铁磁材料作用于Bi-2223带材临界电流的研究

主要研究了铁磁材料对Bi-2223带材的临界电流的影响。通过计算铁磁材料在不同布局下对带材磁场分布的影响,进行了相应的临界电流测试实验。分析表明,将铁磁材料垂直放在带材边缘能有效地提高带材的临界电流。     

一类金融贝叶斯分位数GARCH模型及其在我国汇率市场中的应用研究

现有GARCH模型依赖于参数条件分布形式假设,依然不能有效刻画金融资产收益偏态厚尾特性,分位数回归能给条件分布提供更加全面的描述.在分位数回归和GJR-GARCH模型基础上建立分位数GJR-GARCH模型,并在贝叶斯框架下对模型进行分析;同时利用中国金融市场数据检验分位数GJR-GARCH模型在风险价值预测方面的实际效果.     

Modular interference characteristic of two-mode fiber

The modular interference characteristics of circular-core and elliptical-core two-mode fibers are investigated in theory. The intensity distribution and figure of two-lobe mode patterns are evaluated and simulated quantitatively for different phase difference change between LP01 and LP11even mode. The interference mode patters of elliptical-core and circular-core two-mode fibers are compared, the result shows that the two-lobe interference patters of the two-mode fibers generate energy exchange and oscillation, and the difference is that the interference mode patterns of circular-core two-mode fiber are almost elliptical, while the interference mode pattern of elliptical-core two-mode fiber is approximately circular on condition that proper selection of the ellipticity. Their two-dimensional (2D) profile determines the choice of the core shape of the information pick-up fiber.     

基于MCMC方法的金融贝叶斯半参数随机波动模型研究

现有随机波动(SV)模型依赖于参数条件分布形式假设,无法充分描述金融资产收益的偏态厚尾等典型特点,而非参数分布能够更全面地刻画这些特性。本文将SV模型和非参数分布相结合,构建一类半参数SV模型;同时在贝叶斯框架内,发展有效MCMC抽样解决模型的参数估计难问题,并利用对数预测尾部得分(LPTS)法分析模型的极端风险预测能力;最后以我国美元/人民币汇率市场为例,对半参数SV模型在收益特性刻画以及极端风险预测方面的实际效果进行了检验。