管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

课例论文中存在的问题及提升质量的写作框架和内容要求

针对一线教师的课例研究成果难以分享和传播的困境,分析了当前课例论文写作中存在的问题:缺乏教学目标、重教学设计而轻教学实践、教学反思不足、文献查阅不够、教学理论与教学实践脱节等。提出了提升课例论文质量的写作框架和内容要求,其容易被一线教师接受,注重继承性和发展性,强调教学实践数据的呈现,强调可复制性和可操作性。     

具有第二次多选择服务的M[X]/G/1排队系统

本文研究成批到达的具有第二次多选择服务的单服务员排队系统．顾客的到达形成一广义泊松过程，不同批的顾客按先到先服务的规则，而同一批的顾客按随机次序接受服务．两次服务的服务时间都是一般分布且相互独立．本文采用补充变量法，求得在瞬态和稳态情况下系统队长的概率母函数，然后又计算出顾客的平均队长和平均等待时间．     

窄线SeyfertⅠ型星系

本文将概述窄线SeyfertⅠ型星系 (包括具有类似性质但光度较大的类星体 )的主要观测特征、物理内涵及其理论解释和在活动星系核内部结构上的反映。窄线SeyfertⅠ型星系 (NLS1 ,以后NLS1都认为包括NLSI星系和NLS1类星体 )具有窄的允许线Hβ,它兼有Sy1和Sy2的某些特征。它具有强的FeⅡ光学线和弱的 [OⅢ ]λ5 0 0 7禁线 ,这明显不同于Sy2。在观测相关量的主成分统计分析中表明NLS1是活动星系核第一主向量表现为极端的一类。这包括 :( 1 )HβFWHM取极小 ;( 2 )FeⅡλ45 70 /Hβ 取极大 ;( 3)SⅢ ]λ1 892 /CⅢ ]λ1 90 9取极大 ,亦一定范围内宽线区电子密度取大值 ;( 4 )CⅣλ1 5 4 9线中心蓝移取极大 ;( 5 )高光度NLS1的软X射线光子数谱指数Γx 取极大 ;( 6)X射线相对流量变化方差最大等。基于以上观测结构和相应统计规律 (观测量与HβFWHM的关系 ) ,解释NLS1现象最佳的模型是高相对吸积率L/LEdd模型。NLS1比之典型宽线活动星系核具有较低的中心黑洞质量MBH。进一步 ,还发现这一模型是活动星系核主...     

基于多元线性回归模型的东北地区需水量分析

多元线性回归模型在社会、经济、技术以及众多自然科学研究领域中已被广泛使用,某个地区需水量应与该地区多种因素有关,故选取东北地区的GDP、水库蓄水总量、人均可支配收入、城市绿地面积和工业用水量等5个因素,借助MATLAB软件阐明了多元线性回归模型在东北地区需水量分析中的应用.并通过皮尔森相关性检验、拟合优度检验、F检验、t检验和残差分析的方法对模型进行优化,得到了准确可靠的多元线性回归模型,此模型具有拟合程度高、简易、直观等优势,为多元线性回归模型在需水量分析中的应用提供了有力参考.     

基地化保障模式下飞机四站装备需求确定研究

基地化保障模式对飞机保障资源需求的影响是制约其发展的重要问题.基于离散事件仿真(DES)方法建立了航空兵场站四站保障过程的数学模型,考虑了四站装备自身故障的影响,并在所建模型的基础上提出运用离散系统仿真软件ARENA对四站保障过程进行仿真.仿真结果表明,与现行的航空兵场站单机种保障策略相比,基地化保障模式能够减少各个机种通用的四站装备数量需求,而单个机种特有的四站装备需求不变.     

ON THE STRONG LAW OF LARGE NUMBERS FOR SUMS OF INDEPENDENT BANACH SPACE VALUED RANDOM ELEMENTS

For a sequence of independent random elements {V _n ,n≥1} in a real separable Banach space X, necessary and, separately, sufficient conditions are provided for the strong law of large numbers ∑ _i=1 ⁿ (V _i ?c _i )/b _n →0 almost certainly to hold where {c _n ,n≥1} and {b _n >0,n≥1} are suitable sequences of centering elements in X and norming constants, respectively. The necessity result extends a real line result of Martikainen[14] Martikainen, A.I. 1979. On Necessary and Sufficient Conditions for the Strong Law of Large Numbers. Teor. Veroyatnost. i Primen., 24: 814–820. (English translation in Theory Probabl. Appl., 24 (1979) 820–823) [Google Scholar] to a Banach space setting. The sufficiency result assumes that X is of Rademacher type p (1≤p≤2) and is new even when X is the real line. It is general enough to include as special cases a strong law of Adler, Rosalsky, and Taylor[2] Adler, A., Rosalsky, A. and Taylor, R.L. 1989. Strong Laws of Large Numbers for Weighted Sums of Random Elements in Normed Linear Spaces. Int. J. Math. Math. Sci., 12: 507–530. [Crossref] , [Google Scholar] for sums of independent and identically distributed random elements and a strong law of Heyde[9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  [Google Scholar] for sums of independent (real-valued) random variables. Illustrative examples are provided showing that the results are sharp and an example is presented satisfying the hypotheses of the sufficiency result but not those of Heyde's[9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  [Google Scholar] theorem.     

大处着眼，小处入手——基金委化学科学部2019年基金项目会议评审工作的几点尝试和思考

The National Natural Science Foundation of China (NSFC) is a vital government agency supporting basic research and people to create knowledge and meet major national needs, where a rigorous and objective merit-based peer review mechanism is the key to funding the most promising research proposals. This invited comment overviews some recent attempts aimed at bettering the academic evaluation environment at the Department of Chemical Science in 2019, through measures such as grouped panel committee meetings, standardized panel committee meeting procedures, and review process refinement to improve the project review at panel committee meeting levels.     

“三合一”仪器分析平台的建设

立足于现有分析仪器,通过建立“三合一”仪器分析平台,将学生实习、教师科研、企业检测等3方面需求结合起来。仪器分析平台以“准专业化”方式运作,具有如下功能:(1)增加了学生实习时间和就业机会;(2)改善了教师科研条件,缓解了实验压力;(3)为本地小微企业提供了就近的检测服务;(4)为学校和企业提供了技术合作平台。     

RANDOM PENALTIES AND RENEWABLE RESOURCES: A MECHANISM TO REACH OPTIMAL LANDINGS IN FISHERIES

Abstract Recent literature considers illegal landings a moral hazard problem that arises because individual landings are unobservable. The literature proposes incentive schemes to solve the information problem. However, most of the proposed schemes raise huge information requirements and social budget balance is not secured. In this paper, we suggest a random penalty mechanism that reduces the information requirements and secures budget balance in the case of a given number of licensed vessels. In the random penalty mechanism, aggregate landings are measured through stock sizes and the natural growth function. If aggregate landings are below optimal landings, each fisherman receives a subsidy. If aggregate catches are above optimal landings, the mechanism works such that either the fisherman is randomly selected and pays a fine or the fisherman is not selected and receives a subsidy. The fine and subsidy can be designed such that budget balance is secured. Provided risk aversion is sufficiently large and the fine is high enough, the random penalty mechanism will generate optimal individual landings. The budget balance combined with risk aversion drives the result for this advanced tax/subsidy system that does not exhaust the resource rents. The budget balance creates interdependence between fishermen that secure optimality.