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.     

西部大开发与生态建设的关系

西部大开发是我国第三代领导集体为经济社会可持续发展和现代化建设目标全面实现而作出的重大战略部署,而生态环境的建设是实施西部大开发战略的根本和切入点,也是西部开发应考虑和解决的先决条件之一.     

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...     

自猝灭流光雪崩机制

本文通过对大量SQS实验现象的分析研究,提出SQS的成因是原初饱和雪崩的空间电荷造成阳极丝附近电场的畸变.根据这一假设,对SQS过程做了定量的计算,给出各种不同条件下,计数管输出电荷量与所加高压的关系曲线.计算了SQS转变电压、转变点原初雪崩的电荷量和SQS雪崩的电荷量与气体组分的关系.计算结果和实验结果令人满意地符合.     

《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。     

Phase—Locking in Coupled Chaotic Oscillators

The transition from the phase-unlocking state to the phase-locking state is found at the desynchronization of synchronous chaos of coupled oscillators.In the phase-locking case,the motions of all oscillators are chaotic and desynchronized,however spatial ordering is identified in their phase distribution.     

选项体育教学改革的理论与实践研究

华北科技学院在体育教学中实行了1学年时间的选项教学，教学内容既有娱乐性，又有实效性和可实施性，充分考虑了学生的身体条件，经济条件和社会环境因素，经补，对于培养学生的体育能力和体育意识了良好作用。     

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.