基于非对称漂移双gamma跳-扩散过程的创新幂型期权定价模型

针对假设股价的对数收益率布朗运动在期权定价时产生的无法解释股价对数收益率的尖峰厚尾和序列相关性的缺陷,采用了Zhang提出的非对称漂移双gamma跳-扩散过程来描述资产(股价)的对数收益率运动形态(该过程是kou提出的双指数跳-扩散过程的推广),并利用Esscher风险中性变换,研究了幂型期权的定价公式.还设计了两种创新的幂型期权,在非对称漂移双gamma跳-扩散过程下给出了相应的定价公式.     

Parametric inference for multiple repairable systems under dependent competing risks

The focus of this article is on the analysis of repairable systems that are subject to multiple sources of recurrence. The event of interest at the system level is assumed to be caused by the earliest occurrence of a source, thereby conforming to a series system competing risks framework. Parametric inference is carried out under the power law process model that has found significant attention in industrial applications. Dependence among the cause‐specific recurrent processes is induced via a shared frailty structure. The theoretical inference results are implemented to a warranty database for a fleet of automobiles, for which the warranty repair is triggered by the failure of one of many components. Extensive finite‐sample simulation is carried out to supplement the asymptotic findings. Copyright © 2014 John Wiley & Sons, Ltd.     

一种车用单刀双掷开关的质检仪器研发

介绍了一种车用单刀双掷开关质量检测仪器的研发,包括检测系统的硬件设计、检测原理以及算法软件开发。首先,根据单刀双掷开关的工作原理及质量检测要求,开发了检测手指触觉压力的机械装置,以及控制开关通道切换的继电器控制电路;在此基础上,开发了相应的检测算法,可实现对开关切换状态、电压差以及手指触觉压力进行自动化的数据采集、分析、检测和判断,从而挑选出合格的开关;最后,设计了触屏人机交互界面,可实时显示产品检测的参数。该检测设备在某自动化生产线上经过近一年时间的检测验证,证明系统运行平稳,检测效果良好、误检率低,可以完全取代传统的人工检测方式,提高了开关的检测效率,降低了检测人员的工作量。     

面向数据挖掘的静态电源综合故障诊断研究

静态电源是机场桥载设备最重要的组成部件之一,应用非常广泛。然而,其产生的频发故障会造成设备利用率低、修复率时长和经济损失等问题,在基于桥载设备的安监系统上,提出了静态电源综合故障诊断方法,通过数据挖掘软件,建立了静态电源故障诊断预测模型。通过在线数据库测试结果表明得到了综合故障诊断方法在预测静态电源故障上显现的特点,得到了静态电源的未来状态,实现了对静态电源的实时故障进行预测,进而为解决故障提供方向和目标,最终达到降低经济损失最大化的目的。     

QoS enhancement in OFDM based systems under transceiver impairments

Broadband wireless systems generally use orthogonal frequency division multiplexing (OFDM) with link adaptation (LA) to achieve high throughput while meeting bit error rate (BER) constraint. OFDM systems are known to be affected by non-linearity of high power amplifier (HPA) at transmitter, carrier frequency offset (CFO), symbol timing offset (STO) and channel estimation error at the receiver. The delay in feedback of channel state information (CSI) further affects the performance of LA procedures. The focus of this work is on performance analysis in presence of simultaneous affect of all these impairments on LA based OFDM systems. The results are found to be useful for threshold readjustment which is essential for successful implementation of LA scheme to counter the effects of change in operating conditions from ideal to as listed above.     

Characteristic X-ray detector: In-situ imaging of radioactive contaminant distributions

The characteristic X-ray detector (CXRD), a CsI(Tl) scintillator with a 50-mm diameter, is a directional X-ray sensor that measures characteristic X-rays from radioactive material, such as ¹³⁷Cs, and identifies the direction of radioactive contamination. We evaluated a CXRD and visualized the distribution of radioactivity in the contaminated area near the Fukushima Dai-ichi nuclear power station, where the ambient dose equivalent rate was 2.1 μSv/h at 1 m above ground level. We found a good correlation between the characteristic X-ray fluxes and the distribution of radioactive contaminants with a 0.823 Pearson product–moment correlation coefficient.     

新型复合共沉淀法制备高能量/高功率型锂离子二次电池用5V正极材料LiNi_(0.5)Mn_(1.5)O_4及其电化学性能

在传统的固相法的基础上开发了新型复合共沉淀法制备LiNi0.5Mn1.5O4材料.新型复合共沉淀法采用(NH4)2CO3和(NH4)2C2O4共同作为沉淀剂,通过控制共沉淀反应条件,得到了具有均匀球形形貌的沉淀物颗粒.再通过与饱和氢氧化锂溶液的水热反应及高温反应,最终制备出具有球形次级形貌和纯相尖晶石结构的LiNi0.5Mn1.5O4材料.电化学测试表明,制备的LiNi0.5Mn1.5O4具有优异的电化学性能,其初始容量达到了141.4mAh·g-1.在0.3C、1C和3C倍率下经过200次循环后的容量分别为136.0 mAh·g-1(96.3%)、128.6 mAh·g-1(94.4%)和113.9 mAh·g-1(91.1%).通过高温反应及特殊的冷却处理,LiNi0.5Mn1.5O4在4.0 V低压区平台的容量损失得到了有效抑制.更重要的是,通过控制合成过程中的关键步骤,可实现半定量化控制材料结构中的原子有序排布程度,进而得到具有高能量密度和高功率密度的两种LiNi0.5Mn1.5O4材料,其能量密度和功率密度分别达到了648.6 mWh·g-1和7000 mW·g-1以上.     

Third-Generation Solar Cells: Toxicity and Risk of Exposure

Solar energy is considered clean energy, and its use is predicted to increase in the near future. Most installed units today are crystalline solar cells, but the field is in constant development, and when the first dye sensitized solar cell was published by Grätzel and O'Reagan a new, third-generation, solar power was born. Highly toxic metals are used to produce the photovoltaic units today, and with the predicted increase in solar cell installation, the human health hazards of these panels could become an issue. Additionally, many of these materials are used in their nanoform, which is associated with an additional risk. In this article, we discuss the technology behind the third-generation solar cells with its valuable use of nanotechnology as well as the possible health hazard when such nanomaterials are used in solar power units. We will show that the main exposure will occur either during the development and production phases or at the end-of-life stage of the solar cells, where toxic material can leach into landfills, and subsequently into the environment and impact the ecosystem directly, or humans indirectly through edible plants or drinking water.     

A Microelectronic Sensor Device Powered by a Small Implantable Biofuel Cell

Biocatalytic buckypaper electrodes modified with pyrroloquinoline quinone (PQQ)-dependent glucose dehydrogenase and bilirubin oxidase for glucose oxidation and oxygen reduction, respectively, were prepared for their use in a biofuel cell. A small (millimeter-scale; 2×3×2 mm³) enzyme-based biofuel cell was tested in a model glucose-containing aqueous solution, in human serum, and as an implanted device in a living gray garden slug (Deroceras reticulatum), producing electrical power in the range of 2–10 μW (depending on the glucose source). A microelectronic temperature-sensing device equipped with a rechargeable supercapacitor, internal data memory and wireless data downloading capability was specifically designed for activation by the biofuel cell. The power management circuit in the device allowed the optimized use of the power provided by the biofuel cell dependent on the sensor operation activity. The whole system (power-producing biofuel cell and power-consuming sensor) operated autonomously by extracting electrical energy from the available environmental source, as exemplified by extracting power from the glucose-containing hemolymph (blood substituting biofluid) in the slug to power the complete temperature sensor system and read out data wirelessly. Other sensor systems operating autonomously in remote locations based on the concept illustrated here are envisaged for monitoring different environmental conditions or can be specially designed for homeland security applications, particularly in detecting bioterrorism threats.