结合资产配置策略测算多期收益保证价值

投资机构能够采取某种资产配置策略,改变由收益保证所引致的期末偿付能力不足风险,并根据风险与价值对等的原则,进而改变收益保证的价值.但是,现有文献在测算收益保证价值时并没有考虑资产配置策略.针对现有文献的不足,在一种新的收益保证形式下,提出了结合资产配置策略测算收益保证价值的新方法,然后以固定组合(CM)、生命周期(DL...     

板翅式回热器试验与数值模拟研究

选取圆弧截面平直翅片板翅式回热器芯部中间冷热流体各两层作为控制单元体,引进对称面和内部耦合方法建立数学模型,应用Fluent软件对单元体进行三维数值模拟,得出了芯体内部的温度场、流场和压力场.对回热器芯体内部的换热和流动情况进行分析,得出了换热性能准则关系式和阻力性能准则关系式.通过对回热器运用稳态等流量进行传热性能和阻力性能试验,得出了相应的换热和阻力准则关系式,并将数值模拟结果与试验所得结果进行了对比分析.     

中国肉类出口格局及在世界肉类贸易中的地位

根据UN COMTRADE数据库的相关数据,在分析1992—2014年中国肉类产品进出口贸易状况的基础上,运用恒定市场份额模型,对影响中国肉类产品进出口的主要因素进行研究。研究发现,在出口方面,我国肉类产品出口增长的动力主要来自于世界市场需求增长,而出口竞争力变化和出口产品结构调整对出口波动也有着重要影响;在进口方面,国际肉类产品更具竞争优势是推动中国肉类产品进口的主导因素,此外,进口结构优化和国际市场供给快速增长也是促进中国肉类产品进口增长的重要因素。

     

On the Diffusion Coefficient: The Einstein Relation and Beyond

We present a detailed derivation of the closed-form expression for the diffusion coefficient that was initially obtained by Einstein.[4] in press.  [Google Scholar] The present derivation does not make use of a fictitious force as did the original Einstein derivation, but instead concentrates directly on establishing a dynamic equilibrium between the forces of pressure and friction acting on a Brownian particle. This approach makes it easier to understand the true essence of the argument, and thus makes it simpler to apply the argument in a more general case or setting. We demonstrate this by deriving the equation of motion of a Brownian particle that is under the influence of an external force in the fluid with a non-constant temperature. This equation extends the well-known Smoluchowski approximation[24] Smoluchowski, M. von. 1915. Über Brownsche Molekularbewegung unter Einwirkung äußerer Kräfte und deren Zusammenhang mit der verallgemeinerten Diffusionsgleichung. Ann. Phys., 48: 1103–1112.  [Google Scholar] to the case of non-constant temperature, and offers new insights into the Ludwig–Soret and Enskog–Chapman effects (providing also a scholar example explaining the need for a stochastic integral). The key point in the derivation is reached by applying the Einstein dynamic equilibrium argument together with the conservation of the number of particles law. We show that this approach leads directly to the Kolmogorov forward equation whenever the setting is Markovian. The same method can also be applied in the case of interacting Brownian particles satisfying the van der Waals equation. In this setting we first demonstrate that the presence of short-range repulsive forces between Brownian particles tends to increase the diffusion coefficient, and the presence of long-range attractive forces between Brownian particles tends to decrease it. The method of derivation then leads to a nonlinear partial differential equation which in the case of weak interaction reduces to the Fokker–Planck equation. One of the main aims of the present article is to demonstrate that the Einstein argument leads to a truly dynamical theory of diffusion.     

Parameter identification for a stochastic logistic growth model with extinction

We consider a stochastic logistic growth model given by a stochastic differential equation, for which extinction can occur. We first propose appropriate adaptation of some standard inference methods when the process is observed at discrete time. Second, we show that the individual birth and death can be identified separately to some extent.     

Layer Sampling

Layer sampling is an algorithm for generating variates from a non-normalized multidimensional distribution p( · ). It empirically constructs a majorizing function for p( · ) from a sequence of layers. The method first selects a layer based on the previous variate. Next, a sample is drawn from the selected layer, using a method such as Rejection Sampling. Layer sampling is regenerative. At regeneration times, the layers may be adapted to increase mixing of the Markov chain. Layer sampling may also be used to estimate arbitrary integrals, including normalizing constants.     

商业银行支持中小企业发展的路径研究

商业银行是社会间接融资的主体,更是支持中小企业发展的主导力量。由于商业银行缺乏支持中小企业融资的内在动力,所以融资难的现状没有得到根本解决,究其根源在于现行的存贷利差实际上是相对的恒利差体制,客观上鼓励商业银行做大放小。推进利率市场化、缩小存贷利差是促使商业银行选择中小企业作为主要客户的根本途径,是我国经济、金融体制改革的重要内容之一。     

An estimation in a linear model with response-related error

A maximum likelihood solution is presented for analyzing data which arise from a linear model whose error term is assumed to have variance proportional to some unknown power of the response. An efficient iterative method for solving the likelihood equations is obtained which incoporates use of a transfomation to orthogonalize the two variance paramaters. Assessments of the method are made through simulations study and the results are compared with those of the ordinary least squares. Examples from the literature are included to illustrate the method and also to compare the results with a weighted least squares estimates.     

完全成本法和变动成本法下营业利润差额的变动规律分析

完全成本法和变动成本法是两种不同的成本计算方法，采用这两种方法计算出的营业利润有可能出现差异。通过实例计算和公式推导，分析了这两种成本法营业利润差额产生的原因及变动规律。     

MIMO频率选择性信道自适应均衡

针对MIMO频率选择性信道提出了一种分数间隔的判决反馈均衡器,其优点是既对时间同步误差不敏感,又能在消除码间干扰的同时不引入噪声增益。同时比较了分别采用最小均方算法和恒模算法的分数间隔判决反馈均衡器,并通过仿真,分析了这两种算法的优缺点。在此基础上提出了一种改进的最小均方算法和恒模算法相结合的算法,改进后需要的训练序列为LMS算法的1/3,其结果是误码率比恒模算法有明显的提高。