基于机械倾斜方式的过顶跟踪算法

首先推导了卫星过顶时盲区的计算公式,然后给出了实施机械倾斜过顶跟踪时,基于TILT A''-E''型三轴座架的倾斜范围的选取方法和倾斜轴方向的确定途径。经实际工程验证,这种倾斜范围的选取方法和倾斜轴方向的确定途径是合理、可行的。     

工业经济周期波动的影响因素分析

本文利用周期波动分析方法,对河北省1953—1995年工业经济增长的周期波动特点进行了归纳,并重点分析了内、外因素的变化对周期波动的影响,为深入研究河北省工业经济的发展规律提供参考。     

The Information Content of Multiple Stock Splits

We examine the relationship between the frequency of stock splits and firms' motives for splitting their stock. Compared to their peers, infrequent splitters show higher post‐split operating performance, but not so for frequent splitters. We find that split ratio and liquidity change explain the stock split announcement effect for the frequent splitters. In contrast, the change in operating performance in the split year explains the announcement effect for the infrequent splitters. Our results suggest that frequent splits are more consistent with the trading range‐improved/liquidity hypothesis and infrequent splits are more consistent with the signaling hypothesis.     

The moderating role of the price frame on the effects of price range and the number of Competitors on consumers’ search intentions

The Internet and Internet shopping agents (ISAs) are likely to have a substantial impact on the way consumers shop and conduct price searches. This article examines how the price frame (the relative position of a retailer’s price presented by ISAs) moderates the effects of the price range and the number of competitors carrying a product on consumers’ search intentions. Building on prospect theory and range theory, the authors predicted that the effects of price range and the number of competitors on consumers’ search intentions would be more pronounced in a negative price frame than in a positive price frame. The results of two experiments provide support for these predictions. Dhruv Grewal (dgrewal@babson.edu), Ph.D., is the Toyota Chair in Commerce and Electronic Business and a Professor of Marketing at Babson College. He is currently co-editor ofJournal of Retailing (2001-present). His research and teaching interests focus on e-business, retailing, global marketing, pricing, and value-based marketing strategies. He has published over 65 articles in journals such asJournal of Marketing, Journal of Consumer Research, Journal of Marketing Research, Journal of Retailing, and Journal of the Academy of Marketing Science. He cochaired the 1993 AMS Conference, the 1998 Winter AMA Conference, and the 2001 AMA Doctoral consortium. He will be cochairing the AMA 2006 Summer Educator’s Conference. Joan Lindsey-Mullikin (jmullikin@babson.edu), Ph.D., is an assistant professor of marketing at Babson College. Her research and teaching interests focus on pricing, retailing, and consumer behavior. She has published in journals such asJournal of Retailing, Journal of the Academy of Marketing Science, Journal of Consumer Affairs, Journal of Social Psychology, andJournal of Product and Brand Management. She serves on the review board ofJournal of Product and Brand Management.     

Corridor System and Interest Rates: Volatility and Asymmetry

The corridor system in its current form is believed to reduce the volatility of overnight interest rates and to eliminate any chance of persistent upward or downward bias. The model presented here serves to highlight two main findings: one is that a central bank can further reduce the volatility of overnight interest rates by allowing banks some flexibility to meet their reserve targets within a small range, as observed in the UK data. The second is that a seemingly symmetric corridor may be asymmetric in practice due to several distortions, as the UK and euro area data suggest.     

铝合金材料ε—N 曲线研究

本文分别采用 Manson—Coffin 公式和 Fu's 公式,对8条铝合金材料ε—N 曲线试验数据进行了分析、处理,并对两种公式所处理试验数据的绝对误差和相对误差作了比较。结果表明,Fu's 公式比著名的 Manson—Coffin 公式能更好地描述铝合金材料ε—N 曲线。而且 Fu's 公式还简化了ε—N 曲线的测试工作。     

中国股票交易市场复杂性的实证研究

笔者将分形、混沌等复杂科学理论引入中国股票市场交易的研究。沪深A股市场价格并不呈随机行走状态,收益序列之间存在趋势持续的特性且呈现出低维确定性混沌过程,表现出强烈的复杂性系统特征。实证的结果为中国证券市场中的正反馈行为提供了依据。     

公共预算和国有资本经营预算的运行区间比较

公共预算和国有资本经营预算是我国预算体系的两大重要组成部分,两者既相互独立又相互依存。公共财政和国有资本财政的职能范围是确定两种预算运行区间的依据。由于公共预算和国有资本经营预算在性质、职能、活动领域等方面都存在差异,这必然决定了二者有着各自不同的运行区间。文章在归纳公共财政和国有资本财政区别的基础上对公共预算和国有资本经营预算的收支结构及其规模进行分析,以期对二者的运行区间有较为清晰的认识。     

多参数法清浊音分析的改进

设计提出了一种多参数的清/浊音判决法。该方法是在传统两参数(短时能量和过零率)算法基础上增加了自相关函数和短时平均幅度作为判决参数,并通过对短时能量、平均幅度、短时过零率曲线等参数的分析和计算,来达到减少清/浊音信号的误判率的目的。经实验证明,算法切实可行,且误判概率小。     

基于实现极差和实现波动率的中国金融市场风险测度研究

目前比较流行的金融市场风险价值研究一般采用日收益数据,并基于GARCH类模型进行估计和预测。本文利用沪深股指日内高频数据,分别通过ARFIMA模型和CARR模型对实现波动率和较新的实现极差建模,计算风险价值。通过对VaR的似然比和动态分位数等回测检验,实证分析了各种模型的VaR预测能力。结果显示,使用日内高频数据的实现波动率和实现极差模型的预测能力强于采用日数据的各种GARCH类模型。