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.     

The influence of hard‐segments on two‐phase structure and shape memory properties of PCL‐based segmented polyurethanes

Poly(ε‐caprolactone)‐based segmented polyurethanes (PCLUs) were prepared from poly(ε‐caprolactone) diol, diisocyanates (DI), and 1,4‐butanediol. The DIs used were 4,4′‐diphenylmethane diisocyanate (MDI), 2,4‐toluenediisocyanate (TDI), isophorone diisocyanate (IPDI), and hexamethylene diisocyanate (HDI). Differential scanning calorimetry, small‐angle X‐ray scattering, and dynamic mechanical analysis were employed to characterize the two‐phase structures of all PCLUs. It was found that HDI‐ and MDI‐based PCLUs had higher degree of microphase separation than did IPDI‐ and TDI‐based PCLUs, which was primarily due to the crystallization of HDI‐ and MDI‐based hard‐segments. As a result, the HDI‐based PCLU exhibited the highest recovery force up to 6 MPa and slowest stress relaxation with increasing temperature. Besides, it was found that the partial damage in hard‐segment domains during the sample deformation was responsible for the incomplete shape‐recovery of PCLUs after the first deformation, but the damage did not develop during the subsequent deformation. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 557–570, 2007     

60keV质子辐照对TiNi记忆合金薄膜马氏体相变的影响

 利用磁控溅射的方法在氧化后的单晶Si基片上制备了TiNi形状记忆合金薄膜，利用示差扫描量热法和原位X射线衍射研究了薄膜的马氏体相变特征。通过60keV质子注入（辐照）薄膜样品研究了H+离子对合金薄膜马氏体相变特征的影响，结果表明氢离子注入后引起了马氏体相变开始Ms和结束点Mf以及逆马氏体相变开始As和结束温度Af的下降，而对R相变开始Rs和结束温度Rf影响不大。掠入射X射线衍射表明H+离子注入后有氢化物形成。H⁺离子注入形成的氢化物是引起相变点的变化的主要因素。     

Almost automorphic solutions for abstract functional differential equations

For abstract linear functional differential equations with an almost automorphic forcing term, we establish a result on the existence of almost automorphic solutions, which extends the classical theorem due to Massera on the existence of periodic solutions for linear periodic ordinary differential equations.     

Does phenazine form triplet excimer and dimer anion radical?

Laser flash photolysis of phenazine (PZ) solution reveals the existence of a stable species with a long lifetime at 380 nm in addition to the usual triplet PZ at 440 nm. The former is suggested to be due to formation of triplet PZ excimer. The triplet excimer also undergoes photoinduced electron transfer with some aromatic amines. The formation of PZ dimer anion radical and amine cation radicals are confirmed by external magnetic field effect studies. Measurement of B_1/2, which estimates hyperfine present in the system, also supports this assignment.     

基于公共存储器进行数据交换的高速数字图象处理系统

本文介绍了一种基于公共存储器进行数据交换的高速数字图象处理系统．给出了公共存储器的设计，描述了处理器对公共存储器的进程同步控制．     

Flash存储器技术与应用

本文主要介绍了Ｆｌａｓｈ存储器的特性及其存储技术，并探讨了Ｆｌａｓｈ存储器的应用领域。     

Diagnostic Data Compression Techniques for Embedded Memories with Built-In Self-Test

A system-on-chip (SOC) usually consists of many memory cores with different sizes and functionality, and they typically represent a significant portion of the SOC and therefore dominate its yield. Diagnostics for yield enhancement of the memory cores thus is a very important issue. In this paper we present two data compression techniques that can be used to speed up the transmission of diagnostic data from the embedded RAM built-in self-test (BIST) circuit that has diagnostic support to the external tester. The proposed syndrome-accumulation approach compresses the faulty-cell address and March syndrome to about 28% of the original size on average under the March-17N diagnostic test algorithm. The key component of the compressor is a novel syndrome-accumulation circuit, which can be realized by a content-addressable memory. Experimental results show that the area overhead is about 0.9% for a 1Mb SRAM with 164 faults. A tree-based compression technique for word-oriented memories is also presented. By using a simplified Huffman coding scheme and partitioning each 256-bit Hamming syndrome into fixed-size symbols, the average compression ratio (size of original data to that of compressed data) is about 10, assuming 16-bit symbols. Also, the additional hardware to implement the tree-based compressor is very small. The proposed compression techniques effectively reduce the memory diagnosis time as well as the tester storage requirement.     

基于SOC的PAGER控制芯片设计

文章讨论了PAGER控制器芯片（ZQD021）的系统设计，该控制器内部集成了FLASH，SRAM，POCSAG协议解码器和嵌入式MCU CORE。重点分析了芯片的可测性设计（DFT），内嵌FLASH设计，低功耗设计，其设计方法和思路对消费类和嵌入式控制芯片的设计有一定的借鉴意义。     

纳秒激光闪光光解装置功能扩展──有机非线性材料二阶非线性系数测定

纳秒级激光闪光光解装置可用于有机光化学、光物理过程，瞬态发光和吸收的动力学过程的研究，在不改变原装置整体布局和结构的基础上，建立了有机非线性光学材料的二阶非线性系数测定方法，并为国家８６３专家委员会承担过仲裁测定。