Newton and action at a distance between bodies—A response to Andrew Janiak's “Three concepts of causation in Newton”

This article responds to Professor Andrew Janiak's recent attempt to defend the proposition that Isaac Newton did not believe in action at a distance between bodies (or any other kind of substance) (Janiak, 2013). His argument rests on a distinction between “three concepts of causation in Newton”, which leads him to conclude that although Newton did not believe in action at a distance between bodies, he was able to accept that gravity was a “distant action”. I critically examine Janiak's arguments here, and the historical evidence he brings to bear upon it, and argue that Professor Janiak's latest claims do nothing to undermine the view to which he is opposed, namely, that Newton did believe in the possibility of action at a distance between bodies.     

软硬互层岩滑坡的变形特征及稳定性分析 ——以湖南郴州S215公路K3+172~K3+252段滑坡为例

在软硬互层岩石中,地质灾害极易发生。本文以S215公路K3+172~K3+252段滑坡为研究对象,分析了该滑坡的空间形态、物质组成和变形特征,采用极限平衡法,选择折线型滑动模型,在两种不同工况下对其稳定性进行了计算,最后对滑坡稳定性进行了评价。滑坡在天然工况I条件下为基本稳定状态,在暴雨工况Ⅱ条件下为不稳定状态。提出了多级抗滑桩工程、截排水工程、坡腰平台复绿工程、道路路面修复工程和监测工程相结合的综合防治工程,为该滑坡的后期治理提供了依据。     

用于卫星载荷数据传输总线的终端IP核设计

根据通信卫星有效载荷数据传输总线协议及其工作原理，提出了一种总线终端IP（intellectual property）核的设计及验证方法，该IP核由总线接口模块、时钟分频模块、协议处理模块、数据采集模块等组成，其设计和研制具有自主知识产权。该IP核完成了模块仿真验证、芯片系统仿真验证和FPGA（field programmable gate array）验证并已流片成功，验证结果表明：该IP核设计功能全面、资源占用少、可靠性高，可应用于通信卫星地检验证设备或者直接应用于卫星有效载荷设备中，支持通信卫星有效载荷数据传输总线的测试。     

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

This paper provides clear‐cut evidence that the out‐of‐sample VaR (value‐at‐risk) forecasting performance of alternative parametric volatility models, like EGARCH (exponential general autoregressive conditional heteroskedasticity) or GARCH, and Markov regime‐switching models, can be considerably improved if they are combined with skewed distributions of asset return innovations. The performance of these models is found to be similar to that of the EVT (extreme value theory) approach. The performance of the latter approach can also be improved if asset return innovations are assumed to be skewed distributed. The performance of the Markov regime‐switching model is considerably improved if this model allows for EGARCH effects, for all different volatility regimes considered. Copyright © 2014 John Wiley & Sons, Ltd.     

网关控制器BootLoader系统设计

为实现某款车用网关控制器的实车应用程序更新功能、方便实车调试,设计了基于CAN总线的BootLoader系统.介绍了BootLoader系统实现的基本思路及具体实现方式,详细分析了以飞思卡尔控制器XET256为平台的存储空间分配、地址表示方式、存储空间擦除与写入方法.基于以CAN标准协议为基础的简单自定义命令和S19文件协议,实现了BootLoader与上位机之间信息的交互.试验结果表明,该BootLoader系统能够正确实现应用程序的更新及引导应用程序的执行,提高了网关控制器实车调试效率.     

Forecasting High‐Frequency Risk Measures

This article proposes intraday high‐frequency risk (HFR) measures for market risk in the case of irregularly spaced high‐frequency data. In this context, we distinguish three concepts of value‐at‐risk (VaR): the total VaR, the marginal (or per‐time‐unit) VaR and the instantaneous VaR. Since the market risk is obviously related to the duration between two consecutive trades, these measures are completed with a duration risk measure, i.e. the time‐at‐risk (TaR). We propose a forecasting procedure for VaR and TaR for each trade or other market microstructure event. Subsequently, we perform a backtesting procedure specifically designed to assess the validity of the VaR and TaR forecasts on irregularly spaced data. The performance of the HFR measure is illustrated in an empirical application for two stocks (Bank of America and Microsoft) and an exchange‐traded fund based on Standard & Poor's 500 index. We show that the intraday HFR forecasts capture accurately the volatility and duration dynamics for these three assets. Copyright © 2015 John Wiley & Sons, Ltd.     

零散白货的货源组织问题和运输组织问题一体化

以铁路货运网络上的零散白货为研究对象,在充分考虑了货物的发到时间要求、货物的可运出时间与列车在沿途各站到发时间的协调约束、零散白货快运列车的多种停站方案和列车的非满轴运行特性等基础上,构建了以列车运营费用、货物的装卸作业费用、在货运站的库存费用和未满足最迟送达时间的惩罚费用之和最小为目标的混合整数规划模型.在小案例网络上对模型的求解效果进行验证并对一些重要参数进行了灵敏度分析,结果表明,本文提出的模型能优化基于时空网络的列车方案和每支OD可采用的运送方案.     

基于母线传输边际率标准的输电系统扩建规划

提出了一种新的输电系统扩建规划优化方法,首次把母线传输边际率标准与分支限界法相结合。在满足指定负荷区域输电可靠性的前提下,采用母线传输边际率标准,客观上可以最大限度地减小新建输电线路的总体投资。本文所提出输电系统扩展规划模型,可作为一个整数规划问题来解决。提出了一种结合网流理论和最大流-最小分割定理的分支限界法最优化解决策略。以21母线系统为例进行了计算说明,证明了该方法在竞争激烈的电力市场环境下,解决输电系统扩展规划问题的实用性与可行性。     

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.     

综合考虑公交相位优先和非公交相位补偿的单点信号优化方法

为降低公交车辆在交叉口的延误,同时兼顾社会车辆的通行效率,提出了一种综合考虑公交相位优先和非公交相位补偿的单点信号优化方法。首先,公交优先算法以交叉口的人均延误模型为目标函数,以遗传算法为求解工具,研究了绿灯延长策略ΔGt和红灯早断策略ΔRt的选取。然后,在实施公交信号优先的后续周期对非公交相位进行补偿,从而降低公交相位优先对社会车辆的影响。最后,以北京市朝阳路与高碑店北路交叉口为例进行验证。结果表明:优化后的交叉口人均延误明显降低,且非公交相位补偿策略使社会车辆的通行效率没有受到太大的损害。