67 resultados para Equity Portfolio with Equal Weights


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一般说来,离群点是远离其他数据点的数据,但很可能包含着极其重要的信息.提出了一种新的离群模糊核聚类算法来发现样本集中的离群点.通过Mercer核把原来的数据空间映射到特征空间,并为特征空间的每个向量分配一个动态权值,在经典的FCM模糊聚类算法的基础上得到了一个特征空间内的全新的聚类目标函数,通过对目标函数的优化,最终得到了各个数据的权值,根据权值的大小标识出样本集中的离群点.仿真实验的结果表明了该离群模糊核聚类算法的可行性和有效性.

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This is the first part of direct numerical simulation (DNS) of double-diffusive convection in a slim rectangular enclosure with horizontal temperature and concentration gradients. We consider the case with the thermal Rayleigh number of 10^5, the Pradtle number of 1, the Lewis number of 2, the buoyancy ratio of composition to temperature being in the range of [0,1], and height-to-width aspect ration of 4. A new 7th order upwind compact scheme was developed for approximation of convective terms, and a three-stage third-order Runge-Kutta method was employed for time advancement. Our DNS suggests that with the buoyancy ratio increasing form 0 to 1, the flow of transition is a complex series changing fromthe steady to periodic, chaotic, periodic, quasi-periodic, and finally back to periodic. There are two types of periodic flow, one is simple periodic flow with single fundamental frequency (FF), and another is complex periodic flow with multiple FFs. This process is illustrated by using time-velocity histories, Fourier frequency spectrum analysis and the phase-space rajectories.

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Cloisite 30B (30B) was melt-mixed with two kinds of thermoplastic polyurethane (TPU) with different molecular weights to discern the roles of molecular diffusion and shear in the exfoliation process. The higher level of exfoliation was achieved in TPU matrix with higher molecular weight due to the appropriate viscosity. In order to have an insight into the mechanism of exfoliation, the degree of dispersion and exfoliation of 30B was characterized by wide angle X-ray diffraction and transmission electron microscopy. The layers of 30B were exfoliated via a slippage process, which was also observed in polyamide 12 nanocomposites recently.

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A novel metal-organic framework with unprecedented interweaving of coaxial single-helical and equal double-helical chains of opposite chirality, which features a super-connective helix simultaneously tangling with eight helices, was reported.

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The electrochemical behavior of ionizable drugs (Amitriptyline, Diphenhydramine and Trihexyphenedyl) at the water/1,2-dichloroethane interface with the phase volume ratio (r = V-o/V-w) equal to 1 are investigated by cyclic voltammetry. The system is composed of an aqueous droplet supported at an Ag/AgCl disk electrode and it was covered with an organic solution. In this manner, a conventional three-electrode potentiostat can be used to study the ionizable drugs transfer process at a liquid/liquid interface. Physicochemical parameters such as the formal transfer potential, the Gibbs energy of transfer and the standard partition coefficients of the ionized forms of these drugs can be evaluated from cyclic voltammograms obtained. The obtained results have been summarized in ionic partition diagrams, which are a useful tool for predicting and interpreting the transfer mechanisms of ionizable drugs at the liquid/liquid interfaces and biological membranes.

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The melting of the nascent state nylon 1010 samples melt condensation polymerized with different M(eta) have been studied by DSC. The relations of melting point, content of higher order crystal with M(eta) are similar, the plots like a peak, at M(eta)=1.48x10(4) have the maximum. The melting heat, melting entropy and crystallinity are decreased gradually with M(eta) increasing.

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The linear instability analysis of the Rayleigh-Allarangoni-Benard convection in a two-layer system of silicon oil 10cS and fluorinert FC70 liquids are performed in a larger range of two-layer depth ratios H, from 0.2 to 5.0 for different total depth H less than or equal to 12 mm. Our results are different from the previous study on the Rayleigh-Benard instability and show strong effects of thermocapillary force at the interface on the time-dependent oscillations arising from the onset of instability convection.

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This paper deals with the quantitative prediction of the volume fraction of martensitic transformation in a austenitic steel that undergoes impact with high strain rate. The coupling relations between strain, stress, strain rate, transformation rate and transformed fraction were derived from the OTC model and modified Bodner-Partom equations, where the impact process was considered as an adiabatic and no entropy-increased process (pressure less than or equal to 20GPa). The one-dimensional results were found to model and predict various experimental results obtained on 304 stainless steel under impact with high strain rate.

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The mode I plane strain crack tip field with strain gradient effects is presented in this paper based on a simplified strain gradient theory within the framework proposed by Acharya and Bassani. The theory retains the essential structure of the incremental version of the conventional J_2 deformation theory No higher-order stress is introduced and no extra boundary value conditions beyond the conventional ones are required. The strain gradient effects are considered in the constitutive relation only through the instantaneous tangent modulus. The strain gradient measures are included into the tangent modulus as internal parameters. Therefore the boundary value problem is the same as that in the conventional theory Two typical crack Problems are studied: (a) the crack tip field under the small scale yielding condition induced by a linear elastic mode-I K-field and (b) the complete field for a compact tension specimen. The calculated results clearly show that the stress level near the crack tip with strain gradient effects is considerable higher than that in the classical theory The singularity of the strain field near the crack tip is nearly equal to the square-root singularity and the singularity of the stress field is slightly greater than it. Consequently, the J-integral is no longer path independent and increases monotonically as the radius of the calculated circular contour decreases.

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The number, the angles of orientation and the stability in Rumyantsev Movchan's sense of oblique steady rotations of a symmetric heavy gyroscope with a cavity completely filled with a uniform viscous liquid, possessing a fixed point 0 on its symmetric axis. are given for various values of the parameters. By taking the square of the upright component of the angular momentum M2 as a control parameter, three types of bifurcation diagrams of the steady rotations, two types of jumps and two kinds of local catastrophes, one being the symmetric reduced cusp type and the other being of the symmetric reduced butterfly type, are obtained. By taking account of the M2-damping owing to the moment of unavoidable faint friction, two different modes for the gyroscope, initially in a stable quasi-steady upright rotation with a nutation angle theta(s) equal to zero, to topple over are found.

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Resonant cavity modes in a torus with elliptical cross section are studied by means of a direct variational method. The nonlinear effects of toroidicity and ellipticity on the frequency of the basic mode are analyzed simply and systematically without the restriction of linear theory. It is shown that the toroidicity effect on the m = 0 transverse magnetic mode is less-than-or-equal-to 11%. The frequency of the mode shifts approximately 11-29% when the elongation of the cross section changes from 1 to 2. The effects of toroidicity and ellipticity differ for each resonant mode.

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During its 1990 operation, 2 large RF systems were available on JET. The Ion Cyclotron Resonance Heating (ICRH) system was equipped with new beryllium screens and with feedback matching systems. Specific impurities generated by ICRH were reduced to negligible levels even in the most stringent H-mode conditions. A maximum power of 22 MW was coupled to L-mode plasmas. High quality H-modes (tau-E greater-than-or-equal-to 2.5 tau-EG) were achieved using dipole phasing. A new high confinement mode was discovered. It combines the properties of the H-mode regime to the low central diffusivities obtained by pellet injection. A value of n(d) tau-E T(i) = 7.8 x 10(20) m-3 s keV was obtained in this mode with T(e) approximately T(i) approximately 11 keV. In the L-mode regime, a regime, a record (140 kW) D-He-3 fusion power was generated with 10 - 14 MW of ICRH at the He-3 cyclotron frequency. Experiments were performed with the prototype launcher of the Lower Hybrid Current Drive (LHCD) systems with coupled power up to 1.6 MW with current drive efficiencies up to < n(e) > R I(CD)/P = 0.4 x 10(20) m-2 A/W. Fast electrons are driven by LHCD to tail temperatures of 100 keV with a hollow radial profile. Paradoxically, LHCD induces central heating particularly in combination with ICRH. Finally we present the first observations of the synergistic acceleration of fast electrons by Transit Time Magnetic Pumping (TTMP) (from ICRH) and Electron Landau Damping (ELD) (from LHCD). The synergism generates TTMP current drive even without phasing the ICRH antennae.

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In the case of suspension flows, the rate of interphase momentum transfer M(k) and that of interphase energy transfer E(k), which were expressed as a sum of infinite discontinuities by Ishii, have been reduced to the sum of several terms which have concise physical significance. M(k) is composed of the following terms: (i) the momentum carried by the interphase mass transfer; (ii) the interphase drag force due to the relative motion between phases; (iii) the interphase force produced by the concentration gradient of the dispersed phase in a pressure field. And E(k) is composed of the following four terms, that is, the energy carried by the interphase mass transfer, the work produced by the interphase forces of the second and third parts above, and the heat transfer between phases. It is concluded from the results that (i) the term, (-alpha-k-nabla-p), which is related to the pressure gradient in the momentum equation, can be derived from the basic conservation laws without introducing the "shared-pressure presumption"; (ii) the mean velocity of the action point of the interphase drag is the mean velocity of the interface displacement, upsilonBAR-i. It is approximately equal to the mean velocity of the dispersed phase, upsilonBAR-d. Hence the work terms produced by the drag forces are f(dc) . upsilonBAR-d, and f(cd) . upsilonBAR-d, respectively, with upsilonBAR-i not being replaced by the mean velocity of the continuous phase, upsilonBAR-c; (iii) by analogy, the terms of the momentum transfer due to phase change are upsilonBAR-d-GAMMA-c, and upsilonBAR-d-GAMMA-d, respectively; (iv) since the transformation between explicit heat and latent heat occurs in the process of phase change, the algebraic sum of the heat transfer between phases is not equal to zero. Q(ic) and Q(id) are composed of the explicit heat and latent heat, so that the sum Q(ic) + Q(id)) is equal to zero.

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The effect of the particle cover over the density interface between two layers of fluids and of the suspended solid particles in the upper turbulcnt layer on the turbulent entrainment has been studied experimentally. The entrainment distance D is a function of the time of power: D=kt, where =0.200-0.130p. For suspended particles in the upper layer and pure 2-layer fluid is equal to 0.200, but the value of k for the suspended particles is smaller than that for the pure 2-layer fluid. The non-dimensional entrainment velocity is E=KRiln, where n=1.50+0.93 p. It is shown that the particle cover over the interface changes the power of Ril in the entrainment and hinders the turbulent entrainment. The variation rule of E for the suspended particles is the same as that for the pure 2-layer fluid, but the K value of the former is smaller than that of the latter. The turbulent mixing mechanism has been discussed.

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The group velocities of the probe laser field are studied in a A-type system where one lower state has two fold levels coupled by a control field. It is found that the interaction of double dark states leads to controllable group velocity of the probe field in this system. It can be easily realized, due to the interacting double dark resonances, that one of the group velocities at transparency positions is much slower than the other by tuning the control field to be off resonance. In particular, when the control field is on resonance. we can obtain two equal slow group velocities with a broader EIT width, which provides potential applications in quantum storage and retrieval of light. (c) 2005 Elsevier B.V. All rights reserved.