介绍一种二元阈值方法在股票指数上的应用

二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。     

Viscometric properties of dilute polystyrene/dioctyl phthalate solutions

We report viscometric data collected in a Couette rheometry on dilute, single‐solvent polystyrene (PS)/dioctyl phthalate (DOP) solutions over a variety of polymer molecular weights (5.5 × 10⁵ ≤ M_w ≤ 3.0 × 10⁶ Da) and system temperatures (288 K ≤ T ≤ 318 K). In view of the essential viscometric features, the current data may be classified into three categories: The first concerns all the investigated solutions at low shear rates, where the solution properties are found to agree excellently with the Zimm model predictions. The second includes all sample solutions, except for high‐molecular‐weight PS samples (M_w ≥ 2.0 × 10⁶ Da), where excellent time–temperature superposition is observed for the steady‐state polymer viscosity at constant polymer molecular weights. No similar superposition applies at a constant temperature but varied polymer molecular weights, however. The third appears to be characteristic of dilute high‐molecular‐weight polymer solutions, for which the effects of temperature on the viscosity curve are further complicated at high shear rates. The implications concerning the relative importance of hydrodynamic interactions, segmental interactions, and chain extensibility with increasing polymer molecular weight, system temperature, and shear rate are discussed. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 787–794, 2006     

Parking Capacity and Pricing in Park'n Ride Trips: A Continuous Equilibrium Network Design Problem

In this paper we consider the problem of designing parking facilities for park'n ride trips. We present a new continuous equilibrium network design problem to decide the capacity and fare of these parking lots at a tactical level. We assume that the parking facilities have already been located and other topological decisions have already been taken.The modeling approach proposed is mathematical programming with equilibrium constraints. In the outer optimization problem, a central Authority evaluates the performance of the transport network for each network design decision. In the inner problem a multimodal traffic assignment with combined modes, formulated as a variational inequality problem, generates the share demand for modes of transportation, and for parking facilities as a function of the design variables of the parking lots. The objective is to make optimal parking investment and pricing decisions in order to minimize the total travel cost in a subnetwork of the multimodal transportation system.We present a new development in model formulation based on the use of generalized parking link cost as a design variable.The bilevel model is solved by a simulated annealing algorithm applied to the continuous and non-negative design decision variables. Numerical tests are reported in order to illustrate the use of the model, and the ability of the approach to solve applications of moderate size.     

On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815     

Bayes估计的进一步研究及其Pitman最优性

对线性模型参数,讨论了Bayes估计的Pitman最优性,将已有结果进行了改进,去掉了附加条件,证明了在Pitman准则下,Bayes估计一致优于最小二乘估计(LSE),在此基础上,提出了一种基于先验信息的方差分量估计,通过和基于LSE的方差分量估计作比较,证明了新估计是无偏估计且有更小的均方误差．最后,证明了在Pitman准则下生长曲线模型参数的Bayes估计优于最佳线性无偏估计．     

武器系统生存能力模型分析

对抗过程中，武器系统的生存概率包括以下的四个方面，即：被发现的可能性、被命中的可能性、易毁性和可修理性。武器系统生存能力的动态描述主要划分为四个阶段：被发现阶段、被命中阶段、被毁伤和修复阶段。本文从这四个阶段给出了对抗过程中武器系统生存能力的动态描述，并分析了各个阶段的计算模型。     

Detailed Description of Mixed Symmetry States in 94Mo Using Interacting Boson Model

We have investigated the low-lying collective states and electromagnetic transitions in 94Mo within the framework of the interacting boson model. The influence of model parameters on the energy levels and electromagnetic properties has been investigated. The analysis of the obtained results and the parameter values predict that the 23+state is the lowest mixed symmetry state with pure F = Fmax - 1 in this nucleus. The calculated results predicate that the 25+ (two-Q-phonon) mixed symmetry state is closed to the J = 2+ at 2.870 MeV in the experimental data, and the 2.965 MeV state is the lowest mixed symmetry with J = 3+.     

“后配额时代”中国纺织品服装出口预测

本文利用单整自回归移动平均模型,依据2000年1月至2004年12月中国纺织品服装出口额数据,对2005年和2006年中国纺织品服装出口走势进行预测分析。     

分数布朗运动的新表示

构造了一类新的分数布朗运动模型，它不同于Mandelbrot,Barton及Decreusefond等人所定义的分数布朗运动模型。     

Spectral Representation Theory for Dielectric Behavior of Nonspherical Cell Suspensions

Recent experiments revealed that the dielectric dispersion spectrum of fission yeast cells in a suspension was mainly composed of two sub-dispersions. The low-frequency sub-dispersion depended on the cell length, while the high-frequency one was independent of it. The cell shape effect was simulated by an ellipsoidal cell model but the comparison between theory and experiment was far from being satisfactory. Prompted by the discrepancy, we proposed the use of spectral representation to analyze more realistic cell models. We adopted a shell-spheroidal model to analyze the effects of the cell membrane. It is found that the dielectric property of the cell membrane has only a minor effect on the dispersion magnitude ratio and the characteristic frequency ratio. We further included the effect of rotation of dipole induced by an external electric field, and solved the dipole-rotation spheroidal model in the spectral representation.Good agreement between theory and experiment has been obtained.