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.     

Enhancing cognitive radio systems with robust reasoning

Cognitive radio systems dynamically reconfigure the algorithms and parameters they use, in order to adapt to the changing environment conditions. However, reaching proper reconfiguration decisions presupposes a way of knowing, with high enough assurance, the capabilities of the alternate configurations, especially in terms of achievable transmission capacity and coverage. The present paper addresses this problem, firstly, by specifying a complete process for extracting estimations of the capabilities of candidate configurations, in terms of transmission capacity and coverage, and, secondly, by enhancing these estimations with the employment of a machine learning technique. The technique is based on the use of Bayesian Networks, in conjunction with an effective learning and adaptation strategy, and aims at extracting and exploiting knowledge and experience, in order to reach robust (i.e. stable and reliable) estimations of the configurations' capabilities. Comprehensive results of the proposed method are presented, in order to validate its functionality. Copyright © 2007 John Wiley & Sons, Ltd.     

机械结构因素对光电跟踪伺服系统性能的影响

为克服机械结构因素对光电跟踪伺服系统性能的不良影响,分析了转动惯量、结构谐振频率、摩擦力矩等伺服机械结构因素与伺服系统性能的关系,包括分析转动惯量与伺服系统性能的关系、结构谐振频率与伺服系统性能的关系、摩擦力矩与伺服系统性能的关系,探讨了消除或减小机械谐振的措施.该分析方法可应用于设计和制造响应速度快、跟踪精度高的光电跟踪伺服系统.     

三层干扰下的最优无线电信道问题的研究

研究了 2 0 0 0年 MCM— B题 ,将问题推广到有三层干扰的复杂情况 ,给出并严格证明了 ( k,1,1)问题的最优解     

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.     

基于免疫算法的Hopfield神经网络多用户检测器

提出的基于免疫算法的Hopfield神经网络多用户检测器，将扰乱的Hopfield神经网络多用户检测器的输出作为免疫算法的初始种群，利用了免疫算法的全局收敛的特点，从而克服了Hopfield易收敛到局部能量最小点的缺点。理论分析和仿真结果表明：该检测器具有良好的抗多址干扰和抗远近效应的能力。     

脉冲电镀的正向电流密度对深镀能力的影响

主要通过在正反向电流比、频率、脉冲宽度一定的条件下,改变正向电流密度的大小来研究其对PCB整板电镀铜深镀能力的影响。从测得的数据可知随着正向电流密度的增大,深镀能力先变大后变小,并对这个问题进行了理论分析。     

非无线电设备的无线电波辐射

介绍了电磁辐射的分类和非无线电辐射造成的各种危害，指出了可能产生电磁辐射的设备，给出了几种特殊情况的辐射值，并结合国际标准和国家标准，分析了电磁干扰的管理现状，最后提出了减少非无线电设备电磁辐的几种方法。