在线识别两相流流型的压差波动特性的研究进展

介绍了根据压力波动过程实现汽(气)液两相流流型在线识别的最新研究成果；重点介绍两相流压差波动的产生原理、压差波动过程的特征提取和特征分析，分析流型在线识别的特点及各种实现方法，指出了今后研究的方向。     

多相流流型识别技术与系统开发

基于油气水多相流混合物在管道内流动时的多传感器信号－－压力和压差信号，建立特定流型的识别规则，采用学习矢量量化模式分类器作为未知流型的分类器，根据数据融合的技术思路获得了油气水多相流的流型在线识别技术。通过系统集成的手段，利用微处理装置研制出了流型识别系统。该识别技术具有置信度高、容错性好、性能稳定、降低了对单个传感器的性能要求等优点。该识别系统结构简单、无运动部件、不改变管道的截面结构，可以处理非快速变化的瞬态流动，测量误差小于10％，并具有连续工作、定时打印、信号输出等功能。     

冷战后朝鲜半岛的安全机制与中国的角色

朝鲜半岛的安全问题一直是国际社会关注的焦点，冷战后这一问题日益复杂化、尖锐化。这与朝鲜半岛地区始终缺乏一个稳定有效的安全机制不无关系。鉴于历史和现实关系，中国在未来朝鲜半岛安全问题上将发挥越来越重要的作用。     

台湾郑氏政权与清朝政府统一台湾

17世纪荷兰殖民者统治台湾，当时，清政府已经建立了大陆的统一政权。郑成功在东南沿海一带组织抗清复明斗争，未能取得胜利，为了能有一个更好的立足之地，转而收复台湾却取得了成功，但郑成功始终以明朝孤臣自居。其予郑经主政后期，开始图谋偏安割据，终被清政府收复。     

基于Markov-vine copula的我国网贷平台对传统金融机构风险传染效应研究

近年来,网络借贷发展迅速,并且随着互联网技术的运用和网络借贷自身所蕴含的独特风险方式,使得其局部风险更容易蔓延至整个网贷市场,有可能会迅速波及,传染到其他类型的金融市场.本文将Markov区制转换模型和vine copula相结合,用来研究我国网络借贷平台对传统金融机构的动态风险传染效应.研究结果表明:我国网络借贷平台和相应的传统金融机构在不同阶段呈现出不同的"杠杆效应";我国网络借贷平台以及相关的传统金融机构均具有较为明显的区制转换特征;比较三个阶段的情况,网络借贷平台对商业银行的风险传染效应要大于其他的传统金融机构,其次是网络借贷平台对信托业的风险传染效应;在各阶段,网络借贷平台对传统金融机构的风险传染效应不对称,下尾相关系数基本大于上尾相关系数.     

烧结矿余热回收竖罐内气体流态的实验研究

采用对Ergun型方程无量纲化的方法对气体通过烧结矿床层的流态进行了研究,考察气体表观流速、烧结矿颗粒直径和床层空隙率对床层内气体压力降的影响,进而探讨床层内临界颗粒雷诺数随颗粒直径的变化规律.研究结果表明:当颗粒直径一定时,床层内单位料层高压力降随气体表观流速的增大呈二次方关系增大.当气体表观流速一定时,单位料层高压力降随颗粒直径和空隙率的增大呈指数关系衰减.床层内临界颗粒雷诺数随床层几何因子的增大呈指数关系减小,且临界颗粒雷诺数实验预测公式的平均计算误差在5%以内,显示了良好的预测性能.     

带转移机制且股票价格服从几何Levy过程的连续时间均值-方差投资组合选择

 研究了带转移机制且股票价格服从几何Levy过程的均值-方差投资组合选择模型。 用一个连续时间平稳马氏链表示市场所处的状态,文中主要参数,比如资产收益、Levy测度等均依赖于所处的市场状态。 分析了最优投资组合策略的存在性,用动态规划方法得到了最优投资组合策略、最优目标函数和有效前沿。     

Shift-contagion in energy markets and global crisis

This paper presents an analysis of shift-contagion in energy markets, testing whether linkages between returns in energy markets increase during crisis periods. The research presented herein demonstrates how common movement between energy markets increases due to (i) shift-contagion across energy markets, reflected by structural transmission of shocks across markets and (ii) larger common shocks operating through standard cross-market interdependences. A regime-switching model was developed to detect shift-contagion across energy markets. In the approach adopted herein, the occurrence of shift-contagion is endogenously estimated rather than being exogenously assigned. The results show that shift-contagion has been a major feature of energy markets over the last decade. Evidence is presented which demonstrates that the linkages between energy markets do not appear to be stable. These results are remarkably accurate for forecasting Brent and natural gas for horizons for up to 50 days. Conversely, for WTI (West Texas Intermediate oil) and coal, the model performs well only for forecasting very short horizons (up to 20 days). For all products, the model shows significant biases for long horizons.     

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

This paper provides clear‐cut evidence that the out‐of‐sample VaR (value‐at‐risk) forecasting performance of alternative parametric volatility models, like EGARCH (exponential general autoregressive conditional heteroskedasticity) or GARCH, and Markov regime‐switching models, can be considerably improved if they are combined with skewed distributions of asset return innovations. The performance of these models is found to be similar to that of the EVT (extreme value theory) approach. The performance of the latter approach can also be improved if asset return innovations are assumed to be skewed distributed. The performance of the Markov regime‐switching model is considerably improved if this model allows for EGARCH effects, for all different volatility regimes considered. Copyright © 2014 John Wiley & Sons, Ltd.