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。     

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。     

对速度瞬心的动量矩定理的教学与应用

对速度瞬心的动量矩定理是理论力学教学中的一个难点,应该突出强调速度瞬心的瞬时性。可用“瞬心角色”的概念来表述这个瞬时性,并且指出对速度瞬心的动量矩与对于平常点的动量矩不同,它是对瞬心角色的动量矩。进而据此推导出对速度瞬心的动量矩定理。     

Pacific Basin stock markets and international capital asset pricing

In this paper, we follow Harvey (1991) to investigate whether rates of return on Pacific Basin stock markets can be explained by conditional version of International Capital Asset Pricing Model (ICAPM), which allows for time-varying expected returns, variances, and covariances. The results show that most individual Pacific Basin markets can be described by the conditional ICAPM. However, the multiple markets' tests do not support the conditional ICAPM formulation, and the estimates of world reward to risk ratio are not the same across these markets. Furthermore, the Ghysels and Hall test (Ghysels & Hall, 1990a, 1990b) shows that the estimates of parameter are also unstable in the conditional ICAPM formulation. This implies that it is difficult to use world return to describe the relationship between expected return and risk for the Pacific Basin stock markets.     

密度变化对调速液力耦合器性能测试影响

在常规的耦合器台架测试过程中 ,油液的密度是按照定值计算的 ,油液在实际流动过程中却是变化的 ,如不考虑油液变化的因素 ,将会使耦合器的测试值不准确。本文对此进行了分析 ,并用试验的方法加以了验证。     

Arithmetic variance swaps

Biases in standard variance swap rates (VSRs) can induce substantial deviations below market rates. Defining realized variance as the sum of squared price (not log-price) changes yields an ‘arithmetic’ variance swap with no such biases. Its fair value has advantages over the standard VSR: no discrete monitoring or jump biases; and the same value applies for any monitoring frequency, even irregular monitoring and to any underlying, including those taking zero or negative values. We derive the fair value for the arithmetic variance swap and compare it with the standard VSR by: analysing errors introduced by interpolation and integration techniques; numerical experiments for approximation accuracy; and using 23 years of FTSE 100 options data to explore the empirical properties of arithmetic variance (and higher moment) swaps. The FTSE 100 variance risk has a strong negative correlation with the implied third moment, which can be captured using a higher moment arithmetic swap.     

斜拉桥大倾角斜塔柱对顶横撑施工技术

大跨度斜拉桥主塔设计高度较大,其大倾角斜塔柱的施工是难点及重点所在。本文以合福铁路铜陵长江大桥主塔施工为依托,重点介绍了其中塔柱施工时通过设置主动对顶横撑保证塔柱结构安全及线形的施工技术。