首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

High precision topographic data on Lop Nor basin's Lake "Great Ear" ? and the timing of its becoming a dry salt lake

High precision elevation measurements using DGPS were carried out along three representative tran- sects for the "Great Ear" area, a dry salt lake within the Lop Nor basin. Results indicate that the Lop Nor basin is only 5.2 m deep and its lowest point occurs at the center of the "Great Ear". In addition, the basin is asymmetric - steeper in the southwest (0.19‰) and gentler in the northeast (0.09‰). Points along the same "Great Ear" ring were found to have an identical elevation value, but different when from different ones (lower towards the center). The spacing of the "Great Ear" rings was found to be closely related with the surface steepness. The closer the "Great Ear" rings are spaced, the steeper the ground surface, and vice versa. These findings support the argument that the "Great Ear" rings are the former shoreline trails left behind by Lop Nor water during the last few episodes of recession towards its total dry up. A comprehensive analysis of the high precision elevation data, historical accounts, aerial and satellite photographs and imagery, and official topographic maps of the study area suggests that the "Great Ear" area in the Lop Nor basin was incorrectly mapped as being covered by a great body of water on the 1963 topographic maps. A re-interpretation of the 1958 aerial photographs and newer remote sensing imagery indicated that the "Great Ear" ring structure was already in place in 1958 and it continued to appear on the subsequent remote sensing data without any major changes. It is estimated that lake water in the "Great Ear" area of the Lop Nor basin disappeared between the late 1930s and early 1940s.     

Electronic transport properties of bismuth nanobridges through silicon-nitride membranes

The electronic transport through nanostructured bismuth nanobridges has been investigated at low temperatures (T<2 K) and in magnetic fields B up to 8.5 T. The samples show reproducible resistance fluctuations as a function of B, superimposed on a large magnetoresistance of up to 50%. In addition, time-dependent resistance fluctuations in zero magnetic field demonstrate the presence of bistable scatterers in the constriction region of our samples, which are described by two-level systems. Their dynamics are shown to be sensitive to subtle modifications of the static scatterer configuration in their vicinity, which cannot be detected in the sample magnetofingerprint.     

基于多元时间序列融合的飞行动作识别方法

针对飞行动作数据随机性强与长度不一致的问题,提出通过减小动态时间规整(DTW)算法的搜索空间,并定义不同特征参数贡献度的概念,实现对飞行数据的多元时间序列融合,从而完成对战术机动动作的识别。通过引入预分类和细分类结合的方式,对动作数据进行预处理,然后根据改进的动态时间规整(WDTW)算法对待测数据进行识别。仿真实验表明,相比传统DTW算法,WDTW算法通过降低算法复杂度,识别计算时间变化明显;对核密度与精准度系数的分析表明识别准确率亦有所提高。实验结果验证了所提方法的准确性。     

Time Series Prediction Based on Chaotic Attractor

A new prediction technique is proposed for chaotic time series. The usefulness of the technique is thatit can kick off some false neighbor points which are not suitable for the local estimation of the dynamics systems. Atime-delayed embedding is used to reconstruct the underlying attractor, and the prediction model is based on the timeevolution of the topological neighboring in the phase space. We use a feedforward neural network to approximate thelocal dominant Lyapunov exponent, and choose the spatial neighbors by the Lyapunov exponent. The model is testedfor the Mackey-Glass equation and the convection amplitude of lorenz systems. The results indicate that this predictiontechnique can improve the prediction of chaotic time series.     

层次分析法的两处缺陷改进及实例

层次分析方法在定性与定量的评判中,有较广泛地运用。在运用的过程中,发现其存在两处缺陷有待改进。其一为准则层的因素设置过于宽泛,通过其直接评判的权重存在较大的主观误差;其二为专家评判值为一定值,与实际为区间值不相符。基于此,文章提出通过第三层因素判断矩阵,来间接求取准则层各因素的权重;引入三时估算法,改进原有专家评判法,同时对三时估算值误差对权值误差以及最终评判值误差的影响作了一定程度分析。     

Scheduling data transfers in a network and the set scheduling problem

In this paper we consider the online ftp problem. The goal is to service a sequence of file transfer requests given bandwidth constraints of the underlying communication network. The main result of the paper is a technique that leads to algorithms that optimize several natural metrics, such as max-stretch, total flow time, max flow time, and total completion time. In particular, we show how to achieve optimum total flow time and optimum max-stretch if we increase the capacity of the underlying network by a logarithmic factor. We show that the resource augmentation is necessary by proving polynomial lower bounds on the max-stretch and total flow time for the case where online and offline algorithms are using same-capacity edges. Moreover, we also give polylogarithmic lower bounds on the resource augmentation factor necessary in order to keep the total flow time and max-stretch within a constant factor of optimum.     

Cu~+、Ag~+、Au~+与乙硫醇的气相化学反应

利用激光溅射 分子束的技术 ,结合反射飞行时间质谱计 ,研究了Cu+、Ag+、Au+与乙硫醇的气相化学反应。结果显示这三种金属离子与 (CH3 CH2 SH) n 反应形成一系列团簇离子M+(CH3 CH2 SH) n,且团簇离子尺寸不一样。Ag+、Au+与乙硫醇的反应还生成了 (CH3 CH2 SH) +n ,由此推测Cu+、Ag+、Au+与乙硫醇团簇的反应存在两种通道 ,一种通道是生成M+(CH3 CH2 SH) n,另一种是生成 (CH3 CH2 SH) +n 。Cu+、Au+与乙硫醇的反应还生成了M+(H2 S) (M =Cu、Au) ,但是实验中没有观察到Ag+(H2 S) ,理论计算表明Ag+(H2 S)很不稳定。另外 ,分析产物离子M+(CH3 CH2 SH) n 的强度发现 ,n =1～ 2之间存在明显的强度突变现象