基于A-H股溢价率的价值投资策略研究

寻找有效定价因子并构建可获得超额收益的投资策略一直是金融理论界和实务界关注的核心问题.本文运用组合价差法分别研究了基于A-H股溢价率的3种价值投资策略1998年至2007年的超额收益,发现空间策略和时间策略都可获得超额期望收益,时空交叉策略又可进一步提高超额收益.基于Fama等(1992)构造合溢价率的4因素模型,证明了在控制市场风险、B/M比值和公司规模3个因素后,溢价率效应依然存在.     

基于多层等值面的电磁环境三维可视化研究

电磁环境三维可视化是目前虚拟战场环境中亟待解决的问题之一,提出多层等值面的方法来表现三维电磁环境。数据生成采用了Longley Rice电波传播模型,该模型考虑地形遮挡以及大气影响,计算生成了用频设备的三维空间电磁波强度值。为了直观表现电磁波强度在空间中的分布范围,采用多层Marching Tetrahedra(MT)等值面的方法,表现了多个不同强度大小的电磁环境分布,解决了面绘制方法在对体数据内部数据细节表现不够的缺陷。为了提高电磁环境的可视化性能,充分利用现在图形处理器(graphic processing unit, GPU)的通用计算能力,实现了硬件加速多层等值面一起提取输出的方法,降低CPU计算负荷,加快了等值面提取速度。最后实现了一个可实时交互的电磁环境三维可视化系统,实验结果表明该方法表现了用频设备在虚拟战场环境中的三维电磁态势,对于用频设备选址和无线通信规划都有一定的辅助作用。     

Adaptive compensating method for Doppler frequency shift using LMS and phase estimation

The novel compensating method directly demodulates the signals without the carrier recovery processes, in which the carrier with original modulation frequency is used as the local coherent carrier. In this way, the phase offsets due to frequency shift are linear. Based on this premise, the  compensation processes are: firstly, the phase offsets between the base band neighbor-symbols after clock recovery are unbiasedly estimated among the reference symbols; then, the receiving signals symbols are adjusted by the phase estimation value; finally, the phase offsets after adjusting are compensated by the least mean squares (LMS) algorithm. In order to express the compensation processes and ability clearly, the quadrature phase shift keying (QPSK) modulation signals are regarded as examples for Matlab simulation. BER simulations are carried out using the Monte-Carlo method. The learning curves are obtained to study the algorithm’s convergence ability. The constellation figures are also simulated to observe the compensation results directly.     

DDFS spurious signals due to amplitude quantization in absence of phase-accumulator truncation

Spurious signals in direct digital frequency synthesizers (DDFSs) are partly caused by amplitude quantization and phase truncation, which affect their application to many wireless telecommunication systems. Thee signals are deterministic and periodic in the time domain, so they appear as line spectra in the frequency domain. Two types of spurious signals due to amplitude quantization are exactly formulated and compared in thetime and frequency domains respectively. Then the frequency spectra and power levels of the spurious signals due to amplitude quantization in the absence of phase-accumulator truncation are emphatically analyzed, and the effects of the DDFS parameter variations on the spurious signals are thoroughly studied by computer simulation. And several important conclusions are derived which can provide theoretical support for parameter choice and spurious performance evaluation in the application of DDFSs.     

星空背景下空间碎片的图像仿真研究

为验证针对空间碎片的探测器的搜索跟踪算法,在对空间碎片的亮度进行详细计算的基础上,提出了利用STK、Matlab、3dmax等多软件平台制作仿真图像,供遥感探测器半物理仿真系统使用的方法.应用表明,这种仿真图像能准确地模拟目标特性变化和空间星空背景,图像产生过程对硬件依赖性小,对整个探测器研制过程中的各个节点所作的仿真验证,都能提供相应的特征图像,通用性好,便于广泛推广.     

多温区空间晶体生长炉温度系统积分滑模变结构控制

多温区空间晶体生长炉温度系统是多输入多输出、强耦合对象.晶体生长要求对炉温进行精密控制,为抑制各温区间的耦合作用,提出一种积分滑模变结构控制器,利用其对匹配扰动的不变性实现解耦,同时,该控制器的积分作用可以有效减小系统稳态误差.仿真结果显示该方法是有效的.     

基于自适应相位旋转的Grover量子搜索算法

在使用Grover量子搜索算法对给定规模的无序数据库搜索时,随着搜索目标数的增加,获得正确结果的概率大幅度下降.分析了出现这种现象的原因,研究了算法中的Grover叠代过程,提出了一种新的自适应相位旋转策略.应用这一策略,当搜索目标数超过目标总数的(3-√5)/8时,只需两步搜索;当搜索目标数超过目标总数的1/4时,只需一步搜索,即可获得恒等于1的成功概率.实验表明新相位旋转策略是有效的.     

Capacity analysis of high-rank line-of-sight MIMO channels

Matrix perturbation theory is utilized to investigate high-rank line of sight multiple input multiple output channels in a microwave relay system. The upper and lower bounds of channel capacity are derived based on space time block codes technique and singular values decomposition. A useful constraint for designing LOS MIMO channels is developed by the use of the condition number of the MIMO channel matrix. The theoretical analysis of channel capacity is confirmed by the simulation. The results show that the proposed method is able to give a physical explanation of the high-rank LOS MIMO channel matrix characteristics.     

支持鲁棒决策的探索性试验设计研究

针对鲁棒决策中面临的想定空间探索困难的问题,结合探索性分析,提出了支持鲁棒决策的探索性试验设计;给出了想定空间生成框架,并依据该框架的构成,将想定生成和想定分析综合为想定探索框架,给出了一种想定生成和分析的形式化分析方法;同时,依据探索性分析的实验面临的问题,提出了层次化试验设计方法,给出了该方法的逻辑步骤,可以充分结合人的分析能力和计算机的计算能力进行交互式实验,以获取对问题的鲁棒解.     

太空机械臂振动形态三维重构算法及可视化分析

以太空柔性伸展机械臂为仿真模型,利用光纤光栅材料的空分复用和波分复用技术,通过精确检测结构正交多点的曲率信息,实现空间结构振动形态实时感知的仿真分析;通过将运动坐标系和曲率矢量、密切平面结合,分析曲率信息插值方法、空间曲线三维拟合方法及其重构算法;结合计算机图形处理技术开发仿真试验环境,实现多关节空间曲杆柔性仿真结构振动形态的三维拟合和可视化显示.仿真结果表明,所采取的曲率检测方法及其振动形态三维拟合重构算法,比较精确反映了细长伸展结构的低模态振动形态,为进一步工程实现提供了较好的方法分析和实现思路基础.