Polytope bounds on multivariate value sets

We improve the upper bounds for the cardinality of the value set of a multivariable polynomial map over a finite field using the polytope of the polynomial. This generalizes earlier bounds only dependent on the degree of a polynomial.     

Modeling operational risk incorporating reputation risk: An integrated analysis for financial firms

It has been shown in the empirical literature that operational losses of financial firms can cause severe reputational losses, which, however, are typically not taken into account when modeling and assessing operational risk. The aim of this paper is to fill this gap by assessing the consequences of operational risk for a financial firm including reputational losses. Toward this end, we extend current operational risk models by incorporating reputation losses. We propose three different models for reputation risk: a simple deterministic approach, a stochastic model using distributional assumptions, and an extension of the second model by taking into account a firm’s ability to deal with reputation events. Our results emphasize that reputational losses can by far exceed the original operational loss and that neglecting reputational losses may lead to a severe underestimation of certain operational risk types and especially fraud events.     

基于EGARCH和Cornish Fisher展开的VaR度量方法

针对度量收益率风险价值VaR时,GARCH模型不能体现正负收益率的非对称效应,研究了基于EGARCH模型和Cornish-Fisher展开度量VaR的一般方法。该方法结合了EGARCH模型和CornishFisher展开,将EGARCH模型的偏度和峰度代入Cornish-Fisher展开中对收益率VaR进行度量。实证分析选取标普500指数日收益率作为样本数据,度量该收益率的风险价值VaR;该收益率具有非对称性,建立了能够体现非对称性的EGARCH(1,1)模型,运用新的VaR的方法与经典的基于极值理论的VaR度量方法,和基于Bootstrap方法的VaR度量方法对收益率VaR进行了度量,在不同的置信水平下比较了3种方法 VaR度量结果失败率的大小;结果显示:新的VaR方法对收益率VaR的度量效果优于其他两种方法,对于具有非对称效应的收益率,可考虑此方法度量收益率的VaR。     

碾压混凝土最优碾压参数的确定

本文通过对碾压混凝土压实机理的分析,来阐述碾压混凝土碾压参数。碾压参数包括 VC 值,压实厚度和碾压遍教,最后确定以最少的碾压功能逸到设计要求。     

提高开启式2F48型活塞式制冷压缩机性能的研究

本文通过对2F4.8制冷压缩机热力过程的计算机模拟,获得气阀参数对压缩机热力性能影响的数据资料,以改进气阀结构。经过试验证明,可提高压缩机制冷量和性能系数10%以上。     

论无声语言在演讲中的重要性及运用

无声语言是演讲中使用最多、最普遍,作用也最大的辅助性工具,它与语意、有声语言一道构成了演讲意义表达体系,并且有独立、直观的审美价值。本文就演讲中如何准确而得体地运用无声语言来表意表达了一些意见和建议。