小波变换在金融数据分析中的应用

市场上的数据,从本质上讲都是一种时间序列。它和小波分析中的信号具有相同的特性。因此,完全可以将这些经济时间序列看成信号,应用小波变换进行分析和预测。     

自相似结构壳模型

为了扩展以简谐振子为基矢的常规壳模型（ＳＭ）计算到晕核，提出了自相似结构壳模型（ＳＳＭ）．通过对简谐振子动能项和势能项的重度规以及单粒子平均场模拟，可以得到ＳＳＭ中的单粒子轨道有态相关的圆频率，在ＳＳＭ中，晕核大的均方根半径、厚的中子皮以及Ｂｏｒｒｏｍｅａｎ晕核和的束缚态性质能够再现出来。     

Index theory for quasi-crystals I. Computation of the gap-label group

In this paper, we give a complete solution to the gap labelling conjecture for quasi-crystals. The method adopted relies on the index theory for laminations, and the main tools are the Connes-Skandalis longitudinal K-theory index morphism together with the measured index formula.     

An algebraic index theorem for orbifolds

Using the concept of a twisted trace density on a cyclic groupoid, a trace is constructed on a formal deformation quantization of a symplectic orbifold. An algebraic index theorem for orbifolds follows as a consequence of a local Riemann-Roch theorem for such densities. In the case of a reduced orbifold, this proves a conjecture by Fedosov, Schulze, and Tarkhanov. Finally, it is shown how the Kawasaki index theorem for elliptic operators on orbifolds follows from this algebraic index theorem.     

Boundary behavior in Hilbert spaces of vector-valued analytic functions

In this paper we study the boundary behavior of functions in Hilbert spaces of vector-valued analytic functions on the unit disc D. More specifically, we give operator-theoretic conditions on Mz, where Mz denotes the operator of multiplication by the identity function on D, that imply that all functions in the space have non-tangential limits a.e., at least on some subset of the boundary. The main part of the article concerns the extension of a theorem by Aleman, Richter and Sundberg in [A. Aleman, S. Richter, C. Sundberg, Analytic contractions and non-tangential limits, Trans. Amer. Math. Soc. 359 (2007)] to the case of vector-valued functions.     

波罗的海运价指数与样本航线期租的协整关系研究

波罗的海运价指数BD I是综合反应干散货航运市场运价总水平的指标,在众多的运价指数中占有公认的主导地位。本文以BD I运价指数为研究对象,通过协整研究,证明了BD I运价指数与BC I4条样本航线期租价格之间稳定的联动关系,并且给出了它们的误差修正模型。     

Differential Pulse Polarographic Determination of Nitrate in AUT Solution

A differential pulse polarographic method for the determination of nitrate ion has been developed. With 0.5 M CaCl₂ as supporting electrolyte, NO^?₃ is reduced to give a peak with E_1/2=–1.836 Volt vs. the Ag/AgCl electrode. The differential pulse polarographic peak height is proportional to the nitrate concentration from 20 to 60 ppm. The detection limit for nitrate is 2 ppm in pure aqueous solution. In the determination of 40 ppm nitrate a relative precision (relative standard deviation) of less than 2% was achieved. Nitrite interferes seriously and should be absent if accurate results are required. The method has been applied to the determination of nitrate in Ammonium Uranyl Tricarbonate (AUT) Solution, results obtained by this method are compared to those obtained by ion chromatography. The agreement between the two sets of results suggests that the DPP method can be used with a fair degree of confidence.     

Fiber Optical Bragg Grating Refractometer

We have demonstrated an evanescent field refractive indexfiber sensor comprising a 42-mm Bragg grating in an etched fiber together with a tunable Distributed Bragg Reflector (DBR) laser. Characterization of different aqueous sucrose solutions resulted in a resolution of roughly 10 mM sucrose. The sensor in the presented form has a theoretical sensitivity of higher than 10 5 refractive index unit (riu) in a refractive index region close to the cladding index of the fiber. However, the technique allows for an even higher sensitivity than 10 6 riu with a proper signal processing scheme.