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...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.展开更多
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.Ch...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.展开更多
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 ...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.展开更多
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） o...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.展开更多
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 probl...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.展开更多
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...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.展开更多
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-...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.展开更多
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 effect...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.展开更多
In this review,we will focus on recent progress on the investigations of nondipole effects in few-electron atoms and molecules interacting with light fields.We first briefly survey several popular theoretical methods ...In this review,we will focus on recent progress on the investigations of nondipole effects in few-electron atoms and molecules interacting with light fields.We first briefly survey several popular theoretical methods and relevant concepts in strong field and attosecond physics beyond the dipole approximation.Physical phenomena stemming from the breakdown of the dipole approximation are then discussed in various topics,including the radiation pressure and photon-momentum transfer,the atomic stabilization,the dynamic interference,and the high-order harmonic generation.Whenever available,the corresponding experimental observations of these nondipole effects are also introduced respectively in each topics.展开更多
基金Supported in part by National Natural Science Foundation of China(No.11271368)Beijing Philosophy and Social Science Foundation Grant(No.12JGB051)+3 种基金Project of Ministry of Education supported by the Specialized Research Fund for the Doctoral Program of Higher Education of China(Grant No.20130004110007)The Key Program of National Philosophy and Social Science Foundation Grant(No.13AZD064)Fundamental Research Funds for the Central Universities and the Research Funds of Renmin University of China(No.10XNK025)China Statistical Research Project(No.2011LZ031)
文摘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.
基金Supported by Turkish Scientific and Technical Research Council(No.113F058)Scientific Research Coordination of Selcuk University(BAP)(No.SU-2014/14701490)Helmholtz International Center for FAIR(LOEWE program)
文摘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.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11327404 and U1432118)the Natural Science Research Programme of Education Department of Anhui Province,China(Grant Nos.KJ2013A260 and KJ2016A749)
文摘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.
基金Project supported by the National Natural Science Foundation of China(Grant No.11274149)the Program of Shenyang Key Laboratory of Optoelectronic Materials and Technology,China(Grant No.F12-254-1-00)
文摘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.
基金Supported by the Fundamental Research Funds for the Central Universities under Grant No ZYGX2009X008
文摘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.
基金Project supported by the National Key Research and Development Program of China(Grant No.2017YFA0402300).
文摘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.
文摘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.
文摘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.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11961131008,11725416,and 11574010)the National Key Research and Development Program of China(Grant No.2018YFA0306302)
文摘In this review,we will focus on recent progress on the investigations of nondipole effects in few-electron atoms and molecules interacting with light fields.We first briefly survey several popular theoretical methods and relevant concepts in strong field and attosecond physics beyond the dipole approximation.Physical phenomena stemming from the breakdown of the dipole approximation are then discussed in various topics,including the radiation pressure and photon-momentum transfer,the atomic stabilization,the dynamic interference,and the high-order harmonic generation.Whenever available,the corresponding experimental observations of these nondipole effects are also introduced respectively in each topics.
