线性加指数效用函数的组合投资研究

应用无差异曲线法较好地解决了在投资决策分析中具有特殊重要地位的线性加指数效用函数的最优组合投资比例的求解问题,并给出实例予以说明.     

截断情况下线性回归模型响应变量均值的经验似然

本文讨论了在带有截断情况的线性回归模型中 ,响应变量均值的估计问题 .将经验似然的方法应用到带有截断情况的回归模型中 ,在估计响应变量的均值时构造了调整的经验似然统计量 ,证明了在一定的条件下 ,该统计量渐近服从 χ2 分布 ,给出了均值的置信区间 ,并与正态下得到的结果进行了比较 ,模拟的结果说明了经验似然的优良性 .     

ρ混合、φ混合、ψ混合线性模型M估计的强相合性

研究了 ρ混合、φ混合、ψ混合样本线性模型中回归参数M估计的强相合性 ,在条件不变的情况下 ,获得与独立情形一样的M估计是强相合的充分条件 ,推广了文 [1 ]定理 2 .     

Testing goodness of fit for the distribution of errors in multivariate linear models

In this paper, to test goodness of fit to any fixed distribution of errors in multivariate linear models, we consider a weighted integral of the squared modulus of the difference between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis. We study the limiting behaviour of this test statistic under the null hypothesis and under alternatives. In the asymptotics, the rank of the design matrix is allowed to grow with the sample size.     

BP人工神经网络用于除草剂活性预测

采用AMI方法研究了10种新型的磺酰脲类除草剂的电子结构，并以原子的Mulliken净电荷和除草剂在不同浓度(100，10mg／L)下对油菜、稗草两种作物的根、茎部位的抑制率为训练样本集。构造并训练得到具有活性预测能力的BP神经网络．结果表明，该BP网络不仅能对训练样本很好拟合。亦能对未知化合物的活性作出很好的预测．     

<Emphasis FontCategory="NonProportional">L</Emphasis>-Matrices and solvability of linear complementarity problems by a linear program-Matrices and solvability of linear complementarity problems by a linear program

The classes ofL ₁-matrices,L ₂-matrices,L ₃-matrices andW-matrices are introduced to study solvability of a linear complementarity problem via solving a linear program. Three sufficient conditions are presented to guarantee that a linear complementarity problem is solvable via a linear program. The new sufficient conditions are weaker than the ones introduced by Mangasarian. This fact is also illustrated by an example. Partially supported by NSFC. This author is also with College of Business Administration of Human University as a Lotus chair professor.     

全光网中基于FBG的OADM设计研究

提出一种全新的OADM(Optical Add—Drop Multiplexers)结构设计，此结构仅采用一个多端口环行器，大大减少了环行器的数量，节约了成本。若要上／下路一个波长．则只需要一个FBG(Fiber Bragg Grating)；若要同时上／下路多个波长，则需要2m个FBG。计算机仿真实验证明此结构比H．Yuan提出的结构具有更低的损耗．对全光网络的实现具有重大的意义。     

网络图在产品配送中的应用

面对多样化的市场需求，企业的销售渠道也变得异常复杂，利用网络图可以简化实际问题，并能形象地描述它。本根据网络知识建立了产品分销模型，探求企业在市场需求固定和随机时的最优收益。最后，章还进行实例验算，并做出相应的结果分析。     

TG of polytetrahydrofuran/ isophoronediisocyanate reaction products

TG, swelling, and viscometric studies are presented for the residues, PTHF/IPDI polymer networks, and the extracts, the linear polymers and unreacted IPDI, after Soxhlet extraction of PTHF/IPDI reaction products. The products are obtained by reacting PTHF with 650, 1400, (2×650+1×2900), or 2900 of molecular mass with IPDI at various concentrations in bulk. The results on the swelling and the viscosity experiments suggest that the PTHF/IPDI reaction products have a usual expectable structure. All the TG curves are a double stage curve. The initial stage and the last stage seem to reflect decomposition of PTHF chains and vaporization of the remainder, IPDI, respectively. These are analyzed by a trial-and-error construction, supposing double event behavior. The values of ratio of mass loss associated with the initial event, W0₁, to the mass loss associated with the last event, W0₂, are smaller than the expectable those. This suggests that Event 2 involves vaporization of the decomposition products of PTHF moieties bonded to IPDI in addition to vaporization of IPDI. This revised version was published online in July 2006 with corrections to the Cover Date.     

Time-domain simulations of sound propagation through screen-induced turbulence

A flow model in combination with a statistical-dynamical turbulence generator and a linearised Euler time-domain model for sound waves were used to simulate the effect of screen-induced turbulence on the noise level in the acoustical shadow of a screen in wind. Instead of simulating a great number of different frozen turbulence realisations, the concept of transient turbulence was successfully tested and applied. This concept is adequate to the time-domain model and reduces the computational demands. Several two-dimensional simulations allowed to isolate the individual effects of wind and screen on the propagation of 500 Hz sound waves over a 4-m high noise barrier. At a distance of 250 m from the source (240 m behind the screen) the sheltering effect of the screen and the refraction effect of the wind are in the order of 6 and 4 dB, respectively. The screen-induced turbulence leads to fluctuations in the noise level with a standard deviation of 1.2 dB and a maximum amplitude of 3 dB. However, the time averaged effect turned out to be in the order of merely 0.2 dB. The effect of the screen-induced turbulence on the average noise level behind the screen is therefore negligible.