金融风险在股票市场的传染效应及联动行为分析

近年来金融危机频发并表现出了易传染性,引起了众多学者的高度关注。以动态条件相关模型研究美欧股市与中、日、韩股市间的时变相关性,并结合内生多重结构突变模型划分危机传染阶段,选用溢出指数模型分析股市间的风险溢出特性;随后,定义股市间相互影响的联动模式并构建不同传染阶段的加权有向网络图分析股市间的联动行为。研究表明:美欧股市对中日韩股市有明显的传染效应,被传染的速度和持续时间均不相同;金融传染和风险溢出展现出一定的不一致性,危机期间日股的风险溢出效应强于美股;传染效应在联动网络中表现为联动模式的高聚类性和高联动性,相比欧债危机,次贷危机时期股市间展现出更强的联动行为;日股与美欧股市在两次危机中均表现出最强的联动性,其所受影响也最大。     

基于模糊FNN-ELECTRE法的国有商业银行竞争力评价

随着金融业全方位开放,国有商业银行已成为国家经济命脉的核心,其竞争力强弱关系着国家经济的繁荣与衰退。本文基于模糊FNN-ELECTRE方法建立国有商业银行竞争力评价模型,以因素神经网络理论(FNN)与ELECTRE融合方法为基础,以现有商业银行竞争力评价指标为着眼,把国有商业银行竞争力的评价体系从现实竞争力和潜在竞争力两个因素抽取为一级指标,以规模、质量、业务结构、效率、成长性五个因素设为二级指标。从实证的角度对银行A、银行B、银行C、银行D、银行E五大国有银行进行分析验证,对其属性值进行和谐性与非和谐性检验得出,银行B竞争能力最强,银行E竞争能力最弱,五大国有银行均有改进空间。     

居民用户峰谷分时气价模型及其优化求解方法

针对天然气的居民用户制定合理的峰谷分时气价,能有效地削峰填谷,从而保证燃气管道安全稳定地运行。本文构建用户需求响应和满意度函数,并在此基础上建立以最小化最大峰负荷和峰谷负荷差,及最大化用户满意度为目标的需求侧峰谷分时气价优化模型。采用蚁群算法对模型进行求解,该算法收敛性较好,同时也避免局部最优的缺点。算例结果表明,在兼顾公平与效率的前提下,峰谷分时气价模型能有效地降低最大峰负荷和峰谷负荷差,同时存在最优的峰、平、谷价格,使得用户满意度最大;另外本文也验证了模型的有效性及可行性。此方法为天然气合理定价机制的建立及政策的制定提供了理论依据。     

Analysis of an augmented mixed‐primal formulation for the stationary Boussinesq problem

In this article, we propose and analyze a new mixed variational formulation for the stationary Boussinesq problem. Our method, which uses a technique previously applied to the Navier–Stokes equations, is based first on the introduction of a modified pseudostress tensor depending nonlinearly on the velocity through the respective convective term. Next, the pressure is eliminated, and an augmented approach for the fluid flow, which incorporates Galerkin‐type terms arising from the constitutive and equilibrium equations, and from the Dirichlet boundary condition, is coupled with a primal‐mixed scheme for the main equation modeling the temperature. In this way, the only unknowns of the resulting formulation are given by the aforementioned nonlinear pseudostress, the velocity, the temperature, and the normal derivative of the latter on the boundary. An equivalent fixed‐point setting is then introduced and the corresponding classical Banach Theorem, combined with the Lax–Milgram Theorem and the Babu?ka–Brezzi theory, are applied to prove the unique solvability of the continuous problem. In turn, the Brouwer and the Banach fixed‐point theorems are used to establish existence and uniqueness of solution, respectively, of the associated Galerkin scheme. In particular, Raviart–Thomas spaces of order k for the pseudostress, continuous piecewise polynomials of degree ≤ k+1 for the velocity and the temperature, and piecewise polynomials of degree ≤ k for the boundary unknown become feasible choices. Finally, we derive optimal a priori error estimates, and provide several numerical results illustrating the good performance of the augmented mixed‐primal finite element method and confirming the theoretical rates of convergence. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 445–478, 2016     

川渝裂缝性地层自动压井环空多相压力波速特性研究北大核心CSCD

考虑虚拟质量力、环空沿程压力、气液相间阻力、气体滑脱、环空空隙率等因素,基于小扰动理论,提出了裂缝性地层自动压井环空多相压力波速数学模型,结合半显式差分方法,以彭州PZ-5-3D井(垂深5827 m)为实例,对模型编程求解.结果表明:裂缝性地层出气具有段塞流特点,随空隙率增大,压力波速呈现先减小后增大趋势;空隙率在0%至16%区间,压力波速以液弹为主,压力波速呈急剧下降趋势;空隙率在16%至40%区间,压力波速趋于平缓恒定值;空隙率在42%至100%区间,压力波速呈现增大趋势,压力波速以气弹为主;随环空井深减小,环空空隙率减小,压力波速整体呈现减小趋势;随压井循环排气井口回压增大,压力波速整体呈现增大趋势;环空空隙率在0%至13%区间内,气体滑脱速度对压力波速影响不大;环空空隙率在13%至85%区间内,随气体滑脱速度增大,压力波速呈现减小趋势;节流阀调阀时间间隔与井底压力响应时间具有跟随性,随井底压力响应时间增大,调阀时间间隔增大.     

T型微通道内液滴在幂律流体中运动机理的格子Boltzmann方法研究北大核心CSCD

采用非Newton不可压两相流格子Boltzmann模型研究了T型微通道内Newton液滴在非Newton幂律流体中的运动过程.研究了非Newton流体幂律指数n、主管道毛细数Ca、两相流量比Q、两相黏度比M以及主管道壁面润湿性θ对液滴在T型微通道内的形成尺寸、形成时间和变形参数(DI)的影响.研究结果表明:首先,主管道流体幂律指数n从0.4增加到1.6时,液滴的形成尺寸近似呈线性减小,而液滴的形成时间和变形参数先快速减小,然后缓慢减小;其次,黏度比对液滴形成尺寸、液滴形成以及变形参数的影响与幂律指数的影响基本一致;再者,随着Ca和主管道壁面润湿性的增加,形成液滴的尺寸近似呈线性减小,形成液滴的时间和变形参数先快速减小然后缓慢减小,且减小趋势随幂律指数的增加而减缓;最后,研究结果还表明主管道和子管道的流量比Q越大,液滴形成时间越长,液滴形成尺寸和变形参数越小.     

一类KdV-Burgers方程的奇摄动解与孤子解

讨论了一类具有大Reynolds数且弱频散性的KdV-Burgers方程, 在数学上表示为一类奇摄动KdV-Burgers方程.KdV-Burgers方程中含有的非线性项与频散项互补作用形成稳定向前传播的孤立子.通过数学分析, 描述了孤立子的传播途径和传播速度等物理量的发展变化规律.通过奇摄动展开方法, 构造了该问题的渐近解.首先,用Riemann-Earnshaw方法求得退化解, 得到了简单波, 该简单波波形中的任意一点与初始点都存在一个传播速度差, 这使得波在传播过程中波形不断畸变, 最终形成冲击波面, 即间断面, 在它的两侧质点的速度有一个跳跃, 且随时间不断变化;其次, 在退化解的间断曲面处做变量替换, 构造一种修正的行波变换, 得到了内解展开式的孤子解, 并证明了内外解的存在性与唯一性;最后,通过一致有界逆算子的存在性做了余项估计, 并得到渐近解的一致有效性.结果表明, KdV-Burgers方程在大Reynolds数且弱频散性的性质下,扰动集中在退化解的间断面附近,孤立子链接两侧质点,其传播途径不是时间与空间的线性形式,而是沿着退化解的间断面附近传播,形成稳定的波形.     

空气中PM2.5的扩散和衰减模型

PM2.5的时空分布及其演变规律十分复杂.为刻画PM2.5的发生、扩散和衰减规律,提出点源、线源和面源叠加的多源模型描述区域内的多污染源对某一监测点的影响.考虑风力风速、太阳辐射强度、湿度等天气和季节因素以及重力、湍流扩散、分子扩散等对源强强度的影响,提出源衰减、湿沉积、化学迁移叠加衰减模型,用监测点的PM2.5浓度数据对污染源强度和衰减系数进行反演求解.针对西安市某些监测点处的PM2.5浓度突然增至数倍且延续数小时,建立污染扩散预测与评估方法,对提升前后污染源源强进行分析,给出重度污染区域,并用数据的人工统计定性验证模型的合理性.     

带有能源的随机动态柯布—道格拉斯生产函数

在考虑能源作为投入要素和经济环境随机动态变化的情况下,将经典的柯布-道格拉斯生产函数推广到随机动态的形式.首先给出了随机动态C-D生产函数的随机微分方程形式,证明了该生产函数解的存在性和唯一性;其次,进一步分析了解的Markov性质和扩散性质,并分别利用漂移系数和扩散系数给出了产出弹性的计算公式.最后,还给出了经济增长...     

基于ISM的地震灾后恢复重建影响因素分析

地震灾后恢复重建是地震灾害受灾国的一项艰巨而繁重的工作任务.地震灾害的破坏性使恢复重建具有复杂性、不确定性和开放性的特点,因此地震灾后恢复重建影响因素不但具有复杂性,而且影响范围和程度也各不相同.引入ISM模型解决了地震灾后恢复重建影响因素多而杂的问题,在文献资料统计基础上构建地震灾后恢复重建影响因子解析结构模型.通过分析确定地震灾后恢复重建关键影响区素共16个:重建主体、重建经验、施工条件、物价、资金、工程成本、建材质量、施工工期、标准施工、检验维修、工程利用、公共服务、自然环境、运行经费、社会饵障、居民激励.该结论为政府优化地震灾后恢复重建工作,保证重建效果具有重要意义.     

考虑废旧品质量的闭环供应链混合回收渠道选择研究

为确定最优的回收渠道,对由单个制造商、零售商和第三方组成的闭环供应链系统进行研究。在该系统中,可能存在制造商和零售商、制造商和第三方、零售商和第三方以及制造商、零售商和第三方同时回收的四种渠道,并根据质量差异对废旧品进行翻新或再制造。在分散决策下建立了四种回收渠道模型。比较发现:站在制造商和系统收益最大化及社会效益角度,三渠道是最佳选择,此时得到的废旧品最多;制造商不进行回收时获利最低,且不利于提高废旧品的获取量。最后,通过算例剖析了废旧品再制造率对四种混合回收渠道下成员及系统利润的影响。结果表明:制造商应尽量将废旧品用于再制造。     

Subjective Assessments and Objective Yardsticks: A Contribution to Risk Theory Inspired by the Philosophy of the East

The difference between the hope of expectation and mathematical hope, as pointed out by Daniel Bernoulli in 1738 and by Harald Westergaard in 1876, and its influence on the discussion of utility is considered.The subjective elements and the objective factors in cases of risks are taken up. A digest for the evaluation of major hazards as seen from the three viewpoints, the individual, relations between individuals and the relations between individual and surroundings, is discussed.As essential elements in the decision process, the importance of voluntary and involuntary risk, pareto optimization, the size of solidarity, the absolute size of the damage and the distrust of experts is pointed out in the paper in the evaluation of major hazards-in other words, a simultaneous application of multi-decision strategies, e.g. Bayes, min-max and Hurwitz criteria.The number of members standing shoulder-to-shoulder in the group is emphasized as a numerical factor in the evaluation.     

加权马尔科夫链在鄂尔多斯市年降水量预测中的应用

鄂尔多斯市是内蒙古自治区重要的农牧渔业生产区.本文采用样本均值—标准差分级法,将鄂尔多斯市11个气象站1961-2019年的年降水量序列划分为丰水年、偏丰水年、平水年、偏枯水年,枯水年5个状态;以年降水量序列各阶自相关系数rk为权值,建立了加权马尔科夫预测模型,对鄂尔多斯市2017年、2018年、2019年的年降水量数值和所处状态进行预测.结果显示相对误差分别为1.3%,6.9%,4.5%,预测精度较高,方法得当.于是利用精度检验后的加权马尔科夫模型预测了鄂尔多斯市2020年降水量为312.81mm,划分为平水年.同时利用马尔科夫模型的遍历性,讨论了鄂尔多斯市年降水量的极限分布和丰枯状态重现期.研究结果表明,鄂尔多斯市59a来降水过程中枯水年、偏枯水年、平水年、偏丰水年、丰水年5种状态出现的概率分别为0.1358、0.1941、0.3693、0.1926、0.1083,即出现平水年的可能性最大,重现期为2.71a;出现丰水年的可能性最小,重现期为9.23a.上述研究结果与降水量序列及所处状态是保持一致的,由此可见利用加权马尔科夫链预测鄂尔多斯地区的年降水量是可行且有效的.     

From convergence to divergence: the development of mathematical problem solving in research, curriculum, and classroom practice in Singapore

Following the movement of problem solving in the US and other parts of the world in the 1980s, problem solving became the central focus of Singapore’s national school mathematics curriculum in 1990 and thereafter the key theme in research and practice. Different from some other countries, this situation has largely not changed in Singapore mathematics education since then. However, within the domain of problem solving, mathematics educators in Singapore focused more on the fundamental knowledge, basic skills, and heuristics for problem solving till the mid 1990s. In particular, problem solving heuristics, especially the so-called “model method”, a term most widely used for problem solving, received much attention in syllabus, research, and classroom instruction. Since the late 1990s, following the national vision of “Thinking Schools, Learning Nation” and nurturing modern citizens with independent, critical, and creative thinking, Singapore mathematics educators’ attention has greatly expanded to the development of students’ higher-order thinking, self-reflection and self-regulation, alternative ways of assessment and instruction, among other aspects concerning problem solving. Researchers have also looked into the advantages and disadvantages of Singapore’s textbooks in representing problem solving, and the findings of these investigations have influenced the development of the latest school mathematics textbooks.     

基于不同产品质量安全水平的企业生产决策优化及相应消费者效用

基于消费者对产品平均质量安全水平的预期不同,在企业可以同时选择生产高、低质量安全水平产品的条件下,分别建立了完全垄断与完全竞争市场中的企业利润最大化模型,比较分析了企业供给产品的数量、利润及相应的消费者效用,得出消费者质量安全水平敏感度、产品需求价格敏感度及产品的高、低质量安全水平对上述决策的影响.据此,结合我国国情,为中国产品质量安全水平的提升提供了参考与启示.     

Historical and future dynamics of land use land cover and its drivers in Ajora-Woybo watershed,Omo-Gibe basin,Ethiopia

Land use land cover (LULC) dynamics have long been recognized as a significant driver of natural resource change. As a result, understanding the spatial and temporal variation of LULC in the watershed is essential for effective natural resource management and long-term development. This study attempts to analyze the dynamics and change drivers from 1990 to 2020 and predict the situation for 2035 and 2050 in the Ajora-Woybo watershed. ArcGIS 10.3 and ERDAS 2015 were used to analyze quantitative data from Landsat imagery. For supervised image classification, a Maximum-Likelihood classification algorithm was used. To identify driver variables, focus groups and key informants' interviews were done. TerrSet 18.31 software was used to predict LULC utilizing the Multi-Layer Perceptron Neural Network and Cellular Automata-Markov Chain models incorporated in Land Change Modeler. Six LULC classes were discovered: cultivated land, built-up, shrub land, forest land, bare land, and water body. Cultivated land, built-up area, and bare land have increased at the expense of shrub land and forest land over the last three decades. Trends in water bodies show both decreasing and increasing trends. According to the predicted outcomes, cultivated land, built-up and bare land has increased, while shrub land and forest land have declined. Finally, agricultural expansion, population growth, wood extraction, resettlement, urbanization, and lack of environmental consideration were identified as the major drivers of LULC change. The study demonstrated that there have been significant changes in the watershed LULC. As a result, reversing the predicted conditions is critical to ensuring the watershed long-term viability.     

On the mechanical and thermomechanical properties of low-density polyethylene/ethylene-α-octene copolymer blends

Blends of low-density polyethylene (LDPE) and ethylene-octene copolymer (EOC) were obtained. The effect of EOC content and absorbed radiation dose on the mechanical and thermomechanical properties of LDPE/EOC blends are investigated. Particular attention is given to a tensile stress-strain analysis and the “form-memory” effect of the blends. With growing LDPE content, the elastic modulus, the yield stress, and the thermorelaxation and residual stresses of the blends increase, but the ultimate elongation at break decreases, which is caused by the higher crystallinity of polyethylene. As a result of radiation-induced cross-linking, the elastic modulus, the yield stress (at a 1% strain), the ultimate yield strength, and the thermorelaxation and residual stresses increase, while the ultimate elongation at break and the melt flow-behavior index decrease, which is confirmed by the growing gel fraction in the blend. __________ Translated from Mekhanika Kompozitnykh Materialov, Vol. 44, No. 2, pp. 279–286, March–April, 2008.     

双向聚类方法综述

传统的聚类方法由于无法提取样本和变量间的局部对应关系,并且当数据具有高维性和稀疏性时表现不佳,因此学者们提出了双向聚类,基于样本和变量间的局部关系,同时对样本和变量进行聚类,形成一系列子矩阵的聚类结果。近年来,双向聚类发展迅速,在基因分析、文本聚类、推荐系统等领域应用广泛。首先,对双向聚类方法进行梳理与归纳,重点阐述稀疏双向聚类、谱双向聚类和信息双向聚类三类方法,分析它们之间的区别和联系,并且介绍这三类方法在多源数据的整合分析、多层聚类、半监督学习以及集成学习上的发展现状和趋势;其次,重点介绍双向聚类在基因分析、文本聚类、推荐系统等领域的应用研究情况;最后,结合大数据时代的数据特征和双向聚类存在的问题,展望双向聚类未来的研究方向。     

政府激励下秸秆发电供应链的演化博弈模型与分析

农户供应链的序贯决策模型,得出了供应链三方的最优决策;对比了政府激励下供应链各主体决策及利润的变化,分析了政府激励的重要性;其次,建立了在政府激励作用下,发电厂、中间商之间的演化博弈模型,并得出了合理的激励策略。最后,以某地区秸秆发电供应为例,对电厂和中间商之间的合作关系进行分析,验证模型的正确性。揭示了秸秆发电供应链合作中的规律,对电厂、中间商制定合理的激励策略具有参考价值,同时为政府调控政策提供理论依据,从而建立持久的合作关系,推动秸秆发电行业的发展。