随机存货决策中的安全库存研究

在有短缺成本下 ,讨论了再定购点的确定 ,着重分析了安全库存的一种简易计算。     

桥梁深水基础施工技术研究

随着我国综合国力的不断提升,横跨长江大河的桥梁不断涌现。桥梁的深水基础施工是大跨度桥梁施工的重要组成部分。桥梁深水基础施工所处的环境比较复杂,在工程实际中一般采用围堰和钢吊箱进行施工。本文以***桥梁深水基础施工为背景,详细的阐述了双壁钢围堰法在深水基础施工中的应用,并做了简单的数值模拟,验证了双壁钢围堰法的可用性。     

归零Turbo码参数的盲识别

针对归零Turbo码码率、码组起点、交织起点、交织长度参数识别问题,首先引入矩阵秩量比的概念,推导出适用于归零Turbo码矩阵秩量比下限,提出了基于秩量比判决门限的码长识别算法;其次,遍历一交织帧输出码元,找出最小秩量比对应的位置,实现交织起点和码组起点的识别;然后,依靠完整的交织帧输出数据,利用分析矩阵实现码率与分量编码器中寄存器个数识别;最后,由以上识别的参数计算出交织长度。仿真结果表明：在信噪比为5 dB时,单靠信息序列,各部分的识别概率能达到80%以上;在交织长度为100时,提出的识别算法与传统算法相比,性能相近,识别时间大约缩短为原来的1/3。     

Error analysis of finite difference and Markov chain approximations for option pricing

Mijatovi? and Pistorius proposed an efficient Markov chain approximation method for pricing European and barrier options in general one‐dimensional Markovian models. However, sharp convergence rates of this method for realistic financial payoffs, which are nonsmooth, are rarely available. In this paper, we solve this problem for general one‐dimensional diffusion models, which play a fundamental role in financial applications. For such models, the Markov chain approximation method is equivalent to the method of lines using the central difference. Our analysis is based on the spectral representation of the exact solution and the approximate solution. By establishing the convergence rate for the eigenvalues and the eigenfunctions, we obtain sharp convergence rates for the transition density and the price of options with nonsmooth payoffs. In particular, we show that for call‐/put‐type payoffs, convergence is second order, while for digital‐type payoffs, convergence is generally only first order. Furthermore, we provide theoretical justification for two well‐known smoothing techniques that can restore second‐order convergence for digital‐type payoffs and explain oscillations observed in the convergence for options with nonsmooth payoffs. As an extension, we also establish sharp convergence rates for European options for a rich class of Markovian jump models constructed from diffusions via subordination. The theoretical estimates are confirmed using numerical examples.     

分段函数在分段点处导数的一种求法

由一错例引出了讨论导函数在分段点处的左、右极限与对应函数的左、右导数相等的分段函数在分段点处导数的一种求法。     

LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY

We consider a framework for solving optimal liquidation problems in limit order books. In particular, order arrivals are modeled as a point process whose intensity depends on the liquidation price. We set up a stochastic control problem in which the goal is to maximize the expected revenue from liquidating the entire position held. We solve this optimal liquidation problem for power‐law and exponential‐decay order book models explicitly and discuss several extensions. We also consider the continuous selling (or fluid) limit when the trading units are ever smaller and the intensity is ever larger. This limit provides an analytical approximation to the value function and the optimal solution. Using techniques from viscosity solutions we show that the discrete state problem and its optimal solution converge to the corresponding quantities in the continuous selling limit uniformly on compacts.     

商业银行危机与房地产泡沫破裂临界值的研究

本文从房地产泡沫破裂会对商业银行贷款产生风险的角度出发,首次提出了房地产泡沫破裂临界值的概念,并且用数理形式给出了定义,分析了影响临界值大小的因素,论述了临界值和贷款风险的关系;另外,参照其它国家和地区的房地产泡沫情况,对我国的房地产泡沫大小及可能的破裂速度给出了估计,计算了泡沫破裂临界值。     

Organic Food at the Point of Purchase: Understanding Inconsistency in Consumer Choice Patterns

The organic food category, while still small in terms of world food production, has continued to grow in many markets in the developed world. This article focuses on understanding the barriers and facilitators to purchasing organic food at the final hurdle: the point of purchase (POP). A qualitative study has identified seven factors that influence buyer behavior at the POP, and these are consumer intention to purchase organic food when entering the retail outlet; habit; availability; false assumptions; visibility and access of organic food; visual and olfactory cues; and price. These can often be the final hurdle to consumers choosing (or not) organic food at the POP.     

论当代国际政治经济学理论研究的局限性、逻辑起点与微观基础

本文在文献比较与综合的基础上分析了当代国际政治经济学理论研究存在的问题。当代国际政治经济学理论研究缺乏严密的假设前提与逻辑起点,理论解释也缺乏坚实的微观基础。建立在可认识、可评价与可选择行动集合基础上的国际行为主体行为目标与方式的设定,是当代国际政治经济学理论研究的逻辑起点,也是理论建构的微观基础。国际行为主体间相互依赖的方式与机制、国际活动外部性内部化方式与机制、国际公共治理等问题共同构成了当代国际政治经济学理论研究的主要内容。     

应用辅助器械确定篮圈中心为瞄准点的教学实验研究

投篮瞄准点的定义一直存在着争论,本文从理论与实践上确定篮圈中心为投篮瞄准点。篮圈中心是一个抽象的点。在篮球教学中,笔者应用简单的辅助器械确定篮圈中心为投篮瞄准点,以辅助器械作为参照物,进行原地单手肩上投篮教学实验。实验结果分析,大大的提高了投篮命中率,取得了很好的教学效果。