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排序方式: 共有1934条查询结果,搜索用时 562 毫秒
31.
介绍了燃料乙醇仿真系统软、硬件的结构,着重阐明了它的设计思想和技术特色;标准、适用、灵活是该系统的最重要的特点;实现了全流程的仿真;该系统既可用于培训,还可用于运行指导.  相似文献   
32.
In this paper, we study the family of renewal shot-noise processes. The Feynmann–Kac formula is obtained based on the piecewise deterministic Markov process theory and the martingale methodology. We then derive the Laplace transforms of the conditional moments and asymptotic moments of the processes. In general, by inverting the Laplace transforms, the asymptotic moments and the first conditional moments can be derived explicitly; however, other conditional moments may need to be estimated numerically. As an example, we develop a very efficient and general algorithm of Monte Carlo exact simulation for estimating the second conditional moments. The results can be then easily transformed to the counterparts of discounted aggregate claims for insurance applications, and we apply the first two conditional moments for the actuarial net premium calculation. Similarly, they can also be applied to credit risk and reliability modelling. Numerical examples with four distribution choices for interarrival times are provided to illustrate how the models can be implemented.  相似文献   
33.
经济资本(EC)是在既定期间和置信水平下,公司根据实际承担的风险计算的用以吸收非预期损失的资本额度,目前市场风险是整体经济资本测算体系中最为突出的风险.根据当前保险运营与资产投资的比例特征,同时对资产端与负债端建立市场风险投资模型,采用嵌套随机模拟方法进行两阶段情景生成,度量未来一年内不同风险测度下的市场风险经济资本需求,并对比不同情景数量下的测算稳定性.结果证明:随着内部或外部情景模拟次数的增加,市场风险经济资本测算结果对于极端风险的预测趋于稳定,在内外部情景数量乘积相同时运算时间基本一致.当内外部两阶段情景生成参数差异较大的情形下,应适当增加情景生成数量,以确保对于极端风险预测的准确性.  相似文献   
34.
Suzuki [Automatica, 2016, 67, 33–45] solves the optimal, finitely iterative, three-regime switching problem for investing in a mean-reverting asset that follows an Ornstein–Uhlenbeck price process and find explicit solutions. The remarkable feature of this model is that the investor can explicitly take either a long, short or square position and can switch the position, with transaction costs, during the investment period. We run empirical simulations of such multiple-regime switching models. There are very few such attempts in the existing literature because it is difficult to find, first, an explicit solution to the problem and second, appropriate financial assets that follow the artificial stochastic process required by the mathematical model. According to the Monte Carlo simulations of the optimal pair-trading strategy, the mean daily Sharp ratio is more than 2.3, whereas the mean Sharp ratio for the historical simulation of the ‘stub’ pairs (combinations of parent/subsidiary companies) is 0.6886. We believe that the results obtained from performing the empirical simulations are remarkable and consider that the optimal switching strategy of the rigorous mathematical model is applicable to businesses in the real world. For the reference many pseudo-program codes are added, which can help to replicate the optimal trading strategies.  相似文献   
35.
In this article, we analyze export sophistication based on a large panel dataset (2001–2015; 101 countries) and using various estimation algorithms. Using Monte Carlo simulations, we evaluate the bias properties of estimators and show that GMM-type estimators outperform instrumental-variable and fixed-effects estimators. Based on our analysis we document that GDP per capita and the size of the economy exhibit significant and positive effects on export sophistication; weak institutional quality exhibits negative effect. We also show that export sophistication is path-dependent and stable even during a major economic crisis, which is especially important for emerging and developing economies.  相似文献   
36.
The construction of an importance density for partially non‐Gaussian state space models is crucial when simulation methods are used for likelihood evaluation, signal extraction, and forecasting. The method of efficient importance sampling is successful in this respect, but we show that it can be implemented in a computationally more efficient manner using standard Kalman filter and smoothing methods. Efficient importance sampling is generally applicable for a wide range of models, but it is typically a custom‐built procedure. For the class of partially non‐Gaussian state space models, we present a general method for efficient importance sampling. Our novel method makes the efficient importance sampling methodology more accessible because it does not require the computation of a (possibly) complicated density kernel that needs to be tracked for each time period. The new method is illustrated for a stochastic volatility model with a Student's t distribution.  相似文献   
37.
张赛威 《价值工程》2015,(6):123-124
本文以实际工程深基坑工程为研究对象,分别对桩基进行数值计算和数值模拟,通过对结果进行对比可以看出,人工挖孔桩采用半桩基是可行的。  相似文献   
38.
系统建立了三维仿真框架,建立了三维空间属性模型和非空间属性模型,分别对空间数据和非空间数据进行储存和管理。并建立了Hardy-Cross迭代模型和离散反馈型神经网络模型优化通风网络模型。并以C#语言来实现系统的功能。  相似文献   
39.
This study examines how mannequins' physical conditions of display height and distance are related to consumers’ shopping motivations in generating mental simulation resulting in purchase intention. A 2 × 2 x 2 between-subjects lab experiment (n = 249) was conducted to address this question. The results reveal a significant three-way interaction effect of display height, distance, and shopping motivation. Specifically, it is found that for those with a dominant hedonic shopping motivation, a mannequin displayed up high generates greater mental simulation than one displayed down low, but for those with a dominant utilitarian shopping motivation, a mannequin displayed high and close to consumers generates greater mental simulation than one displayed low and close to them. This study also reveals that mental simulation mediates the influence of the interaction effect of “display height x distance,” moderated by shopping motivation, on purchase intention. Important theoretical and practical implications for retail managers are discussed.  相似文献   
40.
宋新华  薛海华  宋斌 《价值工程》2015,(22):147-148
为了提高《数控机床与编程》课程的教学质量,把数控仿真软件应用引入到课堂教学,并结合车削零件加工,展示数控仿真软件整体加工过程,结果极大提高学生课堂的兴趣,提高了教学效果,也提高学生的数控编程能力和数控机床操作能力,保证了教学质量。  相似文献   
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