7 resultados para arbitraggio statistico intermarket spread mispricing serie storiche

em Chinese Academy of Sciences Institutional Repositories Grid Portal


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Numerical simulation of an oil slick spreading on still and wavy surfaces is described in this paper. The so-called sigma transformation is used to transform the time-varying physical domain into a fixed calculation domain for the water wave motions and, at the same time, the continuity equation is changed into an advection equation of wave elevation. This evolution equation is discretized by the forward time and central space scheme, and the momentum equations by the projection method. A damping zone is set up in front of the outlet boundary coupled with a Sommerfeld-Orlanski condition at that boundary to minimize the wave reflection. The equations for the oil slick are depth-averaged and coupled with the water motions when solving numerically. As examples, sinusoidal and solitary water waves, the oil spread on a smooth plane and on still and wavy water surfaces are calculated to examine the accuracy of simulating water waves by Navier-Stokes equations, the effect of damping zone on wave reflection and the precise structures of oil spread on waves.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The photorefractive planar lens for converting a vertical incident plane wave to a lateral-spread spherical wave and vice versa, is suggested. Using the two-beam coupled-wave theory, the coupled wave equations are derived and their half-analytical solutions are also given in terms of an infinite series. The diffraction properties (beam profiles, diffraction efficiency) of the local volume grating in the lens are presented. And the focusing property of the lens is discussed and compared with that of an ideal convergent spherical wave. It is demonstrated that the suggested photorefractive planar lens shows a good focusing effect. (c) 2004 Elsevier GmbH. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The genetic diversity and phylogeny of 26 isolates of Bursaphelenchus xlophilus from China, Japan, Portugal and North America were investigated based on the D2/3 domain of 28S rDNA, nuclear ribosomal Internal Transcribed Spacer (ITS) sequences, and random amplified polymorphic DNA (RAPD) analysis. The genetic diversity analysis showed that the D2/3 domain of 28S rDNA of isolates of B. xlophilus from China, Portugal, Japan and the US were identical and differed at one to three nucleotides compared to those from Canada. ITS sequences of isolates from China and Portugal were the same; they differed at one or two nucleotides compared to those of Japanese isolates and at four and 23 nucleotides compared to those front the US and Canada, respectively. The phylogenetic analysis indicated that Chinese isolates share a common ancestor with one of the two Japanese clades and that the Canadian isolates form a sister group of the clade comprised of isolates from China, Portugal,Japan, and the US. The relationship between Japanese isolates and those from China was closer than with the American isolates. The Canadian isolates were the basal group of B. xylophilus. This suggests that B. xlophilus originated in North America and that the B. xylphilus that occurs in China could have been first introduced from Japan. Further analysis based on RAPD analysis revealed that the relationship among isolates from Guangdong, Zhejiang, Shandong, Anhui provinces and Nanjing was the closest, which suggests that pine wilt disease in these Chinese locales was probably dispersed from Nanjing, where this disease first occurred in China.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The surfactant-capped ZnS nanoparticulate multilayer film has been fabricated by Langmuir-Blodgett(LB) technique. ZnS LB firm was investigated by the small-angle x-ray diffraction(XRD), atomic force microscopy(AFM) and transmission electron microscopy(TEM). The results indicate that ZnS nanoparticulate LB film is one-dimensional superlattice.