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Empirical Study on the Volatility of the Hang-Seng Index

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Chinese Physics Letters 2006年第3期23卷 754-757页

作者：蔡世民周佩玲杨会杰杨春霞汪秉宏周涛 Department of Electronic Science and Technology University of Science and Technology of China Hefei 230026 Department of Modern Physics and Nonlinear Science Center University of Science and Technology of China Hefei 230026

We study the statistical properties of volatility of price fluctuation for the Hang-Seng index in the Hong Kong stock market, they are measured by locally averaging over a time window T, the absolute value of price change over a short time interval Δt. The data include minute-by-minute records of the Hang-Seng index from 3 January 1994 to 28 May 1997. We find that the cumulative distribution of the volatility is consistent with the asymptotic power-law behaviour, characterized by the power exponent μ= 2.12 ± 0.04, different from that found in the previous studies as μ≈3. The volatility distribution remains the same asymptotic power-law behaviour for the time scales from T = 10 rain to T - 80 rain. Furthermore, we investigate the volatility correlations by using the power spectrum analysis and detrended fluctuation analysis. Both the methods show a long-range power-law decay with the exponent α=0.636±0.002.

关键词： STOCK-MARKET FINANCIAL MARKET TIME-SERIES MODEL fluctuations BEHAVIOR PERCOLATION PATTERNS

Integrating Inventory Monitoring and Capacity Changes in Dynamic Supply Chains With Bi-Directional Cascading Propagation Effects

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IEEE/CAA Journal of Automatica Sinica 2024年第12期11卷 2515-2518页

作者： En-Zhi Cao Chen Peng Qing-Kui Li the School of Mechatronic Engineering and Automation Shanghai University IEEE the School of Automation Beijing Information Science and Technology University

Dear Editor,This letter focuses on the integration of inventory monitoring and capacity changes in dynamic supply chains(SCs) with the bullwhip effect(BE) and the ripple effect(RE). First, a new inventory monitoring model with stochastic switched topologies is proposed for SCs, potentially showing merits in incorporating the BE and the RE,and allowing control-theoretic approaches to identify their interrelations. Then, sufficient conditions on the existence of inventory controllers are derived such that the monitoring system is stabilizable with mitigation of the BE in the presence of the RE.

关键词： Monitoring fluctuations Control theory Switches Topology Raw materials Markov processes

Accelerated Multi-Level Atoms in an Electromagnetic Vacuum and Fulling-Davies-Unruh Effect

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Chinese Physics Letters 2008年第5期25卷 1575-1578页

作者：朱致英余洪伟 Department of Physics and Institute of Physics Flunan Normal University Changsha 410081

We consider, from the point of view of a coaccelerated frame, a uniformly accelerated multi-level atom in interaction with vacuum quantum electromagnetic fields in the multi-polar coupling scheme, and calculate the rate of change of the atom＇s energy assuming a thermal bath at a finite temperature T in the Rindler wedge. Comparison with the spontaneous excitation rate of the atom calculated in the instantaneous inertial frame of the atom shows that both the inertial and coaccelerated observer would agree with each other only when the temperature of the thermal bath equals the FDU value TFDU = α/2π.

关键词： SPONTANEOUS EXCITATION RADIATION REACTION fluctuations QUANTIZATION SPACETIME BOUNDARY FIELD

Dynamical properties of total intensity fluctuation spectrum in two-mode Nd:YVO_4 microchip laser

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Chinese Physics B 2015年第12期24卷 325-328页

作者：张韶辉张书练谈宜东孙利群 Institude of Opto-electronic Engineering Department of Precision Instruments Tsinghua University

We investigate the total intensity fluctuation spectrum of the two-longitudinal- mode Nd：YVO4microchip laser（ML）.We find that low-frequency relaxation oscillation（RO） peaks still appear in the total intensity fluctuation spectrum, which is different from a previous research result that the low-frequency RO peaks exist in the spectrum of the individual mode but compensate for each other totally in the total intensity fluctuation spectrum. Taking the spatial hole-burning effect into account, one and two-mode rate equations for Nd：YVO4ML laser are established and studied. Based on the theoretical model, we find that when the gains and losses for two longitudinal models are different, a low-frequency RO peak will appear in the total intensity fluctuation spectrum, while when they share the same gain and loss, the total spectrum will behave like that of a single mode laser. Theoretical simulation results coincide with experimental results very well.

关键词： lasers and laser optics chaos lasers neodymium fluctuations relaxations and noise laser theory

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Discrete Element Method Numerical Modelling on Crystallization of Smooth Hard Spheres under Mechanical Vibration

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Chinese Physics Letters 2007年第7期24卷 2032-2035页

作者：安希忠 School of Materials and Metallurgy Northeastern University Shenyang 110004

The crystallization, corresponding to the fcc structure （with packing density p≈0.74）, of smooth equal hard spheres under batch-wised feeding and three-dimensional interval vibration is numerically obtained by using the discrete element method. The numerical experiment shows that the ordered packing can be realized by proper control of the dynamic parameters such as batch of each feeding ε and vibration amplitude A. The radial distribution function and force network are used to characterize the ordered structure. The defect formed during vibrated packing is characterized as well. The results in our work fill the gap of getting packing density between random close packing and fcc packing in phase diagram which provides an effective way of theoretically investigating the complex process and mechanism of hard sphere crystallization and its dynamics.

关键词： RANDOM CLOSE PACKING COMPUTER-SIMULATION GRANULAR-MATERIALS EQUAL SPHERES PARTICLES SYSTEMS fluctuations

Spontaneous Regional Brain Activity in Healthy Individuals is Nonlinearly Modulated by the Interaction of ZNF804A rs1344706 and COMT rs4680 Polymorphisms

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Neuroscience Bulletin 2019年第4期35卷 735-742页

作者： Lingling Cui Fei Wang Miao Chang Zhiyang Yin Guoguang Fan Yanzhuo Song Yange Wei Yixiao Xu Yifan Zhang Yanqing Tang Xiaohong Gong Ke Xu Department of Radiology The First Affiliated Hospital of China Medical University Shenyang 110001 China State Key Laboratory of Genetic Engineering and Ministry of Education Key Laboratory of Contemporary Anthropology School of Life Sciences Fudan University Shanghai 200433 China Department of Psychiatry The First Affiliated Hospital of China Medical University Shenyang 110001 China Brain Function Research Section The First Affiliated Hospital of China Medical University Shenyang 110001 China Department of Geriatrics The First Affiliated Hospital of China Medical University Shenyang 110001 China

ZNF804A rs1344706 has been identified as one of the risk genes for ***,the neural mechanisms underlying this association are *** that ZNF804A upregulates the expression of COMT,we hypothesized that ZNF804 A may influence brain activity by interacting with ***,we genotyped ZNF804A rs1344706 and COMT rs4680 in 218 healthy Chinese *** of low-frequency fluctuations(ALFFs)were applied to analyze the main and interaction effects of ZNF804A rs1344706 and COMT *** ALFFs of the bilateral dorsolateral prefrontal cortex showed a significant ZNF804A rs1344706 x COMT rs4680 interaction,manifesting as a U-shaped modulation,presumably by dopamine *** main effects were also *** findings suggest that ZNF804A affects the resting-state functional activation by interacting with COMT,and may improve our understanding of the neurobiological effects of ZNF804A and its association with schizophrenia.

关键词： Zinc finger protein 804A Catechol-O-methyltransferase Amplitudes of low-frequency fluctuations fMRI

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Lorentz Invariance and Brownian Motion of Test Particles with Constant Classical Velocity in Electromagnetic Vacuum

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Chinese Physics Letters 2005年第12期22卷 3017-3020页

作者：张佳林余洪伟 Department of Physics and Institute of Physics Hunan Normal University Changsha 410081

We show that the velocity and position dispersions of a test particle with a nonzero constant classical velocity undergoing Brownian motion caused by electromagnetic vacuum fluctuations in a space with plane boundaries can be obgained from those of the static case by Lorentz transformation. We explicitly derive the Lorentz transformations relating the dispersions of the two cases and then apply them to the case of the Brownian motion of a test particle with a constant classical velocity parallel to the boundary between two conducting planes. Our results show that the influence of a nonzero initial velocity is negligible for nonrelativistic test particles.

关键词： CHARGED TEST PARTICLE fluctuations SPACETIME

ICRF Experiments and Potential Formation on the GAMMA 10 Tandem Mirror

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Plasma Science and Technology 2006年第1期8卷 87-90页

作者： M.ICHIMURA T.CHO H.HIGAKI M.HIRATA H.HOJO T.IMAI K.ISHII M.K.ISLAM A.ITAKURA I.KATANUMA J.KOHAGURA Y.NAKASHIMA T.NUMAKURA T.SAITO Y.TATEMATSU M.WATANABE M.YOSHIKAWA Plasma Research Center University of TsukubaTsukubaIbaraki 305-8577Japan

Target plasmas, on which the formation of the electrostatic potentials and the improvement of the confinement are studied, are produced with ICRF in the GAMMA 10 tandem mirror. The ion temperature of more than 10 keV has been achieved in relatively low density plasmas. When the strong ICRF heating is applied, it is observed that the high frequency and the low frequency fluctuations are excited and suppress the increase of the plasma parameters. Recently, a new high power gyrotron system has been constructed and the ECRH power in plug extends up to 370 kW. The improvement of the confinement due to the formation of the potential in the axial direction and the strong radial electric field shear has been observed.

关键词： tandem mirror ICRF plasma production fluctuations potential formation

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Cooper-Pair Number-Phase Quantization for Inductance Coupling Circuit Including Josephson Junctions

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Chinese Physics Letters 2008年第4期25卷 1419-1422页

作者：孟祥国王继锁梁宝龙 Department of Physics Liaocheng University Liaocheng 252059

Based on the entangled state representation and a bosonic phase operator formalism, we tackle with Cooperpair number-phase quantization for the inductance coupling circuit including Josephson junctions, and then investigate how Josephson current equations change due to the presence of the coupling inductance and obtain bosonic operator Faraday formula, as well as the corresponding number-phase uncertainty relation.

关键词： QUANTUM STATE fluctuations FIELDS MODEL