基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Binary functions,degeneracy, and alternating dimaps

This paper continues the study of combinatorial properties of binary functions — that is, functions $f:2^E\to ?$ such that $f(0?)=1$, where $E$ is a finite set. Binary functions have previously been shown to admit families of transforms that generalise duality, including a trinity transform, and families of associated minor operations that generalise deletion and contraction, with both these families parameterised by the complex numbers. Binary function representations exist for graphs (via the indicator functions of their cutset spaces) and indeed arbitrary matroids (as shown by the author previously). In this paper, we characterise degenerate elements – analogues of loops and coloops – in binary functions, with respect to any set of minor operations from our complex-parameterised family. We then apply this to study the relationship between binary functions and Tutte’s alternating dimaps, which also support a trinity transform and three associated minor operations. It is shown that only the simplest alternating dimaps have binary representations of the form we consider, which seems to be the most direct type of representation. The question of whether there exist other, more sophisticated types of binary function representations for alternating dimaps is left open.     

非线性互补问题的一种全局收敛的显式光滑Newton方法

本针对Po函数非线性互补问题，给出了一种显式光滑Newton方法，该方法将光滑参数μ进行显式迭代而不依赖于Newton方向的搜索过程，并在适当的假设条件下，证明了算法的全局收敛性。     

实二次域上理想类的zeta-函数在-1处的值

用连分数给出了实二次域理想类的zeta-函数-1处值的一个具体的计算公式.     

Boundedness of commutators on homogeneous Herz spaces

The boundedness on homogeneous Herz spaces is established for a large class of linear commutators generated by BMO(R ⁿ ) functions and linear operators of rough kernels which include the Calderón-Zygmund operators and the Ricci-Stein oRfiUatory singular integrals with rough kernels. Project supponed in pan by the National h’atural Science Foundation of China (Grant No. 19131080) and the NEDF of China.     

Convex functions, subdifferentiability and renormings

This paper through discussing subdifferentiability and convexity of convex functions shows that a Banach space admits an equivalent uniformly [locally uniformly, strictly] convex norm if and only if there exists a continuous uniformly [locally uniformly, strictly] convex function on some nonempty open convex subset of the space and presents some characterizations of super-reflexive Banach spaces. Supported by NSFC     

山西省农民家庭消费水平和结构分析

本文利用统计计量学方法对山西省农民家庭消费水平和消费结构的变化及原因进行了实证分析。建立了山西省农民人均消费的消费函数和山西省农民总消费支出与食品、衣着、住房、日用品、燃料及文化生活服务支出的关系模型，并通过模型分析解释了农民的消费结构，也为决策者提供一些有效的参考资料。     

铁分子Fe2的自旋极化效应

采用密度泛函方法(B3P86)对 Fe_2分子结构进行了优化.计算结果中未观察到自旋污染,基态波函数与高态波函数并未混杂,结果表明,Fe_2中有8个未配对电子,这些电子空间分布不同和自旋平行产生的自旋极化效应,使 Fe_2能量最低.计算结果表明,Fe_2分子的基态是~9∑_g~ ,并非~7Δ_u,进而表明 Fe_2的自旋平行效应比电子自旋配对效应要强.计算得到该分子基态的二阶、三阶和四阶力常数分别为1.4115×10~(-2)aJ/nm~2、-37.1751×10~3aJ/nm~3和 98.7596×10~4aJ/nm~4；光谱数据ω_eχ_e、B_e、α_e分别为0.3522、0.0345、 0.4963×10~(-4)cm~(-1)；离解能为3.5522eV,平衡键长为0.2137nm,振动频率为292.914cm~(-1)；并得到了 Murrel-Sorbie 函数.     

Odd-Excited Binomial States of the Radiation Field and Some of Their Statistical Properties

In this paper a new state called odd-excited binomial state (OEBS) is introduced. It interpolates between the odd number state and the odd-excited coherent state. We discuss some statistical properties, such as the Glauber second-order correlation function and squeezing phenomenon (normal and amplitude-squared squeezing) for this state. The quasiprobability distribution functions (Husimi Q-function and Wigner W-function) are also examined.     

Probability Collectives for Unstable Particles

Unstable particles, together with their stable decay products, constitute probability collectives that are defined as Hilbert spaces with dimension higher than one, nondecomposable in a particle basis. Their structure is considered in the framework of Birkhoff-von Neumann's Hilbert subspace lattices. Bases with particle states are related to bases with a diagonal scalar product by a Hilbert-bein involving the characteristic decay parameters (in some analogy to the n-bein structures of metrical manifolds). Probability predictions as expectation values, involving unstable particles, have to take into account all members of the higher dimensional collective. For example, the unitarity structure of the S-matrix for an unstable particle collective can be established by a transformation with its Hilbert-bein.