Maximum Momentum,Minimal Length and Quantum Gravity Effects of Compact Star Cores

Based on the generalized uncertainty principle with maximum momentum arid minimal length, we discuss the equation of state of ideal ultra-relativistic Fermi gases at zero temperature. Maximum momentum avoids the problem that the Fermi degenerate pressure blows up since the increase of the Fermi energy is not limited. Applying this equation of state to the Tolman-Oppenheimer Volkoff （TOV） equation, the quantum gravitational effects on the cores of compact stars are discussed. In the center of compact stars, we obtain the singularity-free solution of the metric component, gtt ～-（1 ＋ 0.2185×r^2）. By numerically solving the TOV equation, we find that quantum gravity plays an important role in the region r～10^4α0（△x）min. Current observed masses of neutron stars indicate that the dimensionless parameter α0 cannot exceed 10^19.

Relativistic and distorted wave effects on Xe 4d electron momentum distributions

The relativistic and distorted wave effects are investigated for the electron momentum distributions of Xe 4d electrons.The theoretical results show good agreements with the experimental data measured previously with electron momentum spectroscopy. The distorted wave effect and the relativistic effect are found to play important roles in the low and high momentum regions, respectively.

Ab initio Study of Hyperconjugative Effect on Electronic Wavefunctions of 2-chloroethanol

The electronic structure of five conformers of 2-chloroethanol was studied by ab initio calculations at B3LYP and MP2 levels of theory with aug-cc-pVTZ basis set. The existing hydrogen bond and hyperconjugation effects on the stability of 2-chloroethanol conformers were discussed on the base of natural bond orbital analyses. The result exhibits that hyperconjugation is the main factor to determine the stability of conformers. Such effects on the electron wavefunctions of the highest-occupied molecular orbital （HOMO） of different conformers are demonstrated with electron momentum spectroscopy, exhibiting the obviously different symmetries of the HOMO wavefunctions in momentum space.

Momentum Effect Differs Across Stock Performances:Chinese Evidence

Prior empirical studies find positive and negative momentum effect across the global nations, but few focus on explaining the mixed results. In order to address this issue, we apply the quantile regression approach to analyze the momentum effect in the context of Chinese stock market in this paper. The evidence suggests that the momentum effect in Chinese stock is not stable across firms with different levels of performance. We find that negative momentum effect in the short and medium horizon （3 months and 9 months） increases with the quantile of stock returns. And the positive momentum effect is observed in the long horizon （12 months）, which also intensifies for the high performing stocks. According to our study, momentum effect needs to be examined on the basis of stock returns. OLS estimation, which gives an exclusive and biased result, provides misguiding intuitions for momentum effect across the global nations. Based on the empirical results of quantile regression, effective risk control strategies can also be inspired by adjusting the proportion of assets with past performances.

Stochastic Control for Optimal Execution:Fast Approximation Solution Scheme Under Nested Mean-semi Deviation and Conditional Value at Risk

When executing a large order of stocks in a market,one important factor in forming the optimal trading strategy is to consider the price impact of large-volume trading activity.Minimizing a risk measure of the implementation shortfall,i.e.,the difference between the value of a trader’s initial equity position and the sum of cash flow he receives from his trading process,is essentially a stochastic control problem.In this study,we investigate such a practical problem under a dynamic coherent risk measure in a market in which the stock price dynamics has a feature of momentum effect.We develop a fast approximation solution scheme,which is critical in highfrequency trading.We demonstrate some prominent features of our derived solution algorithm in providing useful guidance for real implementation.