双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

Investigations of Solid State Dynamics at the NRSSR Beamline at PETRA II. An Overview

The present status of the new nuclear resonance beamline PETRA 1 at HASYLAB, DESY, Hamburg is described. Besides an overview of the experimental setup some examples of recent experiments are given. Those cover the main applications, i.e., inelastic scattering from iron alloys and quasielastic scattering from glass-forming liquids. This revised version was published online in August 2006 with corrections to the Cover Date.     

A solution of the DGLAP equation for gluon at low x

We obtain a solution of the DGLAP equation for the gluon at low x first by expanding the gluon in a Taylor series and then using the method of characteristics. We test its validity by comparing it with that of Glück, Reya and Vogt. The convergence criteria of the approximation used are also discussed. We also calculate εF ₂(x,Q)²/ε In Q ² using its approximate relations with the gluon distribution at low x. The predictions are then compared with the HERA data.     

溴酸钾-亚甲蓝催化光度法测定硝酸盐和亚硝酸盐

用镉柱将NO-3 还原为NO-2 ,利用在磷酸介质中NO-2 对溴酸钾氧化亚甲蓝这一褪色反应具有强烈的催化作用而建立了同时测定痕量硝酸盐和亚硝酸盐的新方法。本方法简便、快速、灵敏 ,对亚硝酸盐和硝酸盐测定的线性范围分别为 0～ 2 0 0 μg·L-1和 0 0 0 3～ 310 μg·L-1,用于测定各种水样中痕量NO-2 和NO-3 的含量均获得满意结果     

Structures and stability of Al<Subscript><Emphasis Type="Bold">7</Emphasis></Subscript>C and Al<Subscript><Emphasis Type="Bold">7</Emphasis></Subscript>N clusters

We report results of the atomic and electronic structures of Al₇C cluster using ab initio molecular dynamics with ultrasoft pseudopotentials and generalized gradient approximation. The lowest energy structure is found to be the one in which carbon atom occupies an interstitial position in Al₇ cluster. The electronic structure shows that the recent observation [Chem. Phys. Lett. 316, 31 (2000)] of magic behavior of Al₇C^- cluster is due to a large highest occupied and lowest unoccupied molecular orbital (HOMO-LUMO) gap which makes Al₇C^- chemically inert. These results have further led us to the finding of a new neutral magic cluster Al₇N which has the same number of valence electrons as in Al₇C^- and a large HOMO-LUMO gap of 1.99 eV. Further, calculations have been carried out on (Al₇N)₂ to study interaction between magic clusters. Received 28 July 2001     

用不确定度评价测量结果中的有效自由度的作用

论述了有效自由度的计算方法及有效自由度量值在分析测量结果中的应用。     

大学物理实验中分类教学的探索和研究

本文对大学物理实验课程的教学现状进行了分析,提出了对大学物理实验课程进行分类教学改革的指导思想和遵循的原则及采取的措施。     

On Quantum Team Games

Recently Liu and Simaan (2004) convex static multi-team classical games have been introduced. Here they are generalized to both nonconvex, dynamic and quantum games. Puu's incomplete information dynamical systems are modified and applied to Cournot team game. The replicator dynamics of the quantum prisoner's dilemma game is also studied.     

仓库容量有限条件下的随机存贮管理问题的评注

给出2005年全国部分高校研究生数学建模竞赛D题的研究背景,对参赛论文作了简要评注,并提供了一种参考解答.