Rate efficient estimation of realized Laplace transform of volatility with microstructure noise

In this paper, we consider the problem of estimating the Laplace transform of volatility within a fixed time interval [0,T] using high‐frequency sampling, where we assume that the discretized observations of the latent process are contaminated by microstructure noise. We use the pre‐averaging approach to deal with the effect of microstructure noise. Under the high‐frequency scenario, we obtain a consistent estimator whose convergence rate is , which is known as the optimal convergence rate of the estimation of integrated volatility functionals under the presence of microstructure noise. The related central limit theorem is established. The simulation studies justify the finite‐sample performance of the proposed estimator.     

背越式跳高运动员训练过程中恐惧心理的产生原因与克服方法

从跳高运动员的主观状态、客观因素、教练员的焦虑问题三个方面对背越式跳高训练过程中运动员恐惧心理的产生原因进行了分析,并提出了相应的克服方法和建议,为背越式跳高理论和训练提供参考。     

能源价格波动对中国物价水平的潜在与实际影响

目的/意义原油作为重要的工业原料、大宗商品和战略储备物资,其价格波动对全球经济发展具有重大影响,对原油价格进行预测是能源经济领域的热点研究课题。对国际原油价格预测的主要方法进行系统梳理并展望未来研究方向,有助于该研究领域的纵深发展。设计/方法基于295篇国际期刊文献,对国际油价预测的发展阶段、发表期刊、研究机构等进行归纳总结,然后对近二十年油价预测领域的主要研究方法进行系统梳理和分析,最后对油价预测工作进行评述和趋势展望。结论/发现自2008年金融危机后,油价预测研究快速发展,相关文章主要发表于能源经济领域的权威期刊《Energy Economic》。现有油价预测方法主要包括计量模型、机器学习和混合预测模型。展望未来,利用高频日内交易数据,融合计量和机器学习前沿方法,对原油价格进行区间预测或概率密度预测是值得探索的方向,此外还应深化油价预测结果的实际应用价值。     

茶多酚协同超高压处理对枯草芽孢杆菌的灭活效果研究

通过采用响应曲面方法中的Pentagonal模式建立了茶多酚协同超高压处理杀灭枯草芽孢杆菌（B.subtilis）的二次多项数学模型,验证了模型的有效性.同时利用模型的响应面及其等高线对影响杀菌的关键因子压力和茶多酚浓度及其相互作用进行了深入的探讨.优化出残存4个数量级枯草芽孢杆菌1.1474的工艺参数为：压力346.72~481.80MPa,茶多酚浓度为0.89~1.47mg/mL.     

高中生学业成就归因、心理韧性与心理资源投入的关系

为了解高中生学业成就归因、心理韧性与心理资源投入之间的现状及其关系,采用多维度—多归因因果问卷、中学生心理资源投入量表、中学生心理韧性问卷对1113名高中生进行调查。结果表明：（1）高中生学业成就归因整体呈内归因倾向,心理资源投入与心理韧性整体处于中上水平;（2）高中生内归因显著预测心理韧性与心理资源投入,心理韧性显著预测心理资源投入;（3）高中生心理韧性在学业成就内归因与心理资源投入之间具有部分中介效应。     

低渗透储层可动剩余油核磁共振分析

针对有代表性密闭取芯岩芯平行样,分别进行油水饱和度和油水高速离心驱替实验核磁共振分析,定量获得储层目前剩余油饱和度、采出油相对量、可动油饱和度及驱油效率上限等参数,对比各参数建立储层可动剩余油饱和度核磁共振分析方法。研究表明,建立岩芯饱和油束缚水状态和水驱油的最佳离心力分别为2.250 MPa 和0.220 MPa,4 个渗透率级别（>50、[10,50）、[1,10）和<1 mD）储层采出油饱和度分别为23.49%、16.81%、8.70% 和9.99%,可动油饱和度分别为50.34%、43.76%、29.67% 和22.89%,可动剩余油饱和度分别为26.85%、26.95%、20.97% 和12.90%,由于储层非均质性影响,大于10 mD 储层采出油明显高于10 mD 以下储层,但大于10 mD 储层可动油饱和度较高,故可动剩余油饱和度也较高,小于1 mD 的储层可动剩余油明显低于其他储层。     

高速开关阀在调速控制系统中的应用

运用PWM对高速开关阀进行数字控制,以满足电液控制系统精度高,响应快的要求。提出了高速开关阀在调速控制系统中的应用,利用VB编写界面进行人机对话,实现VB与PLC的串行通信。用本系统模拟工程机械破碎挖掘机的工作过程,仿真及实验结果表明,高速开关阀在调速控制系统的应用具有理论和现实意义。     

Improving Risk Management: From Lame Excuses to Principled Practice

The three classic pillars of risk analysis are risk assessment (how big is the risk and how sure can we be?), risk management (what shall we do about it?), and risk communication (what shall we say about it, to whom, when, and how?). We propose two complements as important parts of these three bases: risk attribution (who or what addressable conditions actually caused an accident or loss?) and learning from experience about risk reduction (what works, and how well?). Failures in complex systems usually evoke blame, often with insufficient attention to root causes of failure, including some aspects of the situation, design decisions, or social norms and culture. Focusing on blame, however, can inhibit effective learning, instead eliciting excuses to deflect attention and perceived culpability. Productive understanding of what went wrong, and how to do better, thus requires moving past recrimination and excuses. This article identifies common blame‐shifting “lame excuses” for poor risk management. These generally contribute little to effective improvements and may leave real risks and preventable causes unaddressed. We propose principles from risk and decision sciences and organizational design to improve results. These start with organizational leadership. More specifically, they include: deliberate testing and learning—especially from near‐misses and accident precursors; careful causal analysis of accidents; risk quantification; candid expression of uncertainties about costs and benefits of risk‐reduction options; optimization of tradeoffs between gathering additional information and immediate action; promotion of safety culture; and mindful allocation of people, responsibilities, and resources to reduce risks. We propose that these principles provide sound foundations for improving successful risk management.     

Transition probabilities and ARL performance of Six Sigma zone control charts

In this article, Six Sigma zone control charts (SSZCCs) are proposed for world class organizations. The transition probabilities are obtained using the Markov chain approach. The Average Run Length (ARL) values are then presented. The ARL performance of the proposed SSZCCs and the standard Six Sigma control chart (SSCC) without zones or run rules is studied. The ARL performance of these charts is then compared with those of the other standard zone control charts (ZCCs), the modified ZCC and the traditional Shewhart control chart (SCC) with common run rules. As expected, it is shown that the proposed SSZCC outperforms the standard SSCC without zones or run rules for process shifts of any magnitude. When compared to the other standard ZCCs and the Shewhart chart with common run rules, it is observed that the proposed SSZCCs have much higher false alarm rates for smaller shifts and hence they prevent unwanted process disturbances. The application of the proposed SSZCC is illustrated using a real time example.     

浅析高中数学有效教学的内涵、特征及实施策略

高中数学有效教学的涵义即在数学课程标准基本理念的指导下，促进学生数学学习、提高学生数学素养、促成学生终身发展．高中数学有效教学的主要特征是教学目标有效、教学过程有效、教学方式有效、教学结果有效。主要实施策略是，以引导探究为依托，实现有效的知识建构；以暴露思维作平台，实现有效的思维训练；以激发兴趣作前提，实现有效的情意驱动．