Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

荷移分光光度法测定氨酪酸

氨酪酸(am inobutyric acid),化学名称为γ-氨基丁酸。本品在体内与血氨结合生成尿毒排出体外,有降低血氨及促进大脑新陈代谢的作用,能够增强葡萄糖磷酸酯化酶的活性,利于脑细胞功能的恢复。主要用于脑卒中后遗症、脑动脉硬化症、头部外伤后以及一氧化碳中毒所致昏迷的辅助治疗     

Growth Behavior of CdS Nanoparticles Embedded in Polymer and Sol-Gel Silica Matrices: Relationship with Surface-State Related Luminescence

Chemical techniques were employed to synthesize CdS nanoparticles embedded in polymer (PEG 300) and sol-gel silica matrices. Systematic growth of particles (radius 3–9 nm) was obtained by adjusting post-deposition annealing temperature and time to examine the dependence of surface-state–related luminescence on particle size. Photoluminescence (PL) peak energy showed a linear dependence with a gentle slope in the weak confinement region and a steep slope in the strong confinement region, the divergence being observed near the excitonic Bohr radius for CdS. The empirical relation proposed for the weak confinement region could be used for estimating chemically prepared CdS nanoparticle size with a high degree of reliability from PL peak energy.     

Indium(I) iodide as a radical initiator: intramolecular cyclization of functionalized bromo-alkynes to substituted tetrahydrofurans

Aryl substituted α-carbonyl bromo-alkynes undergo facile cyclizations to the corresponding substituted 4-methylene-tetrahydrofurans using indium(I) iodide in acetonitrile under sonication in high yields. The reaction is predicted to proceed via a radical process initiated by InI and a plausible radical pathway is suggested.     

An efficient calculation algorithm for focusing by plane ultrasonic transducers

In the present paper, we simulate focused wave fields generated by a system of plane transducers used in an immersion ultrasonic technique. The ultrasonic beam penetrates into the elastic medium through the fluid-solid boundary. A real-time computer algorithm is proposed to calculate stress components in the solid medium. It is shown that a good focusing wave structure can be provided by a pair of plane rectangular transducers, inclined with respect to each other and to the beam acoustic axis.     

带ARMA(1,1)条件异方差相关的随机波动模型的MCMC算法

我们首先提出了一个带ARMA(1,1)条件异方差相关的随机波动模型,它是基本的随机波动模型的一个自然的推广.进一步,对于这一新模型,我们给出了一个马尔可夫链蒙特卡罗(M CM C)算法.最后,利用该模型的模拟数据,展示了M CM C算法在这种模型中的应用.     

Approximating the single source unsplittable min-cost flow problem

In the single source unsplittable min-cost flow problem, commodities must be routed simultaneously from a common source vertex to certain destination vertices in a given graph with edge capacities and costs; the demand of each commodity must be routed along a single path so that the total flow through any edge is at most its capacity. Moreover, the total cost must not exceed a given budget. This problem has been introduced by Kleinberg [7] and generalizes several NP-complete problems from various areas in combinatorial optimization such as packing, partitioning, scheduling, load balancing, and virtual-circuit routing. Kolliopoulos and Stein [9] and Dinitz, Garg, and Goemans [4] developed algorithms improving the first approximation results of Kleinberg for the problem of minimizing the violation of edge capacities and for other variants. However, known techniques do not seem to be capable of providing solutions without also violating the cost constraint. We give the first approximation results with hard cost constraints. Moreover, all our results dominate the best known bicriteria approximations. Finally, we provide results on the hardness of approximation for several variants of the problem. Received: August 23, 2000 / Accepted: April 20, 2001?Published online October 2, 2001     

计算全息图产生的锥面波在激光准直中的应用

本文提出了用计算全息图产生锥面波的方法.将全息图置于激光光路中,它的衍射图样中心在空间形成了一条准直线.文中对锥面波的传播、准直精度及准直距离作了理论分析,给出了实验结果.     

Continuous time collocation methods for Volterra-Fredholm integral equations

Summary Integral equations of mixed Volterra-Fredholm type arise in various physical and biological problems. In the present paper we study continuous time collocation, time discretization and their global and discrete convergence properties.