金融危机下Fama-French多因子模型在中国债券市场的应用

利用近3年的中国债券市场数据,建立了Fama-French多因子模型,并利用多元回归方法进行了比较分析.结果表明,TERM-DEF两因子模型有着较好的适用性,但存在进一步改进的空间.     

Flow and performance characteristics of an Allison 250 gas turbine S-shaped diffuser: Effects of geometry variations

The S-shaped diffuser which connects the exit of the compressor to the inlet of the combustion chamber of the Allison 250 gas turbine has been investigated using the Shear-Stress Transport turbulence model (SST) and the commercial code ANSYS-CFX. The diffuser geometry includes an initial conical diffuser which smoothly transitions into a constant cross-section S-duct. The numerical model and setup were validated using both in-house processed experimental data and experimental data from the literature on a similar geometry. The stream-wise velocity profile was observed to flatten in the initial divergent section, and then the region of the flow with the highest velocity is pushed toward the outer surface of the first bend, with a secondary-flow in the plane of the cross-section. This distortion of the stream-wise velocity intensified when the inlet turbulence intensity was decreased or when the Reynolds number was increased. An increase of the Reynolds number also translated into higher static pressure recovery potential and lower wall friction coefficients. Six variations of the diffuser geometry were considered, all having the same total cross-sectional area ratio and centreline offset. The qualitative results were the same as those of the Allison 250 diffuser, but unlike the base geometry, all the considered variants showed separated-flow regions (and reversed-flow regions in some cases) of different sizes and at different locations. The performance indicators for the Allison 250 S-shaped diffuser were the highest overall. Most interestingly, the current duct geometry outperformed its variant with a cross-sectional area expansion extending over its entire length, which is the most common inlet duct configuration.     

A New Variational Formulation for a Kind of Reaction-diffusion Problem in Broken Sob olev Space

In this paper, a new variational formulation for a reaction-diffusion problem in broken Sobolev space is proposed. And the new formulation in the broken Sobolev space will be proved that it is well-posed and equivalent to the standard Galerkin variational formulation. The method will be helpful to easily solve the original partial differential equation numerically. And the method is novel and interesting, which can be used to deal with some complicated problem, such as the low regularity problem, the differential-integral problem and so on.     

On σ-Embedded and σ-n-Embedded Subgroups of Finite Groups

Siberian Mathematical Journal - Let G be a finite group, and let σ = {σi | i ∈ I} be a partition of the set of all primes ℙ and σ(G) = {σi | σi ∩...     

Method of infinite systems of equations for solving an elliptic problem in a semistrip

Many problems of mechanics and physics are posed in unbounded (or infinite) domains. For solving these problems one typically limits them to bounded domains and finds ways to set appropriate conditions on artificial boundaries or use quasi-uniform grid that maps unbounded domains to bounded ones. Differently from the above methods we approach to problems in unbounded domains by infinite systems of equations. In this paper we develop this approach for an elliptic problem in an infinite semistrip. Using the idea of Polozhii in the method of summary representations we transform the infinite system of three-point vector equations to infinite systems of three-point scalar equations and obtain the approximate solution with a given accuracy. Numerical experiments for several examples show the effectiveness of the proposed method.     

A class of Finsler metrics of scalar flag curvature

It is known that every locally projectively flat Finsler metric is of scalar flag curvature. Conversely, it may not be true. In this paper, for a certain class of Finsler metrics, we prove that it is locally projectively flat if and only if it is of scalar flag curvature. Moreover, we establish a class of new non-trivial examples.     

A regularity criterion for 2D MHD flows with horizontal dissipation and horizontal magnetic diffusion

This paper concerns the conditional global regularity of incompressible MHD equations with horizontal dissipation and horizontal magnetic diffusion in two dimension. When only horizontal dissipation and horizontal magnetic diffusion are present, there is no control on the vertical derivatives of velocity field and magnetic field, which is the main difficulty to establish the global regularity. In this paper, we establish a global regularity criterion in terms of one entry of the velocity gradient tensor or one entry of the magnetic field gradient tensor, which extends the recent work (Fan and Ozawa, 2014).     

求一阶数值微分的L-广义解方法cTSVD

<正>1引言数值微分也就是给定一个函数在一个区间或某些离散点上的扰动数据来求函数的导数,它产生于很多实际问题当中,比如,图象处理中的边界识别问题;Abel积分方程的求解问题;化学中波谱的波峰识别问题.以及一些数学物理反问题当中.数值微