一种调频信号数字正交解调方法

本文提出了一种对调频信号进行数字解调的方法。该方法利用DDS产生的数字正交载波将调频信号进行数字下变频,利用FIR抽取滤波器和数字微分器在基带进行信号处理,从而得到调制信号。仿真结果显示,该方法在较低信噪比环境下能够准确地恢复调制信号。     

高性能Ka频段收发前端的研制

介绍了一种Ka频段收发前端的工作原理和工程研制结果。该收发前端采用四次谐波混频器、毫米波微带滤波器、多芯片混合集成等技术，具有高性能、小型化、高可靠性等优点，并在宽温度范围、振动、冲击等条件下，满足毫米波系统要求。     

一种改进型声表面波滤波器在接收机中的应用

针对应用于接收机中中心频率为898.144MHz的声表面波滤波器的缺点,提出了一种改进型的滤波器.改进型的声表面波滤波器采用镜像阻抗连接低插损结构,大大改善了幅频特性,提高了选择性和温度稳定性.将其应用到接收机中,经试验验证效果良好.     

一种适用于机场场面监视MLAT系统的状态模型

根据直角坐标系的目标运动模型和无源多点时差定位系统(MLAT)的特点,推导出了一种到达时间差（TDOA)状态模型方程,并基于该模型方程,设计了一种TDOA跟踪滤波器。与传统TDOA状态模型方程相比,所推导出的状态模型方程和滤波器不但能提高TDOA的估计精度,还可更有效地消除非视距（NLOS）成分。仿真和实测数据证实了所推导状态模型方程和所设计跟踪滤波器的有效性。     

中国农业保险的赔付风险:风险测度与应对策略——基于1984~2012年农业保险与财产保险赔付率的滤波分解与比较

由于农业保险所承保的农业自然灾害具有统计学上的不可预测性,灾害学上的时空延展性和经济学上的不可控性,使得经营农业保险的保险公司面临较高赔付风险. 为测算我国农业保险的赔付风险度,收集整理1984~2012年农业保险与财产保险赔付率数据,采用H-P滤波分解法对其进行长期趋势与短期波动的分解和比较分析. 研究发现:我国农业保险整体赔付水平和赔付的波动幅度远高于财产保险,验证了农业保险具有高风险经营的特性. 但是近年来,农业保险长期赔付趋势呈现平稳略微下降态势,短期波动幅度逐步收敛. 未来随着经营主体的增加,农业保险经营中须把握保险保障度的提升与保险公司经营风险管控的有效平衡;农业保险的适当盈利性与福利改进的有效融合.     

Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices

We propose a novel test to measure market efficiency while estimating the time-varying risk premiums of commodity futures, given that the prices are heteroscedastic. The risk premium is estimated using a state-space model with a Kalman filter modified for heteroscedasticity. Using 79 commodity futures traded on 16 exchanges during the period 2000–2014 and a Monte Carlo simulation, we demonstrate that the proposal produces robust results compared with conventional approaches. The global financial crisis has improved the efficiency and affected the trading volumes of commodity futures, but it has had no effect on the average or the volatility of risk premiums.     

双选信道下一种基于混沌交织的FBMC系统

高速移动环境下，无线信道具有时频双选性衰落的特性，使得滤波器组多载波(Filter Bank Multi-carrier，FBMC)系统产生长突发差错。将一种基于Baker映射的混沌交织算法应用在滤波器组多载波系统中，根据混沌密钥对发送数据进行分块和重新排列，按照Baker映射规则完成数据交织。此方法可以将长突发差错变为单突发差错，结合卷积编码能有效地纠正双选信道产生的长突发差错。仿真结果表明，在双选择信道中，基于混沌交织的滤波器组多载波系统误比特率性能优于传统基于块交织的滤波器组多载波系统。     

Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube

We propose a novel time-changed Lévy LIBOR (London Interbank Offered Rate) market model for jointly pricing of caps and swaptions. The time changes are split into three components. The first component allows matching the volatility term structure, the second generates stochastic volatility, and the third accommodates for stochastic skew. The parsimonious model is flexible enough to accommodate the behavior of both caps and swaptions. For the joint estimation we use a comprehensive data set spanning the financial crisis of 2007–2010. We find that, even during this period, neither market is as fragmented as suggested by the previous literature.     

农民工住房满意度及其影响因素分析

农民工市民化是我国城镇化的推进器,而农民工住房问题是农民工市民化问题研究的重要内容。通过农民工大规模问卷调查数据分析发现,尽管住房条件较差,但农民工的主观感受好于预期,婚姻状况、收入等人口统计学因素和住房自身特征中多个因素对农民工住房满意度具有显著影响。     

Oil commodity returns and macroeconomic factors: A time-varying approach

This paper analyses the dynamic influence of macroeconomic factors on oil commodity returns (crude oil and heating oil) shown in monthly data over the period of 1990–2013. Using a time-varying parameter model via the Kalman filter, we find that macroeconomic factors are relevant for explaining oil commodity returns. We find that multilateral exchange rates have a negative effect on commodity returns. We confirm the existence of a strong linkage between energy and non-energy commodities. More importantly, we find shifts in global demand and SP500 effects that are not identified through the constant parameter model. These variables have had a progressively positive effect on oil commodity returns, especially since 2008.