基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

Refraction of light in media

The roles of the magnetic field and electric field of the light are investigated when the light is refracted in the medium. The model of the electron cloud conductor is presented. Electron cloud in a molecule is treated as a conductor and the Faraday’s Law is applied to this conductor that is in the alternating magnetic field of the light. dB _M/dt of the light gives rise to an alternating induced current on the electron cloud conductor, and the light exchanges energy, i.e. the refractive energy, with the electron cloud conductor. Formulas of refractive index, which is the ratio of light speed in vacuum to that in the medium, are derived with this model. These formulas are tested with several mediums and Langevin’s diamagnetic susceptibility of helium gas, and the results are in good agreement with the measured data. The anisotropy and the nonlinearity of the refractive index are explained with the theory described in this work. Supported by Beijing Science and Technology New Star Program (Grant No. 952870400), the Beijing Municipal Commission of Education and the Excellent Young Teachers Program of Ministry of Education of China     

Excitation of plant growth in dormant temperature by steady magnetic field

Experimental results of applying a steady magnetic field (20 and 30 mT) on agricultural plants reveal that their growth is more than that of control plants. Considering that these plants have ferritin cells, and each ferritin cell has 4500 Fe atoms, it is obvious that they have an outstanding role in the plants’ growth. As the last spin magnetic moment (SMM) of the Fe atom posed to an external magnetic field (EMF), the composition of SMM and EMF create an oscillator in the system. Then we have a moment of force on ferritin cells. This oscillator exerts its energy, then damps and finally locates in the field direction. The relaxed energy increased the internal temperature (i.e., the effective temperature of the magnetic spin system of plant) so that it is situated in a proper temperature for growing. This phenomenon (temperature increasing) occurs in the initial minutes of applying the magnetic field. So it depends on the number of times of locating the plant in magnetic field in a day (n). If this number (n) passes the critical value, the plant reaches a burning temperature and growth is perturbed. In this paper, the plant growth rate and critical temperature in a steady magnetic field were investigated and formulated theoretically. An innovative result in this research is as follows: if a plant's environment was in the dormant temperature, we could increase the internal temperature of the plant by applying a magnetic field n times in a day (for growth).     

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

多媒体教育资源库层次索引模型

依据多媒体教育资源各层次特征及其关系,通过定义资源媒体特征空间,构建了教育资源库层次索引模型,各层次特征间的映射规则将资源的高层语义特征映射到低层媒体特征,达到了扩充描述语义的目的,提高了查全率;结合学科本体,规范了资源标注内容和用户查询条件的描述,减少了人为因素对查询项和索引项匹配相似度计算的影响,提高了查准率.     

带有奇异项的临界增长p-Laplace方程的非平凡解

本文研究了一种带有奇异项的临界增长p-Laplace方程在N维空间中的有界集上非平凡解的问题,利用山路引理和集中紧性原理,得出方程在非线性项满足一定条件下有非平凡解的结果.     

四阶微分方程奇异边值问题的正解

本文利用锥上的不动点指数理论,在更一般的边界条件下讨论了一类四阶奇异边值问题正解的存在性并给出了应用．     

负折射指数物质中金属线对电磁波的影响

构造两种结构负折射指数物质(NRM)，利用数值模拟计算两种结构的S参数.由于这种结构尺度比波长小，为精确利用有限积分技术(FIT)进行模拟.通过对这两种结构中金属线位置变化对金属谐振频率影响进行模拟，最后得出由于金属线与谐振环耦合，金属线对称破缺影响谐振环谐振频率和通带，并对等效负折射指数为负的频带产生影响. 关键词： 负折射率 左手物质 通带 金属线对称破缺     

重离子治疗计划系统的构想

对重离子柬治癌的优势进行简要的回顾，并着重介绍了用于重离子放射治疗的治疗计划系统。治疗计划系统是一套软件系统，不同的硬件设施应有与其相匹配的软件系统，即治疗计划系统。在此基础上，针对兰州重离子加速器的特点提出一些关于治疗计划系统方面的构想。After a brief review concerning the advantages of heavy ions in radiotherapy, more interests are concentrated on treatment planning system （TPS） for heavy ion radiotherapy. Compared to the hardware devices such as accelerator and beam delivery system, the TPS is a set of software system, and different therapy facilities require their corresponding TPSs. Based on the specialities of the Heavy Ion Research Facility in Lanzhou （HIIRFL）, some suggestions on the TPS for tumor therapy at HIRFL finally are given.     

SPR棱镜传感器测量液体折射率的原理

推导了消失波函数的表达式,介绍了衰减全反射现象及SPR传感器测量液体折射率的原理,并利用SPR传感器测量了牛奶样品的反射系数及折射率与脂肪等主要成分含量的关系曲线.