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81.
82.
不确定市场条件下的稳健最优投资组合 总被引:1,自引:0,他引:1
本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果. 相似文献
83.
Z.J. Liu H.H. Long W.C. Ye X.X. Zou Z.L. Qin E.P. Li J.S. Chen 《Journal of magnetism and magnetic materials》2006
In this paper, specific issues related to high-density perpendicular magnetic recording processes, such as transition noise properties and cross-track correlation lengths, were investigated with the help of micromagnetic analysis. The effects of media parameters were taken into consideration, including intergranular exchange coupling, and exchange distribution, irregular grain shapes, magnetization saturation distribution, and anisotropy distribution. The micromagnetic simulation results showed that the effect of anisotropy distribution on transition noise is more significant than magnetization saturation distribution, and it is crucial to reduce this effect to achieve a high signal-to-noise ratio. Additionally, a new method to further estimate the partial erasure threshold was proposed to approximate the partial erasure effects, and the relation between the microtrack jitter and total track jitter was investigated. 相似文献
84.
利用富铈混合稀土改善工业纯铝中富铁相形貌的研究 总被引:1,自引:0,他引:1
利用金相分析方法研究了富Ce混合稀土变质对含不同Fe量的工业纯铝的组织和其中富铁相形貌的影响。试验结果表明,随着Fe含量的增加,富铁相由弥散细小的颗粒状向短棒状、长针状转变;富Ce混合稀土变质使铝中的富铁相由长针状变为弥散细小的颗粒状。随着稀土含量的增加,-αAl晶粒逐渐细化,富铁相尺寸及数量逐渐减小。添加0.5%稀土时,-αAl晶粒细化效果最佳,而且富铁相呈细小颗粒状均匀分布在-αAl基体的晶界处。本文还对稀土改善富铁相的机制进行了分析。 相似文献
85.
Jing Ping YANG Shi Hong CHENG Xiao Qian WANG 《数学学报(英文版)》2007,23(3):467-478
This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 (a, b) family, bivariate recursive equations for the joint distribution of the cedent's aggregate claims and the reinsurer's aggregate claims are obtained. 相似文献
86.
We discuss determination of jumps for functions with generalized bounded variation. The questions are motivated by A. Gelb
and E. Tadmor [1], F. Móricz [5] and [6] and Q. L. Shi and X. L. Shi [7]. Corollary 1 improves the results proved in B. I.
Golubov [2] and G. Kvernadze [3].
Supported by NSFC 10671062. 相似文献
87.
WCDMA的MBMS技术 总被引:2,自引:0,他引:2
主要介绍了基于WCDMA的MBMS技术,给出了其网络架构和技术难点,并对其应用给无线网络带来的影响作了一定深度的探讨。 相似文献
88.
900 MHz 1H NMR (nuclear magnetic resonance) spectroscopy was used to analyze metabolites in allantoic fluid of the chicken embryo in
the 9th incubation day without any chemical or physical sample separation. The result showed that superhigh spectral dispersion
and sensitivity at 900 MHz are useful in directly analyzing a complex mixture, particularly in resolving the overlapped NMR
resonances. In this study, we had assigned 61 metabolites and 26 chemical fragments in the allantoic fluid. The relative concentrations
of the major metabolites were also measured. Among the assigned metabolites, some were detected by NMR in chicken embryo allantoic
fluids for the first time. The biological functions of these compounds were briefly discussed.
Authors' address: Maili Liu, State Key Laboratory of Magnetic Resonance and Atomic and Molecular Physics, Wuhan Institute
of Physics and Mathematics, Chinese Academy of Sciences, Wuhan 430071, People's Republic of China 相似文献
89.
Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th 相似文献
90.
提出了一种基于小波变换的多分辨率数字水印隐藏与检测新算法,算法的优点在于其算法简单。利用小波变换的快速、简单和多分辨率特点,将水印信号隐藏在第1、2、3级的详细分量(细节信号)中保证了水印的稳健性,具有很强的抵御各种信号处理变换的能力,适用于数字语音等信号的版权保护。最后给出了计算机仿真实验结果,证明了本算法的有效性。 相似文献