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     

交通流非参数回归模型

交通流宏观参数流量、速度和占有率在交通工程和管理中具有非常重要的作用 ,对这三者关系的刻划反映了道路本身特性和交通流的规律。到目前为止 ,基本上采用线性或非线性的参数模型来描述 ,此类模型在应用中具有一定的局限性 ,并交通变量时间序列进行预测 ,数据拟合表明 ,选择适当的核函数或邻近数以及窗宽 ,可以达到比较满意的效果     

广义线性模型(六)

本讲座是广义线性模型这个题目的一个比较系统的介绍。主要分 3部分 :建模、统计分析与模型选择和诊断。写作时依据的主要参考资料是L .Fahrmeir等人的 :《MultivariateStatisticalModel ingBasedonGeneralizedLinearModles》。     

瓶罐玻璃行业企业绩效评价

笔者依据所能获得的资料———《瓶罐玻璃行业企业经济信息汇编》[6],建立了一套经济实用的瓶罐玻璃行业企业绩效评价指标体系;提供了一种科学评价方法和计算机化的评价技术;能适时地对该行业内各企业绩效进行评价和比较分析;及时获得各企业在全行业内竞争位次;及时发现影响企业绩效的主要因素;为高层管理者制定和调整企业管理决策提供了参考依据。     

A highly clustered scale-free network evolved by random walking

In present paper, we propose a highly clustered weighted network model that incorporates the addition of a new node with some links, new links between existing nodes and the edge's weight dynamical evolution based on weight-dependent walks at each time step. The analytical approach and numerical simulation show that the system grows into a weighted network with the power-law distributions of strength, weight and degree. The weight-dependent walk length l will not influence the strength distribution, but the clustering coefficient of the network is sensitive to l. Particularly, the clustering coefficient is especially high and almost independent of the network size when l=2.     

分布式冷热电三联供系统的单耗分析模型研究

基于"单耗分析"理论,建立了针对燃料为天然气的分布式冷、热、电三联产系统的常见运行模式下的多热源、多冷源的燃料单耗模型和成本单耗模型.利用该模型进行了案例计算,结果清楚地表明了系统各个环节燃料附加单耗的分布.通过对计算结果的分析,得出了一些有益的结论.     

Entropy of Einstein—Maxwell-Dilaton—Axion Black Holes

The entropy of Einstein—Maxwell-dilaton—axion black holes is calculated by using the improved brick-wall model. Taking into account of the statistical physics, we propose not to consider the superradiant modes. The result shows that the nonsuperradiant modes do contribute exactly the area-law entropy for extreme black hole. Moreover, our cut-off which does not require an angular cut-off is independent of angle . As for the extreme black hole, we found that its entropy is zero.     

Single-particle quadrupole electromagnetic transitions in p-shell and sd-shell nuclei

Electron scattering Coulomb form factors for the single-particle quadrupole transitions in p-shell and sd-shell nuclei have been studied. Core polarization effects are included through a microscopic theory that includes excitations from the core orbits up to higher orbits with 2ω excitations. The modified surface delta interaction is adopted as a residual interaction. The results are discussed for the ( 1p _1/2 ^-1↦1p _3/2 ^-1) proton transition in ¹⁵N, ( 1d _5/2↦2s _1/2) neutron transition in ¹⁷O and ( 1d _3/2 ^-1↦2s _1/2 ^-1) proton transition in ³⁹K. The inclusion of core polarization effects modifies the form factors markedly and describes the experimental data very well in both the absolute strength and the momentum transfer dependence. Received: 18 April 2002 / Accepted: 1 July 2002 / Published online: 6 March 2003 RID="a" ID="a"e-mail: baguniv@uruklink.net Communicated by A. Molinari     

System Identification Models of the Equivalent Permittivity for Rain Medium

The dielectric constant for rain medium is investigated by utilizing the system identification method. The rain rate model and frequency model of permittivity in millimeter waves band for rain medium are presented. The results obtained with models are in very good agreement with references in calculating the attenuation of electromagnetic waves induced by rain, which Shows that the obtained models are valid and practicable. The cross-polar discrimination gotten with rain rate model is in agreement with references.     

An anatomically accurate eye model with a shell-structure lens

A human eye model based on anatomically accurate eye model previously proposed by Liou, has been transformed into a new eye model, in which laminated structure of the lens is considered. The crystalline lens is presented in the form of hundreds of shells with rotational symmetry, and with constant index within each shell. The refractive index increases from the cortical shell to the inner one, according to the equation proposed by Smith G. et al. The anterior surface of the lens is prolate, whereas the posterior surface of the lens is oblate which is consistent with the anatomical data. A ray tracing procedure has been applied to study the refractive structure of the eye. The optical characters of the model have been studied. The reason that the wings occur on the spherical aberration curve has been given. And we found that the lens with gradient refractive index and lens with shell structure can give same longitudinal spherical aberration results.