中国银行业的利润效率研究——基于傅里叶柔性函数的视角

商业银行的经营效率已成为近年来国内外学者研究的热点问题。本文尝试引入傅里叶柔性函数模型测算我国银行业的效率水平,为更加准确地判断商业银行的经营效率提供依据。研究表明：傅里叶函数模型拟合效果要优于超越对数函数模型;1999—2009年,我国商业银行的利润效率估计均值为0.9466,总体效率水平较高。     

EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility

Previous studies have suggested that some pollutant levels first increases due to the economic growth and then start decreasing, the pattern being called the “environmental Kuznets curve” (EKC). We examine EKC-type transitions of pollutant levels not with respect to economic growth but more generally in time. Assuming that each policy maker optimally executes the two switching options of regulation and unregulation for pollution, the switching dynamics of environmental policy can be described by an alternating renewal process. It is shown that the double Laplace transform of transition density of a pollutant level can be obtained by a novel application of renewal theory. The expected level of overall pollutants is then calculated numerically and found to exhibit either a Λ‐shaped or an N-shaped pattern in time. Our results present a simple explanation for the EKC-type transitions of pollutant levels within a real options framework.     

基于小波的窄带通信干扰抑制研究的探讨

窄带干扰(NBI)对直接序列扩频通信系统(DSSS)的破坏性很强,当有强窄带干扰存在时仅靠系统自身的抗干扰能力很难保证系统高质量的通信,甚至可能造成系统通信中断。因此,研究有效的窄带干扰抑制技术具有重大的实际意义。     

绿色营销:变革、冲突与战略选择

绿色营销作为市场营销观念的革命,在我国企业管理领域方兴未艾,通过对绿色营销变革的基础与特征,从理论上阐明企业行为逻辑与绿色营销的内在冲突,提出了我国目前实施“政府主导型”绿色营销发展战略的构想。     

n维单位球面上的Toeplitz符号演算

探讨了C“中单位球面S上Berezin变换和Toeplitz算子的性质，证明了由{Tφ,φ∈L^n（S）｜所生成的C^n-代数（L^∞（S））中算子T的符号恰好为单位球B上函数T（称为T的Berezin变换）的非切向边界值。     

The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability

Geometric analysis of iterated cross-volatilities of asset prices is adopted to assess the stability of the (risk-free) measure under infinitesimal perturbations. Perturbations of asset prices evolve through time according to an ordinary linear differential equation (hedged transfer). The decay (feedback) rate is explicitly computed through a Fourier series method implemented on high frequency time series.     

一种应用于旁瓣对消系统的MGS算法

本文论述相控阵雷达的一种自适应波束形成算法，分析了基于Ｓｙｓｔｏｌｉｃ结构的ＳＬＣ系统的ＭＧＳ算法，分析和计算机模拟结果表明，在ＳＬＣ系统中ＭＧＳ算法在抑制干扰方面是有效的。     

PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS

We propose an approach to find an approximate price of a swaption in affine term structure models. Our approach is based on the derivation of approximate swap rate dynamics in which the volatility of the forward swap rate is itself an affine function of the factors. Hence, we remain in the affine framework and well-known results on transforms and transform inversion can be used to obtain swaption prices in similar fashion to zero bond options (i.e., caplets). The method can easily be generalized to price options on coupon bonds. Computational times compare favorably with other approximation methods. Numerical results on the quality of the approximation are excellent. Our results show that in affine models, analogously to the LIBOR market model, LIBOR and swap rates are driven by approximately the same type of (in this case affine) dynamics.     

基于PCA的小波多分辨图像融合方法

提出小渡多分辨率下主成份分析（PCA）的图像融合方法。首先利用小波变换对融合图像进行多分辨率分解，然后利用主成份分析方法确定图像小波低频近似系数的洎适应融合权重，采用局部区域“能量”法进行小渡高频细节系数的融合，最后将小波融合系数逆变换实现图像的融合处理。实验结果证实融合图像的目标特征突出，易于目视解译。     

中国国际收支“双顺差”研究与思索

中国国际收支已经多年处于经常账户和资本账户的"双顺差"下,这是由我国对内对外的经济和国际贸易政策所决定的。"双顺差"在给我国带来了源源不断的外汇的同时也给我国的经济增长带来压力.反映出当前我国经济政策改革调整的必要性,产业结构调整和解决民生问题的迫切性。