The linear regression and correlation analysis of daily returns of several stocks and stock-exchange index at Macedonian Stock Exchange (MSE) provide evidence for statistical significance of the stocks' daily retur...The linear regression and correlation analysis of daily returns of several stocks and stock-exchange index at Macedonian Stock Exchange (MSE) provide evidence for statistical significance of the stocks' daily returns at MSE. Statistical analysis was focused to determine the character of relationship between the 10 most liquid stocks at MSE using ten-year time-series of daily stocks' closing price and for the Macedonian Stock Exchange Index (MBI-IO). The analysis of daily stock returns provided R2 values and confirmed that the proportion of the total correlation in the dependent variable (one stock price) can be explained by the independent variable (other stock price) as well as that accurate forecasting of one stock price movements enables reliable prediction of other stock future price at MSE. Some implications for stock valuation are drawn.展开更多
A model based on propagation rate equations is built up for analyzing the multicore Iransverse mode gain distribution in an 18-core photonic crystal fiber (PCF) laser. The two kinds of feedback cavities are used for...A model based on propagation rate equations is built up for analyzing the multicore Iransverse mode gain distribution in an 18-core photonic crystal fiber (PCF) laser. The two kinds of feedback cavities are used for the fiber laser, which are the buttcontact mirror and the Talbot cavity. According to the model, the transverse mode competitions in different feedback cavities are simulated numerically. The results show that the Talbot cavity can improve in-phase supermode gain, while sunnress other sunerrnodes.展开更多
文摘The linear regression and correlation analysis of daily returns of several stocks and stock-exchange index at Macedonian Stock Exchange (MSE) provide evidence for statistical significance of the stocks' daily returns at MSE. Statistical analysis was focused to determine the character of relationship between the 10 most liquid stocks at MSE using ten-year time-series of daily stocks' closing price and for the Macedonian Stock Exchange Index (MBI-IO). The analysis of daily stock returns provided R2 values and confirmed that the proportion of the total correlation in the dependent variable (one stock price) can be explained by the independent variable (other stock price) as well as that accurate forecasting of one stock price movements enables reliable prediction of other stock future price at MSE. Some implications for stock valuation are drawn.
基金supported by the National Basic Research Program of China(No.2010CB327801)the Key Program of National Natural Science Foundation of China(No.60637010)
文摘A model based on propagation rate equations is built up for analyzing the multicore Iransverse mode gain distribution in an 18-core photonic crystal fiber (PCF) laser. The two kinds of feedback cavities are used for the fiber laser, which are the buttcontact mirror and the Talbot cavity. According to the model, the transverse mode competitions in different feedback cavities are simulated numerically. The results show that the Talbot cavity can improve in-phase supermode gain, while sunnress other sunerrnodes.