国家标准《数值修约规则与极限数值的表示和判定》在车用汽油胶质含量测定中的应用

本文根据胶质含量测定试验方法的要求，以车用汽油中胶质含量（包括未洗胶质含量和溶剂洗胶质含量）测定为例，探讨了0．5单位数值修约、极限数值的表示和判定在胶质含量测定数据处理和结果判定中的应用。目的在于使车用汽油产品检测工作中在数据处理、报告和结果判定方面更加规范和统一。     

Bayesian forecasting of UEFA Champions League under alternative seeding regimes

The evaluation of seeding rules requires the use of probabilistic forecasting models both for individual matches and for the tournament. Prior papers have employed a match-level forecasting model and then used a Monte Carlo simulation of the tournament for estimating outcome probabilities, thus allowing an outcome uncertainty measure to be attached to each proposed seeding regime, for example. However, this approach does not take into account the uncertainty that may surround parameter estimates in the underlying match-level forecasting model. We propose a Bayesian approach for addressing this problem, and illustrate it by simulating the UEFA Champions League under alternative seeding regimes. We find that changes in 2015 tended to increase the uncertainty over progression to the knock-out stage, but made limited difference to which clubs would contest the final.     

深部沿空掘巷窄煤柱合理宽度数值模拟分析

合理的煤柱宽度能够保证工作面巷道的稳定性,改善沿空掘巷维护状况,降低由于矿山压力造成的巷道变形,煤柱宽度的确定对于提高煤柱回收率、保障安全高效的生产起到积极作用。本文针对煤矿沿空掘巷具体生产地质条件,采用数值计算及现场试验相结合的方法,研究了沿空掘巷窄煤柱的合理的煤柱宽度,得到S2105瓦斯排放巷和S2106回风巷之间合理煤柱宽度为8 m,为该矿地质条件下煤柱留设的合理宽度确定提供了理论依据。     

基于DEFORM微型齿轮模具入模角分析及选用

对微型齿轮模具入模角挤压成形的影响进行有限元模拟,利用DEFORM软件模拟其成形过程中的金属流动充填规律和变形中应力应变、载荷特征,揭示了其微成形过程的变形机理,选择合理入模角实验,挤出形状良好的微型齿轮。     

Model Comparison for Temperature-Based Weather Derivatives in Mainland China

Abstract:

In this paper, we provide a comparison of two models of temperature-based weather derivatives. The Alaton et al. model (2002) and the continuous-time autoregressive (CAR) model of Benth et al. (2007) are applied to temperature data from twelve cities in China. The objective is to determine which is the better model for temperature derivative modeling in Chinese cities. We found the CAR model to be more accurate in terms of normality of residuals and smaller relative errors. However, the shortcomings of both the Alaton et al. model and the CAR model are revealed in this study as well.     

Simulated economic impacts in applied trade modelling: A comparison of tariff aggregation approaches

This paper assesses the performance of two recently developed tariff aggregators in reducing tariff aggregation bias by analysing Swiss beef market liberalisation scenarios. Specific relevant sources of bias are addressed: substitution effects on import demand, Tariff Rate Quotas and overprotection in tariffs. The aggregators are linked to a global large-scale partial equilibrium model and benchmarked against a standard aggregator. The choice of the aggregation method shows considerable effects on simulated economic impacts, specifically if the dispersion in tariffs or tariff cuts is large. A large bias is revealed in simulated gains from trade liberalisation using the standard aggregator. The impacts on traded quantities are found to be overestimated, while price and welfare effects can be higher or lower by switching to alternative aggregation methods. By reducing aggregation bias and depicting negotiated tariff schedules more directly, the proposed aggregators enhance the contribution of trade modelling to evidence-based policy making.     

Heterogeneity and netting efficiency under central clearing: A stochastic network analysis

This paper examines the effect of heterogeneity in clearing members’ exposure management practices under central clearing. Our network model specifies the dynamics of prenetted interbank exposures to shape interdependent exposure distributions beyond normality. Employing over-the-counter derivatives market data from the U.S. Office of the Comptroller of the Currency, our simulation results indicate that heterogeneity in bank-to-bank exposure dynamics is systemically desirable, while the entire system benefits more from the central clearing in more homogeneous environments. Policymakers should incentivize individual clearing members to enhance resiliency and stability in counterparty exposure management to maximize netting efficiency under central clearing.     

基于声誉效应的工程监理激励机制模型研究

为了提高工程监理工作积极性,基于Holmstrom-Milgrom模型,引入声誉效应,建立声誉效应和显性激励机制相结合的动态委托代理激励模型。分析声誉效应发挥激励机制作用条件,并与未考虑声誉效应的委托代理模型进行比较。结果表明:声誉效应在满足一定的条件下,引入声誉激励机制能够增加业主的期望收益,并且能提高监理的努力水平。最后,通过数值仿真模拟验证引入声誉效应的合理性。     

Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds

In this paper, we study the excursions of Bessel and Cox–Ingersoll–Ross (CIR) processes with dimensions . We obtain densities for the last passage times and meanders of the processes. Using these results, we prove a variation of the Azéma martingale for the Bessel and CIR processes based on excursion theory. Furthermore, we study their Parisian excursions, and generalize previous results on the Parisian stopping time of Brownian motion to that of the Bessel and CIR processes. We obtain explicit formulas and asymptotic results for the densities of the Parisian stopping times, and develop exact simulation algorithms to sample the Parisian stopping times of Bessel and CIR processes. We introduce a new type of bond, the zero‐coupon Parisian bond. The buyer of such a bond is betting against zero interest rates, while the seller is effectively hedging against a period where interest rates fluctuate around 0. Using our results, we propose two methods for pricing these bonds and provide numerical examples.     

Study of emerging air taxi network operation using discrete-event systems simulation approach

This research focuses on understanding the air taxi operations to determine the number of air taxis required to fulfill the demand for urban air mobility in New York City (NYC). We leverage the Define, Measure, Analyze, Design, and Verify (DMADV) framework and integrate it with the systems simulation approach. Upon investigation, we find that all the parameters linearly impact the vehicle utilization, while other measures are robust, specifically with respect to the seating capacity. It is also recommended to operate initially with 70 air taxis in NYC to achieve a trade-off between customer wait time and vehicle utilization. The proposed approach can act as a recommender system for air taxi companies.