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.     

基于混合K-中心点的Web客户聚类

通过对Web日志文件进行分析，该文提出了一种改进的K-中心点聚类算法对Wweb用户的行为进行分析的方法。该算法利用模糊相似度，并模仿遗传算法中计算适应度思想，另加了一层循环迭代，每次比较适应度，保留最佳适应度，使之有较好的性能，改进了其易局部最优化的缺点。     

我国经济发展水平与劳动力就业数量关系研究——兼论我国劳动力资源是否过剩

我国劳动力对经济发展而言，其生产率高于资本，因而经济发展对劳动力就业的促进作用逐渐减弱（经济增长的就业弹性逐渐变小）。据测算，我国2013年以前劳动力就业压力很大，2015年以后劳动力又会供不应求。所以，我国未来经济发展中，2014年前后应采用不同的产业结构调整策略来充分满足劳动力就业的要求。     

Lotus Domino/Notes的公开密钥加密机制

公开密钥加密技术在最近几年得到了极大的重视和发展。本文讨论了公钥加密技术的原理和实施技术，并结合公钥技术在Lotus Domino/Notes中的应用，着重探讨了Lotus系统内部用户校验和认证机制的建立和实施。     

Conditioning as disintegration

Conditional probability distributions seem to have a bad reputation when it comes to rigorous treatment of conditioning. Technical arguments are published as manipulations of Radon–Nikodym derivatives, although we all secretly perform heuristic calculations using elementary definitions of conditional probabilities. In print, measurability and averaging properties substitute for intuitive ideas about random variables behaving like constants given particular conditioning information.
One way to engage in rigorous, guilt-free manipulation of conditional distributions is to treat them as disintegrating measures—families of probability measures concentrating on the level sets of a conditioning statistic. In this paper we present a little theory and a range of examples—from EM algorithms and the Neyman factorization, through Bayes theory and marginalization paradoxes—to suggest that disintegrations have both intuitive appeal and the rigor needed for many problems in mathematical statistics.     

Turbo码解码过程中的加权算法

本文通过调整迭代解码过程中系统位接收值的加权系数，提出了一种Turbo码加权迭代解码算法。该算法改变了迭代运算后Turbo码解码器输出软值中系统位接收值信息和它的外部估计信息的比重，使Turbo码无论在低信噪比或是在高信噪比时均具有优良的纠错性能。仿真结果显示，采用Turbo码加权迭代解码算法，不仅能提高Turbo码的收敛速度，而且能进一步降低Turbo码解码时的地板值，使Turbo码的比特误码率在高、低信噪比时都能够得到进一步改善。     

中小企业股票市场化发行定价的半参数自组织模型与实证

随着深圳交易所中小企业板块的正式启动，我国中小企业新股发行的市场化定价方式必将启用。本文采用基于自组织数据挖掘GMDH算法的半参数模型的定价方法，将GMDH算法与半参数模型方法结合起来。不仅利用计算机的自动拟合优选最优复杂度模型，从而大大简化了非参数部分估计。创造了半参数模型崭新的实现方式，并达到了理想的定价效果，而且可以发挥半参数模型的特有优势。进行模型结构分析。经过实证和检验证明了这种模型用于我国股票发行定价的有效性和合理性。为完全市场化股票发行方式下确定股票的发行价格提供了新的方法。     

采用改进遗传算法的变压器优化设计

电力机车变压器的优化设计,采用遗传算法是比较好的选择,但传统遗传算法存在一些弊端,文章从编码方式、遗传操作等几个方面探讨了如何对其进行改进,并使用Visual C++编写了一套设计软件,实践证明这种改进是有效的。     

An effective step-down algorithm for the construction and the identification of nonisomorphic orthogonal arrays

In this paper we present an effective algorithm for the construction and the identification of two-level nonisomorphic orthogonal arrays. Using this algorithm, we identify and list a full catalogue of nonisomorphic orthogonal arrays with parameters OA(24,7,2,t), OA(28,6,2,t) and OA(32,6,2,t), t ≥ 2. Some statistical properties of these designs are also considered.