我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

地源热泵的运行特性模拟研究

依据圆柱源理论,建立起了耦合地面热泵机组和地下埋管换热器特性的模拟模型,该模型可用于长期运行的地源热泵系统的短时间步长运行特性模拟。探讨了模拟过程中有关参数的确定方法,并运用所建模型对地源热泵的冬季和夏季运行特性进行了模拟。运行特性模拟与实验数据的验证结果表明,所建模型可以对地源热泵的运行特性做出符合实际的预测。     

某轴流压气机叶尖间隙效应实验研究

本文对某低速轴流压气机叶尖间隙尺度对性能的影响进行了实验研究,并通过不同的机匣结构情况研究一种叶尖漏流不敏感机匣。实验表明,不同的间隙尺度对叶轮机总体性能存在十分明显的影响。对绝大部分运行状态,小间隙下的压升和效率均明显高于大间隙的情况。另外,所采用的毛刷式和篦齿式的机匣实验结果表明,不论毛刷式还是篦齿式机匣,在大流量负攻角情况下对性能的影响不大,但毛刷式机匣并不能达到提高失速裕度的目的,而篦齿式机匣在小流量情况下对压升有所提高,但对效率影响不大。     

衍射光学透镜色散特性的仿真研究

在白光照射下,衍射光学透镜的焦距不仅同材料色散和波长色散有关,而且还同孔径因子有关。基于折射率随波长变化的经验公式,利用自编的仿真计算程序包,得到了透镜焦距、材料色散、波长色散、孔径因子之间的关系曲线。所获得的理论分析和仿真计算结果为进一步设计消色差的纯衍射目视光学系统提供了理论依据,具有一定的指导意义。     

实现细粒煤深度脱硫产业化的研究

根据我国高硫煤的赋存特点,提出采用微细介质重介旋流器及细泥选择性絮凝组合工艺实现细粒煤的深度脱硫,无机硫脱除率可大幅度提高,分选下限明显降低,是实现煤炭深度脱硫降灰产业化的有效技术途径.     

How to assess and report the performance of a stochastic algorithm on a benchmark problem: mean or best result on a number of runs?

Some authors claim that reporting the best result obtained by a stochastic algorithm in a number of runs is more meaningful than reporting some central statistic. In this short note, we analyze and refute the main argument brought in favor of this statement.     

Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation

In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd ＞ 0 is a constant depending on the problem dimension and data.     

Characterization of reduced iso‐α‐acids derived from hops (Humulus lupulus) by NMR

Reduced forms of iso‐α‐acids (isohumulones), used in modern beer brewing were separated and characterized by ¹H and ¹³C NMR spectroscopy. Components from mixtures of rho‐iso‐α‐acids, tetrahydro‐iso‐α‐acids, and hexahydro‐iso‐α‐acids were isolated using high‐performance liquid chromatography (HPLC) and analyzed by use of one‐ and two‐dimensional NMR experiments. The data presented assign the identities of the main peaks in the HPLC traces for the reduced iso‐α‐acids. Previous tentative assignments regarding the cis and trans configurations and the structures of the acyl residues of the reduced iso‐α‐acids were confirmed and extensive NMR assignments were made. Furthermore, the previously unknown stereochemistry in the C‐4 side‐chain of the rho‐ and hexahydro‐iso‐α‐acids was assigned. Copyright © 2003 John Wiley & Sons, Ltd.     

闭排队网络中性能势与无穷小实现因子之间的关系

In this paper,the concept of the infinitesimal realization factor is extended to the parameter-dependent performance functions in closed queueing networks. Then the concepts of realization matrix (its elements are called realization factors) and performance potential are introduced,and the relations between infinitesimal realization factors and these two quantities are discussed. This provides a united framework for both IPA and non IPA approaches. Finally,another physical meaning of the service rate is given.     

单涂层吸波材料的优化设计及偏差研究

本文通过对单涂层吸波材料内电磁波传输损耗机理的细致研究，提出了单涂层吸波材料优化设计的两项原则。结合具体实例详细说明这两项原则的具体应用，最后讨论涂层电磁参量在偏离匹配条件的情况下，对涂层吸波性能影响的具体结果分析。图３．表１，参３。