Time Inhomogeneous Multiple Volatility Modeling

Price variations at speculative markets exhibit positive autocorrelationand cross correlation. Due to large parameter spaces necessaryfor joint modeling of variances and covariances, multivariateparametric volatility models become easily intractable in practice.We propose an adaptive procedure that identifies periods ofsecond-order homogeneity for each moment in time. To overcomethe high dimensionality of the problem we transform the multivariateseries into a set of univariate processes. We discuss thoroughlythe implementation of the adaptive technique. Theoretical andMonte Carlo results are given. We provide two applications ofthe new method. For a bivariate exchange rate series we comparethe multivariate GARCH approach with our method and find thelatter to be more in line with the underlying assumption ofindependently distributed innovations. Analyzing a 23-dimensionalvector of asset returns we underscore the case for adaptivemodeling in high-dimensional systems.     

各向异性厚板固有频率的精确解

该文抛弃薄板理论的位移和应力假设，利用矩阵分析和三维弹性动力学理论，导出四边简支各向异性厚板的固有频率方程。该方法可推广应用于各向异性层合板动力分析。     

Interpoint Distance Test of Homogeneity for Multivariate Mixture Models

Finite mixtures offer a rich class of distributions for modelling of a variety of random phenomena in numerous fields of study. Using the sample interpoint distances (IPDs), we propose the IPD‐test statistic for testing the hypothesis of homogeneity of mixture of multivariate power series distribution or multivariate normal distribution. We derive the distribution of the IPDs that are drawn from a finite mixture of the multivariate power series distribution and multivariate normal distribution. Based on the empirical distribution of the IPDs, we construct a bootstrap test of homogeneity for other multivariate finite mixture models. The IPD test is applied to mixture models for matrix‐valued distributions and a test of homogeneity for Wishart mixture is presented. Numerical comparisons show that IPD test has accurate type I errors and is more powerful in most multivariate cases than the expectation–maximization (EM) test and modified likelihood ratio test.     

Efficient resource allocation under multi-unit demand

We study resource allocation with multi-unit demand, such as the allocation of courses to students. In contrast to the case of single-unit demand, no stable mechanism, not even the (student-proposing) deferred acceptance algorithm, achieves desirable properties: it is not strategy-proof and the resulting allocation is not even weakly efficient under submitted preferences. We characterize the priority structure of courses over students under which stability is consistent with strategy-proofness or efficiency. We show that stability is compatible with strategy-proofness or efficiency if and only if the priority structure is essentially homogeneous. This result suggests that efficient allocation under multi-unit demand is difficult and that the use of stable mechanisms may not deliver desirable outcomes.     

2010年全国各省市以公路为基础的物流业发展水平研究

文中改进了统计学中对资料进行无量纲化处理的方法,使用加总的和代替均值,使得到的评价数据均在0-1之间;利用AHP方法,得到较为精确的各省市发展水平的综合评判结果,使用SPSS软件对其进行聚类分析,直观反映各行政区物流业发展状况,并提出发展建议。     

行业同质性与事务所行业专门化战略——来自中国审计市场的经验证据

本文考察了在中国审计市场环境下行业特征对事务所行业专门化战略的影响。研究发现,行业同质性越高,事务所在该行业的市场份额和组合份额也越高。该结论表明,行业内客户经营越相似,事务所越容易将行业专门化投资获得的行业知识和行业审计程序在行业内不同客户的审计过程中快速有效地分享,因此,事务所越倾向于在该行业进行专门化投资以获得低成本的竞争优势。本文的研究结论可以为事务所行业专门化投资决策提供经验证据,并为事务所通过行业专门化战略实现做大做强提供有益的途径。     

单帧编码结构光模式分类及其典型应用

根据编码模式生成机理的不同,对单帧编码结构先进行了新分类,分析了技术特点及发展趋势.M阵列编码是一种典型的单帧模式,设计了一种基于M阵列的单帧符号编码结构光模式.重建目标实验表明,可以获得物体较为光滑、完整的三维形廓,丰富、拓展了单帧结构光技术.     

编译原理实验教学改革探索

针对当前编译原理实验教学中存在的问题,诸如题目设置单一、与实际应用结合不紧密、学生操作困难、考核办法不客观等进行探讨,提出可操作的改革办法:给定简短编译代码增加预读环节;扩充与实践相结合的题目;划分题目难度呈阶梯状分布,实施个性化教学;建立全方位立体化考核制度等。     

三维排水柔性生态边坡工程在水利工程中的应用

传统意义上的护坡,如干砌石护坡、混凝土板护坡等很难适应现代城市要求的生态、环保、节约资源等功能。本文介绍了一种新型的护坡形式,三维排水柔性生态边坡工程。     

从文化要素的设计视角谈 旅行社专线产品同质化现象的解决之道

此文从文化要素的角度重新审视了旅行社专线产品,在分析了旅行社专线产品的同质化现状和文化要素的内涵后,明确了注入文化要素在旅行社专线产品设计中的重要性,并面向实践针对性地提出了产品设计中文化要素的选择策略。