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151.
152.
Signed graphs for portfolio analysis in risk management 总被引:1,自引:0,他引:1
Harary Frank; Lim Meng-Hiot; Wunsch Donald C. 《IMA Journal of Management Mathematics》2002,13(3):201-210
We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable. 相似文献
153.
The results of laser induced deposition of copper on polyimide substrate from copper electrolyte solution are reported. Unlike most work reported in the literatures where CW Ar+ lasers were used, a second harmonic (532 nm wavelength) Q-switch Nd:YAG laser was used for our experiments. The deposition process was conducted by laser-catalyzing of the polyimide surface and subsequent photothermal-accelerated reduction of copper-complex ions in an alkaline reducing environment. The characteristics of the deposited copper line were investigated in terms of laser beam scanning speed, and the number of scans. The surface morphology and chemical composition of the deposited copper were analyzed using field emission scanning electron microscope (FESEM) and energy dispersive spectrometer (EDX). The optimum processing conditions have been identified. The copper deposit was found to adhere well to the substrate. 相似文献
154.
对欧洲的立法者来说,目前最为关注的课题之一便是如何解决数字鸿沟这一困扰欧洲大陆信息与通信技术整体发展水平的矛盾。向人们提供高速因特网接入服务是消除数字鸿沟的有效手段,而无线数字用户线技术以及其成低、通信质量好、覆盖范围大及灵活性等优势成为宽带接入技术中的佼佼者,并获得很多欧洲国家电信运营商的青睐。 相似文献
155.
Woo-Jin Han Eun-Kyoung Kim Yung-Hwan Oh 《Electronics letters》2002,38(6):292-294
A novel frame interpolation technique for two-band linear predictive coding (LPC) vocoders is proposed for maintaining natural speech quality at bit rates below 1 kbit/s. Experimental results show that the speech quality of the proposed vocoder is quite natural at bit rates 880 bit/s and comparable to that of 4.8 kbit/s CELP 相似文献
156.
Smart TDI readout circuit for long-wavelength IR detector 总被引:3,自引:0,他引:3
Byunghyuk Kim Hee Chul Lee 《Electronics letters》2002,38(16):854-855
A smart time delay and integration (TDI) readout circuit is suggested which performs background suppression, cell-to-cell non-uniformity compensation, and dead pixel correction. Using the smart TDI readout circuit, the integration capacitor area occupying almost the whole area of a unit-cell can be reduced to one-fifth and transimpedance gain can increase by five times. From measurement results, it is found that the skimming current error for a few hundred nA background current is < 1.25 nA corresponding to LSB/2 of ADC and the non-uniformity introduced by cell-to-cell background current variation is reduced to 1.02 nA 相似文献
157.
Zhang Li Chun Jin Hai Yan Ye Hong Fei Gao Yu Zhi Ning Bao Jun Mo Bang Xian 《Electron Devices, IEEE Transactions on》2002,49(6):1075-1076
A polysilicon emitter RCA transistor (an ultra-thin interfacial oxide layer exists between polysilicon and silicon emitter) is presented which can operate at 77 K for the first time. An ultra-thin (1.5 nm) interfacial oxide layer is grown deliberately between polysilicon and silicon emitter using RCA oxidation and excellent device stability is obtained after rapid thermal annealing (RTA) treatment in nitrogen atmosphere. The RCA transistor exhibits good electrical performance at very low temperature for an emitter area of 3 × 8 μm2. The maximum toggle frequency of a 1:2 static divider is 1.2 GHz and 732 MHz at 300 K and 77 K, respectively 相似文献
158.
Jeong-Hyun Park 《Communications Magazine, IEEE》2002,40(4):38-49
With the advent of IP technologies and the tremendous growth in data traffic, the wireless industry is evolving its core networks toward IP technology. Enabling wireless Internet access is one of the upcoming challenges for mobile radio network operators. The General Packet Radio Service is the packet-switched extension of GSM and was developed to facilitate access to IP-based services better than existing circuit-switched services provided by GSM. We illustrate how a visited mobile subscriber on a GPRS/UMTS network can access his/her home network via the gateway GPRS support node (GGSN). We also propose some implementation ideas on wireless Internet access for a remote mobile subscriber based on a GPRS/UMTS network 相似文献
159.
160.
A Modified Quasi-Newton Method for Structured Optimization with Partial Information on the Hessian 总被引:2,自引:0,他引:2
This paper develops a modified quasi-Newton method for structured unconstrained optimization with partial information on the
Hessian, based on a better approximation to the Hessian in current search direction. The new approximation is decided by both
function values and gradients at the last two iterations unlike the original one which only uses the gradients at the last
two iterations. The modified method owns local and superlinear convergence. Numerical experiments show that the proposed method
is encouraging comparing with the methods proposed in [4] for structured unconstrained optimization
Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December
9–11, 2004 相似文献