基于FPGA的信号量管理模块的设计

针对软件实时操作系统的开销给嵌入式系统带来性能退化的问题,提出了基于FPGA的硬件实时操作系统的方案,设计了一个硬件信号量管理模块并用Verilog HDL硬件描述语言进行描述。仿真结果验证了这一设计的正确性,且其创建、请求和发送信号量操作的执行速度比μC/OS-Ⅱ中信号量管理部分明显提高。     

A neural network versus Black–Scholes: a comparison of pricing and hedging performances

An Erratum has been published for this article in Journal of Forecasting 22(6‐7) 2003, 551 The Black–Scholes formula is a well‐known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural network (MLP) can be used to find a call option pricing formula better corresponding to market prices and the properties of the underlying asset than the Black–Scholes formula. The neural network method is applied to the out‐of‐sample pricing and delta‐hedging of daily Swedish stock index call options from 1997 to 1999. The relevance of a hedge‐analysis is stressed further in this paper. As benchmarks, the Black–Scholes model with historical and implied volatility estimates are used. Comparisons reveal that the neural network models outperform the benchmarks both in pricing and hedging performances. A moving block bootstrap is used to test the statistical significance of the results. Although the neural networks are superior, the results are sometimes insignificant at the 5% level. Copyright © 2003 John Wiley & Sons, Ltd.     

基于电阻阵的红外图像实时生成和显示系统

对基于MOS电阻阵列红外图像转换器的红外图像实时生成和显示系统的实现进行了重点论述。根据红外图像仿真原理对典型目标建模,并利用openGL和开发的图像转换等软件,完成目标动态图像数据序列的计算机生成;论述了基于128×128电阻阵列的红外图像数据处理与驱动控制技术,实现了目标动态红外亮度图像向目标动态灰度图像的转换,并利用驱动控制系统以200Hz的帧频速度驱动MOS电阻阵实时生成目标动态红外图像。该系统已在红外成像目标仿真中得到应用。     

Homology Priority Task Scheduling in μC/OS-Ⅱ Real-Time Kernel

μC/OS-Ⅱ is an open source real-time kernel adopting priority preemptive schedule strategy. Aiming at the problem of μC/OS-Ⅱ failing to support homology priority tasks scheduling, an approach for solution is proposed. The basic idea is adding round-robin scheduling strategy in its original scheduler in order to schedule homology priority tasks through time slice roundrobin. Implementation approach is given in detail. Firstly, the Task Control Block （TCB） is extended. And then, a new priority index table is created, in which each index pointer points to a set of homology priority tasks. Eventually, on the basis of reconstructing μC/OS-Ⅱ real-time kernel, task scheduling module is rewritten. Otherwise, schedulability of homology task supported by modified kernel had been analyzed, and deadline formula of created homology tasks is given. By theoretical analysis and experiment verification, the modified kernel can support homology priority tasks scheduling, meanwhile, it also remains preemptive property of original μC/OS-Ⅱ.     

液态金属压铸机的实时压射控制系统

为了满足压铸工艺的要求，有必要进行压射机构的改造并对压射实施自动控制．为此，研究了液态金属压铸机压射结构的重新设计及其实时控制，设计了一套对压射进行实时控制的系统，着重研究了该系统的组成、基本原理及其特点．     

首次公开发行股票(IPO)定价模型的评析

对首次公开发行股票定价的三种模型的假设条件、应用优势和局限性进行了评估.     

有交易费用的衍生物定价模型

该文对考虑交易费费用的衍生物定价方程进行了研究，证明了在一定条件下其可化为线性偏微分方程求解，并得出了具体的定价公式。     

在线信息产品捆绑定价研究

基于在线信息产品交易各方的互动关系,考虑网络接入商与信息产品生产商各自市场垄断力的对比,研究了两者进行价格决策的先后顺序对信息产品捆绑的最终价格和对信息产品厂商采用捆绑销售策略的影响.研究结果表明当两者同时进行价格决策时,两者均分市场利润;当两者进行序贯博弈时,先决策价格者将获得先动者优势,且消费者在此情形下的总支付将大于当两者同时决策时的总支付;信息产品厂商采用何种捆绑策略与其决策顺序无关,仅与被捆绑产品的捆绑价值参数相关.     

实物期权在折扣销售上的创新应用

介绍了实物期权定价技术,为中国电信“一元小灵通”建立了定价模型,探讨了其中所隐含的实物期权定价技术,并评价了其潜在的风险、盈利及取得盈利的相应条件。     

H.264视频流量的自适控制

多媒体在因特网络中实时传播,常因网络的带宽限制造成传输过程中数据包丢失.如何提高多媒体传输的质量是一个重要而有挑战性的任务.现提出了一种新颖的基于丢包率判决来自适应控制H.264视频流量的传输方法.实验表明该方法解决了有效带宽变化对视频传输的影响,很大程度上提高了多媒体传输的质量.