Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market

This paper explores the investors’ feedback to the price change by modelling the price-related dynamics of trading intensity. A component decomposition duration modeling approach, called the component autoregressive conditional duration (CACD) model, is proposed to capture the variation of trading intensity across time intervals between price change events. Based on the CACD model, an empirical analysis is carried out on the Chinese stock market that covers different market statuses. The empirical results suggest that the CACD model can capture the price-related dynamics of trading intensity, which supports the existence of the feedback effect and is robust across different market statuses. The authors also study how the investors react to the price change by examining the driven factors of the price-related dynamics of trading intensity. The authors find that the trading can be triggered by the fast rise in the price level and the high trading volume. Besides, investors are more sensitive to the price change direction in the sideways market than in the upward or downward markets.     

芳基三唑啉酮类除草剂三维定量构效关系研究

使用比较分子场分析法（ＣｏＭＦＡ）,对１８种抑制原卟啉原氧化酶（ＰＰＯ）的芳基三唑啉酮类化合物进行了三维定量构效关系（ＱＳＡＲ）研究,得到了具有较强预测能力的ＱＳＡＲ模型．该模型显示空间场和静电场效应在抑制ＰＰＯ活性方面均起重要作用,模型对进一步设计、合成具有更高活性的新型除草剂具有指导意义     

一种新的语音噪声抵消算法

针对单参考输入自适应噪声抵消器在多噪声源情况下除噪声效果不理想的问题,根据多参考输入自适应噪声抵消器模型,在推导多参考输入最小均方（MLMS）算法的基础上,给出其改进算法（IMLMS）,结合语音信号的特点,给出了多参考输入自适应语音消噪算法（VMLMS）,利用调整算法执行过程的算法改进思想,突破了传统的修正收敛系数的算法改进模式,最后对几种算法的性能进行了计算机仿真比较。     

耐久性阻燃尼龙-6织物的研制

提出以羟甲基改性尼龙-6织物与反应型有机磷系,溴系阻燃剂进行,耐久性阻燃整理的新方法,讨论不同阻燃整理液对尼龙－6织物阻燃性能的影响,确定最佳阻燃整理液的配方,并通过正交化实验寻找合理的复合工艺参数,红外光谱和元素分析结果表明,羟甲基改性尼龙－6织物与阻燃剂通过化学键结合,所得织物手感良好,阻燃耐久性优良。     

GMRES（m）算法在弹性边界元法中的应用

将基于Galerkin原理的GMRES（m）算法应用于边界元法求解大型弹性问题的计算中，使边界积分节点的划分更具任意性，实例计算结果表明，该算法比有限元法求解更精确，高效。     

Improved Approximate Minimum Degree Ordering Method and Its Application for Electrical Power Network Analysis and Computation

Electrical power network analysis and computation play an important role in the planning and operation of the power grid, and they are modeled mathematically as differential equations and network algebraic equations.The direct method based on Gaussian elimination theory can obtain analytical results. Two factors affect computing efficiency: the number of nonzero element fillings and the length of elimination tree. This article constructs mapping correspondence between eliminated tree nodes and quotient graph nodes through graph and quotient graph theories.The Approximate Minimum Degree(AMD) of quotient graph nodes and the length of the elimination tree nodes are composed to build an Approximate Minimum Degree and Minimum Length(AMDML) model. The quotient graph node with the minimum degree, which is also the minimum length of elimination tree node, is selected as the next ordering vector. Compared with AMD ordering method and other common methods, the proposed method further reduces the length of elimination tree without increasing the number of nonzero fillings; the length was decreased by about 10% compared with the AMD method. A testbed for experiment was built. The efficiency of the proposed method was evaluated based on different sizes of coefficient matrices of power flow cases.     

基于人工神经网络的扁钢轧制力模型

根据ＢＰ人工神经网络算法原理,结合某厂型钢轧机轧制扁钢时的轧制力实测数据,对扁钢轧制力进行建模,结果表明,神经网络用于轧制力建模是可行的,所建模型系统误差〈１％,模型计算值与实测值的偏差,４％,较好地反映了实际轧制过程的特征。     

随机利率下双指数跳扩散模型欧式期权定价

为了合理刻画股价实际变化趋势,将利率风险引入双指数跳扩散模型,建立了随机利率和双指数跳扩散组合模型,然后在组合模型下利用鞅方法、Fourier逆变换和Feynman-Kac定理给出了欧式看涨期权价格的闭式解,推广了Kou在2002年提出的模型及期权定价问题,所提模型及方法有利于资产收益的经验分析,同时为公司信用风险管理提供理论依据。     

对称拓扑分子格中的弱S—闭性

利用强半开元引入了弱Ｓ－闭对称拓扑分子格，给出了它的等阶刻划，讨论了若干特征性质，得到一些有趣的结果。