Comparison of gain-loss asymmetry behavior for stocks and indexes

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and for most of individual companies stocks. The gain-loss asymmetry for these data, measured by the coefficient, that we postulated before \cite{karpio}, has opposite sign to this for WIG index.Comment: To be published in Acta Phys. Pol.

Geometric Phase and Modulo Relations for Probability Amplitudes as Functions on Complex Parameter Spaces

We investigate general differential relations connecting the respective behavior s of the phase and modulo of probability amplitudes of the form \amp{\psi_f}{\psi}, where $\ket{\psi_f}$ is a fixed state in Hilbert space and $\ket{\psi}$ is a section of a holomorphic line bundle over some complex parameter space. Amplitude functions on such bundles, while not strictly holomorphic, nevertheless satisfy generalized Cauchy-Riemann conditions involving the U(1) Berry-Simon connection on the parameter space. These conditions entail invertible relations between the gradients of the phase and modulo, therefore allowing for the reconstruction of the phase from the modulo (or vice-versa) and other conditions on the behavior of either polar component of the amplitude. As a special case, we consider amplitude functions valued on the space of pure states, the ray space ${\cal R} = {\mathbb C}P^n$, where transition probabilities have a geometric interpretation in terms of geodesic distances as measured with the Fubini-Study metric. In conjunction with the generalized Cauchy-Riemann conditions, this geodesic interpretation leads to additional relations, in particular a novel connection between the modulus of the amplitude and the phase gradient, somewhat reminiscent of the WKB formula. Finally, a connection with geometric phases is established.Comment: 11 pages, 1 figure, revtex

Analiza kuta smicanja pri ortogonalnom rezanju borovine

The determination of energy effects for wood machining processes, such as cutting power and cutting forces, is very useful in designing of manufacture process of wooden products. A more accurate prediction of cutting forces requires a correct determination of the shear angle value, which can be determined using various models. In this article, shear angle values for an orthogonal linear cutting process of pine wood are determined. The pine wood analysed was represented by two groups of samples with different moisture content levels, 12 % and 20 %. Three different models were used to determine the shear angle values: the Merchant model, which is based on the rake angle and the angle of friction, model based on chip compression ratios and Atkins model based on material properties (elements of fracture mechanics). The values obtained have been analysed for comparison. Results showed that the values of the shearing angles determined from the chip compression ratios turned out to be higher than the values from Merchant equation. The shear angles determined from the Atkins model are, as expected, lower than those determined from the Merchant model. Furthermore, the shear angle values for moisture content of 20 % are higher than for moisture content of 12 %.Određivanje energijskih veličina tijekom procesa obrade drva, poput snage rezanja i sile rezanja, vrlo je korisno pri projektiranju procesa proizvodnje drvenih predmeta. Za točnije predviđanje sila rezanja potrebno je ispravno odrediti vrijednost kuta smicanja, što se može postići primjenom različitih modela. U ovom su članku određene vrijednosti kutova smicanja za ortogonalno linearno rezanje borovine. Analizirano borovo drvo predstavljeno je dvjema skupinama uzoraka različitog udjela sadržaja vode, 12 i 20 %. Za određivanje vrijednosti kuta smicanja primijenjena su tri različita modela: Merchantov model utemeljen na prsnom kutu i kutu trenja; model zasnovan na omjerima kompresije strugotine i Atkinsov model, kojemu su glavna polazišta svojstva materijala (elementi mehanike loma). U radu je prezentirana usporedba dobivenih vrijednosti. Na temelju rezultata uočeno je da su vrijednosti kutova smicanja određene iz omjera kompresije strugotine veće od vrijednosti dobivenih Merchantovom jednadžbom. Kutovi smicanja određeni prema Atkinsovu modelu očekivano su niži od onih određenih uz pomoć Merchantova modela. Nadalje, vrijednosti kuta smicanja za uzorke sa sadržajem vode od 20 % veće su od kutova smicanja za uzorke sa sadržajem vode od 12 %

Usporedba kvalitete površine i životnog vijeka alata pri blanjanju lameliranih elemenata za prozore

The quality of the surface of wooden elements, that have been planed, has a crucial importance in the whole production process, since the obtained effects affect the quality of wooden surface after finishing (painting). The occurrence of defects is usually the reason for qualifying a workpiece as scrap or for requiring additional work. This paper presents the selected results of research of the effect of the cutting tool wear on the surface quality of elements after planing. Research experiments were conducted on the SCM Superset Class machine tool. Glulam elements of pine wood (Pinus sylvestris L.) were researched. The raw material samples (semi-finished products), 6 m long before planing, had been machined by suppliers also by planing. These workpieces were selected according to the plant requirements, e.g. their moisture content, straightness, and other defects. This paper presents the measuring results of surface roughness and some examples of surface profiles, as well as the dependence of total length of the planed elements on the type of blade material. From an economic point of view, the results showed that the use of solid carbide blades were more cost effective.Kvaliteta površine drvenih elemenata obrađenih blanjanjem ima presudnu važnost u cjelokupnome proizvodnom procesu jer kvaliteta blanjanja utječe na kvalitetu površine drva nakon završne obrade (nakon bojenja). Zbog nastalih grešaka elementi za prozore najčešće se kvalificiraju kao škart ili se moraju obaviti dodatni poslovi radi uklanjanja tih grešaka. U radu su prikazani odabrani rezultati istraživanja utjecaja zatupljenja alata na kvalitetu površine elemenata nakon blanjanja. Istraživanje je provedeno na stroju SCM Superset Class. Kao uzorci odabrani su lamelirani elementi od borovine (Pinus sylvestris L.). Uzorci lameliranih elemenata (poluproizvoda), duljine 6 m, već su prije eksperimentalnog blanjanja kod dobavljača također obrađeni blanjanjem. Ti su elementi selektirani prema zahtjevima tehnološkog procesa, npr. prema sadržaju vode, ravnosti i postojećim greškama drva. U radu su navedeni rezultati mjerenja kvalitete površine elemenata, kao i neki primjeri profila površine te ovisnost ukupne duljine oblanjanih elemenata o vrsti materijala oštrice alata. Rezultati su pokazali da je s ekonomskog stajališta isplativija uporaba alata s oštricama od tvrdog metala

Spin-dependent transport in p+-CdBxF2-x - n-CdF2 planar structures

The CV measurements and tunneling spectroscopy are used to study the ballistic transport of the spin-polarized holes by varying the value of the Rashba spin-orbit interaction (SOI) in the p-type quantum well prepared on the surface of the n-CdF2 bulk crystal. The findings of the hole conductance oscillations in the plane of the p-type quantum well that are due to the variations of the Rashba SOI are shown to be evidence of the spin transistor effect, with the amplitude of the oscillations close to e2/h.Comment: 5 pages, 6 figure

Online mjerenje glatkoće površine drva

The latest progress in the field of optics and microelectronics resulted in the development of new generation vision systems capable of scanning surface topography with very high sampling frequencies. The blue color of illuminating light as well as novel systems for controlling ultra-thin laser line thickness allows the measurement of the porous surface of wood with a triangulation method. Three alternative sensors were tested here in order to verify their suitability for the determination of surface topography in the industrial environment. The scanning head was installed at the exit zone of the four-side profiling moulder and was set to scrutinize the wood surface shape line-by-line, immediately after profiling. The sensor was also tested for automatic detection of surface defects appearing on the elements after sanding, wetting and painting with various finishing products. The set of pilot test results is presented, together with an original algorithm for real-time surface defects detection.Najnoviji napredak u području optike i mikroelektronike rezultirao je novom generacijom skenera koji mogu skenirati topografiju površine vrlo visokom frekvencijom uzorkovanja. Svjetlost plave boje, kao i novi sustav za kontrolu vrlo tanke laserske zrake omogućuju mjerenje porozne površine drva metodom triangulacije. Testirana su tri alternativna senzora kako bi se potvrdila njihova prikladnost za određivanje topografije površine u industrijskim uvjetima. Glava za skeniranje postavljena je na izlazu četverostranoga profilnoga glodala kako bi se odmah nakon profiliranja pomno linijski skenirala površina drva. Senzor je također testiran za automatsko otkrivanje površinskih grešaka na elementima nakon brušenja, vlaženja i premazivanja različitim premaznim materijalima. Predstavljen je set rezultata pilot-ispitivanja, zajedno s originalnim algoritmom za otkrivanje površinskih grešaka u realnom vremenu