algorithm with the Monte Carlo method. Moreover, an efficient and accurate numerical method is presented for characterizing the light scattering by these complex soot particles illuminated by plane wave and Gaussian beam. This method exploits the unique features of the hybrid finite element-boundary integral method and, more importantly, the unique features of soot aggregates. It is designed in such a manner that it first decomposes the original problem into many sub-regions, where each primary particle is regarded as a sub-region, and then it employs the edge-based finite element method to deal with each sub-region. The sub-regions communicate through the near-field Green’s function. To reduce computational burdens, an iterative domain decomposition method in combination with parallel conjugate gradient method is adopted to solve the coupling system of equations. As an illustration, we present some of our preliminary numerical results. The results are expected to provide useful insights into the optical properties of soot particles formed in combustion processes.     

冲击载荷下土的动态力学性能研究

 利用分离式霍普金森压杆（Split Hopkinson Pressure Bar,SHPB）技术,研究了土体在不同应变率条件下的冲击动态力学性能,发现土体有明显的应变率效应,与静载相比,冲击载荷下土的动强度和动模量均有很大的提高。根据实验曲线的特征,以一根线性弹簧和两个不同松弛时间的Maxwell体并联的粘弹性模型来表达土体的损伤型粘弹性本构模型,两个Maxwell体分别表示土体的低应变率响应和高应变率响应,模型的数值拟合曲线与实测动态本构曲线具有较好的一致性。拟合参数表明,土体对低应变率的响应与混凝土相同,对高应变率的敏感性远远高于混凝土。     

聚能射流对氧化铝陶瓷靶的侵彻特性研究

 建立了考虑损伤的求解靶板阻力的理论模型,以此来评估陶瓷靶板的抗侵彻能力;数值模拟了长杆弹侵彻氧化铝陶瓷靶的破坏特性,结合实验结果确定了氧化铝陶瓷本构模型中的材料参数。建立了聚能射流侵彻氧化铝陶瓷靶的计算模型,对射流的形成机理及氧化铝陶瓷靶的抗侵彻性能进行研究,讨论了药型罩的几何尺寸对所形成的射流速度及侵彻深度的影响。结果表明：药型罩的锥角和壁厚增大,射流速度减小,壁厚对射流速度梯度的影响较大;同样,药型罩的锥角对侵彻深度也有较大的影响。     

求解波束波导中激励-传输-辐射问题的积分方程方法

针对波束波导系统结构和馈电特性,应用体面积分方程建立了任意结构波束波导中电磁波的激励、传输和辐射问题所对应的物理模型.在激励端,采用模式展开方法描述输入口面场分布,并利用模式匹配方法精确模拟波束波导馈电端的匹配状况.通过对波束波导内部的实际结构的精确拟合,基于积分方程建立了激励-传输-辐射的电磁模型,并以高效数值解法给...     

Conformational analysis of 4,4‐dimethyl‐4‐silathiane and its S‐oxides

4,4‐Dimethyl‐4‐silathiane and its S‐oxides [n = 0 ( 1 ), 1 ( 2 ), 2 ( 3 )] were studied experimentally by variable temperature dynamic NMR spectroscopy down to 103 K and the frozen ring inversion was revealed for all three compounds. The barriers for the degenerate ring inversion in 1 and 3 were measured to be 4.8 and 5.0 kcal/mol at the coalescence temperatures of 111 and 116 K, respectively, and practically coincide with the calculated barriers of 4.60 kcal/mol in 1 and 4.46 kcal/mol in 3 . The frozen equilibrium mixture 2‐ax/2‐eq contains 37% of the 2‐ax and 63% of the 2‐eq conformer. The ring inversion barrier proved to be ca. 4.8 kcal/mol. Calculations at the B3LYP/6‐311+G(d,p) level of theory showed the 2‐ax conformer to be 0.90 kcal/mol more stable than the 2‐eq conformer in the gas phase whereas in solution the relative stability of the conformers calculated using the PCM model at the same level of theory is inverted to become 0.19 (in CHCl₃) or 0.36 kcal/mol (in DMSO) in favor of the 2‐eq conformer. The chair–chair interconversion mechanism of sulfoxide 2 includes two intermediate energetically equivalent 1,4‐twist forms and the 2,5‐boat transition state: 2‐ax (chair) ? 2 (1,4‐twist) ? [ 2 (2,5‐boat)]^≠ ? 2 (1,4‐twist) ? 2‐eq (chair). The calculated ring inversion barriers are 5.1 ( 2‐ax → 2‐eq ) and 4.2 kcal/mol ( 2‐eq → 2‐ax ) in the gas phase, and 4.03 and 4.22 kcal/mol, respectively, in chloroform. Copyright © 2011 John Wiley & Sons, Ltd.     

Dynamic bifurcation of a modified Kuramotoben Sivashinsky equation with higher-order nonlinearity

Under the periodic boundary condition, dynamic bifurcation and stability in the modified Kuramoto—Sivashinsky equation with a higher-order nonlinearity μ(u_x)^pu_xx are investigated by using the centre manifold reduction procedure. The result shows that as the control parameter crosses a critical value, the system undergoes a bifurcation from the trivial solution to produce a cycle consisting of locally asymptotically stable equilibrium points. Furthermore, for cases in which the distances to the bifurcation points are small enough, one-order approximations to the bifurcation solutions are obtained.     

Traveling wave solutions for two nonlinear evolution equations with nonlinear terms of any order

In this paper, based on the known first integral method and the Riccati sub-ordinary differential equation (ODE) method, we try to seek the exact solutions of the general Gardner equation and the general Benjamin-Bona-Mahoney equation. As a result, some traveling wave solutions for the two nonlinear equations are established successfully. Also we make a comparison between the two methods. It turns out that the Riccati sub-ODE method is more effective than the first integral method in handling the proposed problems, and more general solutions are constructed by the Riccati sub-ODE method.