我国A股房地产板块羊群效应研究

借助CSAD模型、马尔科夫转换模型和GARCH模型的研究结果表明我国A股房地产板块存在明显的羊群效应且存在如下特点:非对称性,扩张期较衰退期更为显著;规模差异性,大盘股较中小盘股更为显著;房地产调控政策影响的非对称性,紧缩政策较之宽松政策会诱发更加明显的羊群效应;产业链传染性,上下游行业中的羊群效应产生影响.非系统性风险和系统性风险都对A股房地产板块羊群效应产生了促进影响,且系统性风险的影响较大.     

On the Differential Polynomial of a Graph

We introduce the differential polynomial of a graph. The differential polynomial of a graph G of order n is the polynomial B(G; x) :=∑?(G)k=-nB_k(G) x~(n+k), where B_k(G) denotes the number of vertex subsets of G with differential equal to k. We state some properties of B(G;x) and its coefficients.In particular, we compute the differential polynomial for complete, empty, path, cycle, wheel and double star graphs. We also establish some relationships between B(G; x) and the differential polynomials of graphs which result by removing, adding, and subdividing an edge from G.     

Multi-Model Communication and Data Assimilation for Mitigating Model Error and Improving Forecasts

Models for weather and climate prediction are complex, and each model typi-cally has at least a small number of phenomena that are poorly represented, such as perhaps the Madden-Julian Oscillation (MJO for short) or El Ni\~{n}o-Southern Oscillation (ENSO for short) or sea ice. Furthermore, it is often a very challenging task to modify and improve a complex model without creating new deficiencies. On the other hand, it is sometimes possible to design a low-dimensional model for a particular phenomenon, such as the MJO or ENSO, with significant skill, although the model may not represent the dynamics of the full weather-climate system. Here a strategy is proposed to mitigate these model errors by taking advantage of each model''s strengths. The strategy involves inter-model data assimilation, during a forecast simulation, whereby models can exchange information in order to obtain more faithful representations of the full weather-climate system. As an initial investigation, the method is examined here using a simplified scenario of linear models, involving a system of stochastic partial differential equations (SPDEs for short) as an imperfect tropical climate model and stochastic differential equations (SDEs for short) as a low-dimensional model for the MJO. It is shown that the MJO prediction skill of the imperfect climate model can be enhanced to equal the predictive skill of the low-dimensional model. Such an approach could provide a route to improving global model forecasts in a minimally invasive way, with modifications to the prediction system but without modifying the complex global physical model itself.     

Pole placement controllers for linear time-delay systems with commensurate point delays

This paper investigates the exact and approximate spectrum assignment properties associated with realizable output-feedback pole-placement type controllers for single-input single-output linear time-invariant time-delay systems with commensurate point delays. The controller synthesis problem is discussed through the solvability of a set of coupled diophantine equations of polynomials. An extra complexity is incorporated to the above design to cancel extra unsuitable dynamics being generated when solving the above diophantine equations. Thus, the complete controller tracks any arbitrary prefixed (either finite or delaydependent) closed-loop spectrum. However, if the controller is simplified by deleting the above mentioned extra complexity, then the robust stability and approximated spectrum assignment are still achievable for a certain sufficiently small amount of delayed dynamics. Finally, the approximate spectrum assignment and robust stability problems are revisited under plant disturbances if the nominal controller is maintained. In the current approach, the finite spectrum assignment is only considered as a particular case to the designer‘s choice of a (delay-dependent) arbitrary spectrum assignment objective.     

L~p INEQUALITIES AND ADMISSIBLE OPERATOR FOR POLYNOMIALS

Let p(z) be a polynomial of degree at most n. In this paper we obtain some new results about the dependence of p(Rz)-βp(rz) + α (R+1/r+1)n-|β | p(rz) s on p(z) s for every α, β∈ C with |α|≤ 1, |β | ≤ 1, R > r 1, and s > 0. Our results not only generalize some well known inequalities, but also are variety of interesting results deduced from them by a fairly uniform procedure.     

基于深度学习的柔性直流线路单端量波形特征保护

多端柔性直流电网是未来智能电网的一种重要发展趋势,但对线路保护性能提出了更严苛的要求.针对现有柔性直流线路保护四性协调困难、阈值整定繁杂、耐受过渡电阻能力不足等问题,该文指出反行波波形特征蕴含丰富的故障位置信息,并以此为基础提出了基于深度学习的柔性直流线路单端量波形特征保护方案.该方案首先经极模变换、基于线路依频参数计...     

牛角粉蒸汽闪爆处理及酶解效果筛选

为提高蒸汽闪爆处理后牛角蛋白酶解率和探究在不同溶剂中溶解度的条件,试验选取牛角粉(牦牛角)为原料,溶解度和酶解率为评价指标,在单因素试验基础上,采用响应面三因素三水平中心组和试验对酶解条件进行优化,最佳酶解工艺:酶添加量1.4％、底物浓度为6％、时间8.0h、温度为60℃、pH=8.在此蒸汽闪爆处理酶解条件下压力4.0...     

考虑确定性表面形貌的O形圈密封性能分析

为测量O形密封圈应用在负压油介质环境中的密封泄漏率,构建了一套求解O形密封圈泄漏率的数值仿真算法,并辅以实验进行验证。利用真实表面形貌进行分区处理用于匹配接触压力分布,进而利用接触状态矩阵生成泄漏通道来模拟真实泄漏状况,通过观察泄漏通道的有无来判定密封是否泄漏,同时对平行平板泄漏模型进行改进使其适用于不同通道截面形状的泄漏率计算。对不同油压下的O形圈密封泄漏率进行计算,结果表明：当流体介质压力为0.07 MPa时,仿真所得密封泄漏率为1.717×10^-12 m³/s;当介质压力增大至0.09 MPa时,仿真所得密封泄漏率下降为1.525×10^-12 m³/s。比较不同介质压力下的接触应力分布,结果表明：随流体介质压力增加,密封接触区域接触应力分布增大,形成贯穿密封接触区域的泄漏通道范围减小,泄漏率减小。为验证仿真结果的合理性,将仿真结果与实验结果进行对比,结果表明：两者相对误差在10%左右,实验结果与仿真结果相符程度较好。     

斯特林用直线压缩机的研究

斯特林直线压缩机的性能决定了斯特林制冷机的性能和寿命,阐述了动圈式和动磁式斯特林用直线压缩机的发展及结构特点,并介绍了斯特林直线压缩机的设计计算模型,给出了电机效率与动子质量和角频率的关系,这是斯特林直线压缩机设计的重要控制指标。