中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

神经网络在大型复杂武器装备质量综合评价排序中的应用

从大型复杂武器装备系统的具体特点出发,运用基于神经网络的评价方法,构建了大型复杂武器装备质量综合评价模型。实证分析的结果表明该方法得出的结果与实际情况相符。     

电子期刊及其服务

论述了电子期刊的各类及其主要特点，分析了电子期刊对传统图书馆服务的影响，提出了图书馆工作的应对对策。     

自由电子激光振荡器的二维数值模拟

在柱二维坐标系中,用数值计算方法求解了摇摆器内电子模拟方程组、光场方程组和无源区(不含摇摆器区)经非自适应方法变换后的无源旁轴波动方程并设计了相应的程序R_2D。用该程序计算的数值结果表明,在有源条件下二维数值模拟结果与高斯光束近似下的数值模拟结果符合较好;取完全相同的计算条件R-2D程序与洛斯阿拉莫斯实验室(LANL)的FELEX程序的计算结果符合较好;初步认为LANL实验数据的物理图象合理,数值结果基本可信;最后给出北京自由电子激光器(BFEL)的一些物理数据。     

非公有制经济参与西部大开发若干问题的研究

我国经济发展机制的重要变化是非公有制经济迅速成长壮大,并以其特有的活力与生机成为经济发展的新的增长空间。注重和加强非公有制经济参与西部大开发的问题研究,对促进以国有经济为主导的西部地区经济高速发展,具有重要的理论意义和实际意义,并能为政府关于区域和西部开发的发展战略提供参考依据。     

Growth and optical properties of a new self-Q-switched laser crystal: Cr:Yb3Al5O12

Cr⁴⁺:YbAG (Cr⁴⁺:Yb₃Al₅O₁₂) crystal with a size up to Φ24 mm×30 mm was grown by the Czochralski method. In the absorption spectrum, there are two absorption bands at 939 and 969 nm, respectively, which are suitable for InGaAs diode laser pumping, and there is an absorption band at 1030 nm, which is suitable for passive Q-switched laser output at 1.03 μm. A broad emission spectrum from 970 to 1100 nm was exhibited from 940 nm wavelength pumping. This crystal is promising as a self-Q-switched laser crystal used for compact, efficient, highly stable, passive self-Q-switched thin chip solid-state lasers.     

我国全固态激光技术研发情况及发展趋势

1 Significance of All Solid State Laser (DPL)Technology in Field of Laser Because of the advantages of high conversion efficiency, good beam quality, small size and light weight, DPL becomes the hotspot and priority of development of laser technology. It may be the main body of laser in the future and replace gas laser and liquid laser. It is a great revolution of laser technology.     

高能闪光照相对电子束参数的要求

对高能闪光机光源性能用Monte-Carlo方法模拟研究发现：并非击靶电子束半径越小、发射度越低, 闪光机的照相性能就会越好. 研究结果表明：为了使闪光照相图像视面上照射量分布比较均匀, 对束半径与电子束归一发射度有一个联合限制, 对于20MeV闪光机, 如果击靶电子束有效半径是0.12cm, 那么仅当束归一发射度≥550cm.mrad时,在2°内的照射量不均匀性才小于5%.     

On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

The dual optimization problem for the exponential hedging problem is addressed with a cone constraint. Without boundedness conditions on the terminal payoff and the drift of the Ito-type controlled process, the backward stochastic differential equation, which has a quadratic growth term in the drift, is derived as a necessary and sufficient condition for optimality via a variational method and dynamic programming. Further, solvable situations are given, in which the value and the optimizer are expressed in closed forms with the help of the Clark-Haussmann-Ocone formula.