预期短缺ES估计的稳定性分析

在风险管理中,风险量度估计的稳定性对金融机构的经济资本确定及风险分配起着重要的作用.本文从预期短缺(ESα)估计的稳定性角度分析重要性抽样技术和Monte Carlo模拟在估计信用资产组合ESα方面的差异.结果表明,由于组合损失分布尾部事件的稀有性,与传统的Monte Carlo模拟方法相比,运用重要性抽样方法估计的ESα比较稳定,且生成的风险贡献能够明显地体现出资产间不同的风险特征.     

Research on the self-defence electronic jamming decision-making based on the discrete dynamic Bayesian network

The manner and conditions of running the decision-making system with self-defense electronic jamming are given.After proposing the scenario of applying discrete dynamic Bayesian network to the decision making with self-defense electronic jamming,a decision-making model with self-defense electronic jamming based on the discrete dynamic Bayesian network is established.Then jamming decision inferences by the aid of the algorithm of discrete dynamic Bayesian network are carried on.The simulating result shows that this method is able to synthesize different targets which are not predominant.In this way,various features at the same time,as well as the same feature appearing at different time complement mutually;in addition,the accuracy and reliability of electronic jamming decision making are enhanced significantly.     

水下机器人自主控制系统的设计与实现

水下机器人(简称AUV)的自主控制系统起着相当于人类"大脑"的作用,它是AUV的核心技术。本文在QNX操作系统下利用多线程技术设计并实现了AUV自主控制系统。介绍了AUV混杂系统结构和自主控制原理,给出了自主控制系统的多线程结构。设计了多线程同步模块,并与QNX消息传递机制相结合实现了AUV自主控制系统线程间的同步与通信。最后在半实物仿真平台上结合具体案例对自主控制系统进行了验证。仿真结果表明AUV自主控制系统能够正确协调各个线程自主完成使命。     

Spectral Properties and Positivity of Flows in Infinite Networks with Dynamic Boundary Control Nodes

In this paper we study transport processes on infinite networks with dynamic boundary control nodes. These flows can be modeled by operator semigroups on a suitable Banach space. Using functional analytical and graph theoretical methods, we investigate its spectral properties of the system and positivity of the semigroup under appropriate assumptions on the network.     

一种高效的连续属性离散化算法

分析了基于熵的离散化标准的切点特性,提出并证明了一种基于边界点属性值合并和不一致度检验的离散化算法。与传统离散化算法相比,此算法只对边界点属性值进行合并,切点个数无需设定,自动生成,且合并规则简单易行,大大减小了计算量,适用于处理大规模高维数据库的离散化。同时由于采用了不一致度对备选切点集合进行调整,使本算法具有全局性。试验表明,该算法有效提高了分类规则的简明性和预测精度。     

一种大规模数据库的组合优化决策树算法

提出了一种适合于大规模高维数据库的组合优化决策树算法。相比于传统的类似算法,该算法从数据的离散化,降维,属性选择三方面进行改进,对决策树建立过程中不适应大规模高维数据库的主要环节进行了优化,有效解决了处理大规模高维数据库问题的效率和精度之间的矛盾。仿真试验表明,该算法在大大减少了计算代价的同时提高了决策树的分类精度。     

Secure and efficient elliptic curve cryptography resists side-channel attacks

An embedded cryptosystem needs higher reconfiguration capability and security. After analyzing the newly emerging side-channel attacks on elliptic curve cryptosystem (ECC), an efficient fractional width-w NAF (FWNAF) algorithm is proposed to secure ECC scalar multiplication from these attacks. This algorithm adopts the fractional window method and probabilistic SPA scheme to recondigure the pre-computed table, and it allows designers to make a dynamic configuration on pre-computed table. And then, it is enhanced to resist SPA, DPA, RPA and ZPA attacks by using the random masking method. Compared with the WBRIP and EBRIP methods, our proposals has the lowest total computation cost and reduce the shake phenomenon due to sharp fluctuation on computation performance.     

基于离散动态贝叶斯网络的辐射源目标识别研究

提出基于离散动态贝叶斯网络模型,对若干可观测的目标特征参数进行综合推理.推导了离散动态贝叶斯网络的推理算法.建立了目标识别的离散动态贝叶斯网络模型.应用图形模式,使得计算量大大简化,降低了实用的复杂性.仿真结果表明,该方法能够将各种目标特征进行综合,使得各种特征及不同时刻的同一特征互相修正补充,克服了依靠单一特征进行目标识别的局限.     

地面伪卫星测试环境中关于选址系统的建模仿真

卫星导航产品在投入市场之前需要在地面上对其进行测试和校准,因此需要在地面上修建模拟GPS卫星星座的伪卫星测试环境.利用VC结合MAPX对电子地图进行分析,建立一套友好用户交互系统,以精度因子为标准计算并分析出核心测试区域,对伪卫星发射塔的选址进行仿真建模.     

城市综合竞争力模型与评价指标体系构建及实证研究——以长沙市为例

城市竞争力作为一个比较概念,是城市在竞争中所表现出的相对优势、比较差距、吸引力与收益力的综合指标,其受制约与影响的因素很多.本文从决定城市竞争力的社会、经济、环境、空间结构四要素着手,设计一个新型的金字塔城市结构竞争力模型,在此基础上构建一套城市综合竞争力评价指标体系,选取长沙市为样本进行实证分析并提出相应对策.