MODELING JUMPS IN RETURNS OF FINANCIAL ASSETS AS M4 PROCESSES： MEASURED EXCHANGE RATE EXPOSURE OF ASIAN EQUITY PORTFOLIO

1. Introduction An early analysis of exchange rate changes and share prices found that the general stock market index tended to move up (down) immediately after a devaluation (revaluation) of the local currency (Giddy 1974). It is surprising that previous researches (Jorion 1990; Amihud 1993; Bodnar and Gentry 1993) find that no contemporaneous relationship between exchange rate changes and excess equity market returns of largest U.S. exporting firms. Recently, it has argued that there is a…     

MODELING COMMERCIAL PROCESSES AND CUSTOMER BEHAVIORS TO ESTIMATE THE DIFFUSION RATE OF NEW PRODUCTS

1. Introduction In his famous seminal book (Rogers 1962), Rogers introduced and popularized a generic framework for analyzing and describing how the mechanism of diffusion of innovations works inside a given population. In this general approach, “innovation” can of course be understood in a large way: it may indeed referto various contexts such as the learning of a new practice, the use of a new tool, the launch of a new product, etc. The strength of Rogers' point of view comes from the fac…     

利益冲突下的开放式基金流动性资产运作研究

根据基金配置流动性资产的特点和流动性赎回的过程引入交错更新过程，并分别从基金经理与投资者角度出发建立了相应的模型，得出了考虑两者利益冲突下的开放式基金最优流动性资产（现金、债券和股票）配置．结果表明，外部因素变化时，基金经理与投资者不同的利益要求最优资产配置作不同甚至相反的变化；为了平衡两者的利益冲突，基金应选择收益率较高、流动性成本偏低的股票以及收益率偏低、流动性成本很低的债券进行投资，同时逐渐降低管理费率．     

卡尔曼滤波过程的稳定性研究

卡尔曼滤波器的稳定性并不能保证实际的滤波器算法具有收敛性,而传统的关于滤波发散的判定方法是基于量测不能出现野值这一严格的假设条件,具有一定局限性;并且通常关于滤波发散只是一种定性的描述,具有一定模糊性。为此,考虑到量测可能出现野值的情况,从滤波发散的具体数学形式出发,提出了卡尔曼滤波过程的稳定性概念,在此基础上给出了滤波发散的判定定理,既消除了通常关于滤波发散描述的模糊性,又降低了通常判定方法的要求。     

一种MPEG2媒体同步控制算法

针对MPEG2软件解码器,提出了一种媒体同步控制算法。该算法无需调整解码器的本地系统时钟,而是以音频流为主媒体流,视频流为从媒体流,音频的播放速率保持不变,利用基于相同时间基点的媒体单元的播放时间标签,调整视频的播放帧率来实现媒体同步。同步调整后视频的同步比例由调整前的54.84%提高到99.52%,音视频的同步比例由调整前的5.07%提高到98.36%。结果表明,该算法可以实现解码器的媒体同步,满足用户提出的感知服务质量要求。     

Evaluating the Tourism Resources' Development by AHP

1IntroductionAseveryoneknobes,tollrisnlistheworldwidefavoriterecreatiollalactivitiesillnloderllsociety.TOurisnlproducesalotofjobopportunitiesandstaterevPllue.IllmodernChina,thereareplentyofscellicsports,historicalsitesandundevelopedPotentialtourismresources.Hoal'tomostutilizetheseexistingandUlldevelopedPotentialtourislllresollrceadvalltageoustotilenationalandregionaleconomyisamostimportantstrategicproblemtotheleadersofregionalornationaltourismdepartment,governmentofChina.Thedevelopmentofto…     

实时控制计算微分代数系统的代数约束算法

本文结合实际的航天工程背景,针对飞行器轨道约束实时控制模型问题进行了算法研究。首先分析了ＢＤＦ方法用于飞行器轨道约束实时控制模型问题时的缺陷,其后针对实际问题的特点构造了具有三阶收敛的代数约束算法,分析了该算法的数值稳定性,并对潜地式弹道约束实时控制问题及指标（ｉｎｄｅｘ）为２的单摆模型问题进行了实际仿真计算,理论分析以及数值结果表明代数约束算法对指标为２的半显式微分代数系统的实时控制计算是非常有效的。     

Integrating complex system dynamics of pandemic influenza with a multi-criteria decision making model for evaluating public health strategies

Recent developments in computational sciences and computer modeling have allowed emergency preparedness exercises to include simulation models as supporting tools.These simulation models are generally built for predicting temporal and geographic patterns of disease spread.However sole use of simulation models in exercise design falls short in terms of incorporating policy decision makers’ preferences into decision-making processes.In this paper,a general framework for exercising public health preparedness plans with a decision support system is presented to integrate estimation of key epidemiological parameters with a system dynamics model of an outbreak.A multi-criteria decision making framework,an Analytical Hierarchy Process model,is then developed and integrated with the simulation model to help public health policy makers prioritize their response goals and evaluate mitigation strategies in a table-top exercise environment.     

并行分布实时仿真的时间管理算法研究

并行分布实时仿真技术对大规模复杂系统的实时仿真提供了便利,近年来日益成为研究的热点.时间是分布式仿真中的重要概念;时间管理自然成为了分布仿真的关键技术.实时仿真对仿真时间的特殊要求,使得系统中的时钟同步与时间推进成为系统研究的关键.在探讨并行分布式仿真中的通用时间管理机制的基础上,从内同步和外同步两个角度研究了并行分布式实时仿真系统的时间推进方案和时钟同步方法;基于高速实时网络,提出了“共享时钟源”的时钟同步策略;结合具体的应用需求,给出了一种优先级轮询的时间管理算法.