基于MCMC抽样的金融贝叶斯半参数GARCH模型研究

GARCH模型是研究金融资产收益的重要模型,然而现有参数GARCH模型依然不能有效刻画金融资产收益偏态厚尾特性且存在模型设定风险。本文在非参数分布和GARCH模型基础上,建立半参数GARCH模型以提高模型的有效性;同时在贝叶斯框架内发展有效MCMC抽样解决模型的参数估计难问题,并利用DIC4研究模型比较问题;最后通过模拟研究和实证研究考察MCMC抽样的有效性,检验半参数GARCH模型在刻画金融资产收益特性和风险价值预测方面的实际效果。     

二阶共振周期边值问题多解的存在性

借助于与给定共振的非线性周期边值问题相关的非共振的线性边值问题来构造算子,利用范数形式的锥拉伸-压缩不动点定理,得到了非线性周期边值问题非负解的存在性定理.     

极大似然估计算法研究

将解一元方程的二分法推广至求解多元非线性方程组.以第K个变元Xk为参数,则κ元方程组就可以看作曲线s(前κ-1个方程)和κ-1维曲面C(第κ个方程),于是κ元方程组的解就可以看作寻找曲线s和曲面C的交点.对参数Xk作二分法,重复迭代,直到找到满足误差要求的方程组的解.最后给出了用多元二分法的算法求解极大似然估计的数值解.     

Application of two-mode fiber in voltage sensor

A new mode patter's demodulation technique is put forward. Researches of experiment and theory show that the coupling efficiency of two kinds of different fibers depends on the relative offset between the two fibers when the core diameter of the information pick-up fiber is a little smaller than the major semi-axes of the elliptical-core two-mode fiber. Especially, when the relative offsetδ≈1, fusing splice coupling efficiency reaches peak value. Furthermore, based on the new demodulation scheme, the sine voltage signal applied on the piezoelectric lead zirconate titanate (PZT) is obtained and the detection precision of the system is within±0.2% when the voltage changes between 0.1 and 20 V.     

密度函数垂直表示及在非均匀随机数生成中的应用

本文给出密度函数垂直表示法,以及利用该方法产生给定概率密度函数的随机向量的一般算法。     

Mg-Ni/BaTiO_3催化剂上CH_4/CO_2重整反应研究

采用等体积浸渍法制备了MgO改性的一系列Mg-Ni/BaTiO3催化剂,并在固定床反应装置上考察了这些催化剂对CO2重整CH4反应的催化活性。结果表明,MgO质量负载为5%的Mg-Ni/BaTiO3催化剂活性最好。考察了不同浸渍顺序对催化剂性能的影响,结果表明,先浸镁盐后浸镍盐制得的催化剂催化性能更为理想。XRD、TPR和TPD表征发现,与催化剂Ni/BaTiO3相比,MgO的添加有利于提高催化剂的催化活性和抗积炭性能,对催化剂起到了良好的改性作用。     

Optical parametric chirped pulse amplification based on photonic crystal fibre

A compact two-stage optical parametric chirped pulse amplifier based on photonic crystal fibre is demonstrated.A 1064-nm soliton pulse is obtained in a home-made photonic crystal fibre (PCF) with femtosecond pulse pumping and then amplified to 2 mJ in an Nd:YAG regenerative amplifier.After the amplified pulses pass through the LBO crystal,the 532-nm double-frequency light with an energy of 0.8 mJ and a duration of over 100 ps at 10-Hz repetition rate is generated as a pump source in the following two-stage optical parametric amplification (OPA).The 850-nm chirped signal light gain from the stretcher is 1.5×10 4 in the first-stage OPA while it is 120 in the second-stage OPA.The total signal gain of optical parametric chirped pulse amplification (OPCPA) can reach 1.8×10 6.     

氨基酸辅助增强Cs3Cu2I5钙钛矿荧光粉及其蓝光LED的性能研究

本文采用简单的室温球磨法制备了一系列L-组氨酸(L-His)和5-氨基戊酸(5-Ava)修饰的Cs₃Cu₂I₅钙钛矿荧光粉，并对Cs₃Cu₂I₅∶x%L-His和Cs₃Cu₂I₅∶x%5-Ava(x=0、0.5、1、1.5、2)样品的物相、形貌、光学和稳定性进行了分析。氨基酸添加未对Cs₃Cu₂I₅钙钛矿的晶体结构造成影响，Cs₃Cu₂I₅仍属于Pnma空间群，但氨基酸的加入对钙钛矿的晶粒尺寸有一定的限制作用，并有效改善了其光电性能。当x=1时，经L-His和5-Ava修饰的Cs₃Cu₂I₅钙钛矿较纯Cs₃Cu₂I₅钙钛矿的荧光强度...     

Central distance of interferential mode patterns of elliptical core two-mode fiber

By means of the weakly guiding approximation, the mode spot sizes Wx and Wy of the fundamental mode along the semimajor （x-direction） and semiminor （y-direction） axes of the fiber core in elliptical core two- mode fiber are discussed. The variation of their ratio value Wx/W9 with the operation wavelength A and the length ratio a/b between the semimajor axis and the semiminor axis of the fiber core is analyzed. Based on this analysis, the distribution figures of two-lobe interferential mode patterns are evaluated and simulated quantitatively for different phase difference changes between LP01 and LP~~n modes. The two-lobe interferential mode patterns have the same profile and distribute symmetrically when the phase difference equals ~r/2. Their central distance S becomes larger when W~：/W~ augments gradually. F~rthermore, the equation about the central distance S of the two-lobe interferential mode patterns is given when the operation wavelength varies between 0.65 and 1.31 #m, which is important to applications shuch as sensors and coupling devices between different fibers.