挖泥船挖深能力计算的理论探讨

针对挖泥船"挖深"提出的计算方法不仅考虑到泥泵的吸上性能NPSHr和所挖泥沙的浓度Cv,而且考虑了泥沙的颗粒组成及分布,对所能挖取泥沙或砾石的颗粒大小进行了核算,兼顾了"浓度"和"粒径"的因素,从而对"挖深"提出一种更合理的计算方法。     

高速铁路对京沪两地间客运市场影响分析

根据有关客运专线运量预测方法,预测北京到上海2012年的客运基线运量,京沪高速铁路建成运营后的转移运量、诱发运量。预测分析表明,京沪高速铁路通车运营后将会产生69．68％的转移运量和30．32％的诱发运量,理论上有可能转移京沪间民航85．77％的趋势客运量。     

基子组合预测法的公铁立交桥交通量预测研究

交通量的调查与预测是公路管理中的一项基础性工作,为了能够科学预测交通量,在交通工程理论、系统论等理论的指导下．采取系统分析的方法,对近10年公铁立交桥的各种交通组成、交通量,当地人口、GDP数量进行实地调查,再把调查的交通量数据进行折算为标准交通量,以此为基础对立交桥的交通量科学分析,进行组合预测,把预测的结果通过多元回归验证,最终确定了该立交桥的交通量,为公路建设总体布局与规划、旧路技术改造以及交通措施管理等提供了重要依据。     

基于灰色系统理论的湖南省物流需求预测分析

文中以灰色系统理论思想为指导,运用灰色GM(1,1)模型,以货运量表征物流规模。根据湖南省近10年来的物流需求变化,建立了灰色预测的GM(1,1)模型,预测湖南省今后5年的物流需求,为政府规划地区物流发展提供相关理论参考。     

我国铁路货运量演化趋势及其运营对策

在我国经济发展新形势下,国民经济增速放缓、产业结构优化升级,铁路货运量受到了极大的影响。基于经济大环境的角度,结合国民经济对社会总货运量的影响、产业结构调整和国家政策对货物运输结构的作用,综合运输化理论等分析铁路货运量演化趋势。并根据货运市场需求变化,完善铁路货运量运营指标,并提出铁路货运运营改革建议,以期从更加多维的角度共同研究铁路货运发展前景。     

Predicting a flash crash in the yen/dollar foreign exchange market

I examine whether the volume-synchronized probability of informed trading (VPIN) can predict a flash crash in the yen/dollar foreign exchange market. The results show that VPIN using bulk volume classification predicted a recent event. However, VPIN using order flows, which are the amount of the ask-side transaction minus those of bid-side, does not.     

Trading volume and returns relationship in SET50 index futures market

This study investigates the relationship between trading volume and returns in SET50 index Futures market in the period from April 2006 to December 2008 using 653 observations. From previous studies, we include three methodologies namely the GARCH model, the Generalized Method of Moments （GMM） to estimate systems of equations and the Granger causality test to investigate the relationship more thoroughly. In addition, we introduce the lagged volume as a new explanatory variable in the GARCH model. Overall, the results show the significant contemporaneous and dynamic relationships between trading volume and returns volatility which support the sequential information arrival hypothesis and imply some degree of market inefficiency. The results from this study also show that past information of trading volume can be used to improve the prediction of price volatility. Therefore, regulators and traders could include past information of trading volume of SET50 index futures in tracking and monitoring the market volatility level and the investment risk in order to make a timely decision.     

Measuring and testing the long-term impact of terrorist attacks on the US futures market

This study compares the accuracy and information content of economic forecasts for G7 countries made in the 1990s by the OECD and IMF. The benchmarks for comparison are the average forecasts of private sector economists published by Consensus Economics. With few exceptions, the private sector forecasts are less biased and more accurate in terms of mean absolute error and root mean square error. Formal tests show these differences are statistically significant for forecasts of real growth and production, less so for forecasts of inflation and unemployment. Overall, there appears little information in the OECD and IMF forecasts that could be used to reduce significantly the error in the private sector forecasts.     

基于自适应模糊PID控制的中央空调冷冻水系统仿真研究

定风量空调系统的调节是通过调节冷冻水流量实现的,建立了各个部件的数学模型,通过调节水泵转速来调节冷冻水流量。由于空调系统参数的时变性,常规PID控制存在局限性,本文建立自适应模糊PID控制器,并与常规PID控制器进行比较,表明自适应模糊PID控制调节效果更好,简单易行。     

Gas storage valuation under limited market liquidity: an application in Germany

Natural gas storages may be valued by applying real options theory. However, it is crucial to take into account that most evolving gas markets, like the German spot market, lack liquidity. This implies that large-scale operation of storages reduces the achievable operating margin since storage operators will pay higher prices for injected gas and earn less on withdrawn gas. Optimal storage operation will take this into account. In this context, considering storage operators as price takers does not account for interdependencies of storage operations and market prices. This paper offers a novel approach to storage valuation taking into account the effect of management decisions on market prices. The methodology proposed within this paper determines the optimal production schedule and value by determining the stochastic differential equation describing the storage value and then applying a finite difference scheme. We find that limited liquidity lowers the storage value and reduces withdrawal and injection amounts. Further, we observe decreasing reservation prices for injection and withdrawing for growing illiquidity resulting in a left shift of injection and withdrawing threshold prices.