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.     

国际次声监测研讨会

全面核禁试条约第三届全球次声监测工作研讨会于1997年8月25至28日在美国新墨西哥州西班牙式的古城圣菲举行．会议云集了中国、美国、法国、俄罗斯、阿根廷、澳大利亚等5大洲12个国家61位活跃在次声学科领域的研究人员、政府官员以及联合国临时技术秘书等要员，围绕着全球次声监测中的7个专题进行报告和讨论，它们依次为：欢声阵的设计和信号处理，次声阵性能和减噪设备；法国欢声监测系统，国际次声监测系统60个站网的能力模型，对流层风对长距离次声传播的影响，高空风对次声同性能的影响，渗透管的特性以及对次声监测的减噪作用，欢声减噪器；爆炸检测，声遥感技术对爆炸源能量的估计，小当量地下，地面和近地面爆炸远距离声传     

左手介质椭圆光波导基模传播特性

在椭圆柱坐标系中，采用分离变量方法，得出了左手介质椭圆光波导本征方程的近似解，通过数值计算，分析了椭圆波导偏心率、左手介质的电容率、磁导率对椭圆光波导基模传播特性的影响，并将左介质光波导与右手介质光波导基模特性进行对比，得出左手介质光波导的基模特性与右手介质光波导基模特性差别不大的结论.     

一种时延范德波尔电磁系统中的复杂行为(Ⅱ)——时空混沌图案动态

对于一个由线性无损传输线加非线性边界条件组成的简单无穷维电磁系统，应用行波理论确定了电压反射波的局部映射关系.数值仿真结果表明，当系统参数发生变化时，传输线沿线电压存在着非常丰富的时空非线性现象.通过描绘出空间振幅变化图和时空行为发展图，定性分析了传输线沿线电压的时空混沌图案动态，为研究和理解时空混沌提供了一种良好的可求解模型. 关键词： 图案 时空混沌 无穷维系统 时延范德波尔电磁系统     

Multi-path propagation of acoustical wave and time reversal field in a solid plate

The multi-path effect of the acoustical wave in a solid plate is studied. The multireflection and wave conversion of the cylindrical compressional and shear waves, which are excited by an infinite strip on a free surface of the solid plate, are analyzed thoroughly by the far-field approximation method. The concise analytical representations of the cylindrical waves are obtained. The time reversal processing is then applied to the propagation of the cylindrical waves and analyzed theoretically and experimentally. It is shown that the waves coming from different array elements and different paths all arrive at the original place after the time reversal operation. It indicates that the time reversal can compensate automatically the wave aberration caused by the multi-path effect. The self-adaptive focusing of the time reversal field is also analyzed quantificationally by the focusing gain and the ratio of the principal to the second lobe. The effects of the focus position and the aperture of the transducer array on the focused field are also investigated. It shows that theoretical and experimental results are consistent to each other very well.     

Temporal Skewness of Electromagnetic Pulsed Waves Propagating Through Random Media with Ebedded Irregularity slab

Electromagnetic pulsed waves can be distorted in the propagation through random media,and their energy distributions change along the leading and trailing edge of the waveform,which can be presented by the temporal skewness.The skewness presents asymmetry and is treated by the third-order temporal moment,in which an analytic solution for the two-frequency mutual coherence function is obtained recently.Then,transionospheric pulses are discussed in details,Both theoretical analysis and numerical computation indicate that the contributions from scattering and dispersion of irregularities dominate over those of background,so the latter can be neglected in most cases.Also,the temporal skewness of a transionopheric pulse is negative and energy is shifted to the leading edge.     

Dependence of Quark Effective Mass on Gluon Propagators

Based on Dyson Schwinger Equations （DSEs） in the “rainbow” approximation, the dependence of quark effective mass on gluon propagator is investigated by use of three different phenomenological gluon propagators with two parameters, the strength parameter x and range parameter △. Our theoretical calculations for the quark effective mass Mf（p^2）, defined by the self-energy functions Af（p^2） and Bi（p%2） of the DSEs, show that the dynamically running quark effective mass is strongly dependent on gluon propagator. Therefore, because gluon propagator is completely unknown, the quark effective mass cannot be exactly determined theoretically.     

A Continuation Method of Parameter Inversion for Non-Equilibrium Convection-Dispersion Equation

Based on the homotopy mapping, a globally convergent method of parameter inversion for non-equilibrium convection-dispersion equations （CDEs） is developed. Moreover, in order to further improve the computational efficiency of the algorithm, a properly smooth function, which is derived from the sigmoid function, is employed to update the homotopy parameter during iteration. Numerical results show the feature of global convergence and high performance of this method. In addition, even the measurement quantities are heavily contaminated by noises, and a good solution can be found.     

Transverse Effects in Slow Light Propagation

The effect of finite control beam on the transverse spatial profile of the slow light propagation in an electromagnetically induced transparency medium is studied. From the second-order wave equation and linear response of an EIT medium to the signal field, we find it is possible to produce an effective waveguide for the signal field. The existence and properties of a set of localized, stationary transverse modes are demonstrated. Especially, by carefully manipulating the profile of the control beam, we can realize single-mode propagation for the signal field, which may be important for potential applications.     

水力机械内鲤鱼草鱼的压力损伤模拟试验

通过试验人工模拟水力机械内压力变化过程,测量压力时间变化,观察并解剖分析不同压力变化过程对鲤鱼和草鱼造成损伤的情况。试验发现,负压状态下的压力变化过程会对鱼的生存构成直接威胁,并得到了新型环保水力机械设计中应采用的压力时变导数极限值。