论现代民主危机

现代民主借由国家主权所确保的宪政秩序和优良公共文化而获得繁荣。但当前,现代民主之发展已显现出了危机状态。一方面,由于资本主义发展导致了群体利益的产生,由此导致权力腐败与政治公共领域的颓废,使得现代民主的社会基础发生了不利于民主的变化,也使得公民运动的民主参与程度下降;另一方面,由于全球化的来临,使得全球社会的兴起,国际组织力量的壮大及其内部固有的问题和全球风险的加剧,导致国内民主制度的局限性日益凸显。而改变上述危机的途径乃在于重申国家主权和在此基础上加强全球合作,增进国际民主。     

上证指数Hurst指数的测定及应用

Hurst指数是一个在混沌和分形数学中判断时间序列混沌性和成群性的统计参数。根据实际测定的上证指数逐日收益率的Hurst指数,表明证券市场具有分形市场假说(FMH)的特征。Hurst指数在证券投资中有一定的参考价值,对长期的投资决策可以发生影响。     

Temporal Aggregation of Stationary and Non-stationary Continuous-Time Processes

Abstract.  We study the autocorrelation structure of aggregates from a continuous-time process. The underlying continuous-time process or some of its higher derivative is assumed to be a stationary continuous-time auto-regressive fractionally integrated moving-average (CARFIMA) process with Hurst parameter H . We derive closed-form expressions for the limiting autocorrelation function and the normalized spectral density of the aggregates, as the extent of aggregation increases to infinity. The limiting model of the aggregates, after appropriate number of differencing, is shown to be some functional of the standard fractional Brownian motion with the same Hurst parameter of the continuous-time process from which the aggregates are measured. These results are then used to assess the loss of forecasting efficiency due to aggregation.     

电梯的单片机—PLC变频控制系统

提出了使用ＭＣＳ５１单片机，ＰＬＣ可编程控制器和ＶＶＶＦ变频器组成的自动电梯的控制系统．该控制系统具有体积小，调节方便、节能和功能强等特点．分析了单片机控制系统及ＰＬＣ控制系统的硬件、软件结构、工作原理．     

Confidence bands from censored samples

Several types of asymptotic confidence bands have been proposed in the literature when the data are randomly censored on the right. Introducing new classes of bands, we place the old bands and their relationship to one another within a comprehensive theory of bands. A thorough analysis yields narrower bands and two kinds of modifications which are asymptotically distribution- and censor-free. One of these is useful when the interval on which the bands are constructed is predetermined and the width of the bands is random; the other, when there is a predetermined bound on the width and the interval is random. We illustrate our bands on the Szeged pacemaker data. These methods also provide a general modification of the Kolmogorov band in the uncensored case.     

机载雷达地面杂波抑制技术

在讨论机载雷达地面杂波回波的基础上,分析了 AMTI 系统的性能,并给出了该系统的计算机模拟结果和实验结果,这将有助于工程的实现。     

印刷烫金机走纸控制器的软硬件设计

介绍了印刷烫金机走纸控制器软硬件的设计方案,该控制器选用低栅压导通的功率场效应管作为步进电机驱动,控制CPU采用AVR单片机.控制器具有走纸长度设置、电机启停低速而运行高速、走纸完毕声光提示、设置参数掉电保护等功能.     

后发工业国技术从模仿到创新的路径、动力与选择机制--基于汽车产业拉美模式、日韩模式和中国模式的比较分析

后发工业国从模仿到创新的技术战略演进路径呈现多样性,为解释后发工业国汽车产业技术演进路径差异和选择,通过构造一个以企业家精神和企业技术能力成长为主要内驱力,市场需求、技术发展和溢出为拉力、研发投入和产业激励政策为推力,高昂技术学习成本和企业创新惯例和惰性等为阻力以及市场竞争和约束性产业政策为压力的汽车产业技术演进动力模型,比较分析了后发工业国汽车产业技术演进的动力差异和选择机制,并为中国汽车产业技术能力的发展提供有益建议.     

A Generalization of Geometric Brownian Motion with Applications

Although geometric Brownian motion has a great variety of applications, it can not cover all the random phenomena. The purpose of this article is to propose a model that generalizes geometric Brownian motion. We present some interesting applications of this model in financial engineering and statistical inferences for the unknown parameters.     

An Improved Test for Continuous Local Martingales

We present a new test for the “continuous martingale hypothesis”. That is, a test for the hypothesis that observed data are from a process which is a continuous local martingale. The basis of the test is an embedded random walk at first passage times, obtained from the well-known representation of a continuous local martingale as a continuous time-change of Brownian motion. With a variety of simulated diffusion processes our new test shows higher power than existing tests using either the crossing tree or the quadratic variation, including the situation where non-negligible drift is present. The power of the test in the presence of jumps is also explored with a variety of simulated jump diffusion processes. The test is also applied to two sequences of high-frequency foreign exchange trade-by-trade data. In both cases the continuous martingale hypothesis is rejected at times less than hourly and we identify significant dependence in price movements at these small scales.