双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

铁电单晶0.62Pb(Mg1/3Nb2/3)O3-0.38PbTiO3折射率的研究

用最小偏向角法在20℃下精确测量了0.62Pb(Mg1/3Nb2/3)O3-0.38PbTiO3(0.62PMN-0.38PT)单晶的折射率,给出了该温度下折射率色散的Sellmeier方程.研究了能带结构与折射率的关系,计算了样品的Sellmeier光学系数:对no,E0=5.50eV,λ0=0.226μm,S0=1.004×1014m-2,Ed=28.10eV;对ne,E0=5.57eV,λ0=0.223μm,S0=1.017×1014m-2,Ed=28.10eV.ABO3型钙钛矿材料中,BO6八面体基元决定了晶体的能带结构,对折射率产生重要影响.     

大口径光束波前采样器(孔栅)的研制

应用平面波角谱理论，分析了采样器对光波场采样和分光的基本原理以及对空间采样频率的选择规则，描述了实际研制的大口径采样器的结构设计，并通过数值方法和高能激光大气传输实验研究了高能激光经采样器前／后的远场光斑分布关系。结果表明：利用光束波前采样器能高保真地实现对高能激光束的分光。     

164Lu的三轴超形变核态的研究

利用TRS方法对双奇核¹⁶⁴Lu的位能面进行了计算,确认了¹⁶⁴Lu核的一条三轴超形变带,结果与实验较好地符合,同时指出了三轴超形变带的一个具体的组态     

浅水中污染物扩散的自适应有限元分析法

介绍浅水中污染物扩散分析中的有限元法.分析包括两个部分:1)流场速度、水面高度的计算;2)根据扩散模型计算污染物浓度场.联合使用了自适应网格技术以期提高解的精度,同时减少计算时间和计算机内存的消耗.通过几个有已知解的实例验证了有限元公式和计算机程序.最后,使用这种联合方法分析泰国Chao Phraya河附近海湾中的污染物扩散.     

Antiphase State in Passively Q-Switched Yb：YAG Microchip Lasers with a Nd,Cr：YAG as Saturable Absorber

We experimentally investigate the antiphase dynamics phenomenon that occurs in a diode-pumped passively Q-switched Yb:YAG multimode laser with a Nd,Cr:YAG saturable absorber. Due to the effect of spatial hole burning, the multimode lasers with one, two, or three modes at different pump power are observed, and the pulses sequences display classic antiphase dynamics.     

"自主创新"教学模式在化学奥赛培训中的实践与研究

本文简述了“自主创新”教学模式的形式及涵义，并把近年来在化学奥赛培训中对“自主创新”教学模式的实践体会作了归纳与总结。其中概述了“自主创新”教学模式在培养学生自学能力、实验能力及创新能力的方法与措施作了较深入的分析。     

Small Stress Change Triggering a Big Earthquake： a Test of the Critical Point Hypothesis for Earthquakes

Whether or not a small stress change can trigger a big earthquake is one of the most important problems related to the critical point hypothesis for earthquakes. We investigate global earthquakes with different focM mechanisms which have different levels of ambient shear stress. This ambient stress level is the stress level required by the earthquakes for their occurrence. Earthquake pairs are studied to see whether the occurrence of the preceding event encourages the occurrence of the succeeding one in terms of the Coulomb stress triggering. It is observed that the stress triggering effect produced by the change of Coulomb failure stress in the same order of magnitudes,about 10-2 MPa, is distinctly different for different focal mechanisms, and thus for different ambient stress levels.For non-strike-slip earthquakes with a relatively low ambient stress level, the triggering effect is more evident,while for strike-slip earthquakes with a relatively high ambient stress level, there is no evident triggering effect.This water level test provides an observational support to the critical point hypothesis for earthquakes.