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.     

KF-Al2O3催化合成2-甲基-1-苄基苯并咪唑

苯并咪唑类杂环化合物具有杀菌、消炎、抗癌、抗氧化的活性,广泛用于食品的防虫和防腐,用于动、植物病毒的防治,人体疾病和肿瘤的防治[1-3],本文用KF Al2O3作催化剂,用DMF为溶剂,利用2 甲基苯并咪唑与苄基溴反应合成2 甲基 1 苄基苯并咪唑的新型方法,考察了诸因素对产率的影响,找出了最佳的反应条件。合成路线如下:1　实验部分1 1　仪器与试剂Brurer AM 500超导核磁共振波谱仪(溶剂CDCl3);CarloErbal1106型元素分析仪,NicoletIm pact410型红外光谱仪,KBr压片,HP1100型和Finnigan FTMS 2000型质谱仪(以上均由华东理工大学分析…     

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.     

Novel optical film sensor design based on p-polarized reflectance

A new scheme of optical film sensor is presented. The sensor is based on p-polarized reflectance, consisting of a sensing coated substrate, is easily optimized for maximum sensitivity in different applications. The resolutions of refractive index n_f, extinction coefficient k_f and thickness h_f of the sensitive films are predicted to be 10⁻⁷, 10⁻⁵ and 10⁻³ nm, respectively. Experimentally, we selected the sol–gel derived SnO₂ films as gas-sensitive films and conducted preliminary gas-sensing test. The results indicate that novel optical film sensor scheme has higher sensitivity, and the detection sensitivity is available to 10⁻¹ ppm on the condition of optimum optical parameters and incident angle.     

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.     

注入控制铜蒸气激光方向性时间过程测量

实验研究了注入控制对铜蒸气激光非稳腔输出光束质量的影响，从输出光发散角时间分辨过程的测量结果说明注入加速被注入腔内激光发散角的减小过程。由于被注入腔内放大自发辐射的存在，为得到较好的注入控制效果，注入光的脉宽和进入被注入腔的延时必须恰当。     

Alternative Approach to the Concept of Shape Invariance in Quantum Mechanics

It is shown that in the case of shapeinvariance, with the use of the mixing functionformalism, exact solvability of the Schrodinger equationcan be obtained without recourse to the technique ofsupersymmetrization. Some consequences of the method are outlinedand illustrated by specific examples.     

THE GLOBAL THEOREM OF A.N.BERLINSKII

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