We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fa...We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fact that the major part of the time series is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to the spectrum derived by the random matrix theory (RMT) at the limit of large dimension (the number of independent time series) and long enough length of time series. We test this algorithm on the real tick data of American stocks at different years between 1994 and 2002 and show that the extracted principal components indeed reflects the change of leading stock sectors during this period.展开更多
In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the e...In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the emerging market are more correlated than that of the developed market. Considering that the values of the components for the eigenvector may be positive or negative, we analyze the differences between two markets in combination with the endogenous and exogenous events which influence the financial markets. We find that the sparse pattern of components of eigenvectors out of the threshold value has no change in American bank stocks before and after the subprime crisis. However, it changes from sparse to dense for Chinese bank stocks. By using the threshold value to exclude the external factors, we simulate the interactions in financial markets.展开更多
The photoionization cross section of the ground state 2s22p 2Po1/2 and the first excited state 2s22p2po1/2 of C II ions are systematically calculated using the fully relativistic R-matrix code DARC. The detailed reson...The photoionization cross section of the ground state 2s22p 2Po1/2 and the first excited state 2s22p2po1/2 of C II ions are systematically calculated using the fully relativistic R-matrix code DARC. The detailed resonances are presented and identified for the photon energy ranging from threshold （24.38 eV） up to 41.5 eV where the L-shell （2p, 2s） photoionization process is dominant. In the calculations, the relativistic effect and electronic correlation effect are well considered. It is found that the relativistic effect is very important for the light atomic system CII, which accounts for experimentally observed fine structure resonance peaks. A careful comparison is made between the present results and the experimental values, and also other theoretical data available in the literature, showing that good agreement is obtained for the resonance peaks.展开更多
3%Y_(2)O_(3)p/ZGK200 composites were subjected to unidirectional rolling(UR)and cross rolling(CR)at 400℃and 350℃followed by annealing at 300℃for 1 h.The microstructure,texture and mechanical properties of rolled an...3%Y_(2)O_(3)p/ZGK200 composites were subjected to unidirectional rolling(UR)and cross rolling(CR)at 400℃and 350℃followed by annealing at 300℃for 1 h.The microstructure,texture and mechanical properties of rolled and annealed composites were systematically studied.The rolled composites exhibited a heterogeneous microstructure,consisting of deformed grains elongated along rolling direction(RD)and Y_(2)O_(3)particles bands distributed along RD.After annealing,static recrystallization(SRX)occurred and most deformed grains transformed into equiaxed grains.A non-basal texture with two strong T-texture components was obtained after UR while a non-basal elliptical/circle texture with circle multi-peaks was obtained after CR,indicating that rolling path had great influences on texture of the composites.After annealing process,R-texture component disappeared or weakened,as results,a non-basal texture with double peaks tilting from normal direction(ND)to transverse direction(TD)and a more random non-basal texture with circle multi-peaks were obtained for UR and CR composites,respectively.The yield strength of rolled composites after UR showed obvious anisotropy along RD and TD while a low anisotropic yield strength was obtained after CR.Some Y_(2)O_(3)particles broke during rolling.The fracture of the composites was attributed to the existence of Y_(2)O_(3)clusters and interfacial debonding between particles and matrix during tension,as a result,the ductility was not as superior as matrix alloy.展开更多
Cross-linked polystyrene/glass fiber composites were fabricated using cross-linked polystyrene （CLPS） as matrix and E-glass fiber as the reinforcement. Surfaces of E-glass fibers were modified by vinyl triethoxysila...Cross-linked polystyrene/glass fiber composites were fabricated using cross-linked polystyrene （CLPS） as matrix and E-glass fiber as the reinforcement. Surfaces of E-glass fibers were modified by vinyl triethoxysilane （VTES）, vinyl trimethoxysilane （VTMS） and γ-methacryloylpropyl trimethoxysilane （MPS）. The treated glass fibers were analyzed by fourier transform infrared spectroscopy （FTIR）. Dynamic mechanical thermal analysis （DMTA） and thermo-gravimetric analysis （TGA） were employed to investigate the effect of glass fibers surface modification on viscoelastic behavior and thermal properties. The morphology of fracture surfaces of various composites was observed by scanning electron microscopy （SEM）. The results revealed that these coupling agents were connected to the surfaces of the fibers by chemical bonding. Dynamic mechanical properties as well as thermal stability of the composites were improved considerablely, but to varying degrees depending on the fiber modification. The diversities of improvement of properties were attributed to the different interfacial adhesion between CLPS matrix and the glass fibers.展开更多
Computations were performed for calculating cross sections of electron impact scattering from astro-physical targets CaF, HCN and H2S at energies lower than their ionization potential. The results show that the use of...Computations were performed for calculating cross sections of electron impact scattering from astro-physical targets CaF, HCN and H2S at energies lower than their ionization potential. The results show that the use of highly accurate R-matrix method which includes all the relevant physics and chemistry of the molecule in its formalism generate features significantly different from the simple static exchange calculation. The data obtained shows interesting structures in the eigen-phase sums which may be attributed to the dissociation channel of the molecule.展开更多
以NACA 65(12)–10独立基准叶片为对象,使用线性传声器阵列和SODIX(SOurce DIrectivity modeling in the cross-spectral matriX)方法对基准叶片前缘噪声指向性分布特征及波浪前缘对叶片前缘噪声的影响进行了实验研究。开发了SODIX数据...以NACA 65(12)–10独立基准叶片为对象,使用线性传声器阵列和SODIX(SOurce DIrectivity modeling in the cross-spectral matriX)方法对基准叶片前缘噪声指向性分布特征及波浪前缘对叶片前缘噪声的影响进行了实验研究。开发了SODIX数据处理程序并进行了数值仿真验证,结果表明:不同指向角下计算结果的最大误差不超过0.26 dB。在半消声室内,利用由31个传声器组成的非均匀分布优化阵列,对NACA 65(12)–10独立基准叶片和仿生学叶片的前缘噪声开展了参数化声学实验。结果表明:在40°~142°指向角测量范围内,基准叶片前缘噪声指向性符合典型偶极子声源特征,峰值在130°指向角附近;随着频率升高,基准叶片前缘噪声指向性产生了显著的“波瓣”现象,频率越高,“波瓣”越多。进一步研究表明:不同波长和幅值的前缘构型都可以有效降低指向角测量范围内的前缘噪声;与波浪前缘的波长相比,波浪前缘的幅值对前缘噪声的影响更为显著,特别是在90°~120°指向角范围内,A30W20叶型的降噪量可达7.71 dB。展开更多
文摘We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fact that the major part of the time series is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to the spectrum derived by the random matrix theory (RMT) at the limit of large dimension (the number of independent time series) and long enough length of time series. We test this algorithm on the real tick data of American stocks at different years between 1994 and 2002 and show that the extracted principal components indeed reflects the change of leading stock sectors during this period.
基金supported by the National Natural Science Foundation of China(Grant Nos.11275186,91024026,and FOM2014OF001)the University of Shanghai for Science and Technology(USST)of Humanities and Social Sciences,China(Grant Nos.USST13XSZ05 and 11YJA790231)
文摘In order to study the universality of the interactions among different markets, we analyze the cross-correlation matrix of the price of the Chinese and American bank stocks. We then find that the stock prices of the emerging market are more correlated than that of the developed market. Considering that the values of the components for the eigenvector may be positive or negative, we analyze the differences between two markets in combination with the endogenous and exogenous events which influence the financial markets. We find that the sparse pattern of components of eigenvectors out of the threshold value has no change in American bank stocks before and after the subprime crisis. However, it changes from sparse to dense for Chinese bank stocks. By using the threshold value to exclude the external factors, we simulate the interactions in financial markets.
基金Project supported by the National Key Research and Development Program of China(Grant No.2017YFA0402300)the National Natural Science Foundation of China(Grant Nos.U1530142,11474032,and 11774344)the Young Teachers Scientific Research Ability Promotion Plan of Northwest Normal University(Grant No.NWNU-LKQN-15-3)
文摘The photoionization cross section of the ground state 2s22p 2Po1/2 and the first excited state 2s22p2po1/2 of C II ions are systematically calculated using the fully relativistic R-matrix code DARC. The detailed resonances are presented and identified for the photon energy ranging from threshold （24.38 eV） up to 41.5 eV where the L-shell （2p, 2s） photoionization process is dominant. In the calculations, the relativistic effect and electronic correlation effect are well considered. It is found that the relativistic effect is very important for the light atomic system CII, which accounts for experimentally observed fine structure resonance peaks. A careful comparison is made between the present results and the experimental values, and also other theoretical data available in the literature, showing that good agreement is obtained for the resonance peaks.
基金financial supports from the Natural Science Foundation of Shandong Province(ZR2021ME241)the Natural Science Foundation of Liaoning Province(No.2020-MS-004)+2 种基金the National Natural Science Foundation of China(NSFC,Nos.51601193 and 51701218)State Key Program of National Natural Science of China(No.51531002)National Key Research and Development Program of China(No.2016YFB0301104).
文摘3%Y_(2)O_(3)p/ZGK200 composites were subjected to unidirectional rolling(UR)and cross rolling(CR)at 400℃and 350℃followed by annealing at 300℃for 1 h.The microstructure,texture and mechanical properties of rolled and annealed composites were systematically studied.The rolled composites exhibited a heterogeneous microstructure,consisting of deformed grains elongated along rolling direction(RD)and Y_(2)O_(3)particles bands distributed along RD.After annealing,static recrystallization(SRX)occurred and most deformed grains transformed into equiaxed grains.A non-basal texture with two strong T-texture components was obtained after UR while a non-basal elliptical/circle texture with circle multi-peaks was obtained after CR,indicating that rolling path had great influences on texture of the composites.After annealing process,R-texture component disappeared or weakened,as results,a non-basal texture with double peaks tilting from normal direction(ND)to transverse direction(TD)and a more random non-basal texture with circle multi-peaks were obtained for UR and CR composites,respectively.The yield strength of rolled composites after UR showed obvious anisotropy along RD and TD while a low anisotropic yield strength was obtained after CR.Some Y_(2)O_(3)particles broke during rolling.The fracture of the composites was attributed to the existence of Y_(2)O_(3)clusters and interfacial debonding between particles and matrix during tension,as a result,the ductility was not as superior as matrix alloy.
基金Supported by National Natural Science Foundation of China (No.50872101,A3 Foresight Program-50821140308)National Basic Research Program of China (No.2009CB939704)a joint project of National Nature Science Foundation of China and Russian Foundation for Basic Research(No.NSFC-RFBR 51011120252)
文摘Cross-linked polystyrene/glass fiber composites were fabricated using cross-linked polystyrene （CLPS） as matrix and E-glass fiber as the reinforcement. Surfaces of E-glass fibers were modified by vinyl triethoxysilane （VTES）, vinyl trimethoxysilane （VTMS） and γ-methacryloylpropyl trimethoxysilane （MPS）. The treated glass fibers were analyzed by fourier transform infrared spectroscopy （FTIR）. Dynamic mechanical thermal analysis （DMTA） and thermo-gravimetric analysis （TGA） were employed to investigate the effect of glass fibers surface modification on viscoelastic behavior and thermal properties. The morphology of fracture surfaces of various composites was observed by scanning electron microscopy （SEM）. The results revealed that these coupling agents were connected to the surfaces of the fibers by chemical bonding. Dynamic mechanical properties as well as thermal stability of the composites were improved considerablely, but to varying degrees depending on the fiber modification. The diversities of improvement of properties were attributed to the different interfacial adhesion between CLPS matrix and the glass fibers.
文摘Computations were performed for calculating cross sections of electron impact scattering from astro-physical targets CaF, HCN and H2S at energies lower than their ionization potential. The results show that the use of highly accurate R-matrix method which includes all the relevant physics and chemistry of the molecule in its formalism generate features significantly different from the simple static exchange calculation. The data obtained shows interesting structures in the eigen-phase sums which may be attributed to the dissociation channel of the molecule.
