延迟容忍网络自适应差错控制方法

根据延迟容忍网络的时延较大、误码率较高等特点,在现有的传输控制层和MAC层差错控制 的基础上改进,结合IEEE 802.11 DCF机制的特点,提出一种基于MAC层丢包率的自适应差错 控 制方案。该方案能有效改善延迟容忍网络的传输时延,满足对时延要求比较敏感的业务的要 求 。     

Cannon算法在并行计算机上的应用

Cannon算法是一种优秀的并行算法,在多CPU的处理器上,采用Cannon算法能够提高计算效率、高效利用计算机资源。文章阐述了矩阵相乘的并行算法的原理,并运用于实际来减少通信时延。通过仿真实验,证明了Cannon算法在多台PC计算机构成的机群并行计算环境中能够取得理想效果。     

一种对流层散射通信斜延迟估计方法

为实现对流层散射通信的实时性，针对散射通信延迟估计问题，提出了一种不事先进行信道测量的对流层通信延迟计算方法。首先利用全球压力和温度2（GPT2）模型计算气象数据，然后采用射线描迹法对大气层分层并积分求和，最后计算出对流层散射通信延迟。采用与射线描迹法相结合的方法，摆脱了射线描迹法对探空数据的依赖。最后选取我国三个典型测量站数据进行算例分析，计算结果与我国对流层延迟实际分布特征相吻合，为研究在不事先进行信道测量的情况下计算对流层散射通信延迟量提供了一种新思路。     

Does news travel slowly before a market crash? The role of margin traders

We investigate how investor overconfidence and attention affect market efficiency around the 2015 Chinese stock market crash. We find that the price delay before the crash is about twice the price delay after the crash. Investors become more sensitive to market movements after the crash. Price delays are larger on market down-days than on up-days before the crash, but the differences are insignificant between up- and down-days after the crash, indicating that negative information travels slowly only when investors are overconfident. Margin traders follow market trends and intensify the pyramiding and de-pyramiding effects caused by market sentiment change.     

Price delay and post-earnings announcement drift anomalies: The role of option-implied betas

In this study, we used informational advantage in the options market to investigate whether the option-implied equity risk developed by Chen, Chung, and Tsai (2016) - viewed as a type of time-varying beta - can help explain both the Hou and Moskowitz (2005) price delay premium and post-earnings announcement drift (PEAD). Our empirical results revealed a clear association between quintile portfolios with greater price delay premiums and higher option-implied betas, while the Fama-MacBeth regressions showed that the implied betas are positively related to future delay-based portfolio returns. Regarding the PEAD, we discerned a general increase in the mean of portfolio option-implied betas with standardized unexpected earnings portfolio drift. Our regression results support the notion that a portfolio’s PEAD can be viewed as compensation for the variations in option-implied betas.     

北斗星基增强系统的精确性研究

介绍北斗卫星导航系统的现状以及北斗卫星星基增强系统的工作原理.研究影响卫星导航精度定位的主要来源,确定有3种误差源,分别为卫星钟差、对流层延迟误差、电离层延迟误差.在此之后,对影响定位精度最主要的误差源——电离层延迟进行分析.针对电离层误差提出格网电离层模型的优化算法并通过数据采集和算法仿真对比得到较好的优化模型.通过仿真结果对比证明了优化算法能够有效降低电离层误差值.     

Financial Frictions,Investment Delay,and Asset Market Interventions

We construct a dynamic macro model to incorporate financial frictions and investment delay. Investment is undertaken by entrepreneurs who face liquidity frictions in the equity market and a collateral constraint in the debt market. After calibrating the model to the U.S. data, we quantitatively examine how aggregate activity is affected by a shock to equity liquidity and a shock to entrepreneurs' borrowing capacity. We then analyze the effectiveness of government interventions in the asset market after such financial shocks. In particular, we compare the effects of government purchases of private equity and of private debt in the open market. In addition, we examine how these effects of government interventions depend on the option to delay investment.     

Herding,trend chasing and market volatility

We introduce a heterogeneous agent asset pricing model in continuous-time to show that, although trend chasing, switching and herding all contribute to market volatility in price and return and to volatility clustering, their impacts are different. The fluctuations of the market price and return and the level of the significant autocorrelations (ACs) of the absolute and squared returns increase with the intensities of herding and trend chasing based on long time horizon. However an increase in switching intensity reduces the return volatility and in particular a low switching intensity reduces the price volatility and increases the level of the significant ACs, but the effect becomes opposite when the switching intensity is high. We also show that market noise plays a more important role than fundamental noise on the power-law behavior of returns.     

A study on the impact of airline service delays on emotional reactions and customer behavior

This study is intended to identify the influence of service delays on emotional responses and customer behavior. For this research, a survey was conducted on airline passengers that experienced service delays. A total of 395 respondents were analyzed using structural equation modeling. According to the analysis results, service delays positively influenced negative emotions and negatively influenced repurchase intention. In addition, service delays positively influenced negative word-of-mouth. This study provides a basic knowledge on how airlines can develop their service strategies to make good use of the motivating effect of service delays on emotional responses and behavioral intentions.