动态尾部金融网络结构与传染性度量

基于Lasso高维分位数回归模型,本文构建了中国金融系统的尾部网络结构,并定义了总体网络以及行业间、行业内和金融机构间等多层金融网络的尾部风险传染度,解构其传染机制与关联特征,评估各机构双向系统重要性(接收端和发射端)。同时,本文提出了一个最优滚动窗宽选择标准方法,以优化滚动样本技术下的动态网络结构。结果表明,所有层级尾部风险传染效应(总体系统、行业间、行业内和机构间)在经济金融极端困境时期,呈现明显增强及剧烈震荡特征,2015年中国股灾期间尤甚。跨行业传染效应日益严峻,银行与保险间表现出较强关联性,房地产机构与其他金融机构间均表现出较高传染性,跨业监管值得关注。接收与发射最多尾部风险传染的金融机构仍然是银行与证券类机构。系统中超过50%的金融机构倾向于接收风险传染,一旦出现系统性冲击,整个金融系统的稳定性将遭受重创,因此,应加强此类机构应对外界冲击的能力。此外,基于新滚动窗宽选择标准法的动态模型的估计性能明显优于传统方法。研究结论有助于理解中国金融系统的网络结构和传染机制,对宏观审慎监管体系的建立提供了依据。     

用一个平面磁控溅射靶合成金属多层膜

提出了一个很有价值的实验装置与方法,可以仅用一个平面磁控溅射靶来方便地合成各种金属多层膜。小角X光衍射(XRD)分析证实了采用此实验装置与方法制备的Fe/Al多层膜的良好周期性层状结构。     

PWPM信号的功率谱研究

对脉冲宽度、位置联合调制(pulse width and position modulation)简称 PWPM 方式的随机信号序列功率谱进行了研究,文献[1]的理论结果显示 PWPM 随机信号序列功率谱中存在符号(symbol)同步信号离散谱成分,这有利于在接收端正确接收 PWPM 信号.用计算机模拟估计了 PWPM 随机信号序列的功率谱.其结果也表明了 symbol 同步信号的存在.     

一种新型的光学时分复用系统的设计及实验

提出一种采用单个皮秒(ps)光源分路后,由具有增益的半导体激光放大器作为南速调制开关的光学时分复用(OTDM)系统方案,并进行了两个信过的2Gbit/s 光学时分复用发射系统模拟实验.     

The Clustering of Categorical Data: A Comparison of a Model-based and a Distance-based Approach

For clustering multivariate categorical data, a latent class model-based approach (LCC) with local independence is compared with a distance-based approach, namely partitioning around medoids (PAM). A comprehensive simulation study was evaluated by both a model-based as well as a distance-based criterion. LCC was better according to the model-based criterion and PAM was sometimes better according to the distance-based criterion. However, LCC had an overall good and sometimes better distance-based performance as PAM, although this was not the case in a real data set on tribal art items.     

Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter

We propose a new regression-based filter for extracting signals online from multivariate high frequency time series. It separates relevant signals of several variables from noise and (multivariate) outliers.

Unlike parallel univariate filters, the new procedure takes into account the local covariance structure between the single time series components. It is based on high-breakdown estimates, which makes it robust against (patches of) outliers in one or several of the components as well as against outliers with respect to the multivariate covariance structure. Moreover, the trade-off problem between bias and variance for the optimal choice of the window width is approached by choosing the size of the window adaptively, depending on the current data situation.

Furthermore, we present an advanced algorithm of our filtering procedure that includes the replacement of missing observations in real time. Thus, the new procedure can be applied in online-monitoring practice. Applications to physiological time series from intensive care show the practical effect of the proposed filtering technique.     

光瞳环带相位调制法提高数字光存储密度的研究

对高密度光存储技术中光瞳环带相位调制方法进行了分析，并将其与光学切趾术进行了比较．研究发现，这种减小像面上光斑大小的方法是以大幅度增加旁瓣与主瓣的相对大小为代价的，它提高光存储密度的效果基本与光学切趾术相当．但是，对于高阈值的光探测器．光瞳相位调制方法要优于光学切趾术．     

欠采样对LFM脉冲压缩的影响

研究了对LFM信号进行正交I/Q采样时,采样率对脉冲压缩处理的影响。理论分析证明:在欠采样情况下,脉冲压缩后会出现成对回波,因而系统的多目标分辨能力受到影响;由于信号带宽的损失,脉压输出回波信号的主瓣展宽,距离分辨力下降;另外,主瓣幅度或相位还会受到调制。最后给出了仿真的结果。     

40 Gb/s单通道光纤传输系统研究

提出了一种比特率为40 Gb/s的单通道传输系统的设计方案,通过大量的数值仿真研究了在单波长传输系统中放大器间隔、脉冲占空比、色散补偿因子、色散补偿系数、光纤的入纤功率等参数对系统传输性能的影响,并根据这些影响关系设计了一个九段的光纤传输系统,其传输距离为928 km。仿真结果对单波长和多波长40 Gb/s光纤传输系统的设计具有指导意义。     

锯齿光阑截趾整形在高能激光器中的应用

报道了超短脉冲激光和单色激光分别通过锯齿光阑或圆孔先阑整形系统的传输特性及其在高能激光系统中的应用。和超短脉冲激光通过直接利用锯齿光阑便能得到近场光强分布相对均匀的超高斯光束相比,利用圆孔光阑对单色激光进行整形,却必须和空间滤波器相结合使用才能得到相应结果。