The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models

We study the effect of parameter and model uncertainty on the left‐tail of predictive densities and in particular on VaR forecasts. To this end, we evaluate the predictive performance of several GARCH‐type models estimated via Bayesian and maximum likelihood techniques. In addition to individual models, several combination methods are considered, such as Bayesian model averaging and (censored) optimal pooling for linear, log or beta linear pools. Daily returns for a set of stock market indexes are predicted over about 13 years from the early 2000s. We find that Bayesian predictive densities improve the VaR backtest at the 1% risk level for single models and for linear and log pools. We also find that the robust VaR backtest exhibited by linear and log pools is better than the backtest of single models at the 5% risk level. Finally, the equally weighted linear pool of Bayesian predictives tends to be the best VaR forecaster in a set of 42 forecasting techniques.     

堰板水池式溴化锂制冷机测试台的研制

本文根据混合式热交换器和热平衡原理，提出了堰板水池式溴化锂制冷机测试台，并介绍了它的工作原理、设计计算和应用实例．通过计算和实践表明，这种测试台有明显的节能和减少报资的效果．     

残余应力场对焊接动态变形的影响

通过一组窄板小型焊接变形试验,证明了残余应力场对焊接构件的动态变形过程,因而也对焊件最终的残余变形有着不可忽视的影响。其机理为:焊接过程中力学熔池的运动干扰了焊件中原有残余应力场的平衡,引起焊件的附加变形。附加变形既改变了焊件高温区的压缩塑性变形,又改变了焊件冷却阶段的变形。     

Chemical composition of decomposing stumps in successive rotation of Chinese fir （Cunninghamia lanceolata （Lamb.） Hook.） plantations

Decomposition of stumps in successive rotation of Chinese fir （Cunninghamia lanceolata （Lamb.） Hook.） plantations was studied using a chronosequenee approach. The results showed that decomposition rate constant of Chinese fir stump was 0.02695 as calculated from Olson＇s model. The N content of stump increased during the first two-year decomposition. When the dead stump C/N ratio was 463.2 ± 27.3, the stumps started to release N. The pattern of P release was similar to that for N. However, K content of stumps showed a consistent declining trend over time during the whole decomposition. ^13C nuclear magnetic resonance spectroscopy with cross polarization and magic-angle spinning （^13C CPMAS-NMR） was used to analyse organic carbon （C） components in decomposing stumps. The ^13C CPMAS-NMR spectra of stumps displayed that stump was dominated by cellulose and hemieellulose. The spectra also showed the accumulation of intensity in alkyl C, aromatic C, and earboxyl C spectral regions, which was expected as the labile cellulose and hemieellulose components in O-alkyl C spectral region were selectively decomposed first.     

网站项目人员配置与管理的探讨

网站建设项目是智力和劳动密集型的项目,人力资源成本和项目成员的组成结构、技术能力、管理能力、责任心和稳定性对项目质量及成败有决定性的影响.本文从上述两个角度,对网站建设项目的工程化管理方法进行了探讨.     

浅层低煤阶煤层气成藏条件分析

针对我国煤层气勘探开发的难题,从煤层气藏的气源和保存条件入手,深入分析了生物气作为气源在浅层低煤阶煤层气藏形成中的重要性,并研究了盖层条件、水文地质条件及甲烷菌的生气条件在浅层低煤阶煤层气藏的形成和保存过程中所起的作用.认为中国煤层气的勘探开发不应受氧化带的限制,在煤层上覆封盖条件较好的浅层寻找浅层低煤阶煤层气藏可能获得良好的经济效益.     

职业院校项目教学法探讨

项目教学法是师生通过共同实施一个完整的项目工作而进行的教学活动,是职业教育教学方法的发展趋势,学习的重点在学习过程而非学习结果,以项目为导向,分为,让学生掌握专业能力、方法能力和社会能力。项目教学法实现了三个根本性地转变,以学生为中心,以项目为中心,实际经验为中心。要求提高质量,加大对专业课“双师型”教师的培训,因才施教,加大设备投入。     

游泳池水处理工艺设计及应用

为了解决游泳池水循环使用问题,采用理论设计与实际应用相结合的方法,介绍了游泳池水处理工艺设计及其应用实例。游泳池水经过过滤、消毒等处理后,达到了《游泳场所卫生标准》(GB9667-1996)中关于"人工游泳池水质卫生标准"的规定,可循环使用,解决了游泳池水循环使用问题,有助于污水资源化的研究。     

多股挑、跌流水舌作用下基岩冲刷平衡深度

分析了多股挑、跌流水舌在水垫中扩散的水力特点 ,提出多股水舌在完全混合扩散区能量汇聚 ;以卡里巴、塔贝拉等工程原型冲坑资料为准 ,引入基岩抗冲水深 ,提出多股挑、跌流水舌作用下冲坑水深的估算方法 ;用小湾表、中孔多股挑、跌流作用下的试验值进行比较 ,表明预报公式可行。研究成果供水垫塘设计参考     

基于项目位置索引的序贯模式增量挖掘方法

通过前缀序列的引入，将搜索空间划分为若干个子空间，利用模式增量技术对序贯模式进行有效搜索，并提出了项目位置索引的概念，即将原始序列数据库信息转换到项目位置索引（IPI）中，从而在搜索序贯模式时避免了复杂的多维候选序列的测试，仅需对各前缀序列对应的扩展的项目位置索引库（IPIDBs)做简单的序列数目累加操作，将复杂的高维序贯模式搜索问题巧妙地转换为一维频繁项目的搜索，降低了算法复杂度，提高了效率。