非洲产油国经济依附性发展试析

近年来，非洲产油国经济保持了持续快速增长，但这并没有改变经济的整体落后性，其经济实质上仍是一种依附性经济。非洲产油国经济的依附性表现在依附于石油开采和出口、严重依附于国际石油市场和对西方大国的财政依附三个方面。非洲产油国要摆脱经济的依附性发展，就必须坚持走“以自主发展为中心，积极争取国际社会大力支持与配合”的发展道路。     

Price uncertainty,future markets and correlation

This paper examines the optimal trade and hedging decisions of a competitive exporting firm which faces concurrently hedgeable exchange rate risk and non‐hedgeable inflation risk. The macroeconomic interaction between exchange rate and domestic inflation rate risk is described by a state variable. The (strong) correlation is pivotal in determining the optimal risk management. It is shown how optimal hedging strategies are affected by state‐dependent preferences of the firm. The optimal hedge policy is to minimize the variation of marginal utility of final wealth across states of nature instead of minimizing the variance of final wealth.     

一种适用于超宽带脉冲信号检测的改进CUSUM算法

将最快检测技术应用于超宽带脉冲信号检测中,具体采用改进的CUSUM(Cumulative Sum )算法来检测 超宽带脉冲信号。首先分析了经过多径信道衰减后的超宽带脉冲信号概率分布特性,进一步 提出了适用于超宽带脉冲信号检测的改进CUSUM算法。理论分析和仿真证明了所提改进 算法性能优越且实现复杂度低。该算法克服了块检测算法的信噪比门限效应,且具有最优的 检测延迟性能,相同虚警限制下其检测性能明显优于能量检测算法。     

基于跑道容量的航班恢复优化调度

为了降低航班延误造成的经济损失,在机场平稳运行条件下提高航班运行效率。在原有的航班恢复模型基础上,引入航空公司公平性模型、跑道容量约束、快速过站约束和取消航班约束的航班运行的四种情况,建立顾及航空公司公平性的总成本最小的航班恢复目标函数,该模型适用于不同航班数限制的机场。算例中对长沙机场的某日4小时内的航班运行情况,使用飞蛾扑火算法得到优化方案,与机场原始航班平均运行成本相比,本文提及方法能降低机场的航班运行成本。     

多变时滞中立型系统稳定性研究

本文研究了一类多时变时滞中立型系统的渐近稳定性问题。基于Lyapunov第二方法,推导出新的时滞依赖稳定性判据。所给得判据可以保证多变时滞中立型系统渐进稳定,结论以线性矩阵不等式(LMI)形式表示,便于应用。仿真结果表明本文稳定性判定准则具有较小的保守性。     

带有短缺量拖后率的时滞变质品库存模型研究

文章对时滞变质物品的库存模型进行了研究。假设允许缺货且短缺量拖后率为指数函数,通过建立库存模型分析变质品在缺货时点发生在变质期前和变质期后的总成本,最后,给出了数值算例对模型进行阐释。研究结果表明:缺货时点发生在变质期前的库存成本比发生在变质期后小。     

Factors Causing Design Schedule Delays in Turnkey Projects in Taiwan: An Empirical Study of Power Distribution Substation Projects

Because of its benefits, the turnkey project delivery method has received much global attention; however, turnkey contractors often have difficulty completing projects within the contract schedule. Through case studies, expert interviews, questionnaire surveys, and statistical data analysis, this study revealed that, of 27 delay factors that affect design schedules in power distribution substation projects, the most common delay factors are “public contending or political involvement” and “tedious review processes of government agencies.” Furthermore, the study proposes assorted strategies from the perspectives of the owner, turnkey contractor, and designer that can be used to help prevent delays in similar turnkey projects.     

Capital control, debt financing and innovative activity

The present paper discusses the effects of dispersed versus concentrated capital ownership on investment into innovative activity. While the market for equity capital might exert insufficient control on top managements’ behavior, this weakness may be mitigated by a suitable degree of debt financing. We report the results of an empirical study on the determinants of innovative activity measured by patent applications. Using a large sample of German manufacturing firms, we find that companies with widely held capital stock are more active in innovation, i.e. weakly controlled managers show a higher innovation propensity. However, the higher the leverage the more disciplined the managers behave.     

加性白噪声下基带延迟锁定环跟踪精度的计算

研究了加性白噪声下基带延迟锁定环跟踪精度的计算问题,着重讨论了积分时间和 环路带宽的关系。以码延迟相关鉴别器的等效鉴相模型为基础,研究了相关器输出噪声特性 及其在输入端等效噪声的特性,推导了线性跟踪环输出噪声方差的计算公式,并得到了积分 时间和环路带宽分别起主导作用时的简化计算公式,使两种不同的结论得到了统一。     

中外黄金市场混沌特性比较——基于相空间重构技术

运用相空间重构技术,分别对上海黄金交易所和伦敦黄金交易市场的现货黄金价格时间序列进行相空间重构,运用互信息法计算嵌入延迟,运用Cao方法计算嵌入维数,运用小数据量法计算最大Lya-punov指数,运用G-P算法估算关联维数和Kolmogorov熵,得出上海黄金市场具有混沌和分形特征的结论。进而对两系统的混沌特性、有效价格预测时间尺度等进行比较,发现两市场整体的混沌程度相当,其中上海黄金市场的复杂度小于伦敦黄金市场,但其价格波动的发散性更强、最大可预测时间更短。最后指出,形成此差异的原因可能是上海黄金交易所是一个次要市场,其价格形成机制不同于作为主要市场的伦敦黄金市场。