CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

Flow Search Approach and New Bounds for the m-Step Linear Conjugate Gradient Algorithm

A flow search approach is presented in this paper. In the approach, each iterative process involves a subproblem, whose variables are the stepsize parameters. Every feasible solution of the subproblem corresponds to some serial search stages, the stepsize parameters in different search stages may interact mutually, and their optimal values are determined by evaluating the total effect of the interaction. The main idea of the flow search approach is illustrated via the minimization of a convex quadratic function. Based on the flow search approach, some properties of the m-step linear conjugate gradient algorithm are analyzed and new bounds on its convergence rate are also presented. Theoretical and numerical results indicate that the new bounds are better than the well-known ones.     

Robust Output Tracking Control of an Uncertain Linear System via a Modified Optimal Linear-Quadratic Method

This study investigates the robust output tracking problem for a class of uncertain linear systems. The uncertainties are assumed to be time invariant and to satisfy the matching conditions. According to the selected nominal parameters, an optimal solution with a prescribed degree of stability is determined. Then, an auxiliary input via the use of an adapting factor, connected to the nominal optimal control, is introduced to guarantee the robustness and prescribed degree of stability for the output tracking control of the uncertain linear systems. This method is very simple and effective and can reject bounded uncertainties imposed on the states. A maglev vehicle model example is given to show its effectiveness.     

Synthesis of acetone oxime through acetone ammoximation over TS-1

The ammoximation of acetone to acetone oxime with 30 wt.% hydrogen peroxide over TS-1 has been studied. The conversion of acetone and the selectivity to acetone oxime can reach 99% and 94%, respectively. The by-products are the corresponding hydrazone, imine and small amounts of unidentified compounds. The influence of various parameters such as solvent, temperature, amounts of catalyst and the NH₃ to acetone molar ratio were investigated. This revised version was published online in August 2006 with corrections to the Cover Date.     

THE GLOBAL THEOREM OF A.N.BERLINSKII

ＳｏｃａｌｔｈｅＢｅｒｌｉｎｓｋｉｔｈｅｏｒｅｍｆｏｒｐｌａｎａｒｑｕａｄｒａｔｉｃＳｙｓｔｅｍ（ＱＳ）ｉｓ：ＴｈｅｏｒｅｍＡ［１］ＳｕｐｐｏｓｅｔｈａｔａＱＳｈａｓ４ｆｉｎｉｔｅｃｒｉｔｉｃａｌｐｏｉｎｔｓ（ＣＰｓ），Ｉｆｔｈｅｑｕａｄｒｉｌａ...     

Full field algebras, operads and tensor categories

We study the operadic and categorical formulations of (conformal) full field algebras. In particular, we show that a grading-restricted R×R-graded full field algebra is equivalent to an algebra over a partial operad constructed from spheres with punctures and local coordinates. This result is generalized to conformal full field algebras over VL⊗VR, where VL and VR are two vertex operator algebras satisfying certain finiteness and reductivity conditions. We also study the geometry interpretation of conformal full field algebras over VL⊗VR equipped with a nondegenerate invariant bilinear form. By assuming slightly stronger conditions on VL and VR, we show that a conformal full field algebra over VL⊗VR equipped with a nondegenerate invariant bilinear form exactly corresponds to a commutative Frobenius algebra with a trivial twist in the category of VL⊗VR-modules. The so-called diagonal constructions [Y.-Z. Huang, L. Kong, Full field algebras, arXiv: math.QA/0511328] of conformal full field algebras are given in tensor-categorical language.     

一种实现光源与光纤耦合的方法

本文介绍了一种用显微镜筒与透镜构成的光学系统来实现光源与光纤耦合的方法。该方法具有光路系统小巧方便、耐用、耦合效率高等优点。     

Study on the dispersion characteristic of the plasma-loaded relativistic BWO

The dispersion characteristic of the plasma-loaded relativistic backward wave oscillator has been analyzed. The theoretical model has been established and the numerical calculations accord with the experimental results, which provides some useful suggestions on the designing of slow-wave structure of BWO.