船舶运动与受扰Kalman估计精度的统计分析

考察船舶水动力参数在标称值附近按均匀分布发生随机变化时,船舶纵向运动姿态及受扰Kalman估计的统计性能.针对某船,在5级海情,18节航速及45度航向常规工况下,当船舶水动力系数按均匀分布发生士10%、±20%随机变化时,给出船舶姿态及受扰Kalman估计精度的概率建模方法及应用.仿真结果表明,当水动力系数出现摄动时,估计精度服从对数正态分布,平均估计精度与未出现摄动时相比无显著变化.     

高速磁浮曲线地段简支轨道梁墩体系动力响应仿真

应用桥梁动力学、车辆动力学和电磁相互作用原理建立了高速常导磁浮交通车-梁-墩体系动力分析模型,利用数值积分求解了大规模非线性耦合动力方程.在此基础上结合具体线路条件进行了车线耦合动力学检算,得到了曲线地段车辆及梁墩体系动力响应基本规律.该部分的研究为制订合理的高速磁浮线路设计标准提供了理论依据.     

周内效应在牛市、熊市中的异化现象——关于中国证券市场的一个实证研究

基于行为金融学理论,考虑到不同市场环境下投资者的行为模式会存在差异,提出在研究日历效应时应将牛市和熊市区别对待.针对中国股票市场和基金市场的6个指数,按市场走势分为牛市、熊市两个时期,分别根据French的周内效应模型,运用EGARCH模型进行回归分析,然后依次采用日收益率差异检验和符号秩检验对回归结果进行分析.实证结果显示,牛市和熊市中的周内效应存在着显著差异.牛市时期表现出显著正向的周一效应,其收益率显著高于其他四个交易日,周四的收益率低于其他四个交易日;而在熊市时期则同时存在着显著为负的周一、周四效应,以及正向的弱周二效应.     

中国大额实时支付系统参与者的流动性管理

文章度量了中国主要商业银行在RTGS系统中流动性管理水平,通过与发达国家商业银行的流动性管理状况比较,发现我国商业银行在流动性管理方面存在很大差距,并深入分析了造成这种状况的主要原因.文章进一步讨论了提高流动性管理水平的方法,建立了单个商业银行流动性管理的理论模型,最后给出了流动性管理的最优水平.     

基于加权最小二乘拟蒙特卡罗的美式期权定价

美式期权定价具有后向迭代搜索特征, 在最小二乘拟蒙特卡罗模拟(least-squares quasi-Monte Carlo, LSM)方法的基础上, 本文通过随机Faure序列以及对偶变数法增加抽样数目, 达到减小模拟方差的目的,用其计算标的资产价格, 然后用加权最小二乘法进行回归, 得到了加权最小二乘拟蒙特卡罗(weighted least-squares quasi-Monte Carlo, WLSQM)方法. 从期权价值、标准差、运行时间几个方面比较方法的优劣, 得出WLSQM 方法比LSM 方法估计效果更优的结果, 验证了WLSQM方法在美式期权定价上的有效性.     

Hybrid particle swarm optimization for multiobjective resource allocation

Resource allocation （RA） is the problem of allocating resources among various artifacts or business units to meet one or more expected goals, such a.s maximizing the profits, minimizing the costs, or achieving the best qualities. A complex multiobjective RA is addressed, and a multiobjective mathematical model is used to find solutions efficiently. Then, all improved particie swarm algorithm （mO_PSO） is proposed combined with a new particle diversity controller policies and dissipation operation. Meanwhile, a modified Pareto methods used in PSO to deal with multiobjectives optimization is presented. The effectiveness of the provided algorithm is validated by its application to some illustrative example dealing with multiobjective RA problems and with the comparative experiment with other algorithm.     

复杂网络演化博弈理论研究综述

综述复杂网络的结构特性对演化博弈动力学的影响的最新研究成果,研究个体在相互作用和冲突中的策略选择和演化问题,关注自私个体中合作现象的涌现。着重介绍了受到广泛关注的囚徒困境和雪堆博弈两个简单的博弈模型,并利用复杂网络刻画了个体间的联系,研究了空间结构与博弈动力学之间的关系,探讨了未来工作的研究方向。     

Simplified calculation of UWB signal transmitting through a finitely conducting slab

A simplified closed-form analytic solution for UWB impulse signal transmitting through a finitely conducting slab is proposed. The approach first requires evaluating the impulse response of the slab and then convolving it with the specified incident field waveform. To obtain the impulsive transmitting field, either for vertical or horizontal polarization, approximations to the refraction coefficients and propagation loss are made, which can be proved to be accurate enough, comparing with their frequency domain solutions. Thereby, it permits simplified closed-form expressions in the time domain for both terms. The resulting transient response for the transmitting impulse field is then given by convolution of the time domMn refraction coefficients and time domain propagation loss. A numerical example of an incident monocyele transmitting through a slab using this technique, is presented, to illustrate the effective use of the method.     

Application of multi-resolution analysis in sonar image denoising

Sonar images have complex background, low contrast, and deteriorative edges; these characteristics make it difficult for researchers to dispose the sonar objects. The multi-resolution analysis represents the signals in different scales efficiently, which is widely used in image processing. Wavelets are successful in disposing point discontinuities in one dimension, but not in two dimensions. The finite Ridgelet transform （FRIT） deals efficiently with the singularity in high dimension. It presents three improved denoising approaches, which are based on FRIT and used in the sonar image disposal technique. By experiment and comparison with traditional methods, these approaches not only suppress the artifacts, but also obtain good effect in edge keeping and SNR of the sonar image denoising.     

一种动态开放性天基信息系统应用体系研究

天基信息系统是国家信息化建设的重要基础性设施,为广泛的研究和应用领域提供有效的信息获取和信息处理等服务。针对天基信息系统资源与应用服务的动态性特征,基于资源两级绑定的思想,提出了一种适应天基信息系统资源和应用服务动态性特征的动态开放性应用服务体系,并对该体系的基本构成和体系结构进行了详细的阐述。分析了该体系的主要特性,详细论述了该体系能够适应天基信息系统动态性特征的机理。