M/M/1/m系统算子的本征值特性(m=4,5)

研究了m=4,5时,M/M/1/m算子本征值特性:二者相应本征值的代数重均为1;二者相应的系统算子的非零本征值相互交替;后者的最大非零本征值逐渐靠近0点;另外给出了m=4,5时,相应的p_0(t)图像.     

一类新图的匹配唯一性

利用图的匹配多项式及其最大实数根的性质证明了树T(1,1,n,2,1)及补图匹配唯一的充要条件是n≠1,2,5,8.     

贷款定价中的低估行为与房地产价格泡沫——扩展的PW模型与中国经验

Pavlov和Wachter清晰地阐述了商业银行对抵押贷款看跌期权内在价值的低估导致资产价格膨胀,使其脱离基础价值,即产生泡沫。但是其假设条件缺乏一般性,并且没有考虑开放条件下的汇率风险。本文在对其假设条件进行修正,并添加汇率因素的基础上,对PW模型进行扩展,从而得出开放条件下商业银行贷款定价行为与房地产价格泡沫的相关分析模型,得出的结论是,房地产价格与利差和汇率负相关,与存款利率正相关,而提高借款人的自付权益成本可削弱贷款定价中的低估行为对房价的影响。最后,采用我国2005年7月至2008年9月的月度数据进行计量分析,基本证实了模型的结论,同时,也说明了房地产需求对样本期间内的房价飚涨影响不大,货币政策的调控效果也非常微弱。     

Recent advances and applications of molecularly imprinted polymers in solid‐phase extraction for real sample analysis

Sample pretreatment is essential for the analysis of complicated real samples due to their complex matrices and low analyte concentrations. Among all sample pretreatment methods, solid‐phase extraction is arguably the most frequently used one. However, the majority of available solid‐phase extraction adsorbents suffer from limited selectivity. Molecularly imprinted polymers are a type of tailor‐made artificial antibodies and receptors with specific recognition sites for target molecules. Using molecularly imprinted polymers instead of conventional adsorbents can greatly improve the selectivity of solid‐phase extraction, and therefore molecularly imprinted polymer‐based solid‐phase extraction has been widely applied to separation, clean up and/or preconcentration of target analytes in various kinds of real samples. In this article, after a brief introduction, the recent developments and applications of molecularly imprinted polymer‐based solid‐phase extraction for determination of different analytes in complicated real samples during the 2015‐2020 are reviewed systematically, including the solid‐phase extraction modes, molecularly imprinted adsorbent types and their preparations, and the practical applications of solid‐phase extraction to various real samples (environmental, food, biological, and pharmaceutical samples). Finally, the challenges and opportunities of using molecularly imprinted polymer‐based solid‐phase extraction for real sample analysis are discussed.     

基于小波分析的多期择时能力模型及实证研究

本文利用小波变换对基金收益率及其方差进行多尺度分解,并将小波分析引入资本资产定价模型,计算小波多尺度β。进一步地将小波分析引入到传统的H-M模型中,利用小波函数的多尺度与不同的投资期限对应,对模型进行多期改造,从而获得择时能力的多期评价模型。以我国经济背景为依托,选择14只开放式基金进行实证研究,结果表明,利用小波分析可以有效的对基金的择时能力进行多期评价。     

投机、期货市场与原油价格变动

从原油的金融资产属性出发,探讨了原油期货市场中的投机行为下价格泡沫的存在性,在实证中针对美国商品交易委员会报告中的不足进行修正,考察了多种因素对价格的影响.结果表明：投机是近一轮油价波动的原因,但却无法据此质疑原油期货市场的作用,原油期货市场仍在总量上对价格起到了稳定的负反馈作用.结论在肯定投机推高油价的同时,证明石油期货市场并非是价格波动的根源,相反具有调节作用,从而强调了石油期货市场监管的重要性.     

Smoothness on bubble tree compactified instanton moduli spaces

The bubble tree compactified instanton moduli space -Mκ （X） is introduced. Its singularity set Singκ（X） is described. By the standard gluing theory, one can show that- Mκ（X） - Singκ（X） is a topological orbifold. In this paper, we give an argument to construct smooth structures on it.     

应用留数定理计算一类实积分

应用留数定理,通过构造被积函数,将一类实积分的计算问题转化为求留数的计算,得到求此类问题的一种解法.     

The valuation of convertible bonds with numeraire changes

The changes of numeraire can be used as a very powerful mean in pricing contingent claims in the context of a complete market. We apply the method of nurmeraire changes to evaluate convertible bonds when the instantaneous growth and variance of the value of issuer and those of zero-coupon bonds follow a general adapted stochastic process in this paper. A closed-form solution is derived when the instantaneous growth and variance of the value of issuer and those of zero-coupon bonds are deterministic function of time. We also consider a special case when the asset price follows GBM （Geometric Brownian Motion） and interest rate follows Vasicek＇s model.     

水中气泡光散射动态特征及其与水粒光散射特征的对比研究

基于VirtualLab虚拟仿真软件建立了粒径在几十到几百微米内不同大小和形状的气泡模型。对其在平面光照射下的散射进行了仿真模拟,得到了气泡的前向、后向光散射特征分布,将结果与水粒的光散射特征进行比较分析,发现:同一气泡前向散射远大于后向散射,但两者拥有十分相近的变化趋势。光源和气泡大小影响气泡远场散射幅值的大小、振荡频率、角宽度及次极大与主极大的比值。气泡结构的对称性影响着气泡远场散射的对称性。气泡与水粒的远场散射特性既联系又区别。该研究的结果可以为气泡的分析检测提供了一定的理论依据。