Phase Transitions in Traffic Models

It is suggested that the question of existence of a jamming phase transition in a broad class of single-lane cellular-automaton traffic models may be studied using a correspondence to the asymmetric chipping model. In models where such correspondence is applicable, jamming phase transition does not take place. Rather, the system exhibits a smooth crossover between free-flow and jammed states, as the car density is increased.     

利用富铈混合稀土改善工业纯铝中富铁相形貌的研究

利用金相分析方法研究了富Ce混合稀土变质对含不同Fe量的工业纯铝的组织和其中富铁相形貌的影响。试验结果表明,随着Fe含量的增加,富铁相由弥散细小的颗粒状向短棒状、长针状转变;富Ce混合稀土变质使铝中的富铁相由长针状变为弥散细小的颗粒状。随着稀土含量的增加,-αAl晶粒逐渐细化,富铁相尺寸及数量逐渐减小。添加0.5%稀土时,-αAl晶粒细化效果最佳,而且富铁相呈细小颗粒状均匀分布在-αAl基体的晶界处。本文还对稀土改善富铁相的机制进行了分析。     

CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

基于人工神经网络的商业银行信用风险模型

在对人工神经网络的基本原理进行简要介绍的基础上 ,着重对构建商业银行信用风险的人工神经网络模型进行了研究 ,实证结果表明 ,人工神经网模型具有很高的预测精度     

Application of heat conduction calorimetry to high explosives

This paper describes some thermal analysis experiments conducted on high explosive samples. These employ differential scanning calorimetry to monitor thermal effects at elevated temperatures (around 200 °C) and heat conduction calorimetry to record thermal effects at much lower temperatures (below 100 °C).The work shows that, due to the generally high thermal stability of many high explosive compositions, heat generation rates are very low, if detectable at all, at normal storage temperatures, even when using a very sensitive instrument. The sensitivity and reproducibility of this technique has been investigated in detail by Wilker et al. [S. Wilker, U. Ticmanis, G. Pantel, Detailed investigation of sensitivity and reproducibility of heat flow calorimetry, in: Proceedings of the 11th Symposium on Chemical Problems Connected with the Stability of Explosives, Sweden, 1998] and shown to be capable of recording heat generation rates of less than a microwatt. This allows continuous measurement of decomposition processes in nitrate ester based propellants at temperatures as low as 40 °C. However, the measurement of very low levels of heat generation is difficult, time consuming and therefore expensive. If the assumption is made that the life limiting process is invariably the slow decomposition of the energetic component, this will frequently lead to very long service lifetime predictions.A number of possible complications are identified. Firstly, due to its low detection threshold, a heat conduction calorimeter may detect other reactions which will not lead to failure, but which may still dominate the heat flow signal. Secondly, the true failure process may generate little energy and be overlooked. In view of these considerations, at present it seems unwise to rely on heat conduction microcalorimetry as the only tool for the assessment of the life of high explosive energetic systems.Based on examples of life terminating processes in high explosives during storage and use, it is clear that decomposition of the energetic material is not invariably the cause of system failure. It is also by no means the only reaction that may take place in, and be observed by, a heat conduction calorimeter.     

单一稀土Ce, La和混合稀土在工业纯铝中的作用

通过对比实验的方法，研究了稀土Ce，La和混合稀土对工业纯铝组织、电性能和机械性能的影响。结果表明：单一稀土La，Ce可降低工业纯铝的电阻率，提高工业纯铝的导电性，其中La的效果优于Ce．而混合稀土对电阻率几乎无影响；La，Ce和混合稀土均能减小工业纯铝的晶粒度，在其加入量为0．1％后细化效果明显，当其含量大于0．5％后细化效果趋于平缓，其中Ce的效果最佳，La次之，混合稀土最弱；单一稀土La，Ce在一定含量时可提高工业纯铝的σb6和δ，Ce的作用强于La，混合稀土对σb和δ的影响不明显。     

微量稀土对工业纯铝中杂质相的变质行为

采用SE,EDAX,TEM他稀土对工业纯铝中富Fe(Si)杂质相的变质作用及机制,结果表明：富铈混合稀土（RE）是一种有效变质剂,可使铝中杂质相由粗大长针（条）状或骨骼变细小的团球状或短棒状,且分布均均匀,提高了材料的力学性能（尤其是塑性）,其变质机制主要是因稀土在固／液界面前前沿的富集,导致了稀土进入杂质相形成（AlFeSiRE)的复杂化合物,或吸附在杂质相表面阻碍其长大,但过量稀土易导致第二相数量增多,降低材料塑性,其加入量应小于 0．07％（质量分数）。     

Multivariate dynamic modeling for Bayesian forecasting of business revenue

Forecasting enterprise-wide revenue is critical to many companies and presents several challenges and opportunities for significant business impact. This case study is based on model developments to address these challenges for forecasting in a large-scale retail company. Focused on multivariate revenue forecasting across collections of supermarkets and product categories, hierarchical dynamic models are natural: these are able to couple revenue streams in an integrated forecasting model, while allowing conditional decoupling to enable relevant and sensitive analysis together with scalable computation. Structured models exploit multi-scale modeling to cascade information on price and promotion activities as predictors relevant across categories and groups of stores. With a context-relevant focus on forecasting revenue 12 weeks ahead, the study highlights product categories that benefit from multi-scale information, defines insights into when, how, and why multivariate models improve forecast accuracy, and shows how cross-category dependencies can relate to promotion decisions in one category impacting others. Bayesian modeling developments underlying the case study are accessible in custom code for interested readers.     

基于面板模型的商品房价格影响因素的实证研究

选取了我国30个省市2006~2015年的面板数据,应用面板数据计量模型回归的方法,基于R语言对影响商品房价格的因素进行实证研究.首先,经过Hausman检验与F检验确定面板数据的模型为混合估计模型;模型可以通过十折交叉验证法、残差正太性的检验、Q-Q图检验、变量间共线性的检验;最后经过逐步回归分析,结果表明土地价格、商品房销售面积、居民可支配收入、人均国内总产值财政收入占地区生产总值比重、汇率这6个指标对商品房价格都有显著性的影响.其中,土地价格和居民可支配收入对商品房价格的影响最为突出.