Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model

In this paper, we assume that the duration of a process has two different intrinsic components or phases which are independent. The first is the time it takes for a trade to be initiated in the market (for example, the time during which agents obtain knowledge about the market in which they are operating and accumulate information, which is coherent with Brownian motion) and the second is the subsequent time required for the trade to develop into a complete duration. Of course, if the first time is zero then the trade is initiated immediately and no initial knowledge is required. If we assume a specific compound Bernoulli distribution for the first time and an inverse Gaussian distribution for the second, the resulting convolution model has a mixture of an inverse Gaussian distribution with its reciprocal, which allows us to specify and test the unobserved heterogeneity in the autoregressive conditional duration (ACD) model.

Our proposals make it possible not only to capture various density shapes of the durations but also easily to accommodate the behaviour of the tail of the distribution and the non monotonic hazard function. The proposed model is easy to fit and characterizes the behaviour of the conditional durations reasonably well in terms of statistical criteria based on point and density forecasts.     

无时间性的真无限：黑格尔哲学初期的一个关键问题

1803年前，黑格尔对时间问题缺乏关注。相形之下，在1807年《精神现象学》中，他已将时间看作哲学的重要主题。为什么黑格尔从1795到1802年曾对时间问题无动于衷。在1795年左右，黑格尔主要关注爱的无限性问题。在其法兰克福时期和耶拿初期，他虽然看到了时间性的客观世界的地位，但却并未对此加以强调，而只是强调了主体性的爱与客体性的世界的统一的绝对自身。1802年，通过研究雅各比和康德关于时间问题的争论，黑格尔刻意歪曲了雅各比哲学中的时间问题的重要性，以自己的方式，将时间性的有限存在者问题与物自身问题连接进行考察，从而以一种哲学性的真无限问题策略性地取代了时间问题。这一策略运用与黑格尔原初性的哲学体系理解直接相关，由此，黑格尔将雅各比哲学与康德哲学一并归类为反思性哲学，并对之加以“超越”。     

电场作用下裂缝介质单相渗流数值模拟

1.China University of Petroleum:a.School of Physics Science and Technology,b.College of Petroleum Engineering,Dongying Shandong 257061,China；2.Luning Transmit Oil Section,Pipeline Storage & Transportation Company,SINOPEC,Zoucheng Shandong 273500,China)JOURNAL OF SOUTHWEST PETROLEUM UNIVERSITY(SCIENCE & TECHNOLOGY EDITION)，VOL.31，NO.6,85-88,2009（ISSN 1674-5086，in Chinese     

井眼倾斜角和倾斜方位对裸眼完井地层出砂的影响

结合等效塑性应变准则定量地研究了井眼倾斜角和倾斜方位对裸眼完井砂岩油藏出砂的影响。计算结果表明,在一定的应力和地层条件下,井斜角在0~45°时,随着井斜角的增加,井壁内的塑性应变最大值和塑性区范围都不断增加,出砂的趋势增大;当井斜角在45°~90°时,随着井斜角的增加,井眼内最大塑性应变逐渐减小,出砂趋势减小。井斜角相同,但井眼倾斜方位不同的井,井壁内产生塑性变形的区域不同,塑性变形的程度也不同,从防砂的角度,井眼,尤其水平井眼应该沿原地最小水平主应力方向,或尽可能靠近最小主应力方向。     

欧洲主权债务危机与欧元的前景

由美国次贷危机引发的全球性金融危机对欧洲大陆的冲击使欧洲长期积累的财政和债务问题逐步转变为主权债务危机。欧债危机的持续发酵主要是由欧元区内货币政策与财政政策脱节、高社会福利与低经济增长矛盾以及危机爆发后救助迟缓、乏力等因素导致的,同时它也是欧元区在建立之初就一直存在的严重的结构性缺陷所带来危害的集中体现。欧债危机对欧元区的稳定造成了极大冲击,给欧元未来的命运蒙上了一层阴影。欧元区未来的结局可能是促使欧债危机国家退出欧元区,而这对欧洲一体化进程则是沉重的打击。     

Estimation of a discriminant function from a mixture of two inverse Weibull distributions

The classification of a random variable based on a mixture can be meaningfully discussed only if the class of all finite mixtures is identifiable. In this paper, we find the maximum-likelihood estimates of the parameters of the mixture of two inverse Weibull distributions by using classified and unclassified observations. Next, we estimate the nonlinear discriminant function of the underlying model. Also, we calculate the total probabilities of misclassification as well as the percentage bias. In addition, we investigate the performance of all results through a series of simulation experiments by means of relative efficiencies. Finally, we analyse some simulated and real data sets through the findings of the paper.     

Information matrix for a mixture of two inverse gaussian distributions

In this paper, Fisher information matrix about the five parameters ρ, μ_:1, μ², λ¹and λ²of a mixture of two Inverse Gaussian density functions is obtained. The Leguerre-Gauss quadrature formula is used to evaluate the essential integral on which the twenty five elements of the information matrix are based. Results involving the computation of the information about p are compared with those involving both the power series expansion and Simpson's method of integration. Laguerre-Gauss quadra-ture was found to lead to good approximations as compared with other methods. It was therefore chosen for the computations of the elements of the information matrix.     

有限宽裂纹板受一对集中剪力时弹塑性解

针对运用断裂力学传统方法进行裂纹尖端的弹塑性应力场分析均为小范围塑性区的假定，不能准确反映塑性区应力情况的问题，利用裂纹线场分析方法，对理想弹塑性材料的有限宽平面板在裂纹面受到一对集中剪力作用时裂纹线附近的应力场及弹塑性边界进行了分析。不采用小范围塑性区的假设，直接通过将裂纹线附近弹塑性边界上弹性应力场与塑性应力场的匹配，获得了裂纹线附近弹塑性应力场的解析解以及弹塑性边界上单位法向量的表达式。用裂纹线分析方法可以准确地反映裂纹附近的弹塑性应力分布，该种方法的应用将成为断裂力学的一个重要发展方向，对石油天然气构造应力分析、材料力学分析具有参考价值。     

战略成本动因优化控制模式研究

基于战略成本动因控制研究不完善、战略成本动因独立控制应递进到协同管理层次以及在具体企业中存在着多项战略成本动因优化控制问题三方面动机,科学规划战略成本动因优化控制理念、控制环境、控制目标、战略成本动因识别、关键战略成本动因选择、控制策略和控制业绩评价等战略成本动因优化控制模式各构成要素,构建一套目标明确、对象清晰、重点突出、控制策略保障有力、控制业绩评价合理的战略成本动因优化控制模式,便于企业规范和优化其战略成本动因控制活动和控制行为,协力帮助企业达成成本竞争优势之目的。     

三维有限元渗流模拟计算在蟒河口水库防渗设计中的应用

蟒河口水库工程天然来水量较小，开发目标高，采取有效的防渗处理措施才能保证水库开发要求的蓄水量．工程中采用三维有限元渗流模拟计算对防渗处理措施进行复核．根据计算结果，对防渗措施进行调整、优化，确定了经济、高效的防渗方案．通过工程经验类比知，计算所采用的方法和最终得到的结果是满意的．