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简介：这个指数期货会 有6个到期日各异的不同期货合约,而是一只期货合约的保证金户头的两个水平,以下我们假设此合约的 初始保证金 （initial margin）是5000元、 维持保证金（ maintenance margin）是4000元

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简介：September contract on 24 August at a price,maintenance margin for this contract are $5,The contract assigns a $200-per-point value to the

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简介：<正>Inthispaper,weprovethatthesetofallfactorizationindicesofacompletelypositivegraphhasnogaps.Inotherwords,wegiveanaffirmativeanswertoaquestionraisedbyN.KoganandA.Berman[8]inthecaseofcompletelypositivegraphs.

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简介：Thispaperinvestigatesthelead-lagrelationshipbetweenthestockindexfutures(knownasFKLI)anditsunderlyingindex,theKualaLumpurCompositeIndex(KLCI)intheemergingMalaysianmarket.Using15-secondintervaldata,cross-correlation,andthepartialadjustmentmodel,wefindabi-directionalasymmetriclead-lagrelationshipandthattheKLCI’sleadoverFKLIismuchstronger.TheevidencealsosuggeststhattheKLCIreturnsover-reacttoinformation,moresooncethintradingeffectsareconsidered.Overall,theevidencessuggestthattradersprefertoexploitstockspecificinformationintheunderlyingmarketdespitetheadvantagesoftradingtheindexfutures.

简介：Photoniccrystalfibers(PCFs)withasteppedraised-coreprofileandonelayerequallyspacedholesinthecladdingareanalyzed.Usingeffectiveindexmethodandconsideringaraisedsteprefractiveindexdifferencebetweentheindexofthecoreandtheeffectiveindexofthecladding,weimprovethecharacteristicparameterssuchasnumericalapertureandV-parameter,andreduceitsbendinglosstoaboutonetenthofaconventionalPCF.ImplementingsuchastructureinPCFsmaybeonestepforwardtoachievelowlossPCFsforcommunicationapplications.

简介：Therelationshipbetweentheauroralovalpattern,i.e.,location,size,shape,andintensity,andtheauroralelectrojetactivityindex(AEindex)isstudied.Itisfoundthatthemaximalauroralintensityisellipticallydistributed,andthelengthsofsemimajorandsemiminoraxesarepositivelycorrelatedtoAE.TheintensityalongthenormaloftheauroralovalcanbesatisfyinglydescribedbyaGaussiandistribution,andthemaximumandthefullwidthathalfmaximumoftheGaussiandistributionarebothpositivelycorrelatedtoAE.Basedonthesestatisticalresults,aseriesofexperimentalformulasasafunctionofAEaredevelopedtocalculatethelocation,size,shape,andintensityoftheauroraloval.TheseformulasarevalidatedbytheauroralimagesreleasedbySWPC/NOAA.

简介：Formanyclusteringalgorithms,itisveryimportanttodetermineanappropriatenumberofclusters,whichiscalledclustervalidityproblem.Inthispaper,anewclusteringvalidityassessmentindexisproposedbasedonanovelmethodtoselectthemarginpointbetweentwoclustersforin-ter-clustersimilaritymoreaccurately,andprovidesanimprovedscatterfunctionforintra-clustersimilarity.Simulationresultsshowtheeffectivenessoftheproposedindexonthedatasetsunderconsiderationregardlessofthechoiceofaclusteringalgorithm.