基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Decay rate for viscoelastic wave equation of variable coefficients with delay and dynamic boundary conditions

In this paper, we consider a viscoelastic wave equation of variable coefficients in the presence of past history with nonlinear damping and delay in the internal feedback and dynamic boundary conditions. Under suitable assumptions, we establish an explicit and general decay rate result without imposing restrictive assumption on the behavior of the relaxation function at infinity by Riemannian geometry method and Lyapunov functional method.     

Analogue Models of and for Gravity

Condensed matter systems, such as acoustics in flowing fluids, light in moving dielectrics, or quasiparticles in a moving superfluid, can be used to mimic aspects of general relativity. More precisely these systems (and others) provide experimentally accessible models of curved-space quantum field theory. As such they mimic kinematic aspects of general relativity, though typically they do not mimic the dynamics. Although these analogue models are thereby limited in their ability to duplicate all the effects of Einstein gravity they nevertheless are extremely important—they provide black hole analogues (some of which have already been seen experimentally) and lead to tests of basic principles of curved-space quantum field theory. Currently these tests are still in the realm of gedanken-experiments, but there are plausible candidate models that should lead to laboratory experiments in the not too distant future.     

Probability Collectives for Unstable Particles

Unstable particles, together with their stable decay products, constitute probability collectives that are defined as Hilbert spaces with dimension higher than one, nondecomposable in a particle basis. Their structure is considered in the framework of Birkhoff-von Neumann's Hilbert subspace lattices. Bases with particle states are related to bases with a diagonal scalar product by a Hilbert-bein involving the characteristic decay parameters (in some analogy to the n-bein structures of metrical manifolds). Probability predictions as expectation values, involving unstable particles, have to take into account all members of the higher dimensional collective. For example, the unitarity structure of the S-matrix for an unstable particle collective can be established by a transformation with its Hilbert-bein.     

采用多元化的教学手段,提高物理人才的综合素质——南开大学物理学基础科学人才培养基地建设经验介绍

介绍了南开大学国家物理学基础科学研究人才培养基地在十多年的建设中,通过多元化的教学手段提高学生的学习自主性,通过加强科研训练提高物理人才综合素质的经验和取得的成果.     

一种新的奇偶非线性相干态的位相统计性质

根据Pegg-Barnett位相定义, 计算了一种新的奇偶非线性相干态的位相概率分布函数, 利用数值计算方法研究了它们的位相统计性质. 数值计算结果表明：新的奇偶非线性相干态的位相特性与通常奇偶相干态的位相特性截然不同.     

NA序列部分和的矩完全收敛性

讨论了NA序列部分和的矩完全收敛性,在一定条件下获得了NA序列矩完全收敛的充要条件,显示了矩完全收敛和矩条件之间的关系,将独立同分布随机变量序列矩完全收敛的结果推广到NA序列,得到了与独立随机变量序列情形类似的结果.     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

Maximum Shannon Entropy, Minimum Fisher Information, and an Elementary Game

We formulate an elementary statistical game which captures the essence of some fundamental quantum experiments such as photon polarization and spin measurement. We explore and compare the significance of the principle of maximum Shannon entropy and the principle of minimum Fisher information in solving such a game. The solution based on the principle of minimum Fisher information coincides with the solution based on an invariance principle, and provides an informational explanation of Malus' law for photon polarization. There is no solution based on the principle of maximum Shannon entropy. The result demonstrates the merits of Fisher information, and the demerits of Shannon entropy, in treating some fundamental quantum problems. It also provides a quantitative example in support of a general philosophy: Nature intends to hide Fisher information, while obeying some simple rules.     

On the analysis of a dynamic evolutionary algorithm

Evolutionary algorithms are applied as problem-independent optimization algorithms. They are quite efficient in many situations. However, it is difficult to analyze even the behavior of simple variants of evolutionary algorithms like the (1+1) EA on rather simple functions. Nevertheless, only the analysis of the expected run time and the success probability within a given number of steps can guide the choice of the free parameters of the algorithms. Here static (1+1) EAs with a fixed mutation probability are compared with dynamic (1+1) EAs with a simple schedule for the variation of the mutation probability. The dynamic variant is first analyzed for functions typically chosen as example-functions for evolutionary algorithms. Afterwards, it is shown that it can be essential to choose the suitable variant of the (1+1) EA. More precisely, functions are presented where each static (1+1) EA has exponential expected run time while the dynamic variant has polynomial expected run time. For other functions it is shown that the dynamic (1+1) EA has exponential expected run time while a static (1+1) EA with a good choice of the mutation probability has polynomial run time with overwhelming probability.