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112.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
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. 相似文献
113.
The motivation of this work is to provide reliable and accurate modeling studies of the physical (surface, thermal, mechanical and gas diffusion) properties of chitosan (CS) polymer. Our computational efforts have been devoted to make a comparison of the structural bulk properties of CS with similar type of polymers such as chitin and cellulose through cohesive energy density, solubility parameter, hydrogen bonding, and free volume distribution calculations. Atomistic modeling on CS polymer using molecular mechanics (MM) and molecular dynamics (MD) simulations has been carried out in three dimensionally periodic and effective two dimensionally periodic condensed phases. From the equilibrated structures, surface energies were computed. The equilibrium structure of the films shows an interior region of mass density close to the value in the bulk state. Various components of energetic interactions have been examined in detail to acquire a better insight into the interactions between bulk structure and the film surface. MD simulation (NPT ensemble) has also been used to obtain polymer specific volume as a function of temperature. It is demonstrated that these V–T curves can be used to locate the volumetric glass transition temperature (Tg) reliably. The mechanical properties of CS have been obtained using the strain deformation method. Diffusion coefficients of O2, N2, and CO2 gas molecules at 300 K in CS have been estimated. The calculated properties of CS are comparable with the experimental values reported in the literature. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1260–1270, 2007 相似文献
114.
Yoshitomo Ono Naoyuki Kawashima Hiroto Kudo Tadatomi Nishikubo Takabumi Nagai 《Journal of polymer science. Part A, Polymer chemistry》2007,45(14):2978-2988
The ring‐opening copolymerization of a glycidyl ester derivative having a benzophenone group and the donor–acceptor norbornadiene (D‐A NBD) dicarboxylic acid, 5‐(4‐methoxyphenyl)‐1,4,6,7,7‐pentamethyl‐2,5‐norbornadiene‐2,3‐dicarboxylic acid, monoglycidyl ester derivatives with D‐A NBD dicarboxylic anhydride using tetraphenylphosphonium bromide as a catalyst proceeded smoothly to give novel self‐photosensitizing NBD polymers in good yields. The molecular weight of these polyesters was about 4,000, and lower than that of analogous NBD polymers having no benzophenone group. All the synthesized NBD polymers isomerized smoothly to the corresponding quadricyclane (QC) polymers upon UV irradiation in tetrahydrofuran (THF) solution and in the film state. The rate of the photoisomerization of the D‐A NBD moieties in these polymers was higher than that of the D‐A NBD moieties in the polymer having no photosensitizing group. Furthermore, the rate of the photoisomerization of the D‐A NBD moieties in these polymers was also higher than that of the NBD polymer with low molecular weight photosensitizer in dilute solution. The photo‐irradiated polymers having QC moieties released thermal energies of 146–180 J/g. The D‐A NBD moieties contained in these NBD polymers possessed fair to good fatigue resistance. The degradation of the NBD moieties in these polymers was 15–30% after 50 repeated cycles of interconversion. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 2978–2988, 2007 相似文献
115.
We have studied the temperature dependence of the radiative deactivation of the Pd-porphine triplet states in Shpol’skii matrices
in the temperature range 1.2–210 K. A substantial transformation of the phosphorescence spectra is observed as the temperature
increases and is due to the inclusion of thermally activated Pd-porphine states in the radiative deactivation processes. The
activation energy Ea of these Pd-porphine states is measured in matrices of n-octane and n-nonane. The splitting of the lowest quasidegenerate
triplet state ΔE(T2−T1) is determined for planar and distorted conformations of the Pd-porphine macrocycle in the n-octane matrix as 40 and 57 cm−1, respectively. The ability to use the temperature dependence of the phosphorescence properties of Pd-porphine to fabricate
molecular thermometers for the low-temperature range is analyzed.
__________
Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 4, pp. 460–464, July–August, 2007. 相似文献
116.
O. Maksimov P. Fisher M. Skowronski P.A. Salvador M. Snyder J. Xu X. Weng 《Journal of Crystal Growth》2008,310(11):2760-2766
MgO films were grown on (0 0 1) yttria-stabilized zirconia (YSZ) substrates by molecular beam epitaxy (MBE). The crystalline structures of these films were investigated using X-ray diffraction and transmission electron microscopy. Growth temperature was varied from 350 to 550 °C, with crystalline quality being improved at higher temperatures. The MgO films had a domain structure: (1 1 1)[1 1 2¯]MgO(0 0 1)[1 0 0]YSZ with four twin variants related by a 90° in-plane rotation about the [1 1 1]MgO axis. The observed epitaxial orientation was compared to previous reports of films grown by pulsed laser deposition and sputtering and explained as resulting in the lowest interface energy. 相似文献
117.
The patterns of absorption and reflection of an ultrashort laser pulse by a plasma with a solid-state density, which are realized in the mode of the normal skin effect, are studied. It is shown that a decrease in low-power pulse duration shorter than the period corresponding to the fundamental frequency of radiation leads to an increase in the absorption coefficient. If the pulse power is so high as to provide electron heating during a time shorter than the reciprocal fundamental frequency, nonlinear suppression of absorption takes place and the spectrum of the reflected radiation contains odd harmonics of the fundamental frequency. 相似文献
118.
基于半导体材料的新型光纤温度传感器 总被引:1,自引:0,他引:1
提出利用全反射定律以半导体材料作为敏感器件的光纤温度传感器,着重阐述半导体材料的温度敏感特性及传感原理,介绍传感器构造,并给出初步实验方案。 相似文献
119.
Raj Gandhi Kamales Kar S. Uma Sankar Abhijit Bandyopadhyay Rahul Basu Pijushpani Bhattacharjee Biswajoy Brahmachari Debrupa Chakraborti M. Chaudhury J. Chaudhury Sandhya Choubey E. J. Chun Atri Desmukhya Anindya Datta Gautam Dutta Sukanta Dutta Anjan Giri Sourendu Gupta Srubabati Goswami Namit Mahajan H. S. Mani A. Mukherjee Biswarup Mukhopadhyaya S. N. Nayak M. Randhawa Subhendu Rakshit Asim K. Ray Amitava Raychaudhuri D. P. Roy Probir Roy Suryadeep Roy Shiv Sethi G. Sigl Arunansu Sil N. Nimai Singh Mark Vagins Urjit Yagnik 《Pramana》2003,60(2):405-409
This is the report of neutrino and astroparticle physics working group at WHEPP-7. Discussions and work on CP violation in
long baseline neutrino experiments, ultra high energy neutrinos, supernova neutrinos and water Cerenkov detectors are discussed. 相似文献
120.
文章依据FBG温度传感的原理以及LPG滤波技术,提出了一种新的光纤光栅温度报警模型.用MATLAB对系统所采用的方法进行了模拟,结果表明该系统能满足温度报警的要求. 相似文献