Modeling Default Dependence with the Mixture of Calendar Time and Business Time

Evaluating default correlation between securities in a portfolio is very important for credit derivatives pricing and risk management. Under the framework of the structural model proposed by Black and Cox, we assume that the asset values of companies are driven by Brownian motions in the worlds of the calendar time and the business time; they then could evolve continuously or by leap. We build the dynamic default correlations using the time-varying correlated Brownian motions in these processes. The sensitivity of default correlations to the key parameters is explored in the paper by numerical examples, and we apply the model to risk management as well. Because default times are unpredictable in the proposed model, the defaults might occur suddenly. Independent defaults and complete correlated defaults can be described in the model as well.     

Non-Uniform APSK Optimization for BICM Systems

Traditional Amplitude Phase Shift Keying(APSK) consists of rings with points uniformly spaced. By giving up this uniform-spacing feature, we propose an APSK optimization method based on the uniform APSK with Gray labeling(Gray-APSK). The aim of the optimization is to maximize the Generalized Mutual Information(GMI)of Bit-Interleaved Coded Modulation(BICM) for the targeted code rate and channel. We show that our optimized non-uniform APSK could offer further performance gain compared with the conventional uniform Gray-APSK and considerably outperforms the traditional quadrature amplitude modulation at the targeted SNR and channel.     

FlexCore: Dynamic Virtual Machine Scheduling Using VCPU Ballooning

As multi-core processors become the de-facto configuration in modern computers, the adoption of SMP Virtual Machines(VMs) has been increasing, allowing for more efficient use of computing resources. However,because of existence of schedulers in both the hypervisor and the guest VMs, this creates a new research problem,viz., double scheduling. Although double scheduling may cause many issues including lock-holder preemption,v CPU stacking, CPU fragmentation, and priority inversion, prior approaches have either introduced new problems and/or addressed the problem incompletely. In this paper, we describe the design and implementation of Flex Core,a new scheduling scheme using v CPU ballooning, which dynamically adjusts the number of v CPUs of a VM at runtime. This essentially eliminates unnecessary scheduling in the hypervisor layer, and thus, boosts performance significantly. An evaluation using a complete KVM-based implementation shows that the average performance improvement for PARSEC applications on a 12-core Intel machine is approximately 52.9%, ranging from 35.4% to79.6%.     

xCaTiO_3-(1-x)LaAlO_3陶瓷微波介电性能的研究

采用传统固相反应法制备x Ca Ti O3-(1-x)La Al O3(0.55≤x≤0.69)(CTLA)陶瓷,研究CTLA陶瓷的物相,微观结构及微波介电性能.结果表明,烧结温度在1 400℃时,陶瓷的微波性能最佳,介电常数在35~47之间,Q×f≥35 000 GHz.随着Ca Ti O3含量的增大,频率温度系数趋零,当x=0.67时,陶瓷具有最佳的微波性能:εr=45,Q×f=36 684 GHz,τf=6.02×10-6/℃.1     

超声波与生姜提取液对康乃馨保鲜的研究

通过超声波(UW)、保鲜剂(PS)及超声波与生姜提取液(UPS)复合预处理对康乃馨品种"玛斯特"切花瓶插保鲜效果进行研究.结果表明:UPS处理有效推迟了切花鲜质量变化和水分平衡值的下降速度,延长了开花时间,增加了蛋白质和过氧化氢酶(CAT)质量摩尔浓度,降低了丙二醛(MAD)质量摩尔浓度,延缓了康乃馨切花的衰老.     

干旱胁迫对苦荞麦农艺性状、产量和品质的影响

以2个苦荞品种(晋荞2号和川荞1号)为材料,研究了干旱胁迫对苦荞麦农艺性状、产量和品质的影响.结果表明:晋荞2号在轻度胁迫处理下株高、主根长、根体积、侧根数分别为56.4cm,12.41cm,3.76cm3和13.0个,较正常灌水和重度胁迫处理分别增加13.4%~42.8%,22.3%~73.4%,16.4%~50.5%和33.1%~77.6%.川荞1号在轻度胁迫处理下株高、主根长、根体积和侧根数分别为35.1cm,16.3cm,3.66cm3和6.0个.较正常灌水和重度胁迫处理分别增加9.4%~33.3%,40.4%~50.0%;23.2%~46.5%,34.5%~69.7%.胁迫可增加苦荞的单株粒质量,两个品种均在轻度胁迫处理单株粒质量最高,分别为2.3g和2.3g.芦丁质量分数以叶片质量分数最高,但各胁迫处理间差异无统计学意义.黄酮质量分数以轻度胁迫处理最高,两个品种均以胁迫处理显著高于正常灌水处理,晋荞2号各器官间黄酮和芦丁质量分数均明显高于川荞1号.     

求解软时间窗车辆路径问题的一种新方法

车辆路径问题属于组合优化领域中的NP–Hard问题.针对带软时间窗的车辆路径问题,提出了一种区域划分—路径优化的数学模型.首先结合最小支撑树算法能产生全局最优解的优点,将客户划分为若干个子区域.然后再结合贪婪算法简单迅速的特点,对每个子区域中的路径进行优化.实验结果表明,该算法收敛速度快、搜索成功率高.     

重庆市北碚区入侵植物现状及防治对策研究

在野外调查、标本采集鉴定的基础上,结合文献资料,初步分析了重庆市北碚区外来入侵植物的种类组成、分布状况、原产地、危害程度,并且提出防治对策与建议.结果表明:北碚区有45种入侵植物,隶属于20科,其中菊科种类最多,有11种;原产地为美洲的种类最多,有29种;草本最多,有37种;空心莲子草Alternanthera philoxeroides、小白酒草Conyza canadensis和落葵薯Anredera cordifolia危害程度最为严重;其中歇马镇有入侵植物种数33种,危害程度最为严重.     

基于差异驱动模型的我国大中型工业企业技术创新能力动态评价

以我国大中型工业企业技术创新能力动态评价问题为研究对象,从创新投入和创新产出2个方面建立了大中型工业企业技术创新能力动态评价指标体系,应用基于三次差异驱动理论的动态评价模型,并以2000—2012年我国省级区域大中型工业企业为对象进行了实证研究,对我国省级区域大中型工业企业的技术创新能力实现了排序并发现了技术创新能力地区间的差异性.以提高我国大中型工业企业的技术创新能力为目标,结合我国大中型工业企业技术创新过程中存在的问题,从营造良好的创新环境、提高金融支持水平、加强企业人力资源培育能力等方面提出了进一步提高大中型工业企业技术创新能力的政策建议.