辐射环境监测中地表水的采样与预处理注意事项

为了能够真实的反应水体的质量,采用精密仪器,并且注意水样的采集和保存。样品带回实验室在测试之前要妥善保存,确保样品在保质期间不发生明显的变化。文章论述在辐射环境监测中地表水的采集和前处理中可能遇到的问题及注意事项。     

Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization

We calibrate the local volatility surface for European options across all strikes and maturities of the same underlying. There is no interpolation or extrapolation of either the option prices or the volatility surface. We do not make any assumption regarding the shape of the volatility surface except to assume that it is smooth. Due to the smoothness assumption, we apply a second-order Tikhonov regularization. We choose the Tikhonov regularization parameter as one of the singular values of the Jacobian matrix of the Dupire model. Finally we perform extensive numerical tests to assess and verify the aforementioned techniques for both volatility models with known analytical solutions of European option prices and real market option data.     

高压实度沥青面层施工工艺探索

改性沥青路面使用的增多,施工质量要求愈来愈高,对施工工艺的改进提出了新的要求,能否满足质量要求,对进一步占有市场,降低工程成本,增加工程效益,具有非常重要的意义。     

沥青路面裂缝的成因与防治

文章分析了沥青路面裂缝的形成原因，针对施工过程中常见的各种类型裂缝提出了处理措施，可供同类施工参考。     

谈水泥混凝土路面病害及防治

文章介绍了水泥混凝土路面病害的类型及产生的原因，并提出了水泥混凝土路面病害的防治对策。     

矮寨大桥锚碇基岩摩阻力试验研究

文章采用现场直剪试验,研究了矮寨悬索大桥锚碇基底基岩与混凝土胶结面的抗剪强度,并根据试验研究成果,分析了各种影响因素,研究确定整个锚碇范围内基底摩阻力情况。     

基于矩阵运算的平面Hilbert曲线向自由曲面上的映射

基于矩阵变化描述生成平面Hilbert曲线的方法简单,易于编程实现,将其进行了正确的空间矢量化,使它能够映射在自由曲面上。分析了矩阵变化描述曲线的思想,结合自由曲面的形成过程,提出将平面Hilbert曲线通过与曲面参数域相对应的方法映射到曲面上的思想,建立了二者之间的映射关系,构建了映射算法,最后用一个具体实例验证了构建算法的可行性。该映射算法为Hilbert曲线的应用扩展到空间区域提供了方法支持。     

电子装配表面安装技术探析

表面安装技术是现代电子装配中的高密度联装技术,将电子装配中的元器件用焊料固定在印制电路板上,并实现元件安装。本论文基于电子装配表面安装技术的特点,就元器件性能,对表面安装工艺流程进行分析。     

混凝士表面缺陷的一些处理方法

在水利水电工程混凝土施工中，由于模板变形、漏浆，以及砼浇筑时振捣不密实、骨料分离、钢筋过密等原因，致使蜂窝麻面、露筋、空洞、借台、挂帘等表面缺陷出现，为保证砼内部及外观质量，常需进行混凝土表面缺陷处理、     

A methodology for index tracking based on time-series clustering

With the increased acceptance of capital market efficiency, there has been a significant increase in the money managed on an indexed basis. Several methodologies are available to replicate the target index. In this paper, we discuss the problems of (1) defining suitable performance objectives and tracking error that scale properly over the entire management period and (2) implementing an optimal investment strategy when full replication of an index is not deemed suitable. We then argue that clustering might be a viable methodology for building parsimonious tracking portfolios. With suitably defined distances between the time series of asset prices, clustering ‘discovers’ the correlation and cointegration structure of an index. Sampling the clusters with appropriate heuristics and optimization techniques, an optimal tracking portfolio can be constructed. One advantage of this approach is that it eschews the difficulties and computational burden of density forecasts and full optimization.