沪深300股指期货与现货的波动关系研究

随着高频数据获取的便利性,采用高频数据研究金融市场的波动越来越普遍。沪深300股指期货市场的迅速发展使得股指期货与现货市场的波动关系研究成为热点。采用MEM模型,对股指期货与现货市场的连续成分(连续样本路径方差)之间和跳跃成分(离散跳跃方差)之间的关系进行研究。结果表明,现货跳跃成分对期货跳跃成分的溢出效应大于期货跳跃成分对现货跳跃成分的溢出效应;现货连续成分对期货连续成分的溢出效应大于期货连续成分对现货连续成分的溢出效应。现货与期货之间的波动溢出效应主要体现在二者的连续成分上。     

机构综合的新型同伦算法研究

机构学问题的数学模型常可化为多元非线性方程组,一般求解多元非线性方程组需要初始值,而初始值的选择是相当困难的,同伦方法不需初始值就能求出全部解,为求解决这一问题提供了可行的方法,但需要编写专用的程序.通过构造新型同伦函数并结合Maple高级程序设计语言的通用工具箱,提出了同伦算法的原理与实现方法.运用该算法编写了MAPLE程序对3-RPR平面并联机构综合问题进行了研究,求出了全部解,为实际机构的设计提供了多种选择方案,为同伦方法提供了简便的实现方法.     

一种并联机构结构误差识别与修正的新算法

为了提高并联机床的运动精度,针对简化误差源模型（含42个误差量）,基于并联机构位置正解的快速算法提出了一种结构误差识别的新算法．首先按理论并联机构设计参数,将一球杆仪的两个球铰分别固定在保持平行的动、静平台上,令球杆仪在动平台上的球铰中心相对于静平台上的球铰中心做球面螺旋线运动．然后在此前提下根据球杆仪球杆理论计算长度与实际长度之差构造m维矢量空间,依次让每一个待识别的结构参数有一个单位增量,重点修正与实测误差相关程度最高的结构参数．并通过从测量误差向量中分离出主修正向量后的残余误差向量方法提高修正效率．经过若干轮修正,直到使修正后球杆理论计算长度与实际长度基本一致,即可认为各项误差已修正完毕．该算法只需测量球杆的长度值,大大减少了测量工作量及由此而引入的误差源．     

Natural diversity: A neo-essentialist misconstrual of homeostatic property cluster theory in natural kind debates

In natural kind debates, Boyd's famous Homeostatic Property Cluster theory (HPC) is often misconstrued in two ways: Not only is it thought to make for a normative standard for natural kinds, but also to require the homeostatic mechanisms underlying nomological property clusters to be uniform. My argument for the illegitimacy of both overgeneralizations, both on systematic as well as exegetical grounds, is based on the misconstrued view's failure to account for functional kinds in science. I illustrate the combination of these two misconstruals with recent entries into the natural kind debate about emotions. Finally, I examine and reject Stich's “Kornblith-Devitt method” as a potential justification of these misconstruals.     

The role of orientation experiments in discovering mechanisms

Many types of experiments have been recognized in the literature. One important type we discuss in this article is the orientation experiment. While orientation experiments are like other types of experiments in that they are tests for causal relevance, they also have other qualities. One important (but not the only) goal of these experiments is to offer a rough, qualitative characterization of the mechanism responsible for a capacity of interest, effectively constraining future research. This makes them particularly useful during the early stages of investigation, when an explanandum-phenomenon has just been identified and several (often competing) hypotheses as to the qualitative character of the mechanism responsible for it are proposed. We illustrate our claims, and explicate a number of additional aims that orientation experiments can sometimes serve, by considering three case studies from different era's, namely the discovery of the mechanisms responsible for i) the capacity of eels to produce numbing sensations (17th and 18th century), ii) puerperal fever in Semmelweis' Vienna Maternity Hospital (19th century), and iii) the capacity of pigeons to home (20th century).     

Population dynamics,age structure and sex ratio of the bromeliad-dwelling jumping spider,Psecas chapoda (Salticidae)

In this study, the population fluctuations, phenology and sex ratio of the bromeliad-dwelling jumping spider Psecas chapoda were investigated in an area of semi-deciduous forest in south-eastern Brazil. Psecas chapoda occurred and reproduced on Bromelia balansae (Bromeliaceae) throughout the year. The number of egg sacs increased at the beginning of the rainy season (September to December), but the population size and phenology were stable over time and correlated weakly with rainfall and temperature. The principal factor affecting the dynamics of P. chapoda was the blooming of B. balansae, which expelled spiders because of the drastic change in plant architecture. Male spiders were more frequent than females during the juvenile phase, whereas females were more frequent than males during the subadult and adult phases, suggesting a sex ratio that favoured males. The biotic and abiotic factors that influence the population dynamics and sex-dependent vulnerability determination are discussed.     

Setal diversity,trophic modes and functional morphology of feeding appendages of two callianassid shrimps,Callichirus major and Sergio mirim (Decapoda: Thalassinidea: Callianassidae)

In the present study we investigate the trophic behaviour, stomach content and morphology of the feeding appendages, with emphasis on setae, of two callianassids; a generalist feeder, Callichirus major (Say, 1818) and a strict deposit feeder, Sergio mirim (Rodrigues, 1971). Of the 87 setal types described, only 5% were common to both species. Setal types were clustered in four main categories; plumed, serrate, plumodenticulate and simple. Callichirus major has higher setal diversity than S. mirim. Relative to the amount of setal types present in each species, C. major has a higher ratio of serrate to plumodenticulate setal types and similar percentages of plumed and simple setae. Examining the setae and spatial position of the segments of the feeding appendages, it is possible to infer that the main function of the dactyli, propodi and basal endites is to brush particles, while the meri, ischia and coxal endites retain sediment. The setal diversity found on the feeding appendages reflected the diverse trophic strategies of the callianassid species studied. Exclusive deposit feeders, e.g. S. mirim, appear to have fewer setal types than generalist feeders, e.g. C. major. Apparently, the higher ratio of serrate to plumodenticulate setal types in Callianassidae depends more on the necessity to triturate particles prior to ingestion than on the trophic mechanism used by the species.     

论美国伊利运河扩建、降低通行税及其影响

1825年伊利运河的通航在美国的交通史中意义非凡。然而,该运河的竞争力曾一度因为航道安全问题而有所降低。19世纪30年代后,伊利运河开始逐渐与中西部的水陆交通网紧密衔接起来。一方面,伊利运河沿线的贸易商出于运输成本考虑迫切希望该运河能降低通行税;另一方面,美国政府出于国家对外贸易通道安全性考虑,在这一时期开始对伊利运河进行持续地扩建,并在1846年和1849年两次降低运河通行税。这些举措进一步降低了伊利运河的运输成本,极大地促进了纽约州经济的繁荣。     

试论嵩山地区亮甲山组白云岩和燧石的成因

本文应用野外和室内相结合的研究方法,对篙山地区亮甲山组白云岩和燧石的成因进行了探索。白云岩中燧石的产状有纹层状、树丛状、斑状、结核状及团块状等。室内岩石薄片、扫描电子显微镜及阴极发光显微镜等研究表明,该组原始沉积的CaCO_3沉积物及早期形成的石灰岩曾先后遭受了初次云化、初次硅化、二次云化及二次硅化作用的改造才形成了目前的含有燧石的白云岩。本文提出了白云岩及其燧石成因的解释机理。     

柴油机供油系统中的油—汽两相流及对不规则喷射产生的影响

本文阐明了柴油机供油系统中油—汽两相流与不规则喷射的内在联系．分析了不规则喷射产生的机理，并指出在高速小负荷工况下，供油系统中的汽泡是产生不规则喷射的主要原因．