存货质押融资中螺纹钢风险价值的控制

针对钢材市场中存货质押融资业务的价格风险问题,以螺纹钢现货的价格为样本数据,采用经验值方法计算风险率与效率损失率,并与基于VaR历史模拟法的计算结果进行比较.结果表明,样本期间长度的选择对历史模拟法计算结果的优劣有一定影响,历史模拟法适合短期限的存货质押融资贷款.用回顾测试对计算结果进行检验,表明用VaR方法设定的质押率对控制螺纹钢价格风险更有效.     

The effect of target function on the predictive performance of the two‐stage ridge estimator

The main thrust of this study is to consider the problem of simultaneous prediction of actual and average values of the simultaneous equations model through the target function of Shalabh (Bulletin of International Statistical Institute, 1995, 56, 1375–1390). We focus on the predictive performance of the two‐stage ridge estimator with the motivation for eliminating the disorder arising from multicollinearity. An optimal biasing parameter of the two‐stage ridge estimator is derived by a minimization process of prediction mean square error. In addition, an optimal estimator for the weight of observed value in target function is attained theoretically. The results inferred from a numerical example and a Monte Carlo experiment provide a dramatic improvement in the predictive ability of the two‐stage ridge estimator.     

基于NSTPNT的风电系统可靠性对风电预测误差灵敏度

研究电力系统可靠性对风电预测误差的灵敏度,量化风电预测误差对可靠性的影响,可为风电并网系统的优化调度与备用规划提供参考依据.实际风电预测误差的分布未知,给灵敏度计算带来困难.本文首次提出非标准三阶多项式正态变换方法,推导非标准正态假设下多项式系数的解析表达式,实现将风电预测误差转换为同期望,标准差正态随机变量的多项式形式.将转换后的风电预测误差,代入含备用最优负荷削减模型,评估风电系统可靠性.提出可靠性指标对风电预测误差期望,标准差的灵敏度解析算法.算例验证了非标准三阶多项式正态变换方法与预测误差分布参数可靠性灵敏度算法的准确性.分析备用容量与标准差变化对预测误差可靠性灵敏度的影响.     

Short‐term salmon price forecasting

This study establishes a benchmark for short‐term salmon price forecasting. The weekly spot price of Norwegian farmed Atlantic salmon is predicted 1–5 weeks ahead using data from 2007 to 2014. Sixteen alternative forecasting methods are considered, ranging from classical time series models to customized machine learning techniques to salmon futures prices. The best predictions are delivered by k‐nearest neighbors method for 1 week ahead; vector error correction model estimated using elastic net regularization for 2 and 3 weeks ahead; and futures prices for 4 and 5 weeks ahead. While the nominal gains in forecast accuracy over a naïve benchmark are small, the economic value of the forecasts is considerable. Using a simple trading strategy for timing the sales based on price forecasts could increase the net profit of a salmon farmer by around 7%.     

考虑单元互测的测试性指标分配方法

测试性分配是将系统级测试性指标按照一定规则分配给各组成单元的过程。针对现有主流测试性分配方法未考虑单元之间的互测情形,导致分配结果不合理,尤其是部分单元分配指标虚高,难以实现或代价过高等问题,提出了在综合考虑单元故障率、故障危害度等多重影响因素基础上,进一步考虑单元互测因素的测试性指标分配方法。首先实施考虑多重影响因素的指标初次分配;然后基于单元测试性初步设计结果,实施测试性建模与分析,得到单元自检故障率与他检故障率;再利用这两个数据以及初次分配结果构造分配函数实施再次分配,进而得到最终的分配结果;最后应用该方法进行仿真和实例运算,证明了该方法的有效性和先进性。     

差异化定价策略下的远洋洲际班轮航速与航线配船优化

针对远洋洲际集装箱班轮航速与航线配船优化问题,在考虑集装箱货物时间价值的基础上,通过分析在往返两个长航段上船舶航速变化对货物运输时间的影响,构造了对即期市场客户随航速变化的差异化定价函数,以船公司周利润最大化为目标,构建了集装箱班轮航速与航线配船混合整数非线性规划模型,设计离散化求解算法.算例验证了模型和算法的有效性和适用性.结果表明,差异化定价策略下的航速与航线配船优化,不仅可以降低客户集装箱货物的时间成本,而且也能够明显地增加船公司的运输收益.此外,使最优航速阶梯型下降的燃油价格阈值会随着收益增量比例系数的提高而增大.研究结论可以为船公司航线配船决策提供科学的参考.     

Microstructure,mechanical properties and wear resistance of an Al–Mg–Si alloy produced by equal channel angular pressing

Microstructure, mechanical properties and wear resistance in an ultrafine-grained Al–Mg–Si alloy fabricated utilizing a combination of equal channel angular pressing (ECAP) and dynamic aging were investigated in this paper. The results indicated that the grain size of the ECAP alloy was significantly refined, i.e., to ~239 nm after three ECAP passes. Meanwhile, the yield and tensile strength of the ECAPed material reached 340 MPa and 445 MPa, respectively, while maintaining a significant uniform elongation of 14%. Wear resistance results demonstrated that the wear rate, wear depth and width of the ECAPed material decreased in comparison with the solution-treated (SST) and peak-aged (T6) conditions under a load range of 5–25 N. The adhesive wear that occurs in the undeformed specimens at 10 N does not appear in the ECAPed specimen at the same load, indicating that the ECAPed specimen delay the appearance of more serious wear mechanisms under certain loads. The cooperative interaction of high density nano-scale β" precipitates and dislocations resulted in a combination of super-high strength and good work hardening ability which suppressed the extension of cracks between the friction layer and the plastic deformation zone. As a consequence, the combination of ECAP and dynamic aging brings a significant improvement for antifriction performance of the 6061 aluminum alloy.     

天津医科大学图书馆中文专业图书资源利用效率统计分析

以天津医科大学图书馆UNICORN集成管理系统的各项记录为数据源,挖掘整合了2004—2013年中文专业图书有关数据,从综合性、动态性角度,统计分析了图书购置数量、图书借阅数量及购书经费分布等有关数据,旨在为提高图书馆管理水平提供参考依据。     

丙酸盐对厌氧氨氧化除氮性能及群落结构的影响

为了探究有机碳对厌氧氨氧化的长期影响, 向厌氧氨氧化膜生物反应器中添加不同浓度的丙酸钠, 研究对反应器的除氮效能以及微生物的种群结构和功能变化。结果表明: 反应器主要的脱氮过程由CandidatusBrocadia完成, 当丙酸钠浓度为100 mg/L时, 反应器中由于异养细菌的生长, 可实现碳氮的同步去除, 平均总氮去除率可达91.9%。当丙酸钠浓度为200 mg/L 时, 对Candidatus Brocadia的抑制作用导致反应器除氮性能下降, Candidatus Brocadia的丰度降至41.2%, 总氮去除率降至 78.8%。在有机碳抑制作用解除后, 反应器的除氮性能恢复为86.8%, Candidatus Brocadia丰度增加到54.0%, 但群落多样性下降, 属水平的微生物组成有较大的改变。