基于ARFIMA(p,d,q)模型的中国股市长期记忆性研究

本文运用三种估计时间序列长期记忆模型(ARFIMA(p,d,q)模型)的方法(MLE、SPR和GPH)对中国股市的长期记忆性特征进行了实证研究,研究显示出MLE方法优于GPH与SPR方法,并得出中国股票市场具有一般新兴股票市场的特征—长期记忆性,但中国股票市场的这种记忆性在逐渐弱化。

Location of emergency rescue center based on SIR epidemiological model

In view of the pressure time of emergency rescue against the infectious diseases,a mathematical model to optimize the location of emergency rescue centers is proposed.The model takes full account of the spread function of infectious diseases,the cycle of pulse vaccination,the distance between the demand area and the emergency rescue centers,as well as the building and maintenance cost for the emergency rescue center,and so on.At the same time,the model integrates the traditional location selection models which are the biggest cover model,the p-center model and the p-median model,and it embodies the principles of fairness and efficiency for the emergency center location.Finally,a computation of an example arising from practice provides satisfactory results.

Fast Analysis of Power/Ground Networks via Circuit Reduction

This paper presents an efficient algorithm for reducing RLC power/ground network complexities by exploitation of the regularities in the power/ground networks. The new method first builds the equivalent models for many series RLC-current chains based on their Norton＇s form companion models in the original networks,and then the precondition conjugate gradient based iterative method is used to solve the reduced networks,which are symmetric positive definite. The solutions of the original networks are then back solved from those of the reduced networks.Experimental results show that the complexities of reduced networks are typically significantly smaller than those of the original circuits, which makes the new algorithm extremely fast. For instance, power/ground networks with more than one million branches can be solved in a few minutes on modern Sun workstations.

Effect Models of Nitrogen,Phosphorus and Potassium Fertilizer Formulation in Banana

[Objective] The aim was to modify the application amount of N,P and K fertilizer so as to provide a reference for establishing balanced fertilization index system of banana.[Method]The N,P and K fertilizer ＂3414＂ test was carried out on banana,and then regression analysis was performed on the fertilizer effect.Ternary quadratic,binary quadric and one-variable quadratic regression equations for the fertilizer effect on the banana yield were constructed.[Result]Suitable amount of N,P and K fertilizer had significant yield improving effect,whereas overdose of fertilizer application led to decreasing of utilization rate of fertilizer.Therefore,suitable amount of N,P and K fertilizer should be selected in production.It could be concluded that one-variable quadratic regression equations was the best model to calculate the suitable fertilizer amount.The best yield range of banana in the tested field was 44.193-45.904 t/hm2,while the corresponding optimum application amount of N,P2O5 and K2O was 795.1,262.3 and 1 236.9 kg/hm2 respectively,and the ratio among nitrogen,phosphorus and potassium are 1∶0.33∶1.55.[Conclusion]The result in this study could provide references for the soil types similar to the tested field.

Unified Degradation Model in Low Gate Voltage Range During Hot-Carrier Stressing of p-MOS Transistors

Hot carrier effects of p MOSFETs with different oxide thicknesses are studied in low gate voltage range.All electrical parameters follow a power law relationship with stress time,but degradation slope is dependent on gate voltage.For the devices with thicker oxides,saturated drain current degradation has a close relationship with the product of gate current and electron fluence.For small dimensional devices,saturated drain current degradation has a close relationship with the electron fluence.This degradation model is valid for p MOSFETs with 0 25μm channel length and different gate oxide thicknesses.

THE SOLUTION OF K-L PROBLEM

A central problem in the study of complexity is the measure of nonuniform complexity classes. BPPP/poly has been proved by Aldman, and EXPSPACEP/poly by Kannan. We propose the definition of approximate acceptance with which we discuss the nonuniform complexity of the K sized complete subgraph problem. The method of modal theory is used and the K sized complete subgraph problemP/poly, co NPP/poly and NPP/poly is proved. This paper solves the Karp Lipton′s open problem: “NPP/poly?”

Temperature-Dependent Raman Scattering of Phonon Modes and Defect Modes in GaN and p-Type GaN Films

Raman spectra of undoped GaN and Mg-doped GaN films grown by metal-organic chemical-vapor deposition on sapphire are investigated between 78 and 573K.A peak at 247cm -1 is observed in both Raman spectra of GaN and Mg-doped GaN.It is suggested that the defect-induced scattering is origin of the mode.The electronic Raman scattering mechanism and Mg-related local vibrational mode are excluded.Furthermore,the differences of E_2 and A_1(LO) modes in two samples are also discussed.The stress relaxation is observed in Mg-doped GaN.

Representation of the Arctic Oscillation in the CMIP5 Models

The temporal variability and spatial pattern of the Arctic Oscillation(AO)simulated in the historical experiment of26 coupled climate models participating in the Coupled Model Intercomparison Project Phase 5(CMIP5)are evaluated.Spectral analysis of the monthly AO index indicates that 23 out of the 26 CMIP5 models exhibit no statistically significant spectral peak in the historical experiment,as seen in the observations.These models are able to reproduce the AO pattern in the sea level pressure anomaly field during boreal winter,but the intensity of the AO pattern tends to be overestimated in all the models.The zonal-mean zonal wind anomalies associated with the AO is dominated by a meridional dipole in the mid-high latitudes of the Northern Hemisphere during boreal winter,which is well reproduced by only a few models.Most models show significant biases in both strength and location of the dipole compared to the observation.In considering the temporal variability as well as spatial structures in both horizontal and vertical directions,the MPI-ESM-P model reproduces an AO pattern that resembles the observation the best.

A graphical model for haloanhydrite components and P-wave velocity:A case study of haloanhydrites in Amu Darya Basin

Wave velocities in haloanhydrites are difficult to determine and significantly depend on the mineralogy. We used petrophysical parameters to study the wave velocity in haloanhydrites in the Amur Darya Basin and constructed a template of the relation between haloanhydrite mineralogy （anhydrite, salt, mudstone, and pore water） and wave velocities. We used the relation between the P-wave rnoduli ratio and porosity as constraint and constructed a graphical model （petrophysical template） for the relation between wave velocity, mineral content and porosity. We tested the graphical model using rock core and well logging data.

Simulation and optimization of SOFC-BCHP system

As the prime motor of dispersed energy system, the high-temperature solid oxide fuel cells (SOFC) are high efficient with large heat recovery. This study presents a simulation of SOFC building-based cooling, heat and power (BCHP) system, which can meet basic requirements in power and heating (cooling) of the designated customers. The peak power load can be met by power grid, while the peak heating (cooling) load requirement can be met by backup equipments. In order to solve the economic dispatch problem of the energy system, a restricted nonlinear optimization model has been developed. The production costs can be minimized via both the equality constraints of customer’s heat and power demands, and other inequality constrains of equipments’ capacities. The sequential quadratic programming method has been used to search the solution. The study indicates that the model can be used to optimize the system’s capacities and run strategy. An office building case has been computed, and it is indicated that the model can be served in design and optimization of SOFC-BCHP system.

A fast commonly-used algorithm of P-III distribution curve and its application

Based on theoretical analysis and studying other methods, P-III curve is transformed into an incomplete G function by means of mathematical expression transformation, thus the mathematical model of the fast commonly-used algorithm is drawn out. Algorithm comparison and practices demonstrate that the mathematical model has an easy algorithm, agile resolution process, very good commonality, faster convergence rate and better calculation accuracy, and can be applied to other respects.

基于整体网络视角的农民工避孕行为影响因素分析

本文采用2005年“深圳市外来农村流动人口调查”数据,利用社会网络分析方法从整体网络角度定量研究了农民工避孕行为的影响因素。利用p*模型从整体网络结构特征分析表明,不同层次的关系结构变量对农民工是否讨论避孕的影响不同,多数个体层次变量对是否讨论避孕有显著影响;本文从整体网络衍生出个体网络,并从衍生个体网络角度研究表明,网络规模和网络成员的避孕措施会对农民工避孕措施多元化有较为显著影响。

A Study of One S- and One P-Wave Heavy Meson Interaction in a Chiral Quark Model

The analytical forms of the interaction potentials between one pseudo-scalar/vector and one scalar/tensor/axial-vector heavy mesons are deduced based on a chiral quark model. Our results explicitly show the attractive property between the two heavy mesons. Consequently, a series of possible molecular states are obtained. It is expected that our study might shed some light on the popular discussions of the newly observed XYZ states.

Holographic p-Wave Superconductors in Quintessence AdS Black Hole Spacetime

We construct a holographic p-wave superconductor model in the background of quintessence AdS black hole with an SU（2） Yang-Mills gauge field and then probe the effects of quintessence on the holographic p-wave superconduc- tor. We investigate the relation between the critical temperature and the state parameter of quintessence, and present the numerical results for electric conductivity. It is shown that the condensation of the vector field becomes harder as the absolute value of the state parameter increases. Unlike the scalar condensate in the s-wave model, the condensation of the vector field in p-wave model can occur in the total value range of the state parameter wq of quintessence. These results could help us know more about holographic superconductor and dark energy.

An ecological model with the p-Laplacian and diffusion

We study the existence of positive solutions of a population model with diffusion of the form {-△pu=aup-1-f（u）-c/ua,x∈Ω,u=0,x∈Ω where △p denotes the p-Laplacian operator defined by △pz =div（｜z｜P-2z）, p 〉 1, Ω is a bounded domain of RN with smooth boundary, α∈ C （0, 1）, a and e are positive constants. Here f ： [0, ∞） → R is a continuous function. This model arises in the studies of population biology of one species with u representing the concentration of the species. We discuss the existence of positive solution when f satisfies certain additional conditions. We use the method of sub- and super-solutions to establish our results.