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.     

Synthesis of 5,6-Dihydro-OSW-1 and Its Antitumor Activities

5,6-Dihydro-OSW-1 (1) was synthesized following our previous procedure for the total synthesis of OSW-1. This compound demonstrated slightly stronger potency than that of OSW-1 against the growth of cancer cells.     

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。     

具有高机械强度的掺Er~(3 )∶TeO_2-Nb_2O_5玻璃的光谱性质研究

熔制了掺铒碲铌玻璃样品(100-X)TeO2-XNb2O5(X=5,10,15,20mol%),测试了其密度、折射率、转变温度、析晶温度、维氏机械强度、吸收光谱、荧光光谱、荧光寿命等参量。利用Judd-Ofelt和McCumber理论分别计算了铒离子强度参量Ωt(t=2,4,6)和受激发射截面σemi的大小,研究了掺铒碲铌玻璃样品光谱参量对Nb2O5成分的依赖性,并与典型的碲锌钠玻璃(75TeO2-20ZnO-5Na2O)在热学、机械强度、光谱性质和放大品行四个方面进行了比较.     

煤加氢液化研究—模型化合物的加氢裂解

在快速升温和冷却的共振搅拌反应管中,以四氢萘为溶剂,进行了六种模型化合物的加氢裂解试验。反应条件如下:反应温度300—450℃,氢初压3.0—9.0MPa,表观反应时间5—45 min。试验结果表明,这六种化合物加氢裂解稳定性顺序为:二苯甲烷>二苯醚>二苯乙烷>苯基苄基醚>二苄基硫醚和二苄基二硫醚。裂解为一级反应,根据试验结果计算了苯基苄基醚和二苯乙烷的表观反应速度常数和活化能,前者ΔE 为83.9 kJ/mol,后者ΔE 为150kJ/mol。提高氢初压,使用预硫化的Mo-Ni 催化剂、Y 型和5A 型分子筛或添加易裂解化合物作自由基引发剂对模型化合物的加氢裂解均有利。     

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.