证券投资组合的风险与收益

本文利用概率统计原理对证券的投资组合能减轻所遇的风险作了讨论 ,并介绍了如何选择投资组合可使所遇风险达到最小     

Gamma-ray spectroscopy of the neutron-rich Ni region through heavy-ion deep-inelastic collisions

Nuclei in the neutron-rich Ni region have been studied by γ-ray spectroscopy. Gamma-rays emitted from isomers, with T _1/2 > 1 ns, produced in heavy-ion deep-inelastic collisions were measured with an isomer-scope. The nuclear structure of the doubly magic ⁶⁸Ni and its neighbor ^69,71Cu is discussed on the basis of the shell model. Future experiments for more neutron-rich Ni nuclei are also viewed. Received: 1 May 2001 / Accepted: 4 December 2001     

Shell model interaction between proton holes and between proton holes and neutron particles around 208Pb

An effective residual interaction between particles and holes for shell model calculations around ²⁰⁸Pb, derived from the interaction between free nucleons, is compared with the measured properties of proton-hole neutron states in ²⁰⁸Tl and the interaction between proton holes is adjusted to newly measured level energies in ²⁰⁶Hg. These interaction elements are particularly relevant for neutron-rich nuclei. The adjustment of two mixing elements reproduces the known γ-decay data in ²⁰⁸Tl. Received: 2 April 2002 / Accepted: 2 May 2002     

A Supergene Differentiation Model for Orebearing Granitic Magma

According to the features of geophysics, experimental petrology, granite geology and geochemistry, the differentiations of ore-bearing granitic magmas are discussed. It is put forward that only the supergene differentiations of ore-bearing granitic magma might exist, instead of the hypogene one of the magma. Based on it, a supergene differentiation model for the ore-bearlng granitic magma is presented.     

Linear and Nonlinear Optical Properties Of Racemic (±)2-(α-Methylbenzylamino)-5-Nitropyridine Single Crystals

Linear and nonlinear optical properties of racemic (±)2-(α-methylbenzylamino)-5-nitropyridine ((±)MBANP) single crystals have been comprehensively investigated and compared with those of the enantiomorph (–)2-(α-methylbenzylamino)-5-nitropyridine ((–)MBANP) crystals. (±)MBANP crystal exhibits very high chemical and physical stability, but relatively small nonlinear optical coefficients (d₃₁ = 6.8 pm/V, d₃₂ = 4.7 pm/V, d₃₃ = 0.84 pm/V). A comparison between the nonlinear optical coefficients of (±)MBANP and (–)MBANP demonstrates the validity of the oriented-gas model in molecular crystals that neglects all the contributions from intermolecular interaction.     

Application of stochastic optimal control to the suboptimal design of thrust-mass profiles

Stochastic optimal control techniques are applied to compare the performance of identical medium-range air-to-air missiles which have different thrust-mass profiles. The measure of the performance is the probability of reaching a lock-on-point with a favorable range of guidance and flight parameters, during a fixed time interval [0,t _f ], given that, during the flight, the trajectories of the missile are subjected to a variety of constraints including dynamic pressure constraints.     

无偏的岭回归迭代算法

本文探讨线性模型的无偏的岭回归迭代算法,这种算法保持最小二乘法的性质,当存在较为严重的共线性时,它能给出较为精确的参数及其协差阵的估计值;当存在严格的共线性时,给出参数及其协差阵的无穷多解中的一个,这个解由初值决定。文章还给出了算法的收敛性及一些其它性质的证明。     

Assessing the Error Probability of the Model Selection Test

The asymptotic error probability of Linhart's model selection test isevaluated, and compared with the nominal significance level. We examine thecase where the expected discrepancies of the candidate models from the truemodel are asymptotically equal. The local alternatives method is employed inthe limiting operation of the asymptotic evaluation. Although the errorprobability under the null hypothesis is actually shown to be equal to orless than the level for most situations, intolerable violations of the errorcontrol are observed for nested models: It is often erroneously concludedthat the smaller model is significantly better than the larger model. Toprevent this violation, a modification of Linhart's test statistic isproposed. The effectiveness of the proposed test is confirmed throughtheoretical analysis and numerical simulations.     

AN ALTERNATIVE SPECIFICATION FOR MODELING GROUNDWATER DYNAMICS

This research extends previous work with dynamic models to manage groundwater quality by using the consumptive nitrate use rate instead of the nitrate application rate. The analysis indicates that misspecification results in overestimation of economic benefits, and supra-optimum nitrogen fertilizer application rates and groundwater nitrate stocks at a steady state.     

The Potts model representation and a Robinson–Schensted correspondence for the partition algebra

We construct a correspondence between the set of partitions of a finite set M and the set of pairs of walks to the same vertex on a graph giving the Bratteli diagram of the partition algebra on M. This is the precise analogue of the correspondence between the set of permutations of a finite set and the set of pairs of Young tableaux of the same shape, called the Robinson–Schensted correspondence.