基于二叉树模型的农业可转债定价研究——以天康转债为例

以天康转债为例,通过构建二叉树模型对其进行定价研究,可以得到2020年4月3日天康转债的理论价格为180.69元,当日实际价格为176.88元,两者相差不大。为了更加直观地显示运用二叉树模型计算出的理论价格与实际价格的偏差,形成30个交易日的理论价格与实际价格对比图,研究表明二叉树法得出的理论价格与实际价格基本一致。将二叉树定价模型运用到其他农业可转债中,除宏辉转债外,其他可转债理论价格与实际价格偏差不大。     

Changes in riparian vegetation communities below a large dam in a monsoonal region: Futase Dam,Japan

This paper examines the effects of a dam reservoir flood control on riparian plant communities in an Asian monsoon area subjected to large summer floods under natural conditions. We compared riparian plant communities downstream of the Futase Dam located on the Arakawa River, with communities on the Nakatsu River, a tributary of the Arakawa River with no dam. Historical changes in spatial distribution of riparian vegetation communities were analysed using aerial photographs. Stand ages and flood history were also examined to analyse the likelihood of tree erosion in scenarios with and without flood control. Comparison of the two reaches shows that the reduced flood peaks below the Futase Dam led to the expansion of riparian forest area and an increase in species diversity. Reduction in the flood peaks below the dam means that the toppling moment of the trees is no longer exceeded. The result is that the riparian forest below the dam is able to develop into later successional stages. Copyright © 2004 John Wiley & Sons, Ltd.     

点线矛盾检查中出现平三角形的处理方法研究

通常构TIN软件都会在等高线弯曲度较大、山顶、洼地、图幅边缘、鞍部等位置形成平三角形,使得这些区域的点线矛盾检查不能得到有效的结果。针对上述问题,提出根据平三角形区域存在的非平三角形个数来修复平三角形的方法。利用ArcGIS Engine技术验证了等高线弯曲度较大的地方及特殊地形处平三角形区域处理方法的有效性。文中给出的方法对提高数字线划图点线矛盾质量检查的准确性是有利的。     

改进决策树模型支持下的饮用水水源地健康风险评价

为了解决传统水环境健康风险评价模型中存在的忽略污染物浓度和时效性问题,基于决策树的分类思想方法,引入熵权法确定各指标的权重值大小,提出决策树综合评价模型,并应用于2009年FZ市饮用水水源地水环境健康风险评价。结果表明,2009年该市饮用水水源地水环境健康风险值为6.215×10-5,处于Ⅲ级、中风险状态,小于传统模型的计算结果(7.833×10-5)。认为虽评价结果为同一风险等级状态,但研究建立的综合模型可提高评价的准确度和精度。     

期权定价数值分析模型的计算机程序实现探讨

由于复杂的、多维度期权的应用越来越广泛,运用数值分析方法对其进行定价分析已成为一个必不可少的手段。然而,数值分析方法自身运算的复杂性,决定了其手工运算的成本高,因此充分发挥计算机的"精确、快速"优势是实现期权定价数值分析模型的一个必然趋势。基于计算机编程语言技术,研究了Java对数值方法的实现,及Java语言在期权定价中的应用;并通过java语言本身的语法规则、内嵌函数等,对期权定价的二叉树模型和蒙特卡罗模拟方法进行有效的实现。研究结果表明,运用java语言可以较快、较好地解决规则期权与奇异期权的定价问题。     

Eucalyptus Camaldulensis Invasion in Riparian Zones Reveals Few Significant Effects on Soil Physico‐Chemical Properties

Many invasive alien plants alter soil‐nutrient regimes of invaded ecosystems, affecting management outcomes. We assessed the effects of Eucalyptus camaldulensis invasions on physical and chemical properties of riparian soils in the Western Cape Province, South Africa. Samples were collected from topsoil beneath the canopy of uninvaded and a gradient of invaded sites, namely, light, moderate and heavy over four seasons. We quantified soil moisture, temperature, litter depth and thickness, primary textural components, concentrations of soil macro (C, N, P and K) and micro (Mn, Zn, Cu and Fe) nutrients, and pH. Available N (NO₃^?‐N and NH₄⁺‐N) and P, as well as exchangeable Ca and Mg were also assessed. Soil pH levels were significantly lower in invaded than in uninvaded sites in all seasons. Soil moisture decreased consistently with invasion intensity. Concentrations of macro, micro and available nutrients did not vary significantly along the invasion gradient (p > 0.05), but exchangeable cation content was significantly higher in uninvaded than in invaded sites, especially in winter and spring. Sites invaded by E. camaldulensis had higher litter build‐up than non‐invaded sites, but this appears to have little effect on soil‐nutrient regimes. It appears that restoration following removal of invasive stands of E. camaldulensis will not require major interventions to return soil to pre‐invasion conditions. Copyright © 2014 John Wiley & Sons, Ltd.     

水轮机调速系统健康状态的预测研究

通过对水轮机调速系统设备诊断方法的研究,提出采用故障树与专家系统相结合的方法,去实现水轮机调速系统健康状态预测的研究。对调速系统健康状况预测的相关参量信号进行监测、采集、记录、分析和诊断,进而达到对其进行全面性能评价和健康状态预测的目的。有助于电站运行人员实时了解调速系统的健康状态,及早发现系统可能存在的故障,以节省维修时间,提高工作效率。     

某型液压系统状态监测方法研究

某型发射装置是某型导弹发射车上的关键部件,承担着调平、撤收、起竖、回平、锁定等功能。其可靠性水平直接影响着整个武器系统作战效能的发挥,以其中的起竖系统为例进行故障树的构建和最小割集的求解,对压力和温度监测方案进行探讨,设计出其关键部件的状态监测方案。     

Model to evaluate the cost-effectiveness of different antibiotics in the management of acute bacterial exacerbations of chronic bronchitis in Germany

Summary

This study investigated the primary cost-drivers and determinants of the cost-effectiveness of antibacterial treatment of acute bacterial exacerbations of chronic bronchitis (ABECB) in Germany. It assessed the health care costs and consequences related to treatment initiated in the community using macrolides, fluoroquinolones, penicillins, and cephalosporins. Patients were categorised according to disease severity. Decision analysis was used to consider the clinical and economic consequences of various treatment options from first-line treatment initiated by a primary care physician in the community until success or failure after third-line treatment in hospital.

The key cost drivers were the clinical success/failure rates of first-line treatment and the cost per day of hospitalisation. Antibiotics with the cheapest purchase price are not necessarily the most cost-effective first-line treatment. In more severe ABECB, drug acquisition costs are only a small proportion of the total healthcare costs because the extra costs associated with treatment failure are much greater than the acquisition costs of the first-line antibiotics. Thus the most cost-effective first-line treatment is one which results in consistently high clinical effectiveness due to its broad spectrum of activity, low rate of bacterial resistance, and high patient compliance. Of the antibiotics considered, none was consistently found to be the most cost-effective treatment across the full range of scenarios investigated. However, the fluoroquinolones and cephalosporins were generally more cost-effective than the macrolides and penicillins.     

An improved spanning tree approach for the reliability analysis of supply chain collaborative network

A higher degree of reliability in the collaborative network can increase the competitiveness and performance of an entire supply chain. As supply chain networks grow more complex, the consequences of unreliable behaviour become increasingly severe in terms of cost, effort and time. Moreover, it is computationally difficult to calculate the network reliability of a Non-deterministic Polynomial-time hard (NP-hard) all-terminal network using state enumeration, as this may require a huge number of iterations for topology optimisation. Therefore, this paper proposes an alternative approach of an improved spanning tree for reliability analysis to help effectively evaluate and analyse the reliability of collaborative networks in supply chains and reduce the comparative computational complexity of algorithms. Set theory is employed to evaluate and model the all-terminal reliability of the improved spanning tree algorithm and present a case study of a supply chain used in lamp production to illustrate the application of the proposed approach.