Bayesian Copulae Distributions, with Application to Operational Risk Management

The aim of this paper is to introduce a new methodology for operational risk management, based on Bayesian copulae. One of the main problems related to operational risk management is understanding the complex dependence structure of the associated variables. In order to model this structure in a flexible way, we construct a method based on copulae. This allows us to split the joint multivariate probability distribution of a random vector of losses into individual components characterized by univariate marginals. Thus, copula functions embody all the information about the correlation between variables and provide a useful technique for modelling the dependency of a high number of marginals. Another important problem in operational risk modelling is the lack of loss data. This suggests the use of Bayesian models, computed via simulation methods and, in particular, Markov chain Monte Carlo. We propose a new methodology for modelling operational risk and for estimating the required capital. This methodology combines the use of copulae and Bayesian models.      

Numerical investigation of slow solitons in Bragg gratings with a hyperbolic tangent apodization

This paper numerically and analytically investigates the formation and propagation motion of optical soliton in the Bragg grating.We choose the fibre Bragg grating with hyperbolic tangent apodization in the middle section in order to obtain slower solitons.Optical fibre soliton but not Bragg grating soliton is used as input pulse in the discussion,which is much more approximate to the light source for the practical purpose.We discuss in detail the effects of the soliton’s velocity with some parameters in the process of transmission.The results show that by choosing special parameters,one can make the soliton slow-down with a little distortion and energy decay and obtain tunable time-delay on a small scale.     

Birefringence,dispersion and loss properties for PCFs with rectangular air-holes

In this paper, the solid-core fiber designs constructed by omitting one air-hole at the center of square-lattice silica photonic crystals with rectangular shaped air-holes have been investigated theoretically and their characteristics have been compared with those of square ones. Using commercial simulation software, birefringence, dispersion, numerical aperture and confinement loss of the fundamental modes are analyzed.     

水流中锚链阻力系数测量的实验设计

为了在水池内测出船模拖曳时锚链在水流中的阻力系数,设计了一套简单而有效的实验方案。考虑到锚链的柔软与笨重,故采取了三项措施:(1)将锚链相邻链环连接处点焊住,使其成一根直杆;(2)将该锚链水平悬挂于拖车之下,用拖车运行速度模拟流速,通过锚链悬挂绳与铅垂线的夹角来计算水流对锚链的作用力;(3)为了消除锚链两个端部对阻力测试的影响,用长、短锚链的阻力差值除以锚链长度差,既得到了单位长度锚链的阻力,又有效地解决了端部影响,进而计算出锚链阻力系数。     

Application of the Free Tangent Law in Quantification of Household Satisfaction from Durable Consumer Goods

This paper presents a postulate for a new approach in the measurement of households’ satisfaction from durable consumer goods, based on a modified inflation expectation measurement method used in survey research. The authors examine the application of a three-step qualitative evaluation, followed by the quantification of responses using a modified Carlson and Parkin method adopted in the context of the free tangent law.     

Geometry and Topology of Continuous Best and Near Best Approximations

The existence of a continuous best approximation or of near best approximations of a strictly convex space by a subset is shown to imply uniqueness of the best approximation under various assumptions on the approximating subset. For more general spaces, when continuous best or near best approximations exist, the set of best approximants to any given element is shown to satisfy connectivity and radius constraints.     

SEELFS对Mg-Al复合氧化物结构的研究

应用EXAFS类似原理,对MgO和Mg-Al复合氧化物[Mg(Al)O]中Mgk-边的SEELFS(SurfaceExtendedenergyLossFineStructure)一阶微分谱进行数据处理,得到了Mg近邻原子的配位距离。研究发现,同MgO比较,由于Al^3^+的引入,使[Mg(Al)O]中的Mg－mg配位距离增加,配位数降低,而Mg－O的配位环境基本不变。     

Exact integration of the von Mises elastoplasticity model with combined linear isotropic-kinematic hardening

The main purpose of this work is to present two semi-analytical solutions for the von Mises elastoplasticity model governed by combined linear isotropic-kinematic hardening. The first solution (SOLε) corresponds to strain-driven problems with constant strain rate assumption, whereas the second one (SOLσ) is proposed for stress-driven problems using constant stress rate assumption. The formulas are derived within the small strain theory Besides the new analytical solutions, a new discretized integration scheme (AMε) based on the time-continuous SOLε is also presented and the corresponding algorithmically consistent tangent tensor is provided. A main advantage of the discretized stress updating algorithm is its accuracy; it renders the exact solution if constant strain rate is assumed during the strain increment, which is a commonly adopted assumption in the standard finite element calculations. The improved accuracy of the new method (AMε) compared with the well-known radial return method (RRM) is demonstrated by evaluating two simple examples characterized by generic nonlinear strain paths.     

A compact I－V model for lightly-doped-drain MOSFETs

A novel model for lightly-doped-drain (LDD) MOSFETs is proposed, which utilizes the empirical hyperbolic tangent function to describe the I－V characteristics. The model includes the strong inversion and subthreshold mechanism, and shows a good prediction for submicron LDD MOSFET. Moreover, the model requires low computation time consumption and is suitable for design of MOSFETs devices and circuits.