Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

Spectral Domain Analysis of Coaxial Cavities

Coaxial cavities are used in high power gyrotrons as the beam-wave interaction structure. Much research has been devoted to their mode selective properties. A coaxial cavity lacks a sharp boundary at its open end, so it has some physical features that can only be observed using a spectral model, such as frequency-dependent field profiles and mode overlapping effects. These properties are important since cold tests are usually conducted in the frequency domain. This study applies the incident/reflected wave boundary condition to the wave equation of a weakly irregular coaxial waveguide. The resistivity of the wall is considered in the analysis. Calculations reveal that the fixed-position spectrum yields an uncertain resonant frequency and quality factor. Although the maximum-field spectrum can uniquely determine the properties of the coaxial cavity, the resonant frequency obtained using the maximum-field spectral model is inconsistent with that obtained using the temporal model. The field-energy spectrum explains the low Q nature of the coaxial cavity. Moreover, resonant frequencies evaluated using the field-energy spectrum agree precisely with those evaluated using the temporal model.     

Apparatus for High-Resolution Solid Hydrogen Matrix Isolation Spectroscopy and Its Application

Apparatus integrating a Fourier transform-infrared (FT-IR) spectrometer and a mid-infrared difference frequency generation (DFG) laser spectrometer was built for the study of the matrix isolation spectrum in solid molecular hydrogen. A 3-cm-long molecular hydrogen crystal was grown in a liquid-helium Dewar, and its infrared absorption spectrum in the 1-5 μm region was recorded to test the system. The W₀(0) (ν=0←0, J=6←0) line around 2410 cm⁻¹ of solid hydrogen was investigated with the DFG laser spectroscopy. High-resolution matrix isolation spectrum of CO² co-deposited with hydrogen on a BaF₂ cold plate at liquid-helium temperature was studied.     

实二次函数域基本单位的范

作为Ｈ．Ｆ．Ｔｒｏｔｔｅｒ［３］中一个结果的模拟，本文给出实二次函数域Ｋ中基本单位ε的范为Ｎ（ε）＝ｇ的一些充分必要条件，其中ｇ为Ｋ的常数域Ｆｑ的非零乘法群Ｆｑ＾＊的生成元（２├ｑ）。利用图论的语言，本文还给出了Ｎ（ε）＝ｇ的一些充分条件，这些条件对于数域也同样地适用，从而推广了Ｔｒｏｔｔｅｒ［３］和前人工作中关于充分条件的结果。     

方位伺服系统扭转振动固有频率的分析

本文阐述了伺服系统结构设计中估算系统固有频率的必要性,介绍了一种分析和计算经纬仪方位伺服系统扭转振动固有频率的方法。     

Assignments of methanol laser lines by frequency measurements and Fourier transform spectroscopy

We have measured the frequencies of four CH₃OH far-infrared laser lines that were previously known only by wavelength measurement. Two of these lines turned out to be doublets, bringing the total number of measured lines to six. We can now confirm the assignments of five of them and definitely disprove the assignments proposed for the sixth.In particular we confirm the assignments for the four strong laser lines at 205 and 208 µm pumped by the 9-P(34) CO₂ laser line. These lines share a common upper level in the first excited CO-stretch state, and terminate in the upper and lower levels of a hybrid state with J=5. Heterodyne frequency measurements and conventional microwave spectroscopy show that both lines are split into two components approximately 3.5 MHz apart. The origin of this further splitting is interpreted as a perturbed K-splitting.Work supported by Consiglio Nazionale delle Ricerche -Italia     

Frequent oscillation in a nonlinear partial difference equation

This paper is concerned with a class of nonlinear delay partial difference equations with variable coefficients, which may change sign. By making use of frequency measures, some new oscillatory criteria are established. This is the first time oscillation of these partial difference equations is discussed by employing frequency measures.      

采用级联原子滤光器的新型卫星激光链路系统研究

提出级联佛克脱型原子滤光器(Linked VADOF)的新构想。从理论上分析并计算了级联佛克脱型原子滤光器的透射谱。结果表明，级联佛克脱型原子滤光器将佛克脱型原子滤光器的多峰改造为单峰结构，具有比佛克脱型原子滤光器更窄的线宽和更高的噪声抑制比。将这种新型结构应用于激光信标锁频。该锁频方案提高了信标光频率的稳定性。在此基础上，给出了发射端采用级联佛克脱型原子滤光器锁频，接收端采用法拉第型原子滤光器(FADOF)滤光的新型卫星激光链路系统。外场初步联调实验表明了该系统的可行性。     

Potential-dependent structure of the interfacial water on the gold electrode

Doubly tunable sum frequency generation (SFG) spectra demonstrate that the water molecules at gold/electrolyte interface change their orientation with applied potential. At negative potentials, water molecules in the double layer align with their oxygen atom pointing to the solution. As potential became positive to be close to the potential of zero charge (PZC), the SFG signal decreased, suggesting the OH groups of the water molecule are either in random orientation or parallel to the electrode. As potential became more positive than the PZC, the SFG signal increased again with the oxygen-up orientation as same as in the negative potential region, indicating that water molecules interact with the adsorbed sulfate anions. The peak position of the SFG spectra indicates a relatively disordered state of water molecules at the gold electrode surface, in contrast to the previously observed ice-like structure of water at electrolyte/oxide interfaces.     

Full-Wave Analyses for a Multi-Layered Microstrip Patch Antenna

This paper describes numerical modelling of a dual band multi-layered microstrip patch antenna operating at 35GHz on an in-house semi-insulating GaAs substrate. The simulated and measured resonant frequencies at both lower and upper resonant frequencies will be compared to check the accuracy of the different numerical modelling techniques.