一种嵌入式软件无线电频谱监测系统

为了降低研发成本，提高频谱系统的灵活性和缩短研制周期，提出了一种基于软件无线电的嵌入式频谱监测系统。首先研究了系统硬件平台组成和特点，在此基础上设计了一种灵活的软件定义系统架构；然后考虑到硬件平台自身性能的限制，重点研究了频率偏移校正、频谱扫描策略等关键技术，分别提出了基于GSM信号和温度传感器的频偏校正方法和基于相关性的扫频策略；最后通过具体实验，对系统性能进行验证与评估，结果表明所提出的频偏校正方法能够将绝对平均频偏控制在1.749×10-6以内，所设计的基于相关性的扫频策略对时变信号的频谱监测效果最好。     

Consumers' perception of and attitudes towards organic food in Galicia (Northern Spain)

Although the organic sector is still relatively small, the demand for organic food is increasing throughout the world. The characterization of consumers' perception of and attitudes towards organic food is important to enable the development of marketing policies aimed at attracting conventional consumers to the sector. Consumers' behaviour studies must be conducted specifically for different regions and countries as perceptions and attitudes vary across the world. In the present study, a questionnaire was designed for administration to consumers in Galicia (Northern Spain). The questionnaire was administered to 830 consumers in 200 establishments to obtain data about the consumers' perception of and attitudes towards organic food. The survey results showed that one‐third of responders consume organic food and that the typical profile of a consumer of organic food is a middle‐aged, medium‐high class, university‐educated female living in a large village, who shops in supermarkets and preferably consume vegetables, fruits and eggs. Most people who declared that they consume organic products confuse these with home and locally produced food, indicating the potential for growth of the organic sector by providing such consumers with appropriate information. Most consumers (including conventional consumers) have a good opinion of organic food and consider that it is better for health, is of better quality than conventional food and avoid pesticide residues. However, price continues to be a barrier to the consumption of organic produce. Most respondents stated that they would consume more organic food if the price was only between 10% and 30% higher than the conventional equivalent. Finally, organic consumers in Galicia showed positive attitudes towards using local breeds in organic agriculture, both for producing food and for ecotourism and educational activities. Such activities could contribute to conserving breed biodiversity and adding value to organic farming.     

Are high–frequency traders informed?

Are high–frequency traders (HFTs) informed? To address this question, we examine HFTs' activity in the call auction environment, where speed-related trading is limited and signal processing capacity becomes more relevant. To model the call market, we consider the Kyle (1989) rational expectations framework for strategic trading. The test we propose for detecting informed HFTs in this market assesses potential deviations of the informativeness of HFTs' aggregate (net) demand, from the informativeness of the aggregate demand submitted by the rest of the traders. Data from the Euronext Paris preopening phase indicate that informed HFTs are present in the market just before the opening. Our results provide useful guidance for the assessment of the influence of HFTs’ quotes on price quality, an important issue for market regulators and policy makers.     

Intraday pairs trading strategies on high frequency data: the case of oil companies

This paper introduces novel ‘doubly mean-reverting’ processes based on conditional modelling of model spreads between pairs of stocks. Intraday trading strategies using high frequency data are proposed based on the model. This model framework and the strategies are designed to capture ‘local’ market inefficiencies that are elusive for traditional pairs trading strategies with daily data. Results from real data back-testing for two periods show remarkable returns, even accounting for transaction costs, with annualized Sharpe ratios of 3.9 and 7.2 over the periods June 2013–April 2015 and 2008, respectively. By choosing the particular sector of oil companies, we also confirm the observation that the commodity price is the main driver of the share prices of commodity-producing companies at times of spikes in the related commodity market.     

战场环境中的电波传播模型优化选择方法

针对战场级的复杂电磁环境仿真过程中涉及到全频段覆盖、环境影响、仿真速度要求高等问题,提出了一种综合考虑用频装备、环境信息和模型自身特点的电波传播模型选择方法。该方法首先通过频段对用频装备及电波传播模型进行划分,再结合环境信息中降雨量、海拔、植被覆盖率、气候类型、导电特性等参数进行综合分析,最终得到传播模型的优化选择方案。在典型作战场景仿真应用中,该方法为传播模型的合理选择提供了思路,保证了仿真的精度,同时也为电磁环境仿真中传播模型本地化提供了依据。     

我国电影票房收入增长对GDP增速的预测作用——基于混频数据抽样模型的实证分析

电影产业在我国经济发展中的作用日益显著,电影市场与我国宏观经济发展的内在联系有待深入研究。选取2012年1月到2018年3月我国周度电影票房收入增速作为高频解释变量,采用自回归分布滞后混频数据抽样模型（ADL-MIDAS）分析其与季度GDP增速及月度制造业PMI增速之间的关系,结果表明：电影票房收入增速与GDP增速和制造业PMI增速之间具有负向相关关系,我国电影市场存在“口红效应”,可以根据电影票房收入增长情况对宏观经济走势做出预判。对多种模型的比较结果显示,加入电影票房收入可以显著提高GDP预测精度,电影票房收入可以作为GDP预测指标体系的有益补充。     

Ka频段10 W自适应射频预失真线性化固态功放研制

射频功率放大器的特性会随信道切换、环境温度、工作状态等多种因素发生变化,为了保证功率放大器的优良工作特性,具有自适应性能的预失真系统就显得非常重要。提出了一种自适应反馈检测方法,以减小放大器输出信号的幅度失真和相位失真作为系统自适应的优化目标,〖JP2〗采用多方向搜索优化算法对预失真系统进行优化调整,使系统始终处于最优工作状态。研制了工作于Ka频段10 W自适应射频预失真线性化固态功放原理样机,当工作温度为-40℃～+60℃时,在3 GHz的工作带宽内,三阶交调指标优于-32 dBc。测试结果表明该功放具有工作频带宽、温度适应性广等特点。     

直接序列扩频系统多音扫频干扰性能分析

为有效干扰直接扩频通信系统,通过分析扫频信号及多音信号在干扰直扩通信系统时 存在的优缺点,提出了一种针对直扩通信系统的多音扫频干扰技术。该方法将直扩通信系统 的频谱划分为若干个子频谱,针对每个子频谱采用扫频信号进行干扰。理论分析和仿真验证 表明,该方法可以明显改善扫频干扰直扩通信系统时扫频时间过长以及多音干扰依赖音调位 置的缺点,具有良好的干扰效果。     

基于AD9834的简易信号源设计

采用模拟电路设计的信号源存在频率精度不高、调试与维修不方便以及直接升级困难等缺点。为了克服这些缺点,提出利用直接数字频率合成技术（AD9834）产生要求的正弦测井激励信号,利用小功率低压器件的串联实现信号的大功率大电压输出,利用电源跟踪技术在一定程度上降低功率器件的损耗,提高电路的工作效率。实验结果表明,信号源输出频率1～15Hz,频率分辨率为0.004Hz。     

Price discovery in tick time

This paper develops a tick time model for the quote setting dynamics on Nasdaq. The model decomposes quotes into an efficient price, asymmetric information and noise. Both the evolution of the efficient price and the information contents of quotes depend on quote durations. New measures for the contribution to price discovery are defined within this model. When aggregated to fixed calendar time intervals, they relate closely to Hasbrouck [Hasbrouck, Joel, 1995, One security, many markets: determining the contribution to price discovery, Journal of Finance 50, 1175–1199] information shares. Empirical results for 20 Nasdaq stocks indicate that ECNs, in particular Island, contribute most to price discovery for active stocks. For less active stocks, wholesale market makers contribute most.