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.     

不同方法制备的AlOOH对分层复合催化剂CO加氢反应性能的影响

采用沉淀法、溶胶凝胶水热法及一步水热法分别制备了3种AlOOH样品,运用XRD,BET,FT-IR,NH_3-TPD-MS和CO_2-TPD-MS等方法对样品进行了表征,同时将AlOOH与C302分层装填于固定床中进行CO加氢反应的活性评价。结果显示:不同方法制备的AlOOH会显著影响分层复合催化剂的产物分布,沉淀法有利于二甲醚的生成,而一步水热法有利于C_(2+)OH的生成。水热处理可以提高AlOOH的结晶度,其中晶型完整、择优取向晶面明显、具有适宜酸碱位的AlOOH有利于C_(2+)OH的生成。本研究为合成C_(2+)OH提供了新的思路。     

人体中的伯努利方程

本文从设计实验入手,形象诠释伯努利原理,并从物理学角度出发,根据人体体液流动的实际情况,运用伯努利原理及经典的伯努利方程,从人体血液循环、房水循环的压力形成和改变方面,把物理学的基本理论运用于分析人体体液压力的变化。     

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.