自适应干扰抵消系统的陷波带宽压缩方法

自适应干扰抵消系统会对邻近有用信号造成抵消效应。针对独立通信平台短波大功率模拟调制干扰，从频域和时域的角度分析了干扰抵消系统造成有用信号衰减和存在陷波带宽的机理，提出了一种能消除有用信号衰减的陷波带宽压缩方法。该方法通过实时检测抵消剩余载波信号大小并与设定值比较，通过比较结果来锁定和释放干扰抵消系统相关器输出的权值，从而维持干扰抵消系统稳态时的恒权值，保证了有用信号不被抵消。仿真结果表明，所提陷波带宽压缩方法可有效保护有用信号不被衰减。     

A Binomial Basis for the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates

The technical demands of the Cox, Ingersoll and Ross (1985a and 1985b) papers are such that they can only be mastered by those who have a good understanding of some deep mathematics and statistical concepts, including the techniques of continuous time stochastic calculus and the measure theory upon which it is based, the Kuhn-Tucker theory surrounding non-linear optimisation techniques as well as variational methods founded on solutions of non-linear differential equations. Hence, our purpose here is to formalise both investor preferences and the supply side which underscores the Cox, Ingersoll and Ross (1985b) 'square root' model of the term structure of interest rates in terms of some simple binomial filtration processes, thereby avoiding most of the intricate technical detail contained in the original papers. These procedures not only allow for a more focused evaluation of the model's underlying strengths and weaknesses but also provide a framework for assessing some of the strategies which the model makes available for hedging exposure against adverse interest rate movements.     

“十五”期间中国信贷市场发展展望

“十五”期间，我国金融机构贷款总量将继续增长，但增幅有所回落，贷款在企业资金来源中所占的比重与贷款占金融机构资产总额的比重将趋于下降。贷款结构趋于优化，不良贷款比率趋于下降，非国有企业贷款和外币贷款的比重快速上升，信贷市场与证券市场的关键日趋紧密，信贷资产证券化趋势增强。     

交通运输系统韧性研究综述

交通运输系统同国计民生、社会安定及可持续发展息息相关,且极易遭受自然及人为因素破坏,因此更需提高治理水平。通过对国际交通运输系统韧性研究相关文献的回顾及分类研究,阐述韧性的概念源起、韧性理论的视角转变,进而阐释不同学者对于综合城市交通系统韧性的概念探索。在此基础上,梳理总结交通运输系统韧性研究的定量评估方法,并以此为基础,从不同视角关注专家学者韧性提升措施研究。以期为相关研究者提供思路及借鉴。     

On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes

In this paper, a dependent Sparre Andersen risk process in which the joint density of the interclaim time and the resulting claim severity satisfies the factorization as in Willmot and Woo is considered. We study a generalization of the Gerber–Shiu function (i) whose penalty function further depends on the surplus level immediately after the second last claim before ruin; and (ii) which involves the moments of the discounted aggregate claim costs until ruin. The generalized discounted density with a moment-based component proposed in Cheung plays a key role in deriving recursive defective renewal equations. We pay special attention to the case where the marginal distribution of the interclaim times is Coxian, and the required components in the recursion are obtained. A reverse type of dependency structure, where the claim severities follow a combination of exponentials, is also briefly discussed, and this leads to a nice explicit expression for the expected discounted aggregate claims until ruin. Our results are applied to generate some numerical examples involving (i) the covariance of the time of ruin and the discounted aggregate claims until ruin; and (ii) the expectation, variance and third central moment of the discounted aggregate claims until ruin.     

A Model of the Confidence Channel of Fiscal Policy

This article presents a simple macroeconomic model where government spending affects aggregate demand directly and indirectly, through an expectational channel. Prices are fully flexible and the model is static, so intertemporal issues play no role. There are three important elements in the model: (i) fixed adjustment costs for investment, which create an inaction zone; (ii) noisy idiosyncratic information about the aggregate economy; and (iii) imperfect substitution among private goods and goods provided by the government. An increase in government spending raises demand for private goods and may prevent a coordination failure. The optimal level of government expenditure is high when the desired level of investment is low, which we interpret as a time of low economic activity.     

PRODUCTIVITY GROWTH IN LATIN AMERICA OVER THE LONG RUN

The low pace of Latin American productivity growth in recent decades, despite extensive economic reforms, has yet to be understood in a longer‐run context where factors such as demographic changes, structural shifts, and investment levels can be taken fully into account. The OxLAD database provides comparable sectoral output and workforce series over 1900–2000 for the six leading economies in the region for the first time. Our analysis of this new dataset shows that: intersectoral resource reallocation reduced aggregate productivity growth in all three periods; total factor productivity growth was low throughout the century, and even negative in the closing three decades; and thus factor accumulation—investment in fixed capital and skilled labor—was the main source of productivity growth in Latin America during the twentieth century.     

应用EEMD方法对某纪念碑“军号声”成因的分析

对江苏镇江茅山苏南抗战胜利纪念碑爆竹爆炸引起"军号声"这一奇特现象进行了实地的测试,从声波干涉原理及梳状滤波原理出发,解释了声音由多级台阶反射叠加后形成"军号声"的基本原理。应用集合经验模态分解方法(EEMD),对多级台阶反射声信号进行时频分析,通过与实验室人工吹出军号声信号特征的分析结果做比较,得出"军号声"是由纪念碑及其前面多级台阶反射而引起的。     

BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS

This paper describes a Bayesian approach to make inference for aggregate loss models in the insurance framework. A semiparametric model based on Coxian distributions is proposed for the approximation of both the interarrival time between claims and the claim size distributions. A Bayesian density estimation approach for the Coxian distribution is implemented using reversible jump Markov Chain Monte Carlo (MCMC) methods. The family of Coxian distributions is a very flexible mixture model that can capture the special features frequently observed in insurance claims. Furthermore, given the proposed Coxian approximation, it is possible to obtain closed expressions of the Laplace transforms of the total claim count and the total claim amount random variables. These properties allow us to obtain Bayesian estimations of the distributions of the number of claims and the total claim amount in a future time period, their main characteristics and credible intervals. The possibility of applying deductibles and maximum limits is also analyzed. The methodology is illustrated with a real data set provided by the insurance department of an international commercial company.     

On the Aggregate Value of Recreational Activities: A Nested Price Index Approach Using Poisson Demand Systems

An important consideration in the development ofregulations and policies that administer naturalresources in an area is the value of the non-marketactivities supported by those lands. Little attentionhas been paid to the aggregate value of largegeographic areas. This analysis builds autility-theoretic price index and utilizes this indexto estimate an aggregate Poisson demand to valuebackcountry recreational hiking opportunities innorthern California.