基于中国省际层面的“资源诅咒”效应研究

自然资源是一个国家财富的重要组成部分,是经济赖以发展的重要物质基础。通常具有较高自然资源禀赋的国家有着更大的发展潜力。本文基于我国省际层面的数据,选取各省名义GDP年均增长率和自然资源丰裕度为指标,运用散点图、快速聚类法对各省经济增长速度和资源丰裕度进行对比分析得出,我国在省际层面上存在着“资源诅咒”现象,并提出加快制度建设、整合特色产业、建立生态补偿机制等政策建议。     

乳化水含量快速观察法及原理分析

油库原油在销售前须进行乳化水含量测定,达标后才可销售。当油田产液量升高且现场采出原油含水过高时,三相分离器的处理效果会变差,影响销售和工作效率。为提高油库运行质量和工作效率,提出一种乳化水含量的快速观察法,根据原油在缸底倾斜面上的流动特征,可快速估算出油样的乳化水含量范围。实验选择刚放满原油待沉淀的储罐,从大罐放油口附近开始,自下而上依次取6个100mL油样,对比快速观察法和化验的结果。最后对快速观察法的原理进行分析。结果表明,快速观察法可以快速和较为准确地反映真实的乳化水含量,快速观察法依据的原理主要有破乳剂的作用、环境温度压力的变化、油水表面张力的差异和乳状液体系中的分子间作用力。快速观察法的提出有效提高了油库运行和工作效率。     

一种快速子空间测向算法

考虑用户先验知识提出一种快速子空间测向算法,构造了方向约束的相关相减多级维纳滤波器(MCSA-MSWF)方法,此方法在降低特征分解的基础上进一步降低了谱峰搜索的运算量,且克服了单纯基于多级维纳滤波器测向算法期望信号不准确的问题。仿真表明,该算法在低信噪比、小快拍数情况下具有更好的估计性能。     

秦岭终南山特长公路隧道快速掘进施工

在秦岭终南山特长公路隧道施工中,利用常规机械,采用钻爆法快速施工,终南山经理部作了大量的探索和尝试,连续多月高产并创造了单口大断面(88m2)月开挖365.1m的优异成绩。     

一种利用压缩感知改进的PMF-FFT扩频捕获算法

为了实现直接序列扩频（DSSS）信号快速捕获的同时降低数据量和硬件资源消耗，引入了压缩感知理论改进部分匹配滤波-快速傅里叶变换（PMF-FFT）算法，提出了基于压缩感知改进的部分匹配滤波-快速傅里叶变换（CSPMF-FFT）算法。该算法将PMF-FFT算法与压缩感知理论相结合，先对信号进行稀疏性分析和压缩观测，然后从少量压缩观测值中重构信号，并利用输出的峰值信息估算信号的多普勒频移和码相位，从而实现捕获。理论分析和仿真实验表明，相较于PMF-FFT捕获算法，CSPMF-FFT算法能在成功完成捕获的同时有效地减少相关器的数目和FFT变换的运算量，从而降低系统数据量和硬件资源压力，为基于压缩感知的扩频信号处理技术研究奠定了基础。     

Maturity cycles in implied volatility

The skew effect in market implied volatility can be reproduced by option pricing theory based on stochastic volatility models for the price of the underlying asset. Here we study the performance of the calibration of the S&P 500 implied volatility surface using the asymptotic pricing theory under fast mean-reverting stochastic volatility described in [8]. The time-variation of the fitted skew-slope parameter shows a periodic behaviour that depends on the option maturity dates in the future, which are known in advance. By extending the mathematical analysis to incorporate model parameters which are time-varying, we show this behaviour can be explained in a manner consistent with a large model class for the underlying price dynamics with time-periodic volatility coefficients.Received: December 2003, Mathematics Subject Classification (2000): 91B70, 60F05, 60H30JEL Classification: C13, G13Jean-Pierre Fouque: Work partially supported by NSF grant DMS-0071744.Ronnie Sircar: Work supported by NSF grant DMS-0090067. We are grateful to Peter Thurston for research assistance.We thank a referee for his/her comments which improved the paper.     

Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing

This paper discusses extensions of the implied diffusion approach of Dupire (1994) to asset processes with Poisson jumps. We show that this extension yields important model improvements, particularly in the dynamics of the implied volatility surface. The paper derives a forward PIDE (PartialIntegro-Differential Equation) and demonstrates how this equationcan be used to fit the model to European option prices. For numerical pricing of general contingent claims, we develop an ADI finite difference method that is shown to be unconditionally stable and, if combined with Fast Fourier Transform methods, computationally efficient. The paper contains several detailed examples fromthe S&P500 market. This revised version was published online in November 2006 with corrections to the Cover Date.     

Sino-Japanese Economic Relations： A Chinese Perspective

The bilateral trade between China and Japan amounted to US$236 billion in 2007, reflecting an increase of 20.6 percent compared with the previous year, 33 times over the trade volume at the beginning of the reform and opening up. This vast volume and fast growth took place amid China＇s accession into the World Trade Organization at the end of 2001 and increased trade disputes between the two countries, not to mention recurrent foreign exchange rate fluctuations in international currency markets and somehow intensified fears in Japan of China＇s enhanced competitiveness.     

自发地理信息在天地图中的应用研究

自发地理信息是公众在主动或被动使用相关设备产生的地理信息,包括GPS轨迹数据、兴趣点、影像数据等。文章通过介绍自发地理信息的来源及特点,结合天地图的实际情况,分析了自发地理信息应用于天地图的方式与问题。     

The Seminal Concept of Fast Expanding Markets

The circular pathway, also called the “cradle-to-cradle” model, is more than just recycling and environmental concerns. It is about a new way of thinking how we could grow without resorting to just expending resources. Its rapid expansion, as a new norm for companies, has characteristics of a Fast Expanding Market, given its exponential growth. In this article, we examine how the circular model is pushing companies and entities to come up with disruptive technology and business models that are based on longevity, renewability, reuse, repair, upgrade, refurbishment, servitization, capacity sharing and dematerialization. © 2015 Wiley Periodicals, Inc.