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1.
针对雷达天线罩瞄准误差的补偿问题,提出了一种适用于各向同性的天线罩瞄准误差修正方法。构建了基于一维物理光学法的天线罩瞄准误差的数学模型,推导了雷达导引头测量目标角度和角速度的误差修正公式。试验结果表明,该方法有效降低了天线罩瞄准误差对目标角速度性能的影响。 相似文献
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Malte Knüppel 《International Journal of Forecasting》2018,34(1):105-116
Past forecast errors are employed frequently in the estimation of the unconditional forecast uncertainty, and several institutions have increased their forecast horizons in recent times. This work addresses the question of how forecast-error-based estimation can be performed if there are very few errors available for the new forecast horizons. It extends the results of Knüppel (2014) in order to relax the condition on the data structure that is required for the SUR estimator to be independent of unknown quantities. It turns out that the SUR estimator of the forecast uncertainty, which estimates the forecast uncertainty for all horizons jointly, tends to deliver large efficiency gains relative to the OLS estimator (i.e., the sample mean of the squared forecast errors for each individual horizon) in the case of increased forecast horizons. The SUR estimator is applied to the forecast errors of the Bank of England, the US Survey of Professional Forecasters, and the FOMC. 相似文献
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团队创新是企业获取竞争优势,实现可持续发展的重要保证。差错管理氛围和特质焦点提供了理解团队创新的新视角。研究发现真实型领导通过营造差错管理氛围,对团队创新绩效产生正向影响;团队提升型特质调节焦点在差错管理氛围和团队创新绩效间起到正向调节作用。文章拓展了创新、差错管理氛围以及调节焦点等相关文献,并为提升团队创新绩效提供了管理建议。 相似文献
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This paper contributes to the existing literature on estimating firm-level production functions. Using Chinese manufacturing survey data, we employ the firm-level heterogeneous capital depreciation rate to measure firms’ investment and assess its role using Olley and Pakes (1996) (OP) production function estimation technique. Although there is some ongoing debate on the econometric soundness of the OP technique, we argue quantitatively that the heterogeneous depreciation rate muffles the measurement error associated with the key input demand investment. In our sample, it significantly narrows the gap of total factor productivity (TFP) estimates between the OP technique and a state-of-the-art estimation method that works without investment. We further reveal that the improved performance primarily originates from the dynamic evolution in the distribution of the capital depreciation rate. 相似文献
5.
Peter Clarkson Alexander Nekrasov Andreas Simon Irene Tutticci 《Journal of Business Finance & Accounting》2020,47(9-10):1365-1399
This paper reveals that in addition to fundamental factors, the 52-week high price and recent investor sentiment play an important role in analysts’ target price formation. Analysts’ forecasts of short-term earnings and long-term earnings growth are shown to be important explanatory variables for target prices; equally, the 52-week high price and recent investor sentiment are also shown to explain target price levels and especially target price biases. Our analysis additionally reveals that analysts place greater weight on these two non-fundamental factors in settings with greater task complexity and to some extent in those with greater resource constraints. Conversely, on balance, the results suggest that this increased reliance does not translate into an increased impact per unit of each non-fundamental factor on forecast bias. Finally, our results show that target prices are useful in predicting future stock returns beyond earnings forecasts and commonly used risk proxies. However, in an internally consistent fashion, the informativeness of target prices for future returns is significantly reduced when greater weight is placed on either the 52-week high or recent investor sentiment in the target price formation process. 相似文献
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本文论述了中国实行对外开放是邓小平和中国人民把握历史和时代发展规律作出的战略抉择并取得了巨大成就;分析总结了中国入世前对外开放的基本特征及其原因;重点探讨了中国入世后对外开放的新阶段、新特点及其应对措施,推动对外开放新阶段和开放型经济新发展。 相似文献
8.
OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS 总被引:1,自引:0,他引:1
Ale erný 《Mathematical Finance》2007,17(2):175-203
We examine the behavior of optimal mean–variance hedging strategies at high rebalancing frequencies in a model where stock prices follow a discretely sampled exponential Lévy process and one hedges a European call option to maturity. Using elementary methods we show that all the attributes of a discretely rebalanced optimal hedge, i.e., the mean value, the hedge ratio, and the expected squared hedging error, converge pointwise in the state space as the rebalancing interval goes to zero. The limiting formulae represent 1-D and 2-D generalized Fourier transforms, which can be evaluated much faster than backward recursion schemes, with the same degree of accuracy. In the special case of a compound Poisson process we demonstrate that the convergence results hold true if instead of using an infinitely divisible distribution from the outset one models log returns by multinomial approximations thereof. This result represents an important extension of Cox, Ross, and Rubinstein to markets with leptokurtic returns. 相似文献
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由T.A.Welch提出的LZW数据压缩方法已经被广泛地应用于文字压缩。然而,因为误码对压缩数据的危害很大,所以对压缩数据的纠错编码是十分重要且必不可少的。本文分析了误码对LZW压缩数据的影响,指出同样的误码对用于重建辞书的前一部分压缩数据的危害比对后面的其它数据的危害要严重得多,提出用一种不均一两分段误码保护编码方法,对用于重建辞书的前一部分压缩数据进行更好地保护。计算机模拟显示,该方法比传统的误码保护方法更有效。 相似文献