导航信号功率增强对阵列接收机的影响分析

为了分析低轨导航增强系统中信号功率增强对阵列接收机的影响, 提出一种信号传播与阵列接收机的数学模型, 基于该模型分析了功率增强条件下最小均方误差算法与直接矩阵求逆算法对抗干扰性能的影响。根据理论分析与仿真实验, 增强信号对最小均方误差与直接矩阵求逆的影响相似, 当信号增强量在15 dB以下时, 阵列抗干扰对信号的影响较小；随着信号功率进一步增强, 增强信号被识别为干扰并进行了抑制；当信号的信噪比增强到10 dB时, 增强信号被抑制约15 dB。研究结果表明, 在采用传统阵列抗干扰方法的情况下, 信号功率的增强并非越大越好, 信号功率增强15 dB时对传统阵列抗干扰的影响较小。     

雷达导引头指向误差对导弹制导的影响与对策

受相控阵天线指向误差和天线罩瞄准误差的共同影响,相控阵雷达导引头存在较严重的指向误差。当指向误差斜率超出一定范围时会造成导弹制导系统出现寄生回路振荡问题,影响系统的稳定性和制导精度,在高空尤为明显。对此，本文通过构建相控阵雷达导引头制导系统模型,分析了导引头指向误差斜率对导弹制导的影响以及产生寄生回路振荡的机理;为消除导引头指向误差斜率对制导的不利影响,在指向误差测量补偿的基础上,又给出了一种多模型扩展卡尔曼滤波的估计方法,对导引头指向误差斜率进行实时估计与补偿。数字仿真结果表明，所提方法能够有效改善导引头指向误差斜率对制导系统的不利影响,提高系统稳定性和制导精度。     

无风险利率影响担保市场交易结构的效应研究

担保市场交易结构是参与主体行为的分布格局,取决于担保人、债权人和债务人三方签署担保契约协议的执行结果.无风险利率是调控金融市场的政策工具,但对担保市场交易结构的影响机理和效应的研究被忽视.基于担保人资本结构本文构建担保市场均衡理论模型,推理给出无风险利率变化影响担保市场交易结构的机理假设是:随着无风险利率增高,偿付率高的优质担保人会提高其定价,压缩债务人购买担保获得的收益,但对偿付率低的劣质担保人不会产生影响,造成偿付率高的优质担保人从市场中退出,整体担保市场中优质担保人构成减少,增加担保市场的风险.同时利用我国2007-2016年上市公司提供担保实际数据进行实证检验,结果支持了假设的有效性,为我国有效防范担保市场风险的形成和演化提供了理论和实际依据.     

大入射余角CFAR检测器

雷达在大入射余角高分辨率海杂波背景下检测时,等效后向散射面积增大,大部分海杂波能量投射到少数距离单元,能量分布不均,出现功率突然增大的杂波“异常单元”,导致检测器参考窗口所处的背景环境复杂多变,传统检测器检测概率降低,虚警率及误检率增加。为解决此问题,通过参考滑窗单元的协方差矩阵构造正定矩阵,求解其矩阵范数用以估计杂波功率水平,并采用支持向量机改进传统恒虚警率(constant false alarm rate,CFAR)检测器,得到基于正定矩阵杂波功率估计训练支持向量机的改进CFAR检测器。实验结果表明,新检测器在均匀杂波、多目标环境下检测性能稳定,在杂波边缘的虚警控制能力良好。     

基于中心差异度迭代调整机制的 网络社区搜寻算法研究

为解决当前网络社区搜寻算法存在的节点聚类形成困难,搜寻迭代过于复杂,难以实现社区归属的二次更新等不足,提出了一种基于中心差异度迭代调整机制的网络社区搜寻算法。首先,通过领袖节点重叠度来实现初次社区搜寻裁决,有效降低了重复搜寻的概率,且根据加入节点与领袖节点差异度进行聚类匹配;随后,通过待加入节点与领袖节点之间的交互热度方式进行基于热度机制的聚类递归,实现对搜寻误差的二次校正。仿真实验表明,与当前网络社区搜寻算法中常用的差分迭代阈值裁决机制,混沌度一体化成型迭代机制相比,本文算法具有更高的首次成功率,以及更小的搜寻次数与迭代周期,具有很强的实际部署价值。     

Google Trends and the forecasting performance of exchange rate models

In this paper, we use Google Trends data for exchange rate forecasting in the context of a broad literature review that ties the exchange rate movements with macroeconomic fundamentals. The sample covers 11 OECD countries’ exchange rates for the period from January 2004 to June 2014. In out‐of‐sample forecasting of monthly returns on exchange rates, our findings indicate that the Google Trends search query data do a better job than the structural models in predicting the true direction of changes in nominal exchange rates. We also observed that Google Trends‐based forecasts are better at picking up the direction of the changes in the monthly nominal exchange rates after the Great Recession era (2008–2009). Based on the Clark and West inference procedure of equal predictive accuracy testing, we found that the relative performance of Google Trends‐based exchange rate predictions against the null of a random walk model is no worse than the purchasing power parity model. On the other hand, although the monetary model fundamentals could beat the random walk null only in one out of 11 currency pairs, with Google Trends predictors we found evidence of better performance for five currency pairs. We believe that these findings necessitate further research in this area to investigate the extravalue one can get from Google search query data.     

Exchange rate forecasting and the performance of currency portfolios

We examine the potential gains of using exchange rate forecast models and forecast combination methods in the management of currency portfolios for three exchange rates: the euro versus the US dollar, the British pound, and the Japanese yen. We use a battery of econometric specifications to evaluate whether optimal currency portfolios implied by trading strategies based on exchange rate forecasts outperform single currencies and the equally weighted portfolio. We assess the differences in profitability of optimal currency portfolios for different types of investor preferences, two trading strategies, mean squared error‐based composite forecasts, and different forecast horizons. Our results indicate that there are clear benefits of integrating exchange rate forecasts from state‐of‐the‐art econometric models in currency portfolios. These benefits vary across investor preferences and prediction horizons but are rather similar across trading strategies.     

基于频控阵的递推最小二乘波束形成算法

频控阵通过在阵元间加入远小于载频的频率增量,使波束的空间分布距离角度二维相关。基于频控阵基本结构,引入两种接收信号处理机制,并对其进行理论推导分析,仿真表明两种机制均能有效接收信号。针对指向误差存在,导向矢量失配导致主瓣发生偏移问题,采用递推最小二乘波束形成算法处理。仿真结果表明,存在指向误差时,该算法在两种机制中均能在目标位置形成主瓣,在干扰位置形成零陷,验证了算法在频控阵中应用的稳健性。     

外汇欧式期权在市场不完备下的对冲误差分析

本文研究了外汇欧式期权的对冲误差问题,针对典型的静态和动态Delta对冲策略,在对冲过程不连续和利率平价公式不成立的市场不完备情形下,给出了即期对冲和远期对冲的对冲误差公式,从而能够更准确地衡量实际对冲组合产生的风险.在研究Delta对冲策略过程中,本文提出了一个包含摩擦系数ε的外汇远期汇率模型,并通过分析即期对冲和远期对冲的差异,给出了最优对冲方式的判别条件.该判别条件依赖于摩擦系数ε,做市商仅通过对摩擦系数ε实时的监控,便可以选择最优的风险对冲方式,从而提高了对冲效率.本文提出的对冲误差的具体解析式和最优对冲方式的判别条件为外汇期权对冲及其风险管理提供了理论依据.实证结果表明,本文提出的期望收益差与实际对冲组合的收益差基本一致,从而验证了判别条件的合理性.     

Activity and reproduction in Megalobulimus paranaguensis (Gastropoda,Eupulmonata): implications for conservation in captivity for a South American land snail

ABSTRACT

In South America, Megalobulimus includes a number of threatened species, as well the largest land snails on the continent. The activity patterns and reproductive aspects of this group have not been documented. This work describes the daily and seasonal activity patterns and reproduction of M. paranaguensis. We maintained specimens in the laboratory for one year, and we quantified their behaviour for one hour at four different times of the day (0 h, 6 h, 12 h and 18 h) during three days in four months (August, September, April and May). The number of postures, hatching rate, time of hatching since oviposition and mortality rate among juveniles for each month were also quantified. Megalobulimus paranaguensis was more active in August, and had a egg laying peak one month after. Fifty-one eggs were laid by 12 captive individuals throughout the year, with a mean value of 4.25 eggs per individual. The hatching rate was 80.39%, and the time of hatching since oviposition was 56.7 ± 4.3 days. In two eggs, we observed the presence of twins. The mortality rate among juveniles was low (9.30%) indicating that rearing land snails in captivity has the potential to be an important and viable tool for the management and conservation of these organisms.