基于矩特征和面积特征的二值图像检索方法

在商标图像的检索中,仅凭图像单一的特征很难达到满意的检索效果,文章提出了利用图像矩特征与面积特征相结合的方法进行二值商标图像的检索。实验表明该方法能有效减少虚警和漏检,提高检索的精度。     

Disruption in the automotive industry: A Cambrian moment

The automotive industry is experiencing a moment of innovation. With electronics gaining importance, the need to find sustainable solutions and the rampant availability of sharing platforms, the dynamics of this sector is witnessing a paradigm shift. A host of startups is colonizing every niche of what seems to be the new architecture: shared and self-driven electric vehicles. Old incumbents and emerging startups are interacting to control key technologies and the user interfaces of the future. The mechanical machine is being converted into a computer. The connected car is creating a new ecosystem for entrepreneurial opportunities. This study analyzes a set of 156 venture-backed startups: the nature of the firms, their founders’ profiles, their origins, their technological capabilities, and their investors. Our findings and conclusions are: (1) a phase of instability and vibrancy is beginning wherein multiple emerging firms compete to impose their standards, (2) the competitive battle is conducted in the digital arena, (3) disruption is led by outsiders with entrepreneurial experience and deep knowledge of digital technologies, and (4) a final winning dominant design may emerge. Entrepreneurial outsiders and outsiders coming from consumer electronics, electrical companies, and/or digital platforms have a window of opportunity to enter this new market.     

基于二阶矩视角的通胀指数间双向传导实证分析

近期的通胀看不到任何缓解迹象,各通胀指数间的关系备受关注,现有PPI和CPI间价格传导关系文献均局限于均值意义上的格兰杰因果性讨论,研究结论的解释力有限,因此借鉴Hafner等提出二阶矩意义的格兰杰因果检验方法,构建Wald形式的统计量,重新对CPI和PPI不确定性传导关系进行检验非常必要。检验结果显示,PPI和CPI是相互传导的,并且CPI到PPI方向的不确定性传导是主体路径,这预示着基于需求考虑的政府治理政策或许才是当前经济持续通胀的根本解决之道。     

单支点排桩支护与双排桩支护的对比分析

本文总结了目前将常用的单支点排桩支护和双排桩支护的计算理论,并通过对工程实例的计算结果进行对比分析,得出了双排桩支护对于单支点排桩具有更好的稳定性,可以适当的减小桩长,能有效的减小桩身弯矩等优点。     

THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES

Consider options on a nonnegative underlying random variable with arbitrary distribution. In the absence of arbitrage, we show that at any maturity T , the large-strike tail of the Black-Scholes implied volatility skew is bounded by the square root of  2| x |/ T   , where x is log-moneyness. The smallest coefficient that can replace the 2 depends only on the number of finite moments in the underlying distribution. We prove the moment formula , which expresses explicitly this model-independent relationship. We prove also the reciprocal moment formula for the small-strike tail, and we exhibit the symmetry between the formulas. The moment formula, which evaluates readily in many cases of practical interest, has applications to skew extrapolation and model calibration.     

Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

The linear normal multivariate errors-in-variables model is considered. The model involves an equation error. It is proved in both structural and functional cases that the first moment of the adjusted least squares estimator does not exist.     

Discrete discrepancy in factorial designs

Discrepancy measure can be utilized as a uniformity measure for comparing factorial designs. A so-called discrete discrepancy has been used to evaluate the uniformity of factorials. In this paper we give linkages among uniformity measured by the discrete discrepancy, generalized minimum aberration, minimum moment aberration and uniformity measured by the centered L₂-discrepancy/the wrap-around L₂-discrepancy. These close linkages provide a significant justification for the discrete discrepancy used to measure uniformity of factorial designs.     

Autoregressive Conditional Kurtosis

This article proposes a new model for autoregressive conditionalheteroscedasticity and kurtosis. Via a time-varying degreesof freedom parameter, the conditional variance and conditionalkurtosis are permitted to evolve separately. The model usesonly the standard Student’s t-density and consequentlycan be estimated simply using maximum likelihood. The methodis applied to a set of four daily financial asset return seriescomprising U.S. and U.K. stocks and bonds, and significant evidencein favor of the presence of autoregressive conditional kurtosisis observed. Various extensions to the basic model are proposed,and we show that the response of kurtosis to good and bad newsis not significantly asymmetric.     

关于横向荷载作用下压弯构件的等效弯矩系数的研究

针对横向荷载作用下的压弯构件进行稳定分析,提出了当端弯矩不等时等效弯矩系数的最优解,特别有利于抗风柱等一类构件的稳定分析。