Quantum spatial-periodic harmonic model for daily price-limited stock markets

We investigate the behavior of stocks in daily price-limited stock markets by purposing a quantum spatial-periodic harmonic model. The stock price is presumed to oscillate and damp in a quantum spatial-periodic harmonic oscillator potential well. Complicated non-linear relations including inter-band positive correlation and intra-band negative correlation between the volatility and the trading volume of stocks are derived by considering the energy band structure of the model. The validity of price limitation is then examined and abnormal phenomena of a price-limited stock market (Shanghai Stock Exchange) of China are studied by applying our quantum model.Comment: 8 pages, 9 figure

Visualizing urban microclimate and quantifying its impact on building energy use in San Francisco

Weather data at nearby airports are usually used in building energy simulation to estimate energy use in buildings or evaluate building design or retrofit options. However, due to urbanization and geography characteristics, local weather conditions can differ significantly from those at airports. This study presents the visualization of 10-year hourly weather data measured at 27 sites in San Francisco, aiming to provide insights into the urban microclimate and urban heat island effect in San Francisco and how they evolve during the recent decade. The 10-year weather data are used in building energy simulations to investigate its influence on energy use and electrical peak demand, which informs the city's policy making on building energy efficiency and resilience. The visualization feature is implemented in CityBES, an open web-based data and computing platform for urban building energy research