基于模糊信息粒化与支持向量机的上证50ETF量化择时研究

上证50ETF股指期权标的物为上证50ETF,对50ETF进行量化分析有助于指导50ETF以及50ETF期权等的投资,进而获得良好的收益,为此提出了基于模糊信息粒化与支持向量机(support vector machine,SVM)的上证50ETF量化择时策略.根据上证50ETF的历史日数据,对某一时间段的开盘价、收盘价、最高价等作为SVM的输入信息,将未来5天收盘价进行模糊信息粒化,以粒化结果的涨跌作为SVM的训练集标签,对系统进行标记训练;最后,应用已训练的系统对50ETF未来涨跌情形进行预测.实验结果表明,融合了SVM与模糊信息粒化的预测算法较SVM算法和融合了SVM的部分粒子化算法,局部行情下正确率提高了15%以上,全局行情下正确率提高了16%以上,提升了择时性能.本文的量化择时策略对50ETF和50ETF期权投资具有实际的指导性,具有一定的应用价值.     

DISTRIBUTIONS OF LIMIT CYCLES FOR POLYNOMIAL VECTOR FIELDS (P_2, Q_3)

The distributions of limit cycles of cubic vector fields (P2, Q3) are considered in this paper, where P2 and Q3 are polynomials of x and y of order two and three, respectively. It is possibly seven different distributions of limit cycles given in [1]. We now prove that in which three kinds of distributions are impossible and other four kinds all can be realized by concrete vector fields of (P2,Q3). Some related results are also given.     

BIFURCATION DIAGRAMS OF SYSTEM =-y δx lx~2 ny~2,=x ax~2

Ｗｅｃｏｎｓｉｄｅｒｔｈｅｑｕａｄｒａｔｉｃｓｙｓｔｅｍｏｆｔｙｐｅ（Ｉ）ｍ＝０ａｃｏｒｄｉｎｇｔｏｔｈｅｃｌａｓｉｆｉｃａｔｉｏｎｏｆ［１］．Ｗｉｔｈｏｕｔｌｏｓｏｆｇｅｎｅｒａｌｉｔｙ，ｗｅｍａｙａｓｕｍｅｔｈａｔｔｈｅｓｙｓｔｅｍｉｓｔａｋｅｎ...     

《混凝土结构》课程考试改革与实践

对于《混凝土结构》课程考试我校进行了改革，具体做法是：在授课过程中进行考核；在完成课程设计后进行面试；期末进行开卷考试。通过这些措施，实践证明取得了很好的教学效果。     

Li2、LiH的激发态和Li2H的基态结构与势能函数

使用“对称性匹配簇-组态相互作用”方法,对Li2分子三重态的第一激发态、LiH分子的基态、单重态的第一和第二激发态的几何构型与谐振频率进行了优化计算.利用“群操作求和”方法分别对这4个态进行单点能扫描计算,并拟合出了相应各态的Murrell-Sorbie势能函数.使用多种方法对Li2H分子的基态结构进行优化,并用优选出的密度泛函(B3P86)方法对该分子进行了进一步的频率计算.结果发现Li2H分子的基态稳态结构为C2v构型,在此基础上用多体项展式理论导出了它的解析势能函数,其等值势能图准确再现了Li2H分子的结构特征和离解能.首次报导了该分子对称伸缩振动等值势能图中存在的两个对称鞍点,对应于反应LiH Li→Li2H,活化能大约为18.7×4.184 KJ/mol.     

Compact Single-Stage Femtosecond Multipass Ti：Sapphire Amplifier at 1 kHz with High Beam Quality

A compact femtosecond Ti：sapphire amplifier system is reported using single-stage multipass configuration with high beam quality. A high dispersion glass stretcher and a pair of double prisms for compression are introduced based on broadband femtosecond seed pulses. The non-grating-based pulse stretcher and compressor are advantageous to increase high beam quality and to reduce the high-order dispersion. A Gaussian filter is used to reduce the gain narrowing effect in amplification. The compact femtosecond Ti：sapphire nine-pass amplifier delivers pulses with a duration of 26 fs and an energy of 800μJ at 7mJ pumping pulses energy at I kHz. The 1-kHz femtosecond amplifier with high beam quality and high stability is very suitable for ultrafast physics research applications, such as attosecond science, ultra-precision micromachining, and THz wave generation.     

关于自双反函数的性质之研究

阐述了双反函数、自双反函数和多数函数的定义,提出了自双反函数的性质.根据上述定义利用布尔代数中的基本概念、定理和公式证明了这些性质,展示了自双反函数在RM展开系数图(bj图)中的特点,讨论了自双反函数在函数分类中的应用.