法律领域术语部件的描述

从实现自动抽取法律术语的目的出发,立足于法律术语具有术语部件的特点,建立了由579条部件组成的法律术语部件库,并针对各种属性的术语部件做出统计分析,完成了每个法律术语部件＂生成能力＂和＂贡献度＂两个属性的详细描述。     

磁晶各向异性的高次项对纳米材料的磁滞回线的影响

在一般的磁滞回线计算中,磁晶各向异性能的高次项被忽略.运用一致转动的模型,在外磁场与易轴方向分别平行和垂直的情况下,通过分析磁晶各向异性能的四次方项对铁磁材料磁化过程的影响,得到磁滞回线的形状随磁晶各向异性能四次方和二次方项常数的比值λ的不同而发生变化,并给出不同λ时的矫顽力解析公式.结果对铁磁和铁电材料都适用.     

解四阶抛物型方程的若干新的差分格式

利用加耗散项的方法,提出解四阶抛物型方程的若干新的差分格式,研究它们的局部截断误差阶及稳定性.数值例子表明,格式是有效的.     

失匹配因子和调谐因子对强流离子束的影响

运用P IC多粒子模拟程序,采用延迟反馈控制法,对初始分布为K-V分布的强流离子束研究了其在加速器通道中运行时受失匹配因子和调谐衰减因子的影响程度。得到了失匹配因子某些取值范围可导致束晕无法控制,但对于各种取值,对径向密度分布均影响不大,以及调谐衰减因子对径向密度分布曲线的形状有明显的影响等结果。     

符号的片面化与术语翻译中的理据性问题

符号片面化是术语翻译构建术语理据的重要手段,译者通过符号对应建立起概念对应,用意义简写式引发认知主体对概念意义的感知,进而构建出术语理据.意义简写式既要凸显概念的本质特征,还需兼顾概念的系统性.在实践中还需避免符号的虚假对应问题.     

应用混沌相空间模线性回归模型研究短期负荷预报

在一维 Lyapunov指数预报模型的基础上提出了混沌相空间模线性回归模型 ,并将该模型应用于短期负荷预报 .对厦门市实际负荷时间序列进行预报 ,取得了较满意的结果 .     

半马氏市道轮换利率期限结构模型——基于最小Tsallis熵鞅测度

基于Ho-Lee模型,讨论零息债券价格的演变,应用无套利原理和鞅测度的方法,建立了一个离散时间半马氏过程控制的市道轮换下的二叉树期限结构模型.运用最小Tsallis熵鞅测度(the minimal Tsallis entropy martingale measure,MTEMM)处理上述模型,并在马氏和半马氏市道下给出在欧式债券期权定价方面的应用.研究发现模型结果与最小熵鞅测度下的结果具有一致性.     

Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters

Hidden Markov models are often used to model daily returns and to infer the hidden state of financial markets. Previous studies have found that the estimated models change over time, but the implications of the time‐varying behavior have not been thoroughly examined. This paper presents an adaptive estimation approach that allows for the parameters of the estimated models to be time varying. It is shown that a two‐state Gaussian hidden Markov model with time‐varying parameters is able to reproduce the long memory of squared daily returns that was previously believed to be the most difficult fact to reproduce with a hidden Markov model. Capturing the time‐varying behavior of the parameters also leads to improved one‐step density forecasts. Finally, it is shown that the forecasting performance of the estimated models can be further improved using local smoothing to forecast the parameter variations. Copyright © 2016 John Wiley & Sons, Ltd.     

Forward Rates,Monetary Policy and the Economic Cycle

The short end of the yield curve incorporates essential information to forecast central banks' decisions, but in a biased manner. This article proposes a new method to forecast the Fed and the European Central Bank's decision rate by correcting the swap rates for their cyclical economic premium, using an affine term structure model. The corrected yields offer a higher out‐of‐sample forecasting power than the yields themselves. They also deliver forecasts that are either comparable or better than those obtained with a factor‐augmented vector autoregressive model, underlining the fact that yields are likely to contain at least as much information regarding monetary policy as a dataset composed of economic data series. Copyright © 2015 John Wiley & Sons, Ltd.     

Price–Dividend Ratios and Stock Price Predictability

A long‐standing puzzle to financial economists is the difficulty of outperforming the benchmark random walk model in out‐of‐sample contests. Using data from the USA over the period of 1872–2007, this paper re‐examines the out‐of‐sample predictability of real stock prices based on price–dividend (PD) ratios. The current research focuses on the significance of the time‐varying mean and nonlinear dynamics of PD ratios in the empirical analysis. Empirical results support the proposed nonlinear model of the PD ratio and the stationarity of the trend‐adjusted PD ratio. Furthermore, this paper rejects the non‐predictability hypothesis of stock prices statistically based on in‐ and out‐of‐sample tests and economically based on the criteria of expected real return per unit of risk. Copyright © 2011 John Wiley & Sons, Ltd.