计算机碰撞检测算法的研究

基于传统的碰撞检测算法,采用并行算法中的分治策略和破对称技术,将不同的类别指派到不同的处理器,从而加速了碰撞检测的执行。     

基于多时相HJ卫星的渭干河-库车河绿洲主要农作物种植信息提取

在3S技术的支持下全面、快速、客观地监测农作物种植信息,对于正确的把握该区域的农业结构和布局,进行作物种植空间格局的调整和优化有着十分重要的意义.本文以渭干河-库车河洲绿洲为研究区,根据农作物的物候规律和季相节律的差异性特点,选取2012年的3景不同时相的HJ卫星CCD遥感数据,ENVI下基于CART算法的决策树规则自动提取主要农作物覆盖信息,然后以野外GPS调查点为依据,对决策树方法预分类结果进行修正,成功提取了研究区的玉米、棉花和小麦的种植面积,总体精度达到了91.73％.结果表明HJ卫星CCD影像可以很好地应用于农作物提取,而且CART算法的分类精度较高,能较好地反映作物的分布状况,可为该地区主要作物种植结构调整提供一定的依据.     

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。     

中欧班列口岸站通关风险分析------基于FTA-BN模型

为有效提升中欧班列运行效率,更好发挥其在“一带一路”倡议下的重要作用,构建了FTA-BN模型针对中欧班列通关时间风险开展分析评估。针对问题的特点,利用故障树映射及Expectations Maximization算法等工具获取了完善的贝叶斯网络结构及节点参数。以此为基础对中欧班列通关时间风险进行多方面的推理分析,最终确定报关、审单等相关风险事件为通关效率的关键影响环节,为中欧班列运营管理工作提供了可靠的基础手段。     

基于集对故障树方法的电网安全运行风险评估模型

本文首先对电网安全运行风险进行分析,并结合实际情况,运用故障树法构建电网安全运行模型;然后,利用集对分析的概念及其运算法则推导出集对与门算子和集对或门算子;接着,采取集对分析方法,得出具有确定性与不确定性的各个底事件的联系度;最后,以算例表明本文所提出的集对故障树分析法是可行的,既能实现对电网安全运行风险的度量,又避免了以往采用概率度量的不准确性,能更好地描述电网运行风险的真实程度。     

两阶段实物期权的供应链模型研究

在一个单期、两级供应链中供应商和销售商共同开发投资一种新型产品,在此情况下,本文分别对不考虑期权和引入期权两种情况进行分析:考虑期权的情况下,在投资和销售两阶段分别引入投资延迟期权和销售量担保期权,通过对模型分析与求解发现,销售商通过购买期权将风险部分转移给供应商,供应商获得风险补偿的同时,由于承担了更多的风险将谨慎投资,从而使供应链整体风险得到有效控制,并且实现资金的有效配置。     

Effect of Cross-Border E-Business Policy on the Export Trade of an Emerging Market: A Dynamic Study of Institutional Support to Cross-Border E-Business at Chinese Pilot Cities

Policies to offer institutional support to cross-border E-business are processed in the development of export at emerging markets. This research estimates the effect of institutional support to cross-border E-business on export trade in an emerging market by a difference-in-difference model. It is found that the institutional support to cross-border E-business at the pilot cities had a positive effect on export trade. Further, a decision tree of predictions to export is developed, based on the cross-border E-business policy and regional economic factors shown to have effect on export, and the complex network of interconnections across the cities in different conditions is revealed. The estimation of probability for export increase based on the effect of cross-border E-business policy is further performed by Bayesian model. This research can be helpful to policy makers and business administrators in understanding the effect of cross-border E-business policies on export at emerging markets.     

控制变量技术在美式期权定价中的应用

全球期权交易大多是美式期权,但美式期权的路径依赖特征导致其比欧式期权定价更具复杂性。Black-Scholes定价模型对美式看跌期权不存在解析公式,无法求其精确解。一些比较成熟的数值计算方法对美式期权定价有局限性：如Monte Carlo模拟法是前导程序,而美式期权的边界是自由的,故Monte Carlo模拟法不能正确对其定价;二叉树定价模型虽然适合各种期权估价,但存在缺陷,如精度问题。控制变量技术是一种方差缩减方法,利用控制变量技术修正二叉树定价模型定价的美式期权价值,可以提高美式期权估值的精度。     

Calibration to American options: numerical investigation of the de-Americanization method

American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods for American options that are based on Monte Carlo, tree and partial differential equation methods. We present an alternative approach that has become popular under the name de-Americanization in the financial industry. The method is easy to implement and enjoys fast run-times (compared to a direct calibration to American options). Since it is based on ad hoc simplifications, however, theoretical results guaranteeing reliability are not available. To quantify the resulting methodological risk, we empirically test the performance of the de-Americanization method for calibration. We classify the scenarios in which de-Americanization performs very well. However, we also identify the cases where de-Americanization oversimplifies and can result in large errors.     

核桃举肢蛾发生与防治技术的探讨

核桃举肢蛾是专食核桃青果的害虫。此虫在丹凤县发生1—2代,以老熟幼虫在核桃树冠下1～2cm深的表土层中结茧越冬。其发生轻重与核桃生境条件、降水量等有关。文章主要提出了以树盘垦复为基础、树冠喷药为应急手段、生物防治为辅助措施的综合防治办法。