A simple Markov chain structure for the evolution of credit ratings

We focus on continuous Markov chains as a model to describe the evolution of credit ratings. In this work it is checked whether a simple, tridiagonal type of generator provides a good approximation to a general one. Three different tridiagonal approximations are proposed and their performance is checked against two generators, corresponding to a volatile and a stable period, respectively. Copyright © 2007 John Wiley & Sons, Ltd.     

价格与隐含远期违约概率

如同根据布莱克-斯科尔斯模型从欧式看涨期权市场价格中反求隐含波动率一样,从信用违约互换的价格中提取隐含违约概率在理论上和实践上都存在很多困难.传统的自助法存在很大的缺点,并有可能得出不符合现实的结果.本文采用基于一段时期的条件违约概率的新的优化方法来替代基于自助法的瞬时远期违约概率,该方法有很多优良特性,会得出比传统方法好得多的结论.     

Controllable and flexible cellular network for virus cell-to-cell spread

Cellular networks were constructed based on PEG modification and soft lithography, in which cell numbers and spatial distributions can be controlled. A micro-injector was combined with cellular networks to fix virus induced plaque and virus spread direction, by which virus cell-to-cell spread can be distinguished from cell-free spread.     

绿色供应链中消费者信用支付策略研究

本文考虑了一个由单一供应商和单一电商平台组成的绿色供应链,分析了三种不同支付策略(立即支付策略、分期付款策略以及最低还款策略)对供应链成员最优决策和利润的影响。研究表明:(1)免息期敏感系数对绿色营销水平和供应链成员利润均有正向影响。(2)信用支付会使产品产生溢价现象。但在一定条件下,信用支付策略可同时提高供应链成员利润和绿色营销水平,实现经济绩效和环境绩效的双赢。(3)手续费率较高时,若信用期限系数较小,立即支付策略最优;若信用期限系数适中,分期付款策略最优;否则最低还款策略最优。手续费率较低且信用期较小时,最低还款策略最优,否则立即支付策略最优。在此基础上,针对两种信用支付模型设计了成本分担和收益共享的组合契约,实现了供应链协调。     

Degradation in gain for a free electron laser amplifier due to electron momentum spread

A finite spread in axial momentum for the electron beam in a free electron laser amplifier is shown to decrease the small-signal gain. For millimeter and sub-millimeter wave amplifiers, where exponential growth dominates the gain, it is shown that the gain is approximately 3 db below that for a cold beam if the relative momentum spread (u/u)_1/2 = (G_o/248)^1/2 (_o/L), where G_o1 is the gain in db for the cold-beam case, _o is the magnetic wiggler period, and L is the amplifier length. Exact numerical examples are given for representative FEL amplifiers at 35 and 550 GHz.This research was sponsored by the U.S. Office of Naval Research, and by the U.S.-Israel Binational Science Foundation.     

The inventory models under conditional trade credit in a supply chain system

In several recent investigations dealing with the economic order quantity with permissible delay in payments, the following assumptions are made:     

基于COSM的三维显微图像复原算法研究

光学分层显微成像技术(COSM)不仅可用于去除非聚焦层杂散光的影响以及噪声的干扰,而且能复原样本的清晰三维像,将成为提取微流体的三维温度和速度场分布信息的有效工具.本文研究了基于已知点扩展函数的6种COSM成像算法,详细讨论了6种COSM成像算法的原理和实现,构造了三维样本图像和点扩展函数模型,并对复原结果进行了分析....     

聚焦形貌恢复方法模型设计

采用基于拉普拉斯算符聚焦形貌恢复方法,提出了模拟目标深度测量的数值模型。数值模拟的核心是基于通过几何光学预测的理想图像的卷积与透镜广义孔径函数的多色点扩散函数,即用聚焦误差替代抛物线圆柱形貌或高斯函数。该模型可以使用基于聚焦形貌恢复方法的传感器真实组件参数、光源光谱、光学系统离差、相机的光谱灵敏度。提出了光学系统离差（消球差、消色差、色差）对确定目标表面形貌的精确度和可靠性的影响。结果表明,该模型可以有效提高实验效率,缩短时滞,降低成本。     

Scale-space point spread function based framework to boost infrared target detection algorithms

Small target detection is one of the major concern in the development of infrared surveillance systems. Detection algorithms based on Gaussian target modeling have attracted most attention from researchers in this field. However, the lack of accurate target modeling limits the performance of this type of infrared small target detection algorithms. In this paper, signal to clutter ratio (SCR) improvement mechanism based on the matched filter is described in detail and effect of Point Spread Function (PSF) on the intensity and spatial distribution of the target pixels is clarified comprehensively. In the following, a new parametric model for small infrared targets is developed based on the PSF of imaging system which can be considered as a matched filter. Based on this model, a new framework to boost model-based infrared target detection algorithms is presented. In order to show the performance of this new framework, the proposed model is adopted in Laplacian scale-space algorithms which is a well-known algorithm in the small infrared target detection field. Simulation results show that the proposed framework has better detection performance in comparison with the Gaussian one and improves the overall performance of IRST system. By analyzing the performance of the proposed algorithm based on this new framework in a quantitative manner, this new framework shows at least 20% improvement in the output SCR values in comparison with Laplacian of Gaussian (LoG) algorithm.     

Beam dynamics and RF design of trapezoidal IH-RFQ with low energy spread

Beam dynamics and RF design have been performed of a new type trapezoidal IH-RFQ operating at 104 MHz for acceleration of 14C+ in the framework of RFQ based 14C AMS facility at Peking University. Low energy spread RFQ beam dynamics design was approached by the method of internal discrete bunching. 14C+ will be accelerated from 40 keV to 500 keV with the length of about 1.1 m. The designed transmission efficiency is better than 95% and the energy spread is as low as 0.6%. Combining the beam dynamics design, a trapezoidal IH-RFQ structure was proposed, which can be cooled more easily and has better mechanical performance than traditional RFQ. Electromagnetic field distribution was simulated by using CST Microwave Studio (MWS). The specific shunt impedance and the quality factor were optimized primarily.