A Classification of Two-Factor Affine Diffusion Term Structure Models

Dai and Singleton (2000) introduced a typology of affine diffusionmodels when the domain of admissible values of the factors isan intersection of half planes and under some additional constraintson the parameters. This condition on the domain and the additionalsufficient constraints are restrictive and can considerablydiminish the practical interest of affine models. In this articlewe successfully address the research agenda sketched by Duffie,Filipovic, Schachermayer (2003, section 12.2, p. 1042). A systematicinvestigation is performed and our article provides a completetypology in the two-factor case, without prior restrictionson the domain and on the parameters.     

Photoshop的发展空间

photoshop是迄今为止世界上最畅销的图像编辑软件。它已经成为许多涉及图像编辑处理行业的标准,photoshop之所以取得成功,是因为他的出现正遇上了桌面印刷革命这个大好时机,其成功可谓时事造就英雄。photoshop一开始的良好市场定位,亦为其成为行业霸主奠定了良好的基础。Photoshop就是一个图像处理软件的中心,在这里你可以完成一切你梦想的效果。Photoshop不仅是一个工具,而且一直是每一个网页设计师的生活的一部分,他的应用涵盖了平面设计、影像创意、网页制作、室内外设计、照片修复、数码及婚纱照片处理、插画设计、软件界面设计等很多领域,所以应用领域之广泛为他有更广阔发展空间奠定了基础。     

A unified approach to validating univariate and multivariate conditional distribution models in time series

Modeling conditional distributions in time series has attracted increasing attention in economics and finance. We develop a new class of generalized Cramer–von Mises (GCM) specification tests for time series conditional distribution models using a novel approach, which embeds the empirical distribution function in a spectral framework. Our tests check a large number of lags and are therefore expected to be powerful against neglected dynamics at higher order lags, which is particularly useful for non-Markovian processes. Despite using a large number of lags, our tests do not suffer much from loss of a large number of degrees of freedom, because our approach naturally downweights higher order lags, which is consistent with the stylized fact that economic or financial markets are more affected by recent past events than by remote past events. Unlike the existing methods in the literature, the proposed GCM tests cover both univariate and multivariate conditional distribution models in a unified framework. They exploit the information in the joint conditional distribution of underlying economic processes. Moreover, a class of easy-to-interpret diagnostic procedures are supplemented to gauge possible sources of model misspecifications. Distinct from conventional CM and Kolmogorov–Smirnov (KS) tests, which are also based on the empirical distribution function, our GCM test statistics follow a convenient asymptotic $N(0,1)$ distribution and enjoy the appealing “nuisance parameter free” property that parameter estimation uncertainty has no impact on the asymptotic distribution of the test statistics. Simulation studies show that the tests provide reliable inference for sample sizes often encountered in economics and finance.     

基于PSO/FDTD的波导缝隙天线优化设计

设计了一种16阵元波导缝隙天线,其阵元在波导宽边中心线一侧排列。该设计采用 泰勒分布进行阵列综合,利用粒子群优化算法（PSO）与时域有限差分法（FDTD）在不同偏 置位置对谐振长度进行优化。由于该天线属于非谐振式波导缝隙阵,设计的关键是调整缝隙 对宽边中心线的偏移。仿真结果表明天线指标与设计要求吻合,证明了设计方法的可行 性。     

基于时域统计特征的音频内容取证新算法

针对现有音频内容取证算法采用二值图像作为辨识水印所带来的安全隐患,以及基于音频内容或特征生成的辨识水印稳定性不高,易被常规信号处理操作淹没的问题,提出了一种新的基于时域统计特征的音频内容取证算法。通过对音频信号时域统计平均值进行非均匀量化生成辨识水印。理论和实验结果表明通过该方法生成的辨识水印能够抵抗常规信号处理操作,稳定性高。生成的辨识水印存储于认证中心,组建辨识水印库。对音频内容进行取证时,将由该音频生成的辨识水印与从水印库中提取的对应辨识水印进行比对,即可对待取证音频的真实性、完整性进行鉴定。该取证方法操作简便,对不同类型音频均能实现篡改定位,对常规音频信号处理操作的鲁棒性高,有效扩大了基于内容音频取证算法的应用范围。     

Demand in New Zealand hospitals: expect the unexpected?

The health care sector in New Zealand has undergone substantial structural reform since 1983 and stands out relative to other OECD countries, with relatively low per capita health expenditure and a high share of public funding. Efficient allocation of resources in this public dominant health system is therefore paramount. This article uses a national database of hospital admissions to predict hospital demand. We find lagged information on patient demand imperative in formulating an easy to implement approach for predictive purposes. Contrasting predicted with actual demand, we construct an indicator of volatility in unexpected patient demand (at both the hospital and the disease chapter level) and assess its role with regard to patient outcomes. There is consistent evidence that when actual patient numbers exceed predicted, patients stay in hospital significantly longer and are more likely to have an acute readmission.     

旅游区经济影响域界定研究——以八达岭长城旅游区为例

文章提出了旅游区经济影响域的概念和关键指标、界定模型,并选取八达岭旅游区作为典型案例区,旅游区周围的6个村落为样本点,进行现场问卷调查和深入访谈,从而获取了旅游经济指标的实测值以及样本空间坐标。然后运用旅游区经济影响指数模型和旅游区经济影响域域值模型对样本数据进行总体趋势和范围的分析。结果发现,基于户均旅游直接就业和收入标准化值的八达岭旅游区旅游经济影响域域值为2.84千米,该值代表了八达岭旅游区经济辐射范围核心部分。在此基础上,刻画出旅游经济影响域的空间结构,并探讨了空间分异的原因。     

新型农村社会养老保险参保率影响因素实证研究:村域社会资本理论视角

基于对河南省某县47个村域的调查,实证检验了村域社会资本对新型农村社会养老保险参保率的影响。因子分析发现,村域社会资本分为村域信任、村域互惠、村域规范和村域互动四个因子。回归分析发现,村域信任和村域互动对参保率具有正效应,村域互惠没有通过显著性检验,村域规范对参保率的正效应缺乏稳定性。对解释新型农村社会养老保险参保率的差异提供了一个新的理论视角。     

美国网络信息技术发展面临的挑战(下)——优先发展领域

在<面临挑战的领导地位>[1]报告中,美国总统科技顾问委员会[2]简称PCAST提出,为确保美国网络信息技术简称NIT领域的领导地位,联邦必须重点资助以下八大领域:与物质世界相关的NTT系统;软件;数据、数据储存和数据流;网络;高端计算;网络安全与信息可信;人机交互;NIT与社会科学.本文详细介绍了这八大领域,阐述了美国顾问委员会提出的联邦政府应优先支持的技术项目及政策建议.     

一类差分方程的轨道结构和全局渐近稳定性

研究了一类五阶有理差分方程xn 1=F(xn,xn-1,xn-3,xn-4)/G(xn,xn-1,xn-3,xn-4),其中F(xn,xn-1,xn-3,xn-4)=xnxn-1 xnxn-3 xnxn-4 xn-1xn-3 xn-1xn-4 xn-3xx-4 xnxn-1xn-3xn-4 1,G(xn,xn-1,xn-3,xn-4)=xn xn-1 xn-3 xn-4 xnxn-1xn-3 xnxn-1xn-4 xnxn-3xn-4 xn-1xn-3xn-4,初值x-4,x-3,x-2,x-1,x0∈(0, ∞),a∈[0,∞),N=0,1,….研究表明:随着初值的变化,该方程非平凡解的正、负半环长度规律为…,4 ,2,1 ,1-,1 ,1,2 ,1,3 ,1,1 ,5,1 ,2,2 ,3-,4 ,2,1 ,1-,1 ,1,2 ,1,3 ,1,1 ,5,1 ,2,2 ,3-….利用这个规律,证明了该方程的正平衡点是全局渐近稳定的.