基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

河南省城市居民消费结构比较研究

本文主要应用聚类分析方法 ,对河南省 17个地市级城市居民的消费结构进行了比较统计分析 ,从而得到了各城市居民消费结构的一些特点和规律 ,并进一步探讨了其消费结构、可支配收入与总消费支出之间的关系     

Some results on controllability of a nonlinear degenerate parabolic system by bilinear control

In this paper, we discuss the controllability of a nonlinear degenerate parabolic system with bilinear control. Based on the shrinking property of the solutions, we prove that the system is not globally approximately controllable. Furthermore, we give an approximate null controllability result. We also prove that the system is not globally exactly null controllable by a comparison principle.     

一类数论函数的性质(Ⅱ)

For any given positive integer n≥1,the Euler functionφ(n) is defined to be the number of positive integers not exceeding n,which is relatively prime to n.ω(n) is defined to be the number of different prime divisors of n.In order to know the solvability of the function ofφ(φ(φ(n)))=2~(ω(n)),properties of the number theoretical functionφ(φ(n)) is studied in the paper.     

On Donaldson’s flow of surfaces in a hyperkähler four-manifold

We prove some basic properties of Donaldson’s flow of surfaces in a hyperkähler 4-manifold. When the initial submanifold is symplectic with respect to one Kähler form and Lagrangian with respect to another, we show that certain kinds of singularities cannot form, and we prove a convergence result under a condition related to one considered by M.-T. Wang for the mean curvature flow.     

相关系数与相关性度量

研究了度量相关性的两个主要工具:线性相关系数和尾部相关系数.线性相关系数反映了变量间的线性相关性,这对于一般的椭圆型分布是合适的.但如果随机变量具有不对称的尾部变化特征时,要用尾部相关系数描述它们之间的相关性.通过相关函数C opu la,对沪深股市的尾部相关系数进行了定量分析.结果表明:沪深股市具有较强的相关性.     

微纳米加工技术在纳米物理与器件研究中的应用

物质在纳米尺度下可能呈现出与体材料不同的物理特件，这正是纳米科技发展的基础之一。要想探索在纳米尺度下材料物埋性质的变化规律及可能的应用领域，离不开相应的技术手段，微纳米加工技术作为当今高技术发展的重要技术领域之一，是实现功能人工纳米结构与器件微纳米化的基础。本文根据几个不同的应用领域，介绍了微纳米加工技术在纳米物理与器件研究领域的应用。     

Generalized KKM Type Theorems in FC-Spaces with Applications (I)

The class KKM(X,Y) (resp., s-KKM(X,Y,Z)) of set-valued mappings with KKM (resp., s-KKM) property is introduced in FC-spaces without any convexity structure. Some generalized KKM (resp., s-KKM) type theorems are proved in FC-spaces under much weak assumptions. As applications, some new section theorems and coincidence theorems are established in FC-spaces. These theorems generalize many known results in literature. The further applications of these results will be given in a follow-up paper.     

高能闪光照相对电子束参数的要求

对高能闪光机光源性能用Monte-Carlo方法模拟研究发现：并非击靶电子束半径越小、发射度越低, 闪光机的照相性能就会越好. 研究结果表明：为了使闪光照相图像视面上照射量分布比较均匀, 对束半径与电子束归一发射度有一个联合限制, 对于20MeV闪光机, 如果击靶电子束有效半径是0.12cm, 那么仅当束归一发射度≥550cm.mrad时,在2°内的照射量不均匀性才小于5%.     

Modulation of Spin Distribution and Spin Transport by a Magnetic Field in a Quasi-One-Dimensional System with Spin--Orbit Coupling

The distributions of spin and currents modulated by magnetic field in a transverse parabolic confined two-dimensional electronic system with a Rashba spin--orbit coupling have been studied numerically. It is shown that the spin accumulation and the spin related current are generated by magnetic field if the spin--orbit coupling is presented. The distributions of charge and spin currents are antisymmetrical along the cross-section of confined system. A transversely applied electric field does not influence the characteristic behaviour of charge- and spin-dependent properties.