侧钻水平井轨道设计模型、算法及应用

本针对三维水平井轨道优化设计问题，建立了以非线性常微分方程为主要约束条件的最优控制模型。以均匀设计方法选初始点，并依此把允许区域分解为有限多个子域，在每个子域上构造了改进的Hooke-Jeeves优化算法，将它用于多口水平井的实际生产中，表明了本给出的模型、算法及软件的正确性与有效性。     

THE OPTIMAL CONTROL SYSTEM OF 3D HORIZONTAL WELL AND ITS APPLICATION

A multi-objective optimal control model for nonlinear multilevel dynamicalsystem is built in this paper. The existence of the solutions to this systemand the controllability and the polykeys of the control are discussed. In orderto obtain the global optimal solution, Uniform Design method is introducedto select initial1 feasible points, then an improved Hooke-jeeves algorithm isproposed. The new algorithm and its corresponding software we developed hasvalidated in more than 12 horizontal wells, which show their advantages suchas less length of trajectory designed, more accuracy of target hitting and lesstime-consuming comparison with present conventional method.     

多元Copula-GARCH模型及其在金融风险分析上的应用

针对传统风险分析模型的不足,结合Copula技术和GARCH模型,提出了多元Copula-GARCH模型。指出该模型不仅可以捕捉金融市场间的非线性相关性,还可以得到更灵活的多元分布进而用于资产投资组合VaR分析。在详细探讨了基于Copula技术的资产投资组合的MonteCarlo仿真技术的基础上,运用具有不同边缘分布的多元Copula-GARCH模型,对上海股市进行了研究,结果证实了所提模型和方法的可行性和有效性。