CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

Experimental 511 W Composite Nd：YAG Ceramic Laser

We demonstrate a 511 W laser diode pumped composite Nd：YAG ceramic laser. The optical pumping system is consisted of five laser diode stacked arrays arranged in a pentagonal shape around the ceramic rod whose size is φ6.35×144mm. When the pumping power is 1600 W, the cw laser output up to 511 W at 1064nm can be obtained with a linear piano-piano cavity, and the optical-to-optical efficiency is 31.9%. To our knowledge, this is the highest value of laser output by using a newly invented composite Nd：YAG ceramic rod as the gain medium.     

A new type SVM-projected SVM

Support vector machine (SVM), developed by Vapnik et al., is a new and promising technique for classification and regression and has been proved to be competitive with the best available learning machines in many applications. However, the classification speed of SVM is substantially slower than that of other techniques with similar generalization ability. A new type SVM named projected SVM (PSVM), which is a combination of feature vector selection (FVS) method and linear SVM (LSVM), is proposed in present paper. In PSVM, the FVS method is first used to select a relevant subset (feature vectors, FVs) from the training data, and then both the training data and the test data are projected into the subspace constructed by FVs, and finally linear SVM(LSVM) is applied to classify the projected data. The time required by PSVM to calculate the class of new samples is proportional to the count of FVs. In most cases, the count of FVs is smaller than that of support vectors (SVs), and therefore PSVM is faster than SVM in running. Compared with other speeding-up techniques of SVM, PSVM is proved to possess not only speeding-up ability but also de-noising ability for high-noised data, and is found to be of potential use in mechanical fault pattern recognition.     

Robust H∞ control for linear Markovian jump systems with unknown nonlinearities

This paper studies the problem of stochastic stability and disturbance attenuation for a class of linear continuous-time uncertain systems with Markovian jumping parameters. The uncertainties are assumed to be nonlinear and state, control and external disturbance dependent. A sufficient condition is provided to solve the above problem. An H_∞ controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation γ for all admissible uncertainties. It is shown that the control law is in terms of the solutions of a set of coupled Riccati inequalities. A numerical example is included to demonstrate the potential of the proposed technique.     

激光相干阵列探测中的二元全息光栅

从外差阵列探测出发，围绕木振光束整形问题，就计算全息位相光栅在激光相干雷达系统中的应用进行了理论及实施方面的研究，得出较好的结果。     

Medium-range structural order in liquid Ni20Al80 alloy: Experimental and molecular dynamics studies

In this Letter, structural properties of liquid Ni₂₀Al₈₀ have been studied through molecular dynamics (MD) simulations, and results agree well with X-ray experiments. The prepeak in the structure factor manifests the existence of medium-range structural order (MRSO) in liquid Ni₂₀Al₈₀. Analyses in MRSO reveal the dominance of ideal icosahedra and defective icosahedra which, furthermore, form clusters and share common atoms.     

氢化丁苯共聚物结构的核磁共振波谱表征Ⅰ.13C谱带的归属

本文分别用JEOL FX-90Q和Bruker AM-300波谱仪测定了氢化聚丁二烯和氢化丁苯共聚物的¹H,¹³C-NMR谱,得到了分辨率较高的谱图和新的结构信息。借助DEPT技术确定了各谱带的CH或CH₂类型。利用Grant-Paul和Lindeman-Adams介绍的化学位移经验计算公式,考虑苯基对α、β和γ碳原子的影响,计算了各种三单元序列中有关碳原子的化学位移。对脂肪碳部分的28组谱带重新进行了归属。化学位移计算值与实测值基本相符,并得到了不同组成的模型聚合物¹³C-NMR谱的各谱带强度变化规律的验证。     

Mean Value on the Difference Between a Quadratic Residue and Its Inverse Modulo p

The main purpose of this paper is to use the generalized Bernoulli numbers, Gauss sums and the mean value theorems of Dirichlet L-functions between a quadratic residue and its inverse modulo p value formula. to study the asymptotic property of the difference （a prime）, and to give an interesting hybrid mean     

Poly[[diaqua(N,N‐dimethylformamide‐κO)manganese(II)]‐μ3‐sulfato]

In the title complex, [Mn(SO₄)(C₃H₇NO)(H₂O)₂]_n, each Mn^II ion has a distorted octahedral geometry formed by three O atoms of three different sulfate groups, one O atom of a dimethylformamide ligand and two water molecules. The sulfate groups act as tridentate bridging ligands connecting the Mn^II ions into a two‐dimensional layer structure which can be regraded as a 4.8² network.     

X-ray absorption spectra of plasmas

In this paper we present a theoretical method to calculate the absorption spectra of hot dense plasmas. Based on our fully relativistic treatment incorporated with the quantum defect theory to handle the huge number of transition arrays from many configurations with high principal quantum number, we can calculate the absorption spectra for any element or multi-element plasmas with little computational efforts. We calculate the absorption spectra of C10H1605 plasmas, which are in good agreement with the experimental spectra. We can then provide diagnostic analysis for plasmas in relevant inertial confinement fusion (lCF) experiments; namely not only to determine plasmas' temperatures and densities, but also to provide the population densities of various ionic stages. Our theoretical method verified by "benchmark experiments" will be a basic tool to provide "precise" opacity data for the ICF research.``