Ka波段全相参雷达收发射频前端系统组件研制

提出了一种Ka波段全相参雷达收发前端电路的设计方法,该设计方法综合考虑了收发变频本振(频综)和收发射频前端电路的特点和设计要求,对上/下变频的频率分配进行优化规划,充分利用了直接数字频率合成(DDS)、锁相环(PLL)和FPGA等的优点,从而既降低本振的实现难度,又可在频谱纯度(相噪和杂散水平)与变频时间等关键技术指标上得到了较高的综合表现。基于此,研制实现了一款性能优良的Ka波段全相参雷达收发前端系统组件,该组件已成功地应用在某Ka波段全相参雷达系统中。实测结果表明:当S/C波段的PLL本振源最小步进15MHz、带宽480MHz时,发射端杂散电平小于-65dBc,接收端杂散小于-70dBc,相噪水平优于-94dBc/Hz@1kHz,系统最大变频(频差480MHz)时间小于15μs。     

Bias-corrected realized variance

We propose a novel “bias-corrected realized variance” (BCRV) estimator based upon the appropriate re-weighting of two realized variances calculated at different sampling frequencies. Our bias-correction methodology is found to be extremely accurate, with the finite sample variance being significantly minimized. In our Monte Carlo experiments and a finite sample MSE comparison of alternative estimators, the performance of our straightforward BCRV estimator is shown to be comparable to other widely-used integrated variance estimators. Given its simplicity, our BCRV estimator is likely to appeal to researchers and practitioners alike for the estimation of integrated variance.     

Interacting forms of expertise in security governance: the example of CCTV surveillance at Geneva International Airport1

The paper investigates the multiple public‐private exchanges and cooperation involved in the installation and development of CCTV surveillance at Geneva International Airport. Emphasis is placed on the interacting forms of authority and expertise of five parties: the user(s), owner and supplier of the camera system, as well as the technical managers of the airport and the Swiss regulatory bodies in airport security. While placing the issues of airport surveillance in the particular context of a specific range of projects and transformations relating to the developments of CCTV at Geneva Airport, the paper not only provides important insights into the micro‐politics of surveillance at Geneva Airport, but aims to re‐institute these as part of a broader ‘problematic’: the mediating role of expertise and the growing functional fragmentation of authority in contemporary security governance. On this basis, the paper also exemplifies the growing mutual interdependences between security and business interests in the ever growing ‘surveillant assemblage’ in contemporary security governance.     

中国市场微观结构噪音特征及其定价能力研究

利用上海市场的分笔交易数据考察中国市场上微观结构噪音的特征。结果发现,个股噪音的数量级为10-6,噪音大小与市场走势基本相反,且公司规模越小,噪音水平越高。进一步对噪音的定价能力进行研究,发现噪音对股票收益有很强的解释能力,噪音越大,收益对噪音的风险补偿越多,按照噪音大小构建资产组合可以获得超额收益。     

欠发达地区机场与航空公司的博弈与利益分享机制研究

通过建立完全信息静态博弈下机场与航空公司基于供应链的上下游垄断的模型,分析模型并且和机场与航空公司组建的纵向一体化的战略联盟 M的结果进行对比,发现组建战略联盟可以获得更多的利润和社会福利。与此同时,根据鲁宾斯坦的讨价还价模型,对战略联盟 M的剩余利润 R 在机场与航空公司的如何分配进行分析,最终找出长期情况下,只要二者拥有足够的耐心来维持战略联盟的稳定性,机场与航空公司会达到平分剩余利润 R 的稳态。     

中国股市投资者的策略研究：基于一个噪音交易模型

引入理性交易者以及分别基于价值策略和反馈策略的噪音个体,构建了一个由2类交易者共同作用的价格决定模型,并对噪音交易者进行均衡分析。先基于一个均衡模型推导出噪音交易者影响下的市场价格,进而得到基于价格一阶差分序列的可检验假说,最后利用中国股市的数据对假说进行经验检验。通过实证检验发现,市场上存在较强的噪音交易成分,个体投资不以股票的基本价值为参照,具有明显的"买涨杀跌"等惯性行为,进一步的研究则发现交易量、上市年龄和是否为基金持有对个体投资策略有较显著的影响,而公司规模与行业差异对个体投资策略影响不大。     

面向客户个性化需求的交互式遗传算法

针对交互式遗传算法(IGA)中的评价噪声问题,提出犹豫度的概念,建立犹豫度调整机制,并使用删除策略和修改策略来处理形成初始种群以及交叉、变异过程中产生的约束不满足个体.通过对汽车操控台的概念设计问题进行建模,建立人性化交互界面用以验证本论文提出的方法体系的先进性和合理性.实验表明,此求解算法能够有效的降低评价噪声,加速收敛,降低疲劳度,提高结果的满意度.     

我国证券投资者交易行为的进化博弈与多重均衡研究

本文应用进化博弈方法,建立了开放市场条件下证券投资者交易行为演化的进化博弈模型,并通过实证研究,分析了我国证券投资者行为进化的动态演化过程及其均衡点.研究结论表明,投资者交易行为的进化既不是传统金融学、也不是行为金融学认为的那样,仅存在单一路径和均衡点,而是可能具有多重均衡的特征,这是由投资者策略行为的互补性决定的.     

Tracing risky decisions for oneself and others: The role of intuition and deliberation

This study contributes to the understanding of how individuals make choices for themselves and on behalf of others in a risky environment. In a laboratory eye-tracking experiment, we investigate whether risk preferences, decision error, and information processing differ between decisions made for oneself and on behalf of others. While we find no differences in risk preferences when deciding for oneself or for someone else, individuals have a greater decision error when deciding for others. Process data partly explains these differences. Individuals spend less time, have less fixations, and inspect less information when deciding for others. We detect similar processing patterns when comparing intuitive and deliberative decision making. We argue that the processing of decisions for oneself is more effortful and involves more extensive deliberation which, in turn, is related to less decision errors.     

Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise

In this paper, we introduce a new concept of Poisson Stepanov-like almost automorphy (or Poisson S²-almost automorphy). Under some suitable conditions on the coefficients, we establish the existence and uniqueness of Stepanov-like almost automorphic mild solution to a class of semilinear stochastic differential equations with infinite dimensional Lévy noise. We further discuss the global asymptotic stability of these solution. Finally, we give an example to illustrate the theoretical results obtained in this paper.