上海股票市场波动不对称性研究—GJR-与VS-GARCH模型的比较

分析了两个不对称的GARCH模型:G JR-GARCH和VS-GARCH,并对VS-GARCH进行了修正。使用上证综合指数对两个模型进行了实证比较,发现修正的VS-GARCH更适合中国证券市场,能更好的捕捉到波动的不对称性。同时实证结果显示在沪市上,好消息引发的波动大于坏消息引发的波动,并从交易规则和投资者心理方面进行了解释。     

Heteroepitaxial praseodymium sesquioxide films on Si(1 1 1): A new model catalyst system for praseodymium oxide based catalysts

The structure, growth and stoichiometry of heteroepitaxial Pr₂O₃ films on Si(1 1 1) were characterized by a combined RHEED, XRD, XPS and UPS study in view of future applications as a surface science model catalyst system. RHEED and XRD confirm the growth of a (0 0 0 1) oriented hexagonal Pr₂O₃ phase on Si(1 1 1), matching the surface symmetry by aligning the oxide in-plane direction along the Si azimuth. After an initial nucleation stage RHEED growth oscillation studies point to a Frank-van der Merwe growth mode up to a thickness of approximately 12 nm. XPS and UPS prove that the initial growth of the Pr₂O₃ layer on Si up to ∼1 nm thickness is characterized by an interface reaction with Si. Nevertheless stoichiometric Pr₂O₃ films of high crystalline quality form on top of these Pr-silicate containing interlayers.     

Companionability characterization for the expansion of an o-minimal theory by a dense subgroup

This paper provides a full characterization for when the expansion of a complete o-minimal theory, one that extends the theory of ordered divisible abelian groups, by a unary predicate that picks out a divisible, dense and codense group has a model companion. This result is motivated by criteria and questions introduced in the recent works [14] and [10] concerning the existence of model companions, as well as preservation results for some neostability properties when passing to the model companion. Examples are included both in which the predicate is an additive subgroup of a real ordered vector space, and where it is a multiplicative subgroup of the nonzero elements of an o-minimal expansion of a real closed field. The paper concludes with a brief discussion of neostability properties and examples that illustrate the lack of preservation (from the base o-minimal theory to the model companion of the expansion we define) for properties such as strong, NIP, and NTP₂, though there are also examples for which some or all three of those properties are preserved.     

Burden in Henselian valued fields

In the spirit of the Ax-Kochen-Ershov principle, we show that in certain cases the burden of a Henselian valued field can be computed in terms of the burden of its residue field and that of its value group. To do so, we first see that the burden of such a field is equal to the burden of its leading term structure. These results are generalisations of Chernikov and Simon's work in [11].     

Combinatorial and accessible weak model categories

In a previous work, we have introduced a weakening of Quillen model categories called weak model categories. They still allow all the usual constructions of model category theory, but are easier to construct and are in some sense better behaved. In this paper we continue to develop their general theory by introducing combinatorial and accessible weak model categories. We give simple necessary and sufficient conditions under which such a weak model category can be extended into a left and/or right semi-model category. As an application, we recover Cisinski-Olschok theory and generalize it to weak and semi-model categories. We also provide general existence theorems for both left and right Bousfield localization of combinatorial and accessible weak model structures, which combined with the results above gives existence results for left and right Bousfield localization of combinatorial and accessible left and right semi-model categories, generalizing previous results of Barwick. Surprisingly, we show that any left or right Bousfield localization of an accessible or combinatorial Quillen model category always exists, without properness assumptions, and is simultaneously both a left and a right semi-model category, without necessarily being a Quillen model category itself.     

Resource limited event-triggered model predictive control for continuous-time nonlinear systems based on first-order hold

This paper investigates a resources-limited situation in the event-triggered model predictive control (ETMPC) for continuous-time nonlinear system with first-order hold fashion. In consideration of limited bandwidth in data transmission through wireless network under actual operation, our strategy divides the prediction horizon, and applies linear interpolation instead of zero-order hold fashion to obtain a better system performance, so that the reduction of resources and the optimization of strategy can be guaranteed. Furthermore, in actual industry processes, quadratic cost function cannot be implemented in all operations, then general cost function is adopted in this paper. Based on the first-order hold method and general cost function, the feasibility of the ETMPC algorithm and the stability of dynamical systems are analyzed. At last, a practical example is given to show the advantages of our method.     

Characterization and computation of control invariant sets for linear impulsive control systems

Impulsive control systems are suitable to describe and control a venue of real-life problems, going from disease treatment to aerospace guidance. The main characteristic of such systems is that they evolve freely in-between impulsive actions, which makes it difficult to guarantee its permanence in a given state-space region. In this work, we develop a method for characterizing and computing approximations to the maximal control invariant sets for linear impulsive control systems, which can be explicitly used to formulate a set-based model predictive controller. We approach this task using a tractable and non-conservative characterization of the admissible state sets, namely the states whose free response remains within given constraints, emerging from a spectrahedron representation of such sets for systems with rational eigenvalues. The so-obtained impulsive control invariant set is then explicitly used as a terminal set of a predictive controller, which guarantees the feasibly asymptotic convergence to a target set containing the invariant set. Necessary conditions under which an arbitrary target set contains an impulsive control invariant set (and moreover, an impulsive control equilibrium set) are also provided, while the controller performance are tested by means of two simulation examples.     

Large-scale failure modes of dielectric elastomer actuators

Dielectric elastomer actuators (DEAs) show promise for robotic and mechatronic applications. However, to date, these actuators have experienced high rates of failure that have prevented their practical application. Here, large scale modes of failure of DEAs and their performance limits are studied. The objective is to provide design guidelines and bound the performance of DEAs that avoid failure. An idealized DEA is modeled and its failure is predicted as a function of film pre-stretch used during actuator fabrication, actuation voltage, and stretch rate. Three failure modes are considered: pull-in, dielectric strength, and material strength. Each failure mode is shown to dominate for different combinations of pre-stretch and stretch rate. High stretch rates lead to dielectric strength failure while low stretch rates lead to pull-in failure. Material strength failure is less important for most cases. Model predictions are validated experimentally using practical DEAs operating under load. This study suggests that DEAs cannot be operated reliably under load for long periods of time or low stretch rates due to pull-in failure limitations. To be reliable, DEAs must be used for short periods of time with high stretch rates.     

Model equations for the Eiffel Tower profile: historical perspective and new results

Model equations for the shape of the Eiffel Tower are investigated. One model purported to be based on Eiffel's writing does not give a tower with the correct curvature. A second popular model not connected with Eiffel's writings provides a fair approximation to the tower's skyline profile of 29 contiguous panels. Reported here is a third model derived from Eiffel's concern about wind loads on the tower, as documented in his communication to the French Civil Engineering Society on 30 March 1885. The result is a nonlinear, integro-differential equation which is solved to yield an exponential tower profile. It is further verified that, as Eiffel wrote, “in reality the curve exterior of the tower reproduces, at a determined scale, the same curve of the moments produced by the wind”. An analysis of the actual tower profile shows that it is composed of two piecewise continuous exponentials with different growth rates. This is explained by specific safety factors for wind loading that Eiffel & Company incorporated in the design of the free-standing tower. To cite this article: P. Weidman, I. Pinelis, C. R. Mecanique 332 (2004).