中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

Experimental observation of quantum corrections to electrical resistivity in nanocrystalline soft magnetic alloys

X-ray diffraction patterns of nanocrystalline Fe-Cu-Nb-Si-B (FINEMET) alloys reveal that bcc α-Fe/α-FeSi crystallites with the average grain size of 20(5) nm are dispersed in amorphous matrix. Enhanced electron—electron interaction (EEI) and quantum interference (QI) effects as well as electron-magnon (and/or electron-spin fluctuation) scattering turn out to be the main mechanisms that govern the temperature dependence of resistivity. Of all the inelastic scattering processes, inelastic electron-phonon scattering is the most effective mechanism to destroy phase coherence of electron wave functions. The diffusion constant, density of states at the Fermi level and the inelastic scattering time have been estimated, for the first time, for the alloys in question Article presented at the International Symposium on Advances in Superconductivity and Magnetism: Materials, Mechanisms and Devices, ASMM2D-2001, 25–28 September 2001, Mangalore, India.     

Photoluminescence linewidth broadening due to alloy/thickness fluctuation of CdxZn1 − xSe/ZnSe triple quantum wells

Photoluminescence (PL) linewidth broadening of Cd_xZn_{1 − x}Se/ZnSe triple quantum wells, grown on GaAs substrates by molecular beam epitaxy (MBE), has been investigated. Various quantum well (QW) samples have been prepared with different QW thickness and composition (Cd-composition). Measured and calculated PL linewidth are compared. Both composition and thickness fluctuations are considered for the calculation with the parameters such as the volume of exciton, nominal thickness and composition of QWs. Surface roughness measured by atomic force microscopy (AFM) is used to estimate the interface roughness. Results show that when Cd-composition increases additional linewidth broadening due to Zn/Cd interdiffusion is enhanced.     

水平均匀大气中多束光在接收面上的相关性及其对光强起伏的影响

在科尔莫戈罗夫理论的基础上，推广了光束在接收面上相关函数的物理含义。分析了多光束在接收面上的相关性。并在此基础上形成多光束光强起伏方差的解析表达式。分析结果表明，随着信道间距的增加，信道相关性下降。到达接收面的光强起伏方差降低；当信道完全重合，即相关系数变为1时，叠加后的光强起伏方差没有明显降低。与单光束时没有区别；在允许范围内增加光束数目可降低光强起伏。     

The Squeezing Effect in a Mesoscopic RLC Circuit

Using the path integral method we derive quantum wave function and quantum fluctuations of charge andcurrent in the mesoscopic RLC circuit. We find that the quantum fluctuation of charge decreases with time, oppositely,the quantum fluctuation of current increases with time monotonously. Therefore there is a squeezing effect in the circuit.If some more charge devices are used in the mesoscopic-damped circuit, the quantum noise can be reduced. We also findthat uncertainty relation of charge and current periodically varies with the period π/2 in the under-damped case.     

HL-1M边缘等离子体静电湍流扰动

对HL－1M边缘等离子体静电湍流扰动进行了初步的实验研究。获得了扰动的基本特征量，估计了低杂波引起的径向粒子流的变化。在加低杂波（2．45GHz)前、后，电子密度扰动和极向电场扰动的幅度及其关联性变化不大。虽然低杂波部分抑制了静电湍流，但在数量上不能解释粒子约束改善的实验结果。     

光学偏振实验仿真设计

采用计算机工具软件，成功地设计和编制了偏振现象实验的仿真程序，用于计算机辅助教学     

激发相干态下双模介观传输线的量子效应

将介观无损耗传输线中的驻波场看成作相对运动的两列同频率的行波的叠加，此电路量子化后成为两个频率相同、不同模的光子场。计算和分析了激发相干态下电压和电流梯度的量子涨落，指出了双模传输线与一般的LC电路、双模传输线与单模传输线量子涨落的异同之处。     

Charge density fluctuation of low frequency in a dusty plasma

The charge density fluctuation of low frequency in a dusty plasma, which is derived from the longitudinal dielectric permittivity of the dusty plasma, has been studied by kinetic theory. The results show that theP value, which describes the relative charge density on the dust in the plasma, and the charging frequency of a dust particle Ω _c , which describes the ratio of charge changing of the dust particles, determine the character of the charge density fluctuation of low frequency. For a dusty plasma ofP≪1, when the charging frequency Ω _c , is much smaller than the dusty plasma frequency ω_d, there is a strong charge density fluctuation which is of character of dust acoustic eigenwave. For a dusty plasma ofP≫1, when the frequency Ω _c , is much larger than ω _d there are weaker fluctuations with a wide spectrum. The results have been applied to the ionosphere and the range of radius and density of dust particles is found, where a strong charge density fluctuation of low frequency should exist.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.