基于协议的流量模拟系统实现

随着计算机网络规模的不断扩大、网络复杂性的不断提高,网络的安全问题已经成为当前研究的重要课题。针对网络环境难以实现与真实网络环境一致,需要进行网络流量模拟的问题,本文设计和实现了基于协议的网络流量模拟系统。     

连续流动分析仪测定肥料中钾含量的不确定度

本文通过连续流动分析仪测定肥料中钾含量,分别对标准物质及稀释过程,标准曲线,测量重复性,检测方法几个方面引入的不确定度进行评定。肥料中钾含量测定结果为(192.05±3.74)mg/L;k=2。     

AUTOCAD,SOLIWORKS,MATLAB渐开线齿廓的精确绘制

在齿轮零件的设计仿真中,常需要绘制渐开线齿轮的齿廓,但现有的各种计算机辅助设计软件不支持直接绘制渐开线齿廓,给齿轮的设计仿真造成了一定的局限。因此,提出了几种简便而实用的基于AUTOCAD、SOLIWORKS和MATLAB精确绘制渐开线齿廓的方法,所绘制的齿廓的精度可根据设计的需要进行调整,从而提高了齿轮零件的设计效率和仿真效果。     

基于网络关注度的旅游景区客流量预警:研究框架与实证分析——以国家游泳中心水立方为例

旅游景区客流量受多种因素的影响,利用传统信息收集的手段,从众多影响因素中捕捉客流量预警前兆指标十分困难。借助搜索指数,挖掘景区客流量预警的先兆指标,构建基于网络关注度的旅游景区客流量预警研究框架,并以奥运场馆国家游泳中心水立方为例,运用格兰杰因果关系理论及VAR模型,检验网络关注度与水立方客流量的相关性,对水立方客流量进行预测预警。研究结果表明:网络关注度与客流量之间存在双向的Granger因果关系,可以将水立方网络关注度作为客流量预警的先兆指标;预测期间内客流量的警度值在-0.49~-0.27之间,水立方客流量预警等级为客流量低值蓝色预警。     

国际投资组合选择理论研究进展

国际投资组合选择理论研究的是在一定的假设条件下,当经济实现均衡时,投资者所应持有的本国与外国金融资产的比例。它的发展有5个特征:从追求金融市场的局部均衡到追求经济的一般均衡;从不考虑投资者的存在到考虑投资者个人效用的最大化;从单纯的理论模型构建到结合现实数据进行实证检验;从假设金融市场完全到考虑金融市场不完全的情况;从假设金融市场一体化到考虑金融市场存在分割的情况。     

Cycling in a changed climate

The use of bicycle is substantially affected by the weather patterns, which is expected to change in the future as a result of climate change. It is therefore important to understand the resulting potential changes in bicycle flows in order to accommodate adaptation planning for cycling. We propose a framework to model the changes in bicycle flow in London by developing a negative binomial count-data model and by incorporating future projected weather data from downscaled global climate models, a first such approach in this area. High temporal resolution (hourly) of our model allows us to decipher changes not only on an annual basis, but also on a seasonal and daily basis. We find that there will be a modest 0.5% increase in the average annual hourly bicycle flows in London’s network due to a changed climate. The increase is primarily driven by a higher temperature due to a changed climate, although the increase is tempered due to a higher rainfall. The annual average masks the differences of impacts between seasons though – bicycle flows are expected to increase during the summer and winter months (by 1.6%), decrease during the spring (by 2%) and remain nearly unchanged during the autumn. Leisure cycling will be more affected by a changed climate, with an increase of around 7% during the weekend and holiday cycle flows in the summer months.     

Private information flow and price discovery in the U.S. treasury market

Using intraday data, we identify the intensity of private information flow in the U.S. Treasury market. Our results show that the intensity of private information flow is highly correlated with public information shocks and higher for longer maturity bonds. More importantly, we find that bond price changes associated with high intensity of private information flow tend to be persistent, whereas those associated with low intensity of private information flow are more likely reversed. While public information and private information are the main determinants of bond price variations on days with news announcements, private information and liquidity shocks are important determinants of bond price variations on days with no significant events. Finally, we show that the depth of limit order book is inversely related to the intensity of private information flow. Nevertheless, informed dealers do not seem to use hidden orders to disguise their trading intentions.     

Business Life Cycle and Capital Structure: Evidence from Chinese Manufacturing Firms

This paper uses a panel data‐fixed effect approach and data collected from Chinese public manufacturing firms between 1999 and 2011 to investigate the impacts of business life cycle stages on capital structure. We find that cash flow patterns capture more information on business life cycle stages than firm age and have a stronger impact on capital structure decision‐making. We also find that the adjustment speed of capital structure varies significantly across life cycle stages and that non‐sequential transitions over life cycle stages play an important role in the determination of capital structure. Our study indicates that it is important for policy‐makers to ensure that products and financial markets are well‐balanced.     

The effects of oil price shocks on U.S. stock order flow imbalances and stock returns

This paper investigates for the first time the effects of oil demand shocks and oil supply shocks on stock order flow imbalances leading to changes in stock returns. Through the estimation of a structural VAR model, positive oil demand shocks are able to explain almost 36% of the observed variation in the daily average stock order flow imbalances measured by the buy/sell trades ratio; which consequently lead to a negative rather than positive stock returns reaction. In contrast, oil supply shocks exhibit a negative and marginally significant effect on stock order flow imbalances. Our aggregate analysis suggests that positive shocks on stock order flow imbalances are negatively related to stock returns. These effects are stronger for oil-related sectors when compared with the rest of the equities sectors.     

Optimal placement of multiple types of detectors under a small vessel attack threat to port security

We focus on a threat scenario where a terrorist would utilize a small vessel to attack a maritime target. We consider how to place multiple types of detectors to protect maritime targets from such an attack. Detectors are not perfectly reliable. The resulting detector placement problem is formulated as a nonlinear binary integer program such that the expected damage cost caused by the small vessel attack is minimized. Two exact algorithms and a greedy adding heuristic are proposed. Moreover, we conduct a detailed computational study and provide a case study in New York Harbor.