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21.
The efficient market hypothesis (EMH) states that asset prices fully reflect all available information. As a result, speculators cannot predict the future behavior of asset prices and earn excess profits at least after adjusting for risk. Although initial tests of the EMH were performed on stock market data, the EMH was soon applied to other markets including foreign exchange (FX). This study uses the detrended fluctuation analysis (DFA) technique to test 01:12:2005–18:04:2010 Iranian Rial/US Dollar exchange rate time series data to see if it can be explained by the weak form of the EMH. Moreover, to determine changes in the degree of inefficiency over time, the whole period has been divided into four subperiods. The study shows that the Iranian Forex market (the Rial/Dollar case) is weak-form inefficient over the whole period and in each of the subperiods. However, the degree of inefficiency is not constant over time. The findings suggest that profitable risk-adjusted trades could be made using past data. 相似文献
22.
We present measurements of Eulerian longitudinal velocity autocorrelations in homogeneous, isotropic, high-intensity (~9%) free-stream turbulence behind an active grid. Spatial correlations are measured using particle image velocimetry as well as with two-point hot-wire anemometry (HWA), while temporal correlations are measured using HWA. The temporal correlations are transformed into spatial correlations by using Taylor's ‘frozen’ hypothesis with both the mean as well as instantaneous velocities. A model relating Eulerian spatial and temporal autocorrelations is also used for this purpose. The differences from the measured spatial correlation resulting from the use of Taylor's hypothesis on the temporal correlation is quantified; even at this moderately high level of turbulent intensity, the result from the use of the instantaneous velocity as convection velocity is practically indistinguishable from that obtained using the mean velocity. Use of the model produces a good agreement between the estimates of the spatial correlation function. A relation between Eulerian spatial and temporal integral scales is also derived. 相似文献
23.
I. Paradela Pérez M. Groth M. Wischmeier D. Coster D. Brida P. David D. Silvagni M. Faitsch the ASDEX-Upgrade Team the EUROfusion MST Team 《等离子体物理论文集》2020,60(5-6):e201900166
SOLPS-ITER L-mode-like simulations with the full set of currents and drift velocities activated, and fluid neutrals have been carried out to interpret experimental results obtained in AUG. Drifts are critical to quantitatively reproduce the experimental results; however, simulations without drifts can also reproduce some trends qualitatively. The magnitude and dependence of the peak heat flux onto both targets on the upstream collisionality are, in general, in quantitative agreement within uncertainties with infrared thermography measurements in favourable field direction. The onset of power detachment is observed. In unfavourable toroidal field direction, a more symmetrical inner/outer target solution with regards to the power distribution is predicted, in agreement with experimental observations. However, also in unfavourable toroidal field direction, insufficient power is dissipated in the simulations and therefore qpeak, inn is overpredicted by up to a factor of 4 and qpeak, out by up to a factor of 1.5. The largest contribution to the sources due to radial transport in the energy balance equation is the radial divergence of the energy flux due to VE × B. 相似文献
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本文就乌鲁木齐市不同民族,不同职业的居民对保险产品的认同水平运用χ2统计量[1]及关系矩阵进行齐一性假设检验,并对结果进行分析,得出了合乎情理的结论。根据居民职业的不同我们可以将文卫科、企管、工人、农牧、服务业、其他职业归为一类,而"公务员"、"金融"、"个体"各为一类。不同民族的居民对保险的认同水平同样差异显著:回族、维族与其它民族的差异性很小;回族与汉族有差异不大;而维族与汉族之间差异最大。 相似文献
28.
Albin L. Jones 《Proceedings of the American Mathematical Society》2004,132(8):2457-2460
We demonstrate that Martin's axiom for -centered notions of forcing implies the existence of a van der Waerden space that is not a Hindman space. Our proof is an adaptation of the one given by M. Kojman and S. Shelah that such a space exists if one assumes the continuum hypothesis to be true.
29.
We analyze the role and influence of a tradition of research linked to the concept of
primary matter
in nineteenth-century studies on the nature of the elements.The suggestion of William Prout
(1785-1850) in 1816 that the atomic weights of pure chemical elements are whole numbers and
multiples of the atomic weight of hydrogen, taken as unity, was met with serious confutations,which
in turn prompted several attempts to save Prouts hypothesis.We discuss these attempts in detail
and the objections raised against them, for instance by Dmitry Ivanovich Mendeleev (1834-1907).
We pay particular attention to the use of spectroscopy as a method for proving the existence of
elementary forms of matter inside atoms. Leaders in this field of research were two English scientists,
the astrophysicist Norman Lockyer (1836-1920) and the chemist William Crookes (1832-
1919). Both of their approaches involved the idea of primary matter. However, while Crookess
approach proved to be incorrect, Lockyers ideas survived for several years and supported the discovery
of the electron by J.J.Thomson (1856-1940). 相似文献
30.
We define a new notion of ``HP-small' set which implies that is both -porous and Haar null in the sense of Christensen. We show that the set of all continuous functions on which have finite unilateral approximate derivative at a point is HP-small, as well as its projections onto hyperplanes. As a corollary, the same is true for the set of all Besicovitch functions. Also, the set of continuous functions on which are Hölder at a point is HP-small.