山东经济发展方式转变评价指标体系构建研究

立足于山东转变经济发展方式的主要内涵,建立了一个包括经济增长、经济结构、经济效益、资源环境、科技创新、和谐社会6个系统的指标体系来评价经济发展方式转变状态。运用该评价指标体系对1995-2009年间山东经济发展方式总体类型进行了评估判断,发现山东省经济发展方式的综合得分呈上升趋势,先后经历了高度粗放型、粗放型和准集约型3个发展阶段,初步说明该评价指标的有效性。     

汽车倾斜牌照中字符的定位与提取

提出了汽车图像中倾斜汽车牌照字符的定位与提取算法。该算法针对汽车牌照的灰度特点,先确定牌照的位置,并从背景中分割出来。对二值化车牌定位图通过Hough变换,计算出车牌主要直线的倾斜角度,通过插值旋转后,重新确定车牌字符的边界,最后精确地提取出汽车牌照中的字符。与其它传统的方法比较,该方法在运算速度和精确性上有一定优势。     

发动机测试数据采集与处理系统的设计及实现

文章探索的是有关发动机性能测试数据方面的技术。对发动机需要测量的数据有转速、扭矩、功率、耗油率、耗油量、机油压力、机油温度、冷却水温等参数。发动机测试数据采集与处理系统由上位机和下位杌组成。下位机主要采用AT89C52单片机，用汇编语言编写相应的程序，用模一数转换器ADC0809把模拟量转换为数字量；而上位机采用PC机，程序语言用VB，存储数据采用Access数据库，最终实现试验数据的显示、存贮与打印等功能。     

绿色营销:变革、冲突与战略选择

绿色营销作为市场营销观念的革命,在我国企业管理领域方兴未艾,通过对绿色营销变革的基础与特征,从理论上阐明企业行为逻辑与绿色营销的内在冲突,提出了我国目前实施“政府主导型”绿色营销发展战略的构想。     

Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model

We consider the valuation of European quanto call options in an incomplete market where the domestic and foreign forward interest rates are allowed to exhibit regime shifts under the Heath–Jarrow–Morton (HJM) framework, and the foreign price dynamics is exogenously driven by a regime switching jump-diffusion model with Markov-modulated Poisson processes. We derive closed-form solutions for four different types of quanto call options, which include: options struck in a foreign currency, a foreign equity call struck in domestic currency, a foreign equity call option with a guaranteed exchange rate, and an equity-linked foreign exchange-rate call.     

Barrier option pricing: a hybrid method approach

This paper adapts the hybrid method, a combination of the Laplace transformation and the finite-difference approach, to the pricing of barrier-style options. The hybrid method eliminates the time steps and provides a highly accurate and precise numerical solution that can be rapidly obtained. This method is superior to lattice methods when trying to solve barrier-style options. Previous studies have tried to solve barrier-style options; however, there have continually been several disadvantages. Very small time steps and stock node spaces are needed to avoid undesirable numerically induced oscillations in the solution of barrier option. In addition, all the intermediate option prices must be computed at each time step, even though one may be only interested in the terminal price of barrier-style complex options. The hybrid method may also solve more complex problems concerning barrier-style options with various boundary constraints such as options with a time-varying rebate. In order to demonstrate the accuracy and efficiency of the proposed scheme, we compare our algorithm with several well-known pricing formulas of barrier-type options. The numerical results show that the hybrid method is robust, and provides a highly accurate solution and fast convergence, regardless of whether or not the initial asset prices are close to the barrier.     

Asymptotic results for the risk process based on marked point processes

Abstract

In this paper asymptotic properties for the risk process will be studied when the number of risk units tends to infinity. The paper extends asymptotic properties for the classical risk process to more general processes. In the classical risk process the claim amounts are assumed independent and identically distributed, and the claim number process is a homogeneous Poisson process.

The key tool is point process theory with associated martingale theory. The results are illustrated by examples.     

Ruin probabilities in models with a Markov chain dependence structure

In this paper we derive explicit expressions for the probability of ruin in a renewal risk model with dependence among the increments (Z _k ) _k>0. We study the case where the dependence structure among (Z _k ) _k>0 is driven by a Markov chain with a transition kernel that can be described via ordinary differential equations with constant coefficients.     

一种低信噪比突发信号载波跟踪技术研究

为了改善低信噪比卫星下行短突发扩频信号载波跟踪时,解调性能随着信号动态增大而明显恶化的现象,提出了一种多普勒动态补偿辅助的载波跟踪算法,首先通过短时傅里叶变换(STFT)结合最小二乘拟合(LSM)算法估计信号频率及变化率,再利用估计值对原始信号进行多普勒动态补偿,最后使用三阶锁相环完成载波精确跟踪,对算法进行优化设计并进行仿真,以提高数据利用率。仿真结果表明,在接收-170 dBW灵敏度电平条件下,优化后的算法在对捕获后频偏小于200 Hz,频率变化率小于2 kHz/s的信号进行跟踪时,跟踪成功率达到99%,解调损失小于0.2 dB。新算法复杂度适中,利于工程实现,为现有接收机载波跟踪模块对低信噪比突发扩频信号进行改进提供了参考。     

The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims

We derive expressions for the density of the time to ruin given that ruin occurs in a Sparre Andersen model in which individual claim amounts are exponentially distributed and inter-arrival times are distributed as Erlang(n,?β). We provide numerical illustrations of finite time ruin probabilities, as well as illustrating features of the density functions.