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近年来,金融危机频频爆发且易表现出传染性,这使得金融传染引起国内外学者的高度关注.本文选取合适的动态条件相关模型研究欧美市场与A股、港股市场的条件相关性,结合内生多重结构突变模型与T检验方法划分危机传染期与平稳期,选用考虑外部影响的CCK模型研究A股、港股市场的羊群行为,随后,引入收益率分散度指标,研究两次危机的羊群行为传染渠道.研究结果表明:港股市场受两次危机传染的速度均快于A股市场,受传染的持续时间均长于A股市场,但受传染的程度均弱于A股市场:次贷危机传染程度强于欧债危机的传染程度,但传染的持续时间短于欧债危机:羊群行为传染渠道是两次危机对A股、港股市场的传染渠道之一. 相似文献
44.
针对传统输入估计算法跟踪机动目标时检测概率和估计精度不高的缺点,提出一种改进的输入估计跟踪算法。算法利用对检测窗内新息序列进行修正以及对卡尔曼滤波状态变量进行补偿的方法,消除了已有机动检测估计对后继机动输入估计的影响,提高了对机动的检测概率和估计精度。理论分析和仿真结果表明,改进后的算法相比原有算法和IMM3算法,不仅跟踪性能有显著提高,而且对加速度缓变的机动也有较好的跟踪能力。 相似文献
45.
Automatic bridge detection is an important application of SAR images. Differed from the classical CFAR method, a new knowledge-based bridge detection approach is proposed. The method not only uses the backscattering intensity difference between targets and background but also applies the contextual information and spatial relationship between objects. According to bridges’ special characteristics and scattering properties in SAR images, the new knowledge-based method includes three processes: river segmentation, potential bridge areas detection and bridge discrimination. The application to AIRSAR data shows that the new method is not sensitive to rivers’ shape. Moreover, this method can detect bridges successfully when river segmentation is not very exact and is more robust than the radius projection method. 相似文献
46.
Based on the distance of interval numbers and the two-stage decision methods, this paper expands the decision model of grey target into some situation under which the decision information and target weights are the interval numbers at the same time. It also gives the optimization method of weights in the grey target. We get the optimum coordinated vector utilizing the combination assigning method, based on the local optimization of various schemes. So it can shift the weights of interval number into real number form and sequence it according to the weighted off-target distance. Finally the effectiveness and practicality of the model is proved by a real project. 相似文献
47.
The authors propose a V
N, p
test statistic for testing finite-order serial correlation in a semiparametric varying coefficient partially linear errors-in-variables
model. The test statistic is shown to have asymptotic normal distribution under the null hypothesis of no serial correlation.
Some Monte Carlo experiments are conducted to examine the finite sample performance of the proposed V
N, p
test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power.
This research is supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003; the
Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609; the Doctor's Start-up Research Fund
under Grant No. 08-52204; and the Youth Science Research Fund of Chongqing Technology and Business University under Grant
No. 0852008. 相似文献
48.
To study simultaneous location of different kinds of facilities, a new model of flow interception problem with multi-type of flows is proposed, with the consideration of multi-purpose flows and the influence of facilities on each other. To be more practical, the objective is to maximize the benefits from flow-by customers instead of maximizing flows in the past. Since this problem is NP-hard and there is no optimal solution for large network, greedy and improved greedy heuristic algorithms are proposed. A computational example is presented to show that the optimal location decisions are proved to be strongly dependent on the influence coefficients and average profits by one customer and different types of facilities are almost co-located. Finally the results of sensitivity analysis are reported. 相似文献
49.
针对军事通信体系的复杂性和网络化结构特点,通过分析体系中装备实体及各装备之间的通信关系,抽取通信网络模型的构建要素,提出军事通信网络图结构模型。在此基础上设计基于图论的测度指标,分别从装备实体重要性、链路通信重要性以及网络抗毁性3个层次分析军事通信网络的性能。最后,通过具体实例对所提模型及评价方法的可行性进行检验,为战场复杂体系建设提供理论依据。 相似文献
50.
Aiming at the concept of "diagnosis", a simple and effective broadband radar cross section (RCS) measurement system is constructed, and some multi-dimensional scattering properties diagnosis techniques are presented based on the system. Firstly, a stepped-frequency signal is employed to achieve high range resolution, combining with a variety of signal processing tech- niques. Secondly, cross-range resolution is gained with a rotating table, and the high-resolution two-dimensional (2-D) imaging of the scale model is obtained by the microwave imaging theory. Finally, two receiving antennas with a small distance in altitude are used, and the three-dimensional (3-D) height distribution of scattering points on the scale model is extracted from the phase of images. Some typical bodies and a scale aircraft model are diagnosed in an anechoic chamber. The experimental results show that, after scaling with a metal sphere, the accurate one- dimensional (l-D) RCS pattern of the model is obtained, and it has a large dynamic range. When the bandwidth of the transmitting signal is 4 GHz, the resolution of the 2-D image can reach to 0.037 5 m. The 3-D height distribution of scattering points is given by interferometric measurement. This paper provides a feasible way to obtain high-precision scattering properties parameters of the scale aircraft model in a conventional rectangular anechoic chamber. 相似文献