“三元双日”物流配送中心常温库仿真及优化——利用taraVRbuilder建模

运用德国引进的taraVRbuilder物流仿真软件,对于选定的三元双日食品物流公司的常温库进行建模仿真。研究中仿真了常温库的配送出库作业流程,并对其作业流程增加了转向分支用于区分不同去向的货物,同时增添了传送带系统。另一方面,充分运用该软件的一些统计分析功能比较了优化前后的方案。     

热释电BST薄膜红外探测器噪声分析及前置放大电路设计

针对热释电红外探测中微信号放大时的低信噪比问题,在分析热释电红外探测器及前置放大电路噪声来源的基础上,提出了一种热释电红外探测前置放大电路.电路仿真表明,文中所设计的前置放大电路具有低频特性好、高信噪比、高增益的特点,能有效放大微弱信号.     

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent

We propose a multivariate nonparametric technique for generatingreliable short-term historical yield curve scenarios and confidenceintervals. The approach is based on a Functional Gradient Descent(FGD) estimation of the conditional mean vector and covariancematrix of a multivariate interest rate series. It is computationallyfeasible in large dimensions and it can account for nonlinearitiesin the dependence of interest rates at all available maturities.Based on FGD we apply filtered historical simulation to computereliable out-of-sample yield curve scenarios and confidenceintervals. We back-test our methodology on daily USD bond datafor forecasting horizons from 1 to 10 days. Based on severalstatistical performance measures we find significant evidenceof a higher predictive power of our method when compared toscenarios generating techniques based on (i) factor analysis,(ii) a multivariate CCC-GARCH model, or (iii) an exponentialsmoothing covariances estimator as in the RiskMetrics^TM approach.     

Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models

The paper takes up inference in the stochastic frontier model with gamma distributed inefficiency terms, without restricting the gamma distribution to known integer values of its shape parameter (the Erlang form). The paper shows that Gibbs sampling with data augmentation can be used in a computationally efficient way to explore the posterior distribution of the model and conduct inference regarding parameters as well as functions of interest related to technical inefficiency.     

高校模拟银行实验课程建设探析

在当前金融院校模拟银行实验课程中,存在着课程内容没有充分反映银行业务发展变化、业务操作种类单一且有失偏颇、业务操作系统性与整体性不足等问题。应采取针对性措施,以有效促进课程建设;加强师资队伍建设和软硬件环境建设;建立内外部联络机制;改进教学方法,完善实验制度和考核办法;建立系统性、特色化的实验教学体系;增强课程的可选择性和超前性等。     

Can Banks Self‐Regulate? Voluntary Agreements,Intrinsic Motivation and Games

This article argues that lessons on how to achieve a sustainable financial system can be learnt from the work done on sustainable commons (on common‐pool resources – CPRs – where there is no ‘tragedy of the commons’). Existing approaches to financial regulation may not give proper attention to available solutions. The article proposes that innovative solutions could be tested using experimental methods commonly used in CPRs: repeat run, feedback driven games.     

速生造林项目投资的一种仿真优化方法

造林项目预期现金流量的影响因素较多,经营过程中需综合考虑以达到最优配置。通过确定速生造林项目现金流量种类,分析其影响因素、发生过程及变化规律,以对各种现金流量建模,并利用计算机软件建立仿真模型。为获得最优净现值,对有决策意义的影响因素进行优化求解,并通过人工测试或系统重复运行找到最优方案。     

利用PLC仿真软件组织PLC课程实践环节的教学

高职院校的机床电气控制与PLC课程设计,需要大量的实验设备。由于经费紧张,大多数高职院校的实验设备很难满足需要。因此,采用PLC仿真软件与计算机相结合的方法,解决课程设计中程序调试的难题,能收到较好的效果。     

随机利率影响下信用风险的Monte—Carlo模拟

在前人利用马尔科夫链表示公司信用等级的基础上，将信用等级和随机利率引入离散时间的信用风险模型中，从而提出随机利率影响下的新的信用风险模型。就上述模型，对不同初始信用等级、初始盈余以及不同时刻的破产概率进行Monte—Carlo模拟，并讨论了相同条件下初始盈余与破产概率、初始信用等级与破产概率以及时间长短与破产概率之间的相互关系。     

浅谈仿真技术在高校新校区建筑施工中的应用

通过对虚拟仿真技术的概念及高校新校区建筑施工的特点的阐述,就虚拟仿真技术在新校区建筑施工中的应用进行了探索分析。