外汇市场冲击与国内资本市场波动的关联机理解析

运用三元VAR-GARCH(1,1)-Asymmetric-BEKK模型,解析了汇市、股市和债市间的关联机制。结果显示,汇市对股市和债市有显著的均值与波动溢出,而股市和债市对汇市仅有波动溢出,且汇市对股市的溢出效应大于对债市的溢出。基于新闻冲击曲面的分析揭示了资本市场对汇市冲击呈明显的非对称性。为此,政府应将金融市场开放度的扩大与资本流动的监管相结合,构建针对资本市场风险的多层次测度与监控体系,并完善资本市场的制度架构,增强信息披露的有效性。     

Joint modified block replacement and production/inventory control policy for a failure-prone manufacturing cell

This paper considers a joint preventive maintenance (PM) and production/inventory control policy of an unreliable single machine, mono-product manufacturing cell with stochastic non-negligible corrective and preventive delays. The production/inventory control policy, which is based on the hedging point policy (HPP), consists in building and maintaining a safety stock of finished products in order to respond to demand and to avoid shortages during maintenance actions. Without considering the impact of preventive and corrective actions on the overall performance of the production system, most authors working in the reliability and maintainability domains confirm that the age-based preventive maintenance policy (ARP) outperforms the classical block-replacement policy (BRP). In order to reduce wastage incurred by the classical BRP, we consider a modified block replacement policy (MBRP), which consists in canceling a preventive maintenance action if the time elapsed since the last maintenance action exceeds a specified time threshold. The main objective of this paper is to determine the joint optimal policy that minimizes the overall cost, which is composed of corrective and preventive maintenance costs as well as inventory holding and backlog costs. A simulation model mimicking the dynamic and stochastic behavior of the manufacturing cell, based on more realistic considerations of the real behavior of industrial manufacturing cells, is proposed. Based on simulation results, the joint optimal MBRP/HPP parameters are obtained through a numerical approach that combines design of experiment, analysis of variance and response surface methodologies. The joint optimal MBRP/HPP policy is compared to classical joint ARP/HPP and BRP/HPP optimal policies, and the results show that the proposed MBRP/HPP outperforms the latter. Sensitivity analyses are also carried out in order to confirm the superiority of the proposed MBRP/HPP, and it is observed that for practitioners, the proposed joint MBRP/HPP offers not only cost savings, but is also easy to manage, as compared to the ARP/HPP policy.     

英语语法教学中显性意义的基础性地位

近年来,在英语语法教学中,语法形式在不同语境中的隐性意义被高度关注,这弥补了以往语法教学只注重形式和其显性意义的不足。但隐性意义的推理和理解离不开显性意义的掌握,因为隐性意义的获得,依赖于显性意义和语境的结合。简要介绍语法形式显性意义和隐性意义的概念,并通过隐性意义推理过程中基本因素的分析,揭示显性意义的基础性地位,强...     

Polynomial regression analysis and response surface methodology in leadership research

Congruence has served as an important research framework for many leadership research topics. Perhaps the most frequently used methodological/statistical approach for testing the congruence framework is polynomial regression analysis (PRA) with response surface methodology (RSM). As this approach was introduced to organizational sciences more than two decades ago, we can now identify the main issues with the use of this approach in leadership research. To systematically investigate these issues, we first review how PRA and RSM have been used in various leadership studies. We then review the levels-of-analysis and rater model assumptions prevalent in PRA in terms of multilevel techniques, choice of centering options, and issues of endogeneity. Finally, to better understand the inconsistencies and variabilities that exist in leadership research, we review the use of two main RSM features and summarize additional statistical techniques for assessment in this realm. Overall, we aim to promote the rigorousness of this methodology within the study of congruence in leadership research by enhancing its capability in theory testing and building.     

客运专线有砟轨道轨面凹坑整治措施研究

道砟击伤形成的轨面凹坑已成为客运专线有砟轨道轨面伤损形式之一。通过对合武客运专线有砟轨道道砟击伤形成的轨面凹坑特征进行统计分析,认为检测区段轨面凹坑的深度符合正态分布,轨面凹坑深度平均值为0.33 mm。借鉴欧洲铁路在研究轮轨噪声时制定的轨面粗糙度水平标准和钢轨打磨、铣磨作业标准,利用1/3倍频和各波长范围的幅值统计,对铣磨后轨面不平顺状态进行评价。结果表明铣磨是消除轨面凹坑的有效措施,并且极大的改善了轨面的不平顺状态。     

南水北调工程下穿高速公路暗涵施工控制技术

南水北调是国家重点工程,下穿既有结构物的大型暗涵是南水北调工程中一种比较典型的结构形式。下穿段浅埋暗挖施工过程中洞内安全和地面环境问题突出;对于大型钢筋混凝土结构而言,施工中防温裂技术难度大,影响因素错综复杂,一旦控制不当,容易造成结构裂缝超限,严重影响暗涵结构的耐久性和使用功能。论文以南水北调中线古运河枢纽工程下穿石太高速公路段为背景,对既有高速公路路面沉降和箱涵结构混凝土限裂温控标准进行了分析研究。研究认为,施工过程中既有路面沉降应控制在 100 mm以内、结构混凝土内部温降应控制在54.4 ℃以下,     

ADF单位根检验中联合检验F统计量研究

摘　　要:ADF检验是实际中最常用的单位根检验之一。ADF检验式有三种：（1）不含漂移项和趋势项;（2）只含漂移项不含趋势项;（3）既含漂移项也含趋势项。选用的检验式是否合适将直接影响到ADF检验的功效。为解决ADF检验过程中检验式的选择问题,本文首先从理论上推导了检验式（3）中时间趋势项系数δ与yz-1系数γ的联合检验统计量F的渐近分布;然后,应用蒙特卡罗模拟的方法研究了上述统计量与检验式（2）中关于漂移项α与系数γ的联合检验统计量的分布特征,进而给出了两统计量分布百分位数关于样本容量的响应面函数,从而进一步完善了单位根检验理论与方法。     

零部件循环取货越库物流系统关键因子研究——仿真实验设计与分析方法

汽车和物流产业是国家重点扶持的两大振兴产业． 在众多汽车制造企业产能扩大的背景下,以零部件平均物流时间(cycle time,CT) 为绩效评价指标,深入研究了基于第三方物流的零部件循环取货越库物流模式( 简称 3PL－MRCD) 的优化设计问题． 建立了符合企业实际运作的离散系统随机仿真模型,即零部件循环取货与越库内部运作的集成模型． 与现有供应链仿真模型相比,由于存在较多的仿真因子,提出首先运用序贯分支法( sequential bifurcation, SB) 筛选 3PL－MRCD 系统关键因子,再应用响应面法(response surface methodology,RSM) 找到关键因子最优运作水平的方法步骤( SB－RSM) ,解决了大型仿真系统的优化设计问题． 基于调研的数据进行仿真实验,结果表明 SB－RSM 可准确找出影响CT的关键因子最优取值, 该值使CT达到较为理想的水平． 对大型仿真系统的优化而言,SB － RSM 比传统 RSM 更具实 验效率与效力,SB－RSM 为产能扩大3PL 物流决策的制定提供了可靠的解决方案,具有良好的应用价值．     

The robustness of response surface designs with errors in factor levels

ABSRTACT

Since errors in factor levels affect the traditional statistical properties of response surface designs, an important question to consider is robustness of design to errors. However, when the actual design could be observed in the experimental settings, its optimality and prediction are of interest. Various numerical and graphical methods are useful tools for understanding the behavior of the designs. The D- and G-efficiencies and the fraction of design space plot are adapted to assess second-order response surface designs where the predictor variables are disturbed by a random error. Our study shows that the D-efficiencies of the competing designs are considerably low for big variance of the error, while the G-efficiencies are quite good. Fraction of design space plots display the distribution of the scaled prediction variance through the design space with and without errors in factor levels. The robustness of experimental designs against factor errors is explored through comparative study. The construction and use of the D- and G-efficiencies and the fraction of design space plots are demonstrated with several examples of different designs with errors.     

直纹面上的斜驶线

文章给出一类新的曲线——直纹面上的斜驶线,并讨论这类曲线的一些性质。