基于Copula的金融市场相关分析

本文采用连接函数(copula)方法研究上证和深证市场的相关性。对上证指数和深证成指收益率的边缘分布分别用正则逆Gamma分布(Normal inverse gamma mixture)、偏T分布(Skew Student-t,SST)进行拟合,然后在此基础上采用copula函数方法建立两者的联合分布。其中的copula函数分别用Gumbel-Hougaard copula、Frank copula和Clayton copula,相依参数应用推断函数法(method of inference functions,IFM方法)估计。结果表明沪深两证券市场具有相关性。     

南海夏季海洋环境噪声与海面风速相关特性分析

海洋环境噪声是影响潜艇作战及远程目标探测和定位的重要参数,由于海洋环境噪声具有很强的时空变异性,因此只能通过试验数据测量和处理了解环境噪声的统计特性。本文以2013年4月30日至8月1日,南海典型海域布放海洋环境噪声测量潜标系统所收录的环境噪声为研究对象,数据处理结果表明,在整个频率范围内,海洋环境噪声与对数风速具有很好的线性关系,但环境噪声随风速变化的斜率与频率相关,在1kHz附近达到最大值。本文通过波束形成分析了海洋环境噪声的垂直指向性,并给出了“垂直方向噪声”、“水平方向噪声”和“全向噪声”与风速相关性分析结果,可以看出,在风浪噪声与远处航船噪声都有贡献的中频段,“垂直方向噪声”与海面风速的相关性好于“全向噪声”和“水平方向噪声”与海面风速的相关性,且“垂直方向噪声”随风速变化的斜率略大于“全向噪声”随风速变化的斜率。     

三维测量中空间编码技术的研究

针对三维测量中的关键技术——空间编码技术，介绍了空间编码技术对测量的精度、速度和可靠性方面所起的重要作用。阐述了基于三角法结构光投影的测量原理。对空间编码技术在三维测量中的功能进行了研究，介绍了编码原理，总结了编码方案所应满足的条件。列举了当前典型的几种编码方案和一种新的条纹边界编码方案，并对它们进行了分析和比较，指出了它们各自的优缺点和发展趋势。在此研究基础上对空间编码技术作了进一步的总结，指出该领域未来的发展方向将是彩色编码与已有编码的结合。     

随机环境中多物种分枝游动质点密度矩阵的极限分布

本文研究了随机环境中的多物种分枝游动于时刻k,位置x的质点密度矩阵序列{M~(k)(x)}k>1的极限分布。我们在证明了M~(k)(x),k>1,x∈Z是k个独立同分布的矩阵值随机元的乘积的基础上,主要证明了随机序列{logM_(ij)~(k)(x)}k>1依某种意义规范后是渐近正态的。     

Reflection of plane waves from the boundary of a pre-stressed compressible elastic half-space

The effect of pre-stress on the propagation and reflection ofplane waves in an incompressible isotropic elastic half-spacehas been examined recently by the authors (Ogden & Sotiropoulos,1997). In the present paper the corresponding analysis for compressiblematerials is detailed. In the two-dimensional context consideredfor incompressible materials the (homogeneous) plane waves werenecessarily shear waves. By contrast, in the compressible contextpure shear waves can propagate only in specific directions inthe considered principal plane and, in a general direction,a quasi-shear wave may be accompanied by a quasi-longitudinalwave, as is the case in the anisotropic linear theory. The dependenceof the (in-plane) slowness section on the pre-stress (and finitedeformation) and on the choice of constitutive law is elucidated.This information is used to determine the reflection coefficientsfor reflection of either a (quasi-) shear wave or a (quasi-)longitudinal wave from the boundary of the half-space and tocharacterize the different cases which arise depending on thegeometry of the slowness section. The theoretical results are illustrated by numerical calculationsfor the range of possible types of behaviour with referenceforms of strain-energy function and different states of finitedeformation and to the question of stability of the half-space.     

基于图像扩散去噪的距离特征量提取研究

距离特征量反映了目标运动过程中的距离变化率,该观测量可由目标辐射噪声LOFAR谱图的干涉条纹中提取得到。低信噪比情况下,由于噪声的影响,干涉条纹特征会变模糊,提取的距离特征量值精度会降低。为提高提取精度,提出了一种边缘定向增强型扩散方程去噪方法,对LOFAR谱图进行处理,使条纹特征更加明显。迭代次数对扩散方程去噪效果影响很大,根据相关性原理,提出了一种迭代次数选择方法。为了使条纹特征更加易于区分,提出了一种基于区域分割的图像二值化方法。数值模拟实验和海试数据处理结果表明,LOFAR谱图经过处理后,提取出的距离特征量精度明显提高。     

Quantitative phenomenological model of the BOLD contrast mechanism

Different theoretical models of the BOLD contrast mechanism are used for many applications including BOLD quantification (qBOLD) and vessel size imaging, both in health and disease. Each model simplifies the system under consideration, making approximations about the structure of the blood vessel network and diffusion of water molecules through inhomogeneities in the magnetic field created by deoxyhemoglobin-containing blood vessels. In this study, Monte-Carlo methods are used to simulate the BOLD MR signal generated by diffusing water molecules in the presence of long, cylindrical blood vessels. Using these simulations we introduce a new, phenomenological model that is far more accurate over a range of blood oxygenation levels and blood vessel radii than existing models. This model could be used to extract physiological parameters of the blood vessel network from experimental data in BOLD-based experiments. We use our model to establish ranges of validity for the existing analytical models of Yablonskiy and Haacke, Kiselev and Posse, Sukstanskii and Yablonskiy (extended to the case of arbitrary time in the spin echo sequence) and Bauer et al. (extended to the case of randomly oriented cylinders). Although these models are shown to be accurate in the limits of diffusion under which they were derived, none of them is accurate for the whole physiological range of blood vessels radii and blood oxygenation levels. We also show the extent of systematic errors that are introduced due to the approximations of these models when used for BOLD signal quantification.     

锡硫属化物[M(en)3]2[Sn2Se4S2](M=Mn,Co)的溶剂热合成,晶体结构与性质表征

在乙二胺溶剂体系中,180 ℃条件下合成了两种化合物[Mn (en)3]2[Sn2Se4S2](1)和[Co(en)3]2[Sn2Se4S2](2).通过X-射线单晶衍射、SEM、IR、TGA和UV-Vis等手段对其进行了表征.X-射线单晶衍射结果表明化合物1和2是类质同晶,均为正交晶系,并属于Pbca空间群,结构中均含有Sn和两种硫属元素S、Se组成的二聚体阴离子[Sn2Se4S2]2-.两种晶体的晶胞参数分别为:化合物1,a=1.6020(8) nm,b=1.1842(6) nm,c=1.9658(10) nm,Z=8;化合物2,a=1.549t(5) nm,b=1.1688(4) nm,c=1.18666(6) nm,Z=8.紫外-可见漫反射光谱研究结果表明,化合物1和2的禁带宽度分别为1.54 eV和1.64 eV,均有半导体性能.     

一类偏积分微分方程二阶差分空间半离散格式的全局行为

偏积分微分方程产生于许多科学与工程领域,数值求解此类问题具有重要应用.本文给出了数值求解一类长时间偏积分微分方程的二阶差分空间半离散格式.借助于Laplace变换及Parseval等式,给出了全局稳定性的证明、误差估计及全局收敛性的结果.     

制造商竞争环境下逆向供应链的政府奖惩机制研究

主要运用博弈论方法探讨制造商竞争环境下的逆向供应链奖惩机制,建立了5个决策模型,分别是逆向供应链集中式决策、以逆向供应链和不回收再制造的制造商的总利润为目标决策、逆向供应链分散式决策、政府对制造商实施奖惩机制以及政府对回收商实施奖惩机制下逆向供应链的决策模型。研究表明:竞争对回收率提高有益,竞争越激烈回收率越高;积极回收再制造的制造商的新产品零售价较低,具有价格竞争优势;奖惩制造商和奖惩回收商均能起到提高回收率的作用,奖惩力度越大,回收率越高,新产品零售价越低;奖惩制造商比奖惩回收商更能调动制造商和回收商的积极性;奖惩制造商时的回购价高于奖惩回收商时的回购价;在实施奖惩机制时,回收再制造的制造商利润高于不回收再制造的制造商的利润;不回收再制造的制造商的利润随奖惩力度的增大而降低。