小波分析在证券分析中的应用

传统股市投资分析中的证券分析方法之一———MACD法 ,利用DIF的移动平均值以确定证券的买卖时机 ,存在着时滞性 ,对非平稳的股市信息分析不能及时、较好地刻画股市的基本变化趋势 .作者根据证券投资理论 ,建立了相应的证券投资分析数学模型 ,根据小波分析多尺度分析能力强的特点 ,利用小波分解提取反映股市基本变化趋势的低频信息 ,改进了传统分析方法 ,建立了改进后的数学模型Ⅲ .该模型求解方便 ,同时与实际模型较好地逼近 ,具有时效性 .此外 ,以路桥建设股票 14 0个交易日的DIF和MACD值作为原始数据 ,用Matlab作为工具进行计算 ,求解模型Ⅲ .结果表明 :与传统分析方法相比 ,从模型Ⅲ中能得到更多的买卖点信息 ,而且价差更大 ,效果显著 ,充分显示了小波分析在股市技术分析中的强大生命力     

下料问题的优化模型及其快速算法

结合生产实际中具体的下料问题,本文建立了该类问题的优化模型,并提出下料方式的遴选三准则,即高利用率优先准则,长度优先准则和时间优先准则.运用本文的算法对一维下料的利用率高达99.6%,机器时间4秒.对二维的利用率为98.9%,机器时间约7秒.     

堆焊切粒刀技术初探

介绍堆焊切粒刀的优点 ,着重探讨了采用靠模法加工堆焊切粒刀螺旋槽的原理 ,论证了所介绍加工工艺的合理性 .事实证明 ,采用介绍的加工工艺生产的堆焊切粒刀 ,可满足设计的技术性能 ,质量可达到国外同类产品的水平     

中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

Preparation of rhodium–phyllosilicate catalysts without leaching in liquid-phase 1-hexene hydrogenation

Rhodium catalysts have been prepared on palygorskite and montmorillonite (clay) supports by reduction with hydrogen (1 atmosphere) at room temperature of a cationic organometallic rhodium compound anchored to the support. The activity of these catalysts for the hydrogenation of liquid-phase 1-hexene remains constant with increase of prehydrogenation time and with re-use for several runs. No rhodium leaching is observed.     

Metallo‐supramolecular block copolymer micelles: Improved preparation and characterization

Micelles prepared from amphiphilic block copolymers in which a poly(styrene) segment is connected to a poly(ethylene oxide) block via a bis‐(2,2′:6′,2″‐terpyridine‐ruthenium) complex have been intensely studied. In most cases, the micelle populations were found to be strongly heterogeneous in size because of massive micelle/micelle aggregation. In the study reported in this article we tried to improve the homogeneity of the micelle population. The variant preparation procedure developed, which is described here, was used to prepare two “protomer”‐type micelles: PS₂₀‐[Ru]‐PEO₇₀ and PS₂₀‐[Ru]‐PEO₃₇₅. The dropwise addition of water to a solution of the compounds in dimethylformamide was replaced by the controlled addition of water by a syringe pump. The resulting micelles were characterized by sedimentation velocity and sedimentation equilibrium analyses in an analytical ultracentrifuge and by transmission electron microscopy of negatively stained samples. Sedimentation analysis showed virtually unimodal size distributions, in contrast to the findings on micelles prepared previously. PS₂₀‐[Ru]‐PEO₇₀ micelles were found to have an average molar mass of 318,000 g/mol (corresponding to 53 protomers per micelle, which is distinctly less than after micelle preparation by the standard method) and an average hydrodynamic diameter (d_h) of 18 nm. For PS₂₀‐[Ru]‐PEO₃₇₅ micelles, the corresponding values were M = 603,000 g/mol (31 protomers per micelle) and d_h = 34 nm. The latter particles were found to be identical to the “equilibrium” micelles prepared in pure water. Both micelle types had a very narrow molar mass distribution but a much broader distribution of s values and thus of hydrodynamic diameters. This indicates a conformational heterogeneity that is stable on the time scale of sedimentation velocity analysis. The findings from electron microscopy were in disagreement with those from the sedimentation analysis both in average micelle diameter and in the width of the distributions, apparently because of imperfections in the staining procedure. The preparation procedure described also may be useful in micelle formation from other types of protomers. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 4458–4465, 2004     

Über die Magnetischen Eigenschaften der Cobaltate Na6CoS4, Na6CoSe4 und K6CoS4

Magnetic Properties of the Cobaltates Na₆CoS₄, Na₆CoSe₄, and K₆CoS₄ The alkali metal cobalt chalcogenides Na₆CoS₄, Na₆CoSe₄, and K₆CoS₄ crystallize in the space group P6₃mc with Z = 4. The structure is characterized by isolated [CoX₄]-tetrahedra. The magnetic susceptibilities show Curie-Weiss behaviour. The deviations at low temperatures are caused by antiferromagnetic interactions. The magnetic moments are discussed with regard to ligand-field parameters.     

Simplest optimal cutting patterns for equal rectangles

This paper presents branch-and-bound algorithms that can guarantee the simplest optimal cutting patterns of equal rectangles. An existing linear algorithm determines the global upper bound exactly. The branching process ends when a branch of a lower bound equal to the global upper bound is found.     

中国股票市场波动特性的实证研究

本文以上证综指和深成分指数的日收益率为研究对象 ,应用 GARCH、TARCH模型理论 ,进一步分析了日收益率波动的条件异方差性、非对称性 ,同时比较了两个股票市场的不同波动特征     

Proteinases from Carica papaya Latex

Data on the proteinase complex from Carica papaya latex were reviewed. The properties and applications of the domestic preparation cucumazyme and known medicinal preparations based on papaya proteinases (caripazyme, lecozyme, lecopain) were compared.