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因子模型中特征值的波动
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作者 鲍方琳 张博 《中国科学技术大学学报》 CAS CSCD 北大核心 2023年第11期53-61,I0006,I0008,共11页
探讨了因子模型中特征值的波动特点,并提出了一种新的模型结构检验方法。根据特征值的特点,通过随机化方法将未知分布的变量转化为已知分布的统计量。检验统计量检查包括因子载荷的变化和因子数量的增加两种因子模型结构的中断。研究给... 探讨了因子模型中特征值的波动特点,并提出了一种新的模型结构检验方法。根据特征值的特点,通过随机化方法将未知分布的变量转化为已知分布的统计量。检验统计量检查包括因子载荷的变化和因子数量的增加两种因子模型结构的中断。研究给出模拟实验的结果,并对2017年1月1日至2019年12月31日中美股市股票收益数据的因子结构进行检验。所提方法在仿真和实际数据中均表现良好。 展开更多
关键词 因子模型 特征值波动 高维数据 随机矩阵理论
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Turning a hot spot into a cold spot:polarization-controlled Fano-shaped local-field responses probed by a quantum dot 被引量:3
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作者 Juan Xia Jianwei Tang +5 位作者 fanglin bao Yongcheng Sun Maodong Fang Guanjun Cao Julian Evans Sailing He 《Light(Science & Applications)》 SCIE EI CAS CSCD 2020年第1期417-428,共12页
Optical nanoantennas can convert propagating light to local fields.The local-field responses can be engineered to exhibit nontrivial features in spatial,spectral and temporal domains,where local-field interferences pl... Optical nanoantennas can convert propagating light to local fields.The local-field responses can be engineered to exhibit nontrivial features in spatial,spectral and temporal domains,where local-field interferences play a key role.Here,we design nearly fully controllable local-field interferences in the nanogap of a nanoantenna,and experimentally demonstrate that in the nanogap,the spectral dispersion of the local-field response can exhibit tuneable Fano lineshapes with nearly vanishing Fano dips.A single quantum dot is precisely positioned in the nanogap to probe the spectral dispersions of the local-field responses.By controlling the excitation polarization,the asymmetry parameter q of the probed Fano lineshapes can be tuned from negative to positive values,and correspondingly,the Fano dips can be tuned across a broad spectral range.Notably,at the Fano dips,the local-field intensity is strongly suppressed by up to ~50-fold,implying that the hot spot in the nanogap can be turned into a cold spot.The results may inspire diverse designs of local-field responses with novel spatial distributions,spectral dispersions and temporal dynamics,and expand the available toolbox for nanoscopy,spectroscopy,nano-optical quantum control and nanolithography. 展开更多
关键词 quantum local dispersion
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