A New Method of Portfolio Optimization Under Cumulative Prospect Theory

In this paper,the portfolio selection problem under Cumulative Prospect Theory(CPT) is investigated and a model of portfolio optimization is presented.This model is solved by coupling scenario generation techniques with a genetic algorithm.Moreover,an Adaptive Real-Coded Genetic Algorithm(ARCGA) is developed to find the optimal solution for the proposed model.Computational results show that the proposed method solves the portfolio selection model and that ARCGA is an effective and stable algorithm.We compare the portfolio choices of CPT investors based on various bootstrap techniques for scenario generation and empirically examine the effect of reference points on investment behavior.     

Effects of Power Inversion Spatial Only Adaptive Array on GNSS Receiver Measurements

The Spatial Only Processing Power Inversion(SOP-PI) algorithm is frequently used in Global Navigation Satellite System(GNSS) adaptive array receivers for interference mitigation because of its simplicity of implementation. This study investigates the effects of SOP-PI on receiver measurements for high-precision applications. Mathematical deductions show that if an array with a centro-symmetrical geometry is used, ideally,SOP-PI is naturally bias-free; however, this no longer stands when non-ideal factors, including array perturbations and finite-sample effect, are added. Simulations are performed herein to investigate how exactly the array perturbations affect the carrier phase biases, while diagonal loading and forward-backward averaging are proposed to counter the finite-sample effect. In conclusion, whether SOP-PI with a centro-symmetrical array geometry will satisfy the high precision demands mainly depends on the array perturbation degree of the element amplitude and the phase center.     

Physical layer impairments tolerance based lightpath provision in software defined optical network

As all-optical networks grow with ever increasing ultra-high speed, the communication quality suffers seriously from physical layer impairments ( PLIs) .The same problem still exists in software defined optical network ( SDON) controlled by OpenFlow.Aimed to solve this problem, a PLIs tol-erance based lightpath provision scheme is proposed for OpenFlow controlled optical networks.This proposed approach not only takes the OSNR model to represent those linear PLIs factors, but also in-troduces those nonlinear factors into the OSNR model.Thus, the proposed scheme is able to cover most PLIs factors of each optical link and conduct optical lightpath provison with better communica-tion quality.Moreover, PLIs tolerance model is also set up and considered in this work with some necessary extension to OpenFlow protocols to achieve better compatibility between physical layer im-pairments factors and various services connections.Simulation results show that the proposed scheme is able to get better performance in terms of packet loss rate and connection setup time.     

Ground demonstration system based on in-orbit assembly oriented manipulator flexible force control

To eliminate the load weight limit of carrier rockets and reduce the burden on support struc-tures,in-orbit assembly is a key technology to make design of scattering a large diameter telescope into submirror modules, which requires smooth operation of assembly robots, and flexible force con-trol technology is necessary.A ground demonstration system is presented for in-orbit assembly focu-sing on flexible force control.A six-dimensional force/torque sensor and its data acquisition system are used to compensate for gravity.For translation and rotation, an algorithm for flexible control is proposed.A ground transportation demonstration verifies accuracy and smoothness of flexible force control, and the transportation and assembly task is completed automatically.The proposed system is suitable for the development of in-orbit assembly robots.     

Glutenin macropolymer particles size distribution of six wheat varieties in eastern China

Size distribution of glutenin macropolymer(GMP) particles significantly affects the quality of final products in wheat. Six wheat varieties in eastern China were used for investigating the GMP content, particle size distribution and their relation. The results showed that the particle diameter of GMP changed from 0.38 μm to 269 μm. A typical bimodal curve of volume distribution of particles with peak values ranged from 4.44 μm to 5.36 μm and from 45.76 μm to 116.30 μm, respectively. Number distribution of particles showed the typical population with peak values in the range of 0.57-1.00 μm. Proportions of granules 12 μm, 12-80 μm and 80 μm were in the range of 17.1%-47.8%, 32.1%-50.3% and 10.2%-38.1% of total volume, respectively. The content of GMP was negatively correlated with the volume of GMP particles 12 μm, but positively correlated with the volume of particles 80 μm. The results suggested that the greater percentage of larger GMP particles is, the more GMP content there is in wheat grain.     

基于数值积分与功率损耗测试的冷轧电机功率模型

为提高冷轧电机功率的计算精度,提出了一种新型的电机功率在线计算模型,模型中将电机功率分为轧制功率和机械功率损耗.其中,轧制功率采用基于简易有限元的数值积分方法计算获得,而电机机械功率损耗采用实验测试回归方法获得.基于本文设计的测试方案和模型结构,通过对某1 450 mm五机架冷连轧机组的现场测试,回归得到了功率损耗模型中的系数,并将其应用到了该机组中.现场实际应用表明该电机功率模型的计算偏差可控制在±5%以内,证明该模型具有较高的计算精度,符合现场控制要求,具有广泛的应用前景.     

氮氧化物储存还原反应中还原时间的控制方法

使用H_2作为还原剂,采用NO_x存储还原循环的试验方法,在石英反应器上研究了还原时间、反应温度和还原剂体积分数对NO_x存储还原(NSR)催化剂Pt/Ba/Ce/γ-Al_2O_3存储还原特性的影响.结果表明:存在一个最佳还原时间,在此处可取得最高的循环转化率;最佳还原时间与反应温度和还原剂体积分数相关,提高反应温度或者降低还原剂体积分数,最佳还原时间延长.     

影响螺纹副轴向力分布均匀性的关键因素分析

通过对螺纹连接结构承载分布问题的理论分析与数值模拟,探索影响螺纹副轴向力分布均匀性的关键因素.首先对螺纹副轴向承载分布进行理论分析,提出依据螺纹副截面上单位长度荷载F与螺纹牙相对变形u的关系曲线确定轴向力分布的解析方法.理论分析表明,当F-u关系曲线呈屈服形状时,螺纹副轴向承载力分布更加均匀.其次,对施必牢螺纹副进行分析,发现其F-u关系曲线呈现出屈服特征;从牙型设计、材料塑性和螺纹错动三方面进行分析,阐明施必牢螺纹副承载分布均匀性好的力学机制;最后,详细分析了螺纹副径向尺寸系数、摩擦因数和材料特性等因素对螺纹上轴向力分布的影响规律.     

Equilibrium Customer Strategies in Markovian Queues with Setup Times and Partial Failures

This paper considers the equilibrium behavior of customers in a Markovian queue with setup times and partial failures, where the reactivated server must go through a period of setup time to reach the normal working state and a failure can occur at any time during the normal service. When a partial failure occurs, the server continues to serve the customers on spot at a low rate and does not admit a new arrival. Once the system becomes empty, an exponential repair time starts. Assuming that all the customers have the option of joining or balking based on a linear reward-cost structure, the authors analyze the equilibrium strategies of the customers and the average social benefits of the system in the fully observable case and the partially observable case, respectively. And on this basis, the effect of several parameters on customers' strategic behavior is presented by some numerical examples.