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.     

Polarization Self-Modulation Phenomenon in a Free Oscillated Nd：YAG Laser

Polarization self-modulation effect in a free oscillated Nd：YAG laser is investigated after a quarter wave plate is introduced independently in the two positions of the cavity. As described in the previous experiments, the intensity components in the orthogonal directions are modulated with a period of the round-trip time or twice. Different pulse shapes reveal that the seed field from the spontaneous emission is not uniform and seems to be stochastic for each pulse.     

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。     

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.     

负极添加剂CoO对储氢合金电极性能的影响

负极添加剂CoO在储氢金合金颗粒表面形成的Co膜有助于抑制合金粉的表面氧化和成分的偏析，进而减少电解液的损耗，因而有助于储氢合金负极和电池性能的提高。本文从电池内阻和容量衰减角度考察了CoO对电池循环寿命的影响。并以溶解——沉积理论为基础，利用循环伏安研究分析了CoO对储氢合金的保护机理。