Ruin probabilities in models with a Markov chain dependence structure

In this paper we derive explicit expressions for the probability of ruin in a renewal risk model with dependence among the increments (Z _k ) _k>0. We study the case where the dependence structure among (Z _k ) _k>0 is driven by a Markov chain with a transition kernel that can be described via ordinary differential equations with constant coefficients.     

Trend and cyclical decoupling: new estimates based on spectral causality tests and wavelet correlations

The issue of decoupling of emerging market economies (EMEs) (especially in the Asian region) from the developments in advanced economies has become a subject of lively debate in recent years. Basically, decoupling seems to comprise three sub-hypotheses: (i) growth spillovers from advanced countries to EMEs decreasing progressively in importance, (ii) business cycles in EMEs becoming less synchronized with those of the advanced world and (iii) strengthening of growth spillovers and cyclical synchronization among the EMEs as a group. The received literature fails to distinguish adequately between the trend and cyclical aspects of the decoupling relationship. We resort to two frequency domain methods (nonstationary spectral causality testing and wavelet correlations), which seem to offer a neat separation of trend and cyclical decoupling. Based on a sample of seven EMEs from the Asian region (including the two large EMEs – China and India), we uncover strong evidence favouring both trend and cyclical decoupling.     

The efficiency of the Scandinavian banking sector – a wavelet quantile regression analysis

In this article, the Scandinavian housing financing market is analysed in order to determine whether the interest rate price-discovery processes of Denmark, Norway and Sweden are efficient. Based on wavelet quantile regression analysis, we find systematic positive asymmetric price transmission (APT) inefficiencies. We conclude that there is a very high propensity for mortgage lenders to directly increase its customers’ mortgage interest rates subsequently to an increase in its borrowing costs. However, after a corresponding borrowing cost decrease, the same mortgage lenders are very slow to decrease its customers’ mortgage rates. These positive coefficients for so-called APT effects are found in all Scandinavian countries, even if the coefficients for Norway were not statistically significant. Wavelet quantile regression analysis, with a focus on the relevant higher percentiles, is easily motivated since the mortgage rates are adjusted very infrequently. Moreover, wavelet decomposition allows a robust analysis at different time frequency scales, while simultaneously controlling for nonstationary trends, autocorrelation and structural breaks. Except for the still positive but yet insignificant and inconclusive coefficients for Norway, the result is very clear-cut. Regardless of which wavelet scaling decomposition or quantile coefficient that is studied – positive APT effects are clearly identified and confirmed on the Scandinavian mortgage market.     

一种新的卫星通信网流量预测算法

在通信网络的设计中,使用基于流量预测的网络规划已成为LTE发展的必然趋势。与 地面网络不同,卫星网络由于受资源受限和拓扑时变的不利影响,其流量预测算法必须能兼 顾精度和效率,这令传统的地面网络预测方法已不再适用。为了解决以上问题,提出了一种 新的基于小波回声状态网络的流量预测算法,该算法通过小波多尺度分解的信号处理方法屏 蔽了网络流量的噪声,而后结合了无反馈的回声状态网络联合进行预测。仿真证明,新算法 相比传统算法能大幅提升网络流量的预测精度和运行效率,为卫星网络的流量规划提供了 强有力的决策支持。     

我国货币政策与通货膨胀的关系：基于小波变换的实证分析

基于我国的现实经济状况和日益复杂的外部经济运行环境,综合利率、汇率、货币供应量和全国房地产开发业综合景气指数等显性指标,利用小波变换分析方法研究货币状况指数和居民消费价格指数之间的关系,从我国货币政策执行的历史沿革的视角对我国货币政策的有效执行提出相应的政策建议。     

职业学校“问题学生”的成因及教育转化研究

近年来,中等职业学校生源的个体差异程度不断扩大,其中＂问题学生＂的教育与管理引起教师们的广泛关注。＂问题学生＂转化工作的好坏关系到学校德育工作的成败,甚至关系到学校的生存和发展。本文结合职业教育的特点,从家庭、学校、社会及学生自身等角度分析了＂问题学生＂产生的原因,并以学校教育为主导,提出了一系列的教育转化措施。     

基于小波变换和支持向量的国际原油价格预测

本文将小波分析与支持向量回归结合应用于国际原油价格预测,通过小波多尺度分析方法将油价时间序列分解为长期趋势和随机扰动项,然后采用支持向量回归对分解后的油价长期趋势进行预测。油价长期趋势的预测采用多因素预测方法,主要考虑市场供需基本面、库存、经济、投机等因素对石油价格走势的影响,建立多输入单输出的支持向量回归模型。实证研究表明,支持向量回归模型具有较高的预测性能,对原油价格长期趋势预测中,该方法比回归方法的预测精度高。     

微波传输数字化及其技术改造方案的探讨

数字化是现代广播电视发展的基础,微波数字化技术不仅增强了广播电视节目的可看性和时效性,又能与卫星、光缆互为备份形成保护环,确保广播电视信号的可靠传输。文章首先简要介绍了数字微波,并结合自身工作实践,对微波的数字化改造技术方案进行探讨。     

一种基于小波尺度相关性的自适应阈值去噪算法

针对图像去噪时造成的边缘模糊和细节损失问题,结合小波尺度相关性理论和经典的阈值去噪方法,提出了一种新的图像去噪算法,该算法利用不同尺度上小波系数间的相关性,对原图像和噪声对应的小波系数进行最大程度的区分,对前者予以保留,对后者则结合闽值去噪方法和该小波系数是原图像的置信程度进行处理。实验结果表明,该算法在达到很好的图像去噪的同时,能很好地保留图像的边缘和细节信息。     

西部欠发达地区经济从资源型向创新驱动型的转变

经济增长不能以浪费资源、破坏环境和牺牲子孙后代的利益为代价,要合理开发利用资源和保护生态环境,切实转变消耗高、资源浪费、污染环境的粗放型经济发展方式。本文以甘肃为例,分析了资源型经济向创新驱动型经济的转型,指出调整经济结构、转变经济发展方式是落实科学发展观,从根本上缓解资源约束,减轻环境压力,实现全面建设小康社会目标和经济可持续发展的必然选择。