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.     

提高YBCO块材在外磁场中悬浮力

本给出了三种提高YBCO块材在外磁场中悬浮力的方法．第一种方法是增强外磁场，对于此方法，本研究了一块直径为30mm的圆柱状YBCO块材分别在圆柱状NdFeB永磁体和NdFeB永磁导轨上的悬浮力．测量结果表明在77K温度下YBCO块在圆柱状NdFeB永磁体上的最大悬浮力为50N，在NdFeB永磁导轨上的最大悬浮力为103．ON．第二种方法是提高YBCO块材自身的性能，包括临界电流密度、俘获磁通和块材尺寸，对于此方法，本仅研究了块材尺寸对悬浮力的影响．三块直径分别为30mm、35mm、40mm的圆柱状YBC0块材在NdFeB永磁导轨上的悬浮力被测量，77K温度下5mm悬浮间距时的悬浮力分别为103．ON、134．5N、175．ON．第三方法是将YBCO块材变成准永久磁体，此种情况下，直径为40mm的圆柱状YBCO块材在77K温度下5mm悬浮间距时的悬浮力高达218．3N．     

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.     

基于DSP的闭环光纤陀螺研究

提出了一种基于DSP的全数字闭环光纤陀螺设计方案。文中对该闭环光纤陀螺的A／D、D／A等部分间的时序逻辑进行了设计和实现。讨论一种通过反馈调整D／A的基准电压来实现对2π复位不准确的控制。给出几个重要参数的测定方法和实验结果。     

用增益钳制法观察烧孔效应

掺铒光纤放大器(EDFA)的烧孔效应(SHB)是导致放大器增益不平坦主要因素，进而影响长距离波分复用(wDM)光纤传输系统的性能。与此同时，对于EDFA的非均匀加宽作用的物理学研究并不成熟，所提出的几个理论模型也只是从经验和统计方面对SHB在一定程度上进行分析。为此，我们首次提出了利用放大器恒定增益控制来研究SHB的实验方法，分析了室温下1530～1564nm波长范围内SHB的深度、宽度与饱和信号波长的关系，以及SHB的深度与饱和信号功率的关系。     

A probe for making near-field measurements with minimaldisturbance: the optically modulated scatterer

We describe an optically modulated scatterer as an electric-field probe for measuring radio-frequency and microwave fields. It has a high spatial resolution and the ability to operate very close to conducting and dielectric objects without appreciable distortion of the field to be measured. Thus, it can scan close to antennas and diffracting metal structures. We describe how the electric field is deduced from the measurements and present gain measurements and far-field patterns deduced from near-field scans of antennas. The results are tested by comparing them with those obtained by established measurement techniques     

A segmentation-based lossless image coding method forhigh-resolution medical image compression

Lossless compression techniques are essential in archival and communication of medical images. Here, a new segmentation-based lossless image coding (SLIC) method is proposed, which is based on a simple but efficient region growing procedure. The embedded region growing procedure produces an adaptive scanning pattern for the image with the help of a very-few-bits-needed discontinuity index map. Along with this scanning pattern, an error image data part with a very small dynamic range is generated. Both the error image data and the discontinuity index map data parts are then encoded by the Joint Bi-level Image Experts Group (JBIG) method. The SLIC method resulted in, on the average, lossless compression to about 1.6 b/pixel from 8 b, and to about 2.9 b/pixel from 10 b with a database of ten high-resolution digitized chest and breast images. In comparison with direct coding by JBIG, Joint Photographic Experts Group (JPEG), hierarchical interpolation (HINT), and two-dimensional Burg prediction plus Huffman error coding methods, the SLIC method performed better by 4% to 28% on the database used