带有颜色填充的等值线画法研究

本文分析了常规的等值线绘制算法的缺点,根据经验提出了一种由离散数据生成等值线的算法,不但简单有效,又能达到更好的精度,而且适应能力更强,并且能方便地实现颜色填充,丰富了等值线图的表达能力。文中给出了具体算法的实现原理和过程。     

Numerical issues in threshold autoregressive modeling of time series

This paper analyses the contribution of various numerical approaches to making the estimation of threshold autoregressive time series more efficient. It relies on the computational advantages of QR factorizations and proposes Givens transformations to update these factors for sequential LS problems. By showing that the residual sum of squares is a continuous rational function over threshold intervals it develops a new fitting method based on rational interpolation and the standard necessary optimality condition. Taking as benchmark a simple grid search, the paper illustrates via Monte Carlo simulations the efficiency gains of the proposed tools.     

Estimating yield curves of the U.S. Treasury securities: An interpolation approach

Following the approach of interpolation, this paper proposes the multiple exponential decay model to fit yield curves for both the U.S. TIPS market and the conventional Treasury security market. Several estimation methods, including the unconstrained/constrained nonlinear minimization, quadratic programming, and the iterative linear least squares, are applied to estimate the unknown parameters according to different curve‐fitting purposes. Comparisons between the proposed model and the alternatives show that the multiple exponential decay successfully (1) adapts to a variety of shapes associated with yield curves, (2) (partially) keeps in line with the economic interpretations of Nelson–Siegel summarized by Diebold and Li ( 2006 ), and (3) dominates the competing models in curve‐fitting performance measured by mean fitted‐price errors over the sample period. In addition, the exact specification of a nonparametric interpolation model is pinned down by applying three statistical tools, which enable us to jointly take into account validity, optimality, and parsimoniousness of the proposed model.     

三角Bezier曲面光滑拼接研究

文章在研究三角Bezier曲面原理的基础上,提出在曲面绘制阶段采用一种新的明暗处理算法,这种明暗处理算法综合了Gouroud算法处理速度快的优点和Phong算法对法矢量进行插值优化的思想,并且该算法采用法矢量二次插值方法,用此法矢量代替原三角片的线性法矢量参与光照计算,可构造出视觉连续的三角Bezier曲面。此算法简单可靠,并可推广到高次三角Bezier曲面的光滑拼接。     

基于IEEE 802.16a的OFDM基带调制系统的FPGA设计

本文研究了基于IEEE802.16a的OFDM基带调制系统的实时实现,提出了一种切实可行的IEEE802.16a的OFDM调制方式的FPGA实现方法与结构,并介绍了IFFT运算、QPSK映射和插入循环前缀的具体电路。最后给出了硬件性能分析。     

高等教育学费问题探讨

对高等教育收费水平的现状进行了分析,预测了收费水平的基本增长趋势。并从影响学费的相关因素的角度对学费水平进行了系统分析,结合办学成本、政府拨款和农村居民可支配收入给出了可行性报告和建议。     

基于迭代FFT算法的平面稀疏阵列优化方法

提出了一种基于迭代FFT算法的优化方法来实现平面稀疏阵列的峰值旁瓣电平优化 ,并给出了详细的优化步骤。在给定的旁瓣约束条件下,利用阵列因子与阵元激励之间存在 的傅里叶变换关系,对不同的初始随机阵元激励分别进行迭代循环,就可以降低稀疏阵列的 旁瓣电平。在迭代过程中,根据稀疏率将阵元激励按幅度大小置1置0来完成阵列稀疏。仿真 实验证明了该方法的高效性和稳健性。     

数字示波器中插值算法误差的分析

本文主要介绍了插值算法在数字存储示波器中的应用,通过编程和仿真分析了利用正弦插值对几种不同波形的恢复结果,计算和比较了相关的均方误差。     

基于虚拟仪器技术的谐波分析系统设计

采用加窗的快速傅立叶变换的谐波测量方法,在LabVIEW软件平台上开发了谐波分析系统,提高谐波测量的精度,并为谐波的分析和抑制提供依据。     

On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

We focus on closed-form option pricing in Heston's stochastic volatility model, where closed-form formulas exist only for a few option types. Most of these closed-form solutions are constructed from characteristic functions. We follow this closed-form approach and derive multivariate characteristic functions depending on at least two spot values for different points in time. The derived characteristic functions are used as building blocks to set up (semi-) analytical pricing formulas for exotic options with payoffs depending on finitely many spot values such as fader options and discretely monitored barrier options. We compare our result with different numerical methods and examine the computational accuracy.