金融时间序列分析与建模

介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析.     

ON DIRECT METHOD OF SOLUTION FOR A CLASS OF SINGULAR INTEGRAL EQUATIONS

In this article, by introducing characteristic singular integral operator and associate singular integral equations (SIEs), the authors discuss the direct method of solution for a class of singular integral equations with certain analytic inputs. They obtain both the conditions of solvability and the solutions in closed form. It is noteworthy that the method is different from the classical one that is due to Lu.     

Chain length effect on dynamical structure of poly (vinyl pyrrolidone)-polar solvent mixtures in dilute solution of dioxane studied by microwave dielectric relaxation measurement

Dielectric relaxation study of the binary mixtures of poly(vinyl pyrrolidone) (PVP) (Mw=24000, 40000 and 360000 g mol⁻¹) with ethyl alcohol (EA) and poly(ethylene glycol)s (PEGs) (Mw=200 and 400 g mol⁻¹) in dilute solutions of dioxane were carried out at 10.1 GHz and 35°C. The relaxation time of PVP-EA mixtures was interpreted by the consideration of a wait-and-switch model in the local structure of self-associated ethyl alcohol molecules and also the PVP chain length as a geometric constraint for the reorientational motion of ethyl alcohol molecules. The formation of complexes and effect of PVP chain length on the molecular dynamics, chain flexibility and stretching of PEG molecules in PVP-PEG mixtures were explored from the comparative values of dielectric relaxation time. Further, relaxation time values in dioxane and benzene solvent confirm the viscosity independent molecular dynamics in PVP-EA mixtures but the values vary significantly with the non-polar solvent environment.     

Application of the finite Hankel transform to a diffusion problem without azimuthal symmetry

The problem treated in this paper concerns calculating the evolution of the pressure in a single-phase, slightly compressible fluid in a porous medium consisting of communicating layers. The fluid is produced through a point sink located on the side of an otherwise sealed cylindrical wellbore. This location of the sink causes the flow around the wellbore to be azimuthally asymmetric.The problem is solved through successive application of Laplace, finite Fourier and finite Hankel transforms. Although apparently straightforward, this approach leads to serious numerical difficulties. The published form of the inversion formula for the finite Hankel transform leads to inaccurate computation for the higher azimuthal modes even with 128 bit arithmetic. An alternative form is developed which enables accurate evaluation of the solution with the more practical 64 bit arithmetic. The technique for two-layer solution presented here can be directly extended to a problem with a larger number of communicating layers. This is the first instance of successful application of the finite Hankel transform to an azimuthally asymmetric diffusion problem.     

Some Oscillatory Singular Integrals on Herz-type Spaces (Ⅱ)

In this paper, the authors prove that some oscillatory singular integral operators of non-convolution type with non-polynomial phases are bounded from the Herz-type Hardy spaces to the Herz spaces and from the Hardy spaces associated with the Beurling algebras to the Beurling algebras in higher dimensions, even though it is well-known that these operators are not bounded from the Hardy space H1(Rn) into the Lebesgue spaceL1(Rn).     

大面积玻璃RPC模型与性能测试

介绍了可用于粒子探测的大面积玻璃高阻板探测器RPC(Resistive Plate Chamber).使用两块间隔2mm的普通浮法玻璃作为电极,其中充入流动的混合气体(氩气+异丁烷+F134A),工作高压约9600V;性能测试结果,其单室效率可达97%,时间分辨可达到1.8ns.     

Untersuchung des anisotropen Kriechverhaltens vorgeschädigter Werkstoffe am austenitischen Stahl X8 CrNiMoNb 16 16

Übersicht Ziel der Untersuchung ist es, den Einfluß von Kriechschädigung und Belastungsvorgeschichte auf das weitere Kriechverhalten nach einer Änderung der Belastungsrichtung zu bestimmen. Die ermittelten Kriechbruchzeiten werden stark von der Änderung der Belastungsrichtung beeinflußt. Dieses Verhalten wird mit einer tensoriell nichtlinearen Theorie erklärt, indem man den Einfluß der Vorschädigung mit einem zweistufigen Tensor darstellt.

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PERSISTENCE AND GLOBAL STABILITY FOR TWO-SPECIES NONAUTONOMOUS PREDATOR-PREY SYSTEM WITH DIFFUSION AND TIME DELAY

In this paper, a non-autonomous predator-prey model with diffusion andcontinuous time delay is studied, where the prey can diffuse between two pat-ches of a heterogeneous environment with barriers between patches, but for thepredator, the diffusion does not involve a barrier between patches, further itis assumed that all the parameters are time-dependent. It is shown that thesystem can be made persistent under some appropriate conditions. Moreover,sufficient conditions that guarantee the existence of a unique periodic solutionwhich is globally asymptotic stable are derived.     

用定义求解高等数学中的有关问题

应用导数的定义，为分段函数的分界点提供了一种行之有效的求导方法，利用微分的定义判断函数在分界点及其他特殊点的可微性，运用定和分的定义求一类特殊类型的极限．     

Optimal inspection and perfect repair

Models are developed for decision making about monitoring andmaintenance of systems whose performance through time is describedby a general stochastic process. The system is monitored andpreventive and corrective maintenance actions are carried outin response to the observed system state. The decision processis simplified by using the maximum process as a decision variable.The models developed generalize age replacement models and othersimple maintenance strategies. The approach can deal with failuresthat prevent the system functioning further, and also failuresthat are defined by regulation or economic considerations. Attentionis restricted to perfect repair and inspection, but the structureprovides the framework for further developments.