CEV过程下回顾期权的定价问题研究

讨论了当基础资产遵循不变方差弹性（CEV）过程时回期权的定价问题,通过构建一个三项式模型对CEV过程进行近似化处理并利用其为回顾期权进行定价,发现当资产价格服从CEV过程时,Babbs提出的方法可修改用来为回顾期权定值。     

一种时变滑模平面的设计方法

在分析滑模平面设计的基础上,指出了按传统的方法设计的滑模平面的缺陷。为了克服此缺陷,根据矩阵分析理论提出了一种新的具有全局鲁棒性的时变滑模平面的设计方法,并给出了三种具体的滑模平面形式。通过理论分析和计算机仿真可以看出,基于该方法设计出滑模平面的变结构控制系统,能保证系统从任意的初始状态开始就处于设定的滑模平面上,对参数摄动和外部干扰具有很强的鲁棒性。用该方法设计出的时变滑模平面是传统的滑模平面的     

Another inordinate fondness†: diversity of the tanaidacean fauna of Australia,with description of three new taxa

The shallow-water tanaidacean fauna of the Bass Strait has been the subject of recent intensive studies. The present paper extends this work into the deeper waters of the region, describing two new species and one new genus. The new species of the genus Paradoxapseudes has a combination of three maxillule palp setae, no plumose setae on the basis of pereopod 1 nor proximal serration on the antennal peduncle. The second species represents a new genus of the family Anarthruridae, having six marginal setae on the third maxilliped palp article and spines on the merus and carpus of the anterior pereopods. The high diversity of Tanaidacea in Australian waters is discussed. In particular, we conclude that Australian coasts suffer a diversity of immigration routes, have sufficient marine longevity, and afford such a diversity of available niches to have allowed multiple colonization and subsequent allopatric speciation of Tanaidacea. http://www.zoobank.org/urn:lsid:zoobank.org:pub:EE309A5A-E06D-416F-95BD-4C8D0D2BEB97     

Dense genotyping identifies and localizes multiple common and rare variant association signals in celiac disease

Using variants from the 1000 Genomes Project pilot European CEU dataset and data from additional resequencing studies, we densely genotyped 183 non-HLA risk loci previously associated with immune-mediated diseases in 12,041 individuals with celiac disease (cases) and 12,228 controls. We identified 13 new celiac disease risk loci reaching genome-wide significance, bringing the number of known loci (including the HLA locus) to 40. We found multiple independent association signals at over one-third of these loci, a finding that is attributable to a combination of common, low-frequency and rare genetic variants. Compared to previously available data such as those from HapMap3, our dense genotyping in a large sample collection provided a higher resolution of the pattern of linkage disequilibrium and suggested localization of many signals to finer scale regions. In particular, 29 of the 54 fine-mapped signals seemed to be localized to single genes and, in some instances, to gene regulatory elements. Altogether, we define the complex genetic architecture of the risk regions of and refine the risk signals for celiac disease, providing the next step toward uncovering the causal mechanisms of the disease.     

Transforming growth factor-β-inducible early response gene 1 is a novel substrate for atypical protein kinase Cs

The protein kinase C (PKC) family of serine/threonine kinases consists of ten different isoforms grouped into three subfamilies, denoted classical, novel and atypical PKCs (aPKCs). The aPKCs, PKCι/λ and PKCζ serve important roles during development and in processes subverted in cancer such as cell and tissue polarity, cell proliferation, differentiation and apoptosis. In an effort to identify novel interaction partners for aPKCs, we performed a yeast two-hybrid screen with the regulatory domain of PKCι/λ as bait and identified the Krüppel-like factors family protein TIEG1 as a putative interaction partner for PKCι/λ. We confirmed the interaction of both aPKCs with TIEG1 in vitro and in cells, and found that both aPKCs phosphorylate the DNA-binding domain of TIEG1 on two critical residues. Interestingly, the aPKC-mediated phosphorylation of TIEG1 affected its DNA-binding activity, subnuclear localization and transactivation potential.     

带干扰Poisson风险模型的破产时间分析

现实生活中,保险公司发生破产行为的可能性是非常小的。对保险公司而言,他们更为关心的是公司需要多长时间会破产。运用鞅论的方法,分析了一类带干扰的Poisson风险模型资金盈余首次达到0的时间,并得到了它的矩母函数和期望。     

从智慧城市到智慧区域——新的城市与区域发展模式

 信息技术的快速发展不仅推动了中微观层面上智慧城市的发展建设,在宏观概念上更是未来区域协调高效合作的核心驱动力。中国的智慧城市建设已经体现出由点到面、连片发展的态势,智慧区域建设是必然趋势。对国外智慧区域分析表明智慧区域建设的经验是：重视信息通信技术、注重创新、高效合作、人才培养等。建议国内智慧区域建设重视区域的范围多维化、合作效率高效化、教育与创新积极化、市民参与的多元化等。     

基于Agent多用户参与的虚拟地理环境

Agent(智能体)由于有着与人类相似的行为模型,因而可应用于在有多用户参与的虚拟地理环境(VGE)中,并成为VGE领域当前研究的难点、热点问题。本文首先分析了VGE中多用户交互五个层次的特性;然后提出了将VGE系统和多智能体系统(MAS)结合的四种方法:松散耦合、紧密耦合、直接互操作耦合、非直接互操作耦合,并设计了对等和集中两种系统的体系结构。     

珊瑚礁地形上胸墙波浪力大水槽试验

基于大比尺波浪水槽试验,开展了珊瑚礁地形上的波浪与斜坡堤相互作用试验。在不同水深和波浪条件下测量斜坡堤胸墙的水平力和浮托力,并与规范值进行对比。试验结果表明:胸墙的波浪力受波浪破碎后的堤前壅水、破碎波高和水流冲击的共同影响;胸墙水平力呈矩形分布,浮托力呈三角形分布;由于波浪在珊瑚岛礁上传播过程中的能量耗散,平均水平力和前趾浮托力试验结果均小于采用深水波要素计算的规范值,所提出的基于胸墙距礁缘的相对距离和礁盘上相对水深的波浪力修正系数,修正后的公式计算结果与试验值吻合较好。