基于外部信息冲击的符号跳跃变差高频波动率模型

现阶段研究高频波动率的主流HAR-RV-跳跃模型仅考虑了与高频波动率有关的内生变量,忽视了外部信息冲击的影响,对高频波动率的估计和预测可能存在偏误.本文尝试将外部信息冲击引入到HAR-RV-跳跃模型中,构建基于外部信息冲击的符号跳跃变差高频波动率模型(HAR-VRV-跳跃模型).这类模型不仅兼顾内生因素和外部信息冲击对高频波动率的共同影响,还考虑了多元信息冲击的非对称效应.通过选取沪深300和中证500指数的高频交易数据作为研究样本,并利用滚动时间窗口预测和SPA检验对HAR-V-RV-跳跃模型的预测能力进行了评价,结果表明:HAR-V-RV-跳跃模型可以依据外部信息冲击的类型对高频波动率做出更准确的预测,其预测能力明显优于现有的HAR-RV-跳跃模型.但是,HAR-V-RV-跳跃模型对平稳期高频波动率的预测表现优于非平稳期.     

分销商信息私有时的库存合作契约设计

针对一个由一个供应商和一个分销商组成的二级供应链系统,当系统面对单品种的随机性外部需求时,首先分析了供应链不合作状态以及供应链联合最优状态下的成员的不同成本水平,并研究了信息对称情况下的合作契约;然后在分销商的存储费为不对称信息的情况下,分析了上述契约的局限性,并运用激励理论,提出激励供应链成员诚实申报信息的契约,实现了供应链系统的联合最优化．     

Recent developments in totally asymmetric simple exclusion processes with local inhomogeneity

A totally asymmetric simple exclusion process (TASEP) has become an essential tool in modeling and analyzing non-equilibrium systems.A wide variety of TASEP models have been developed that are motivated by real-world traffic,biological transport and by the dynamics of the process itself.This paper provides an overview of recent developments in TASEP with inhomogeneity.Some important generalizations and extensions of inhomogeneous TASEP models are reviewed,and several popular mean-field techniques used to analyze the inhomogeneous TASEP models are summarized.A comparison between similar TASEP models under different updating procedures is given.Phase separations in such disordered systems have been identified.The present status of the inhomogeneous TASEP models and areas for future investigations are also described.     

Asymmetric epoxidation of <Emphasis Type="Italic">α</Emphasis>,<Emphasis Type="Italic">β</Emphasis>-unsaturated ketones using <Emphasis Type="Italic">α</Emphasis>,<Emphasis Type="Italic">α</Emphasis>-diarylprolinols as catalysts

Asymmetric epoxidation of α,β-unsaturated ketones has been extensively studied and several important procedures have been developed in the last decade. This review addresses the most significant advances in asymmetric epoxidation of α,β-unsaturated ketones using proline-derived α,α-diarylprolinols as catalysts. Special attention has been paid to the enantioselective epoxidation of chalcones, α,β-unsaturated trifluoromethyl, trichloromethyl ketones and β,γ-unsaturated α-keto esters based on the reseach of our group.     

技术质量信息不对称下 Stackelberg 市场中的许可（英）

运用数学建模和博弈论分析方法,研究同质 Stackelberg 市场中技术许可方对其专利技术质量拥有私人信息时的许可行为. 模型中,许可方不再是独立的研发机构, 而是作为市场中的内部创新者参与生产和竞争.在满足被许可方能接受许可的情况下, 使许可方利润最大化,确定固定转让费、单位转让费以及混同合约与分离合约的最优选择. 为参与主体提供理论参考,以提高技术许可效率.     

含模板剂的HMS中孔材料上组装Ti(O~iPr)_4的研究

在合模板剂的HMS中孔材料上实现了钛酸异丙酯Ti(OiPr)4的组装，发规模板剂（十二胺，DDA）对钛活性中心有一定的调变作用，催化苯乙烯环氧化反应得到较好的环氧化选择性；研究了交换条件及活化条件对制备的催化剂催化性能的影响；用焙烧去模板剂的HMS载体作对照，比较了Ti(OiPr)4与两种载体进行交换的不同规律；并在抽提去模板剂的HMS载体上进行了同样的组装，进一步证实了模板剂的调变作用。     

直升机桨叶图像中圆形标记点圆心检测及修正方法

视觉测量直升机高速旋转桨叶形变常采用基于圆形标记点的测量方法,但该方法中圆形标记点具有低曝光、小目标和投影不对称等特点,极易产生标记点漏检和圆心坐标误差的问题。为减小漏检、修正圆心坐标误差,提出了一种直升机桨叶图像中圆形标记点圆心检测及修正方法。首先,提取图像中局部极值中心的像素坐标,并依据阵列排布结构滤除干扰,获得所有圆形标记点极值中心的像素坐标;其次,以各极值中心的像素坐标为圆心,与相邻极值的最小距离为直径,建立圆形ROI （region of interest）区域,在ROI区域内并行分水岭变换和最小二乘法圆拟合得到圆心;再次,采用透视变换建立该图像与垂直相机光轴的同相位桨叶图像（正面图像）的投影映射关系,再采用LM （levenberg-marquardt）优化求解投影映射矩阵;最后,将该图像转换为正面图像进行圆心检测,再将该圆心坐标逆变换得到精确圆心坐标。实验结果表明,本文检测方法准确率和精度分别达98.89%和0.191 mm,已应用于直升机高速旋转桨叶运动轨迹和形变的高精度视觉测量。     

非对称壳体对聚能射流形成影响的数值模拟和试验

利用数值模拟与试验相结合的方法研究壳体厚度非对称对聚能射流的影响。模拟和试验结果表明,由于壳体两侧厚度不对称,生成的射流偏离轴线且射流方向趋向于壳体较薄的一侧;装药两侧壳体的厚度差异越大,射流弯偏离轴线程度越大,出现断裂的时间也越早;在非对称壳体的条件下,射流呈现头部和尾部横向速度较小,中后部横向速度较大的现象。     

Optically active alcohols: Resolution and synthesis from asymmetric reduction of prochiral ketones

The recent methods of resolution, enantiomeric excess determination and synthesis of optically active alcohols from asymmetric reduction of prochiral ketones are reviewed in the article with references. Important functions and applications of optically active alcohols in biological and chemical research area are described in an introduction part. The following part deals with resolution and enaniiomeric excess determination of racemic alcohols. The next part discusses asymmetric reduction of prochiral ketone and related compounds, which including: (a) Reduction by chirally modified aluminum and boron hydrides: (b) Catalytic reduction with chiral transition metal, complexes: (c) Enantioselective reduction by hydride transfer from carbon: (d) Biocatalytic reduction: (e) Asymmetric synthesis of chiral nonracemic alcohols with help of physical methods. A conclusion about optically active, alcohols from asymmetric reduction of ketones followes in the final part of article. Foundation item: Supported by the Fundation of High Education Ministry for the Scholars Back from Abroad Biography: HU Xian-ming (1950-), male, Associate Professor, Ph. D. (Univ of Groningen), email: xmhu@wh.edu.cn.     

Cayley树上非对称马氏链的局部收敛性质

通过构造鞅,研究了Cayley树上非对称马氏链的局部收敛性质.