A Novel Momentum-Based Measure for Online Portfolio Algorithm

In recent years, digital investment portfolios have become a significant area of interest in the field of machine learning. To tackle the issue of neglecting the momentum effect in risk asset prices within the follow-the-winner strategy and to evaluate the significance of this effect, a novel measure of risk asset price momentum trend is introduced for online investment portfolio research. Firstly, a novel approach is introduced to quantify the momentum trend effect, which is determined by the product of the slope of the linear regression model and the absolute value of the linear correlation coefficient. Secondly, a new investment portfolio optimization problem is established based on the prediction of future returns. Thirdly, the Lagrange multiplier method is used to obtain the analytical solution of the optimization model, and the soft projection optimization algorithm is used to map the analytical solution to obtain the investment portfolio of the model. Finally, experiments are conducted on five benchmark datasets and compared with popular investment portfolio algorithms. The empirical findings indicate that the algorithm we are introduced is capable of generating higher investment returns, thereby establishing its efficacy for the management of the online investment portfolios.

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.

Investigation of isotope composition of nuclear fragments with angular momentum and Coulomb effects in peripheral ^(84)Kr+ ^(112,124)Sn collisons at 35 A MeV

New theoretical calculations are performed to investigate the Coulomb proximity and angular momentum effects on multifragmentation picture for84Kr+112,124 Sn collisions at an incident beam energy of 35 Me V/nucleon.Charge and isotopic distributions and the mean neutron-to-proton ratios of the fragments are reproduced within the microcanonical Markov chain calculations on the basis of Statistical Multifragmentation Model. It is shown that the Coulomb interactions and angular momentum effects are very important to reproduce isotopic composition of nuclear fragments in peripheral heavy-ion collisions at Fermi energies. Our results imply that it is possible to investigate in laboratories the modification of structure parameters of fragments, such as the symmetry energy coefficient, at subnuclear densities in dense environment of other species.

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.

Photoelectron longitudinal momentum distributions containing nondipole effects

This paper proposes a modified strong field approximation model for evaluating nondipole effects on the ionization of an atom in an intense laser field. The photoelectron longitudinal momentum distributions （PLMD） of a hydrogen-like atom exposed to a mid-infrared laser field is calculated. The theoretical results indicate an obvious asymmetry in the PLMD, and an offset of the PLMD peak appears in the opposite direction of the beam propagation due to nondipole effects. The peak offsets of the PLMD increased with the laser intensity, imposed by the initial state of the hydrogen-like atom.

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.

Vibrational effects on electron momentum distributionsof outer valence orbitals of benzene

The outer valence electron momentum distributions of benzene are reinvestigated with theoretical calculations involving the vibrational effects.The results are compared with recent experimental measurements[Phys.Rev.A 98042705(2018)].The significant discrepancies between theories and experiments in previous works have now been interpreted quantitatively,indicating that the vibrational motion in benzene molecule has noticeable influence on its electron momentum distributions.

顾及有效角动量与IGS超快解数据的极移预报方法

极移高精度预报对卫星实时定轨、深空探测器导航等应用至关重要.本文提出了一种联合有效角动量(Effective Angular Momentum,EAM)与国际全球卫星导航系统服务组织(International GNSS Service,IGS)提供的超快解数据进行极移预报的方法.该方法基于IGS超快解数据得到的极移第1天预报值,对引入EAM得到的极移预报结果进行校正,获得联合预报值.首先,基于LS(Least Squares)+AR(Auto-Regressive)模型实现了引入EAM的极移预报,相对国际地球自转与参考系统服务组织(International Earth Rotation and Reference Systems Service,IERS)提供的公报A数据,在超短期(第1~10天)预报跨度可以得到更高精度的极移预报结果,其中大气和海洋角动量发挥了主要作用.其次,鉴于IGS超快解数据精度高、更新快的特点,以IGS超快解为基础数据,基于LS+AR模型可以得到极移第1天预报值,其精度显著优于IERS公报A的极移第1天预报值.最后,利用第1天预报值对顾及有效角动量的预报结果进行校正获得了联合预报值,进一步提高了超短期极移预报精度(尤其是第1~5天).2020年7月24日—2022年1月30日间的联合预报结果表明:第1~20天的预报值总体优于IERS公报A的预报值.其中,第1~10天的预报精度显著提升,在预报第1天,X、Y方向预报值相对公报A预报值的精度提升分别可达39.5%~62.3%和24.5%~51.9%;在预报第10天,相对公报A预报值的精度提升分别可达28.0%~28.9%和21.9%~23.4%.

Effect Due to the Particle Nature of the Doppler Shifted Radiation on the Dynamics of the Spherical Light Emitting Source

The Doppler effect is a phenomenon of intrinsic kinematic character. This paper analyzes the kinematic Doppler effect for the case where the source is moving and the observer is at rest in the classical limit. The particle nature properties of radiation are considered and how it affects the dynamics of the Source has been studied. The dynamical and kinematical equations have been derived by considering this effect. It has been conclusively shown that a moving light-emitting source experiences a finite recoil momentum in the direction opposite to the direction of motion and come to rest in finite time.

山东一次春季冷空气10级大风的天气成因

2020年3月18日中午至夜间,山西、河北、北京、天津和山东等地先后出现阵风10级及以上强风天气。利用风廓线雷达、国家级地面气象观测站和欧洲中期天气预报中心(European Centre for Medium-Range Weather Forecasts, ECMWF)第五代大气再分析数据(ECMWF Reanalysis v5,ERA5)等资料,对强风过程的天气学成因进行了分析。结果表明:强风发生在低空暖脊异常发展的热力环境条件下,冷锋自黄土高原下到华北平原,中层锋消,垂直方向上发生“断裂”,低层冷锋先行侵入热低压,在锋生过程中发生。强风具有显著的非地转瞬变特征,低层强冷平流是强变压梯度产生的主要因素,变压风叠加在快速移动的冷锋系统中诱发大风,变压风是重要组成部分;低空动量下传效应引起低层风速波动,但不足以直接诱发强风。

涡旋光束的产生研究进展

涡旋光束是一种具有螺旋型相位分布的光束,在光学操控、光学传感、光通信、显微镜和量子纠缠等领域有着广泛的应用。对涡旋光束的概念和产生方法进行了介绍。重点回顾了国内外在近五年在连续涡旋光束、脉冲涡旋光束、基于非线性效应的涡旋光束和涡旋微型激光器领域的最新进展,同时对其发展趋势进行了分析和展望。

动态高兴表情评价中的表征动量效应和参照依赖效应

已有的表情面孔研究大多使用静态面孔图片材料,对动态表情研究相对不足。然而,在生活中人们的表情往往是动态的。为了探究动态表情的情绪加工特点,本研究通过3个包含了动态和静态高兴表情图片材料的实验,考察了动态高兴表情的强度变化方向和总体平均表征对情绪三维度评价的影响。结果发现:总体平均表征越高的动态表情面孔会得到更高的唤醒度评分。以与动态表情最后一帧表情强度相同的静态表情为对比条件,从强到弱变化的动态表情会获得更低的效价评分和更高的优势度评分,而从弱到强变化的动态表情则获得更高的效价评分,即出现了表征动量效应。相对于从弱到强,从强到弱变化的动态表情所产生的知觉表征动量效应更大。此外,知觉者会基于实验中所见过的表情图片形成内部参照标准,进而影响当前表情图片的情绪评价,内部参照标准越低,目标表情图片所得情绪评分越高,反之亦然,表现出参照依赖效应。这些加工特征提示今后研究者采用表情材料进行研究时,需要注意动静差异以及材料间的影响。

石墨烯混合等离子体波导光子轨道角动量产生及转换器设计

为满足现代社会对通信容量日益增长的需求,设计了一种基于石墨烯混合等离子体波导的可重构光子轨道角动量产生及转换器,利用时域有限差分法对器件的性能进行了仿真分析.仿真结果表明:石墨烯费米能级为0 eV时,该装置实现了拓扑荷由+1向−1或者−1向+1的光子轨道角动量的转换,转换效率达到93.6%;石墨烯费米能级为0.9 eV时,该装置可以将线偏振光转换为携带轨道角动量的涡旋光,此时该器件还可以用于识别拓扑荷为±1的涡旋光.

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.

关于LHC能区pp碰撞系统中顶夸克横动量分布的研究

顶夸克是标准模型中最重的粒子,它的发现进一步验证了标准模型的正确性,并为人们探索标准模型之外的新物理提供了新的手段.在实验上,高能碰撞是研究顶夸克的唯一途径.在多源热模型框架下对Tsallis分布与逆幂律分布函数进行改进,运用改进后的双组分统计分布对产生顶夸克的碰撞反应系统中末态粒子的横动量分布进行描述,提取出相关的参数值.

薄壁量子化方法进展

微纳加工技术的快速发展实现了具有非平庸几何结构的低维材料与结构的制备,使得受几何性质影响的有效动力学问题受到关注。作为研究低维弯曲系统中量子力学的有效方法,薄壁量子化方法,它给出的几何势和几何动量也得到实验的证实。本文将回顾薄壁量子化方法,简述其基本计算框架,明确给出几何量子效应是来自于微分同胚变换和局域标架间的旋转变换。这对于理解引力规范场,演生规范场很有帮助,对理解人工规范场所隐含的几何结构也很有帮助。在特定的量子体系中,几何量子效应可表现为共振隧穿、量子阻塞、量子霍尔效应、量子霍尔黏性、量子自旋霍尔效应和单极磁场等,这些结果从不同角度展示了几何与新奇的物理现象之间的联系。

Design of Photonic Crystal Fiber Capable of Carrying Multiple Orbital Angular Momentum Modes Transmission

For the traditional photonic crystal fibers with circular air holes, rectangular air holes are added to the fiber cladding. The periodic arrangement of the inner rectangular air holes allows the fiber structure to better match the annular mode field distribution of the vortex beam. The fiber structure was analyzed and calculated by COMSOL Multiphysics 5.4 finite element software, and the characteristics of fiber were analyzed, such as the dispersion, confinement loss, effective mode area and nonlinear coefficient. The results reveal that the photonic crystal fiber structure capable of carrying 50 orbital angular momentum (OAM) modes at the wavelength of 1.15 to 2.0 μm (850 nm). The effective refractive index difference Δneff between vector modes can reach 1 × 10-3, and larger difference can effectively separate the vector modes and improve the transmission performance of OAM modes. Moreover, the fiber has good performance, such as flat dispersion distribution of the low-order modes, low confinement loss below 10-9 dB·m-1, large effective mode field area and small nonlinear coefficient in the 850 nm wavelength range. Therefore, this fiber structure can be applied to the high-capacity communication system of fiber multiplexing OAM. In addition, the good characteristics of this fiber structure are of great significance for the transmission of vortex beam in fiber.

Influences of Vorticity Source and Momentum Source on Atmospheric Circulation

A simplified one-dimensional barotropic vorticity equation is used to study the influences of the vorticity and the momentum source on the large scale wave. Both vorticity source and momentum source can cause the formation of the large scale wave, but the former can produce large scale wave only under the condition that there is apparent basic flow acting on it, while the latter can produce the large scale wave even when tends to be zero. Furthermore, the amplitude of steady wave caused by the former is proportional to , while the amplitude caused by the latter has no relation to , instead it depends only on the magnitude of the perturbation of momentum.

Isospin- and momentum-dependent interaction in isospin-dependent quantum molecular dynamics

An isospin-dependent quantum molecular dynamical model （IQMD） is developed, with the isospin degree of freedom in the momentum-dependent interaction（MDI） included in IQMD, to obtain an isospin- and momentum-dependent interaction （IMDI） in IQMD. We investigate the effect of IMDI on the isospin fractionation ratio and its dynamical mechanism in the intermediate energy heavy ion collisions. It is found that the IMDI induces the significant reductions in the isospin fractionation ratio for all of beam energies, impact parameters, neutron-proton ratios and mass number of colliding systems. However, the strong dependence of isospin fractionation ratio on the symmetrical potential is preserved, with the isospin degree of freedom included in the MDI, i.e. the isospin fractionation ratio is still a good probe for extracting the information about the equation of state of isospin asymmetrical nuclear matter.

Valence orbitals of W(CO)_6 using electron momentum spectroscopy

The binding energy spectra and the momentum distributions of the outer valence orbitals of W（CO）6 have been studied by using electron momentum spectroscopy as well as non-relativistic, scalar relativistic and spin-orbital relativistic DFT-B3LYP calculations. The experimental momentum profiles of the outer valence orbitals obtained with the impact energies of 1200 eV and 2400 eV were compared with various theoretical calculation results. The relativistic calculations could provide better descriptions for the experimental momentum distributions than the non-relativistic ones. Moreover, a new ordering of orbitals 10tlu, 3t2g, and 7eg, i.e., 10t_lu 〈 3t_2g 〈7e_g 〈10a_lg, is established in this work.