210Pb和137Cs法对比研究武汉东湖现代沉积速率

对采自东湖Ⅰ站和Ⅱ站的沉积物采用^210Pb和^137Cs相结合的方法测定沉积速率,^210Pb法测出东湖Ⅰ站和Ⅱ站的沉积速率为8．73mm／a和6．90mm／a,^137Cs测出东湖Ⅰ站和Ⅱ站的沉积速率为7．4mm／a和5．8mm／a．分析了两种方法测定结果差异产生的原因,并与以往的研究相对比,探讨东湖沉积速率空间分布的规律性,沉积速率变化与人类活动的关系、沉积速率与扰动的关系．     

Do stock markets have predictive content for exchange rate movements?

This paper examines short‐horizon exchange rate predictability and investigates whether stock returns contain information for forecasting daily exchange rate movements. Inspired by the uncovered equity parity condition, we show that stock return differentials have in‐sample and out‐of‐sample predictive power for nominal exchange rates with short horizons (1‐day‐ahead predictions). That is, stock markets inform us about exchange rate movements, at least in the case of high‐frequency data.     

Evaluating the predictive accuracy of volatility models

Standard statistical loss functions, such as mean‐squared error, are commonly used for evaluating financial volatility forecasts. In this paper, an alternative evaluation framework, based on probability scoring rules that can be more closely tailored to a forecast user's decision problem, is proposed. According to the decision at hand, the user specifies the economic events to be forecast, the scoring rule with which to evaluate these probability forecasts, and the subsets of the forecasts of particular interest. The volatility forecasts from a model are then transformed into probability forecasts of the relevant events and evaluated using the selected scoring rule and calibration tests. An empirical example using exchange rate data illustrates the framework and confirms that the choice of loss function directly affects the forecast evaluation results. Copyright © 2001 John Wiley & Sons, Ltd.     

不同饵料条件下花尾胡椒鲷仔稚鱼的生长发育及存活

采用6种饵料设计成8组,分别投喂花尾胡椒鲷15日龄仔鱼,24d后测定其全长和成活率．结果表明：投喂桡足类,花尾胡椒鲷仔稚鱼生长最快,全长增长达3.85倍,体重增长达83.5倍;投喂经营养强化的卤虫无节幼体 鱼糜,花尾胡椒鲷仔稚鱼成活率最高,平均成活率达89％～93％．投喂枝角类,花尾胡椒鲷仔稚鱼生长也较快,全长增长达3倍,体重增长达37.2倍;投喂桡足类、经营养强化的卤虫无节幼体以及轮虫 鱼糜,花尾胡椒鲷仔稚鱼的成活率也较高,均在60％以上．投喂人工配合饲料和轮虫,花尾胡椒鲷仔稚鱼的生长最慢,全长增长分别为1.3倍和2.2倍,体重增长分别为2.2倍和14.6倍;投喂人工配合饲料或未经营养强化的卤虫无节幼体,平均成活率最低,分别为1％和2％．投喂桡足类、轮虫 枝角类和经营养强化的卤虫无节幼体 鱼糜的试验组,分别有80％、73％和40％的个体发育至幼鱼阶段,其余各组全部个体仍停留在稚鱼阶段．可以认为,桡足类、枝角类、经营养强化的卤虫无节幼体以及鱼糜是花尾胡椒鲷仔稚鱼较适宜的饵料．     

基于有理插值函数的利率期限结构模型

本文基于重心权有理插值函数,提出了一种新的利率期限结构静态估计模型,并给出一整套建模过程(包括基函数的构造、参数估计、节点选择、模型预测等).与传统的样条方法相比,本文提出的模型具有以下四个方面的优势:拟合的利率曲线光滑性更好;模型计算复杂度较低;参数估计存在明确的经济意义;模型的预测精度更高.最后,将该模型应用于上海证券交易所交易的国债利率期限结构研究,结果显示:模型在结构分析、计算复杂度、预测能力及经济内涵等方面均优于传统模型,能够有效提高国债利率期限结构拟合与定价的准确性.     

Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts?

This study empirically examines the role of macroeconomic and stock market variables in the dynamic Nelson–Siegel framework with the purpose of fitting and forecasting the term structure of interest rate on the Japanese government bond market. The Nelson–Siegel type models in state‐space framework considerably outperform the benchmark simple time series forecast models such as an AR(1) and a random walk. The yields‐macro model incorporating macroeconomic factors leads to a better in‐sample fit of the term structure than the yields‐only model. The out‐of‐sample predictability of the former for short‐horizon forecasts is superior to the latter for all maturities examined in this study, and for longer horizons the former is still compatible to the latter. Inclusion of macroeconomic factors can dramatically reduce the autocorrelation of forecast errors, which has been a common phenomenon of statistical analysis in previous term structure models. Copyright © 2013 John Wiley & Sons, Ltd.     

随机利率下重设型卖权的定价

假设无风险利率是随机利率,在考虑基础变量-无风险证券（债券）和风险证券（股票）价格行为特征的基础上,利用鞅方法推导了随机利率下重设型卖权的定价公式。     

负相伴样本指数分布参数的经验Bayes检验

讨论了负相伴样本情形指数分布中寿命参数θ的经验Bayes单侧检验问题:H0:θ≤θ0 H1:θ>θ0,利用概率密度函数的核估计构造了参数的经验Bayes单侧检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优性,并获得了其收敛速度.     

混合随机序列部分和的强收敛性

讨论了混合序列部分和强收敛性，所得结果推广和改进了文献（１，２），并推广了Ｍａｒｃｉｎｋｉｅｗｉｃｚ强大数律。     

基于试验数据库的灌浆连接规范公式安全性评估

通过收集整理大量国内外灌浆连接轴向力学性能试验数据,得到包含115个有效试验数据的数据库.依据各国规范公式中的参数对数据进行分类,分析灌浆连接轴向力学性能试验研究现状.在此基础上,对DNV-GL(2018)、 NORSOK(2013)、 API(2007)、 ISO(2007)、 HSE(2001)等规范设计公式进行安全性分析.结果表明:现有试验研究中超过50%的试件套管直径低于400 mm,且对于试件套管直径超过800 mm的研究仅有一项;灌浆厚度的选择大部分不符合主要规范使用范围,且主要集中于低灌浆厚度;灌浆材料抗压强度的选择大部分为低抗压强度,虽满足大部分规范公式适用范围,但不利于实际工程实践运用;通过对比分析各国规范设计公式试验平均安全系数及其标准差,表明DNV-GL(2018)设计规范公式安全性高、适用性广与经济性好,推荐海上风电结构灌浆设计优先考虑采用DNV-GL(2018)规范.