Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

The algebraic Bethe ansatz for the Izergin–Korepin model with open boundary conditions

We present the procedure of exactly solving the Izergin–Korepin model with open boundary conditions by using the algebraic Bethe ansatz, which include constructing the multi-particle state and achieving the eigenvalue of the transfer matrix and corresponding Bethe equations. We give a proof about our conclusions on the multi-particle state based on an assumption. When the model is U_q(su(2)) quantum invariant, our results agree with that obtained by analytic Bethe ansatz method.     

上市公司资本成本面板数据模型与实证分析

本文利用我国上市公司1997至2002年的有关财务数据,建立了我国上市公司资本成本面板数据模型,运用该模型分析了我国上市公司资本成本与财务杠杆、企业规模的关系.结果表明,财务杠杆的提升、企业规模的扩大将使资本成本下降.该结论对我国上市公司优化资本结构、提高企业价值具有一定的参考价值.     

线性均衡约束最优化的一个广义投影强次可行方向法

本文讨论带线性均衡约束最优化问题,首先利用摄动技术和一个互补函数将问题等价转化为一般约束最优化问题,然后结合广义投影技术和强次可行方向法思想,建立了问题的一个新算法.算法在迭代过程中保证搜索方向不为零,从而使得每次迭代只需计算一次广义投影.在适当的条件下,证明了算法的全局收敛性,并对算法进行了初步的数值试验.     

新核素278113的基态特性及其α衰变链的研究

用形变的相对论平均场模型,Skyrme-Hartree-Fock模型及宏观-微观模型研究了新核素²⁷⁸113及其α衰变链的α衰变能和半衰期.计算的α衰变能同实验数据比较符合,相应的半衰期也在合理的范围内.计算进一步表明形变对超重核的基态性质有重要影响.     

社会经济管理系统和谐性模型的构建与分析

本文从非线性自然观的视野。引用与分析了社会经济系统功能模型与效应模型。构建了系统和谐状态模型与和谐状态可信度模型，形象地说明了企业系统的和谐既是一个随机不确定状态。又是企业和谐力量与不和谐力量相互抗争干涉的过程。依据协同学原理提出了企业系统和谐演进的机制，表明企业系统的和谐发展是子系统和谐协同的过程。即子系统竞争合作的过程。文中所构建的模型，从理论上清晰地说明了企业系统和谐有序运行的机理，为如何构建和谐企业。提供了建设性的思考。     

Physical Interpretation of the Motion of a Laser Pulse within the Framework of the Four-Oscillator Model

A physical multidimensional local model of the propagation process of a laser pulse in air having no analogy to famous models in laser physics is constructed. It is based on the representations of classical wave mechanics characteristic of the theory of scalar wave fields.     

Viscoelastic behavior of polypropylene/nitrile rubber thermoplastic elastomer blends: Application of Kerner's models for reactively compatibilized and dynamically vulcanized systems

The viscoelastic properties of binary blends of nitrile rubber (NBR) and isotactic polypropylene (PP) of different compositions have been calculated with mean‐field theories developed by Kerner. The phase morphology and geometry have been assumed, and experimental data for the component polymers over a wide temperature range have been used. Hashin's elastic–viscoelastic analogy principle is used in applying Kerner's theory of elastic systems for viscoelastic materials, namely, polymer blends. The two theoretical models used are the discrete particle model (which assumes one component as dispersed inclusions in the matrix of the other) and the polyaggregate model (in which no matrix phase but a cocontinuous structure of the two is postulated). A solution method for the coupled equations of the polyaggregate model, considering Poisson's ratio as a complex parameter, is deduced. The viscoelastic properties are determined in terms of the small‐strain dynamic storage modulus and loss tangent with a Rheovibron DDV viscoelastometer for the blends and the component polymers. Theoretical calculations are compared with the experimental small‐strain dynamic mechanical properties of the blends and their morphological characterizations. Predictions are also compared with the experimental mechanical properties of compatibilized and dynamically cured 70/30 PP/NBR blends. The results computed with the discrete particle model with PP as the matrix compare well with the experimental results for 30/70, 70/30, and 50/50 PP/NBR blends. For 70/30 and 50/50 blends, these predictions are supported by scanning electron microscopy (SEM) investigations. However, for 30/70 blends, the predictions are not in agreement with SEM results, which reveal a cocontinuous blend of the two. Predictions of the discrete particle model are poor with NBR as the matrix for all three volume fractions. A closer agreement of the predicted results for a 70/30 PP/NBR blend and the properties of a 1% maleic anhydride modified PP or 3% phenolic‐modified PP compatibilized 70/30 PP/NBR blend in the lower temperature zone has been observed. This may be explained by improved interfacial adhesion and stable phase morphology. A mixed‐cure dynamically vulcanized system gave a better agreement with the predictions with PP as the matrix than the peroxide, sulfur, and unvulcanized systems. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1417–1432, 2004     

交通灯控制下城市主干道双车道多速元胞自动机交通流模型研究

提出一个城市主干道双车道多速元胞自动机交通流模型，此模型采用开放性 边界条件，在考虑诸多实际因素影响情况下，研究了主干道中车站的设置、交通灯绿信比对 车流量和车流速度的影响.计算机模拟所得到的基本图（流量 速度图）能较好地反映在交 通灯控制下城市主干道交通流真实状况. 关键词： 元胞自动机模型 交通流 主干道