对期望理论的两个重要推进——损失厌恶系数λ及参考点研究

行为金融学是近20年来最为重要的新兴金融理论,期望理论更是其中的亮点,其运用领域之广超乎人们的想象,所以对它的完善改进具有非常重要的意义。本文对期望理论中的损失厌恶系数和参考点问题进行了深入研究,并且得出了创新性的结果:损失厌恶系数不是常数而是动态变量;得出了内生且纳入更多投资者行为特征的参考点。这些结果是对期望理论的重要改善和推进,对其在大量金融领域和涉及到财富偏好的问题的解决中都大有裨益。     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

Identification of a dissipation coefficient by a variational method

A generalized inverse problem for the identification of the absorption coefficient for a hyperbolic system is considered. The well-posedness of the problem is examined. It is proved that the regular part of the solution is an L ₂ function, which reduces the inverse problem to minimizing the error functional. The gradient of the functional is determined in explicit form from the adjoint problem, and approximate formulas for its calculation are derived. A regularization algorithm for the solution of the inverse problem is considered. Numerical results obtained for various excitation sources are displayed.     

相关系数与相关性度量

研究了度量相关性的两个主要工具:线性相关系数和尾部相关系数.线性相关系数反映了变量间的线性相关性,这对于一般的椭圆型分布是合适的.但如果随机变量具有不对称的尾部变化特征时,要用尾部相关系数描述它们之间的相关性.通过相关函数C opu la,对沪深股市的尾部相关系数进行了定量分析.结果表明:沪深股市具有较强的相关性.     

Optimal reconstruction of the solution of the wave equation from inaccurate initial data

In the present paper, we consider the problem of the optimal reconstruction of the solution of the wave equation from the approximate values of the Fourier coefficients of the function specifying the initial form of the string. For an operator defined on the weight space of vectors from l ₂, we present the solution of the more general problem of reconstruction from the approximate values of the coordinates of these vectors.     

单位球上全纯函数空间的系数乘子

本文给出了C^n中超球B上Hardy空间H^p,Bergman空间Lα^p,Bloch空间β，Besov空间Bp及Lipschitz空间Ak^p之间的系数乘子。     

带强迫项变系数组合KdV方程的显式精确解

通过构造两个新的Riccati方程组，推广了Riccati方法，使其具有简洁的形式，丰富和发展了已有的结果，借助Mathematica软件，求出了带强迫项变系数组合KdV方程的一些精确解，包括各种类孤波解、类周期解和变速孤波解. 关键词： Riccati方程组 变系数组合KdV方程 强迫项 类孤波解     

含有五边形—七边形缺陷的单壁纳米碳管的输运性质研究

运用第一性原理的密度泛函理论结合非平衡格林函数研究了含有五边形—七边形拓扑缺陷的纳米碳管异质结的输运性质.结果发现：拓扑缺陷对碳管的输运性质有很大影响；另外，不同类型的碳管形成的异质结的输运性质也有明显的差异. 关键词： 纳米碳管 输运性质 异质结 透射系数     

不良导体导热系数测定实验中仪表风扇对实验结果的影响

根据对物体冷却规律的分析,并从实验结果比较,指出稳态法测不良导体导热系数实验中,设置散热盘的冷却过程应与其在稳态过程时的强迫对流散热方式保持一致.     

基于扩散势能和自由体积的自扩散系数模型

在考虑自由体积和局部临界扩散势能的基础上,提出一种新的计算自扩散系数模型,并给出新模型中各个因子物理含义．同时还提出一种计算局部临界扩散势能的新方法,并应用于新模型．另外将衍生van der Waals状态方程应用于求解自由体积,式中所需径向分布函数由Morsali-Goharshadi方程得到．在相同条件下,新模型比原自由体积模型更准确．