黄浦江下游吴淞口站低潮位重现期研究

黄浦江为感潮河流,低潮位重现期的确定对黄浦江航道的设计具有重要意义。为了准确估计黄浦江低潮位的重现期,以黄浦江下游吴淞口站年最低潮位序列为例,在对样本进行三性审查的基础上,分别采用传统的数理统计方法和时变矩方法进行水文频率分析。结果表明:吴淞口站年最低潮位序列在1996年发生了变异;还现修正后的序列服从位置参数线性时变的GEV模型,低潮位存在缓慢的上升趋势;一致性条件下百年一遇低潮位约为0.261 m,在非一致性条件下其重现期增大为150 a。非一致性条件下的重现期增大说明黄浦江现有的航道设计标准偏安全,航道通航保证率提高。     

宁夏宁东供水工程主机设备形式参数选择与国际招标

宁东供水工程供水水泵共有卧式和立式离心泵2种方案可供选择,也是工程论证时争论的焦点,经综合比较及主机设备的国际招标,最终确定了奥地利安德里兹公司的卧式双吸中开式离心泵为宁东供水工程的供水水泵。     

横泉水库大坝土料碾压试验

在取得土料场土料物理力学性质参数的情况下，遵循碾压试验基本原理、方法及参数组合，进行了现场碾压试验，通过试验成果的分析，得出了大坝碾压试验结论，为大坝土方填筑提供了技术依据。     

Is Volatility the Best Predictor of Market Crashes?

The objective of this paper is to determine the best predictor of equity market crashes by focusing particularly on volatility and market liquidity. In finance, volatility has traditionally been regarded as the best measure of market risk. However, this paper shows that the forecast value of market liquidity, in particular our modified calculated market depth, predicts equity market crashes much more accurately than does the forecast values of EGARCH or Implied Volatility.     

河口水流、波浪、潮流、泥沙、河床变形二维数学模型

根据河口“波浪掀沙，潮流输沙”的泥沙运动机制，引入“波浪幅射应力”反应波浪对水体和泥沙的驱动力．考虑波浪对底部泥沙作用力、波浪对水流挟沙能力的影响及风场对水流和泥沙运动的影响．同时考虑泥沙粒径大小、水体含盐度、含沙量及水流紊动程度等因素对絮凝沉速的影响．用ＡＤＩ算法求解沿水深平均方程，破开算子法解悬移质不平衡输沙方程及河床变形方程，引入通度概念处理岸滩不规则边界，建立河口水流、波浪、潮流、泥沙、河床变形二维数学模型．通过实测资料及卫星摇感图像对所建数学模型进行检验，表明它可以较好地预测河口泥沙的运动     

NUMERICAL MODEL FOR DYNAMIC SIMULATION OF TRAFFIC FLOW

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A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations

This paper provides a side-by-side comparison of loan-level statistical models for fixed- and adjustable-rate mortgages. Multinomial logit models for quarterly conditional probabilities of default and prepayment are estimated. We find that the estimated impacts of embedded option values for prepayment and default are generally quite similar across both FRM and ARM loans, providing additional empirical support for the basic predictions of the options theory. We also find that differences in estimates of conditional probabilities of prepayment and default associated with mortgage age, origination period, original LTV, and relative loan size, indicate the continued significance of these other economic and demographic factors for empirical models of mortgage terminations.     

梯形断面水力计算的一种新方法

本文从梯形水力最优断面的基本思路出发，通过理论分析找到了梯形断面水力计算的一种新方法——即通过特征参数进行梯形断面的水力计算。     

水电工程坝基岩体研究现状与发展的思考

以国内部分重点水电工程为例，对我国水电工程建设中坝基岩体质量分类、主要岩石力学参数的选取、大坝建基面的确定及弱风化岩体利用情况进行总结与分析；指出简化的坝基岩体多因子分类、岩体力学参数的提取与岩体质量分类相配套、按等值线提取岩体物理力学参数并动态确定大坝建基面的方法，应是水电工程坝基工程岩体研究的发展趋势。     

Nonparametric estimation of distribution functions

Summary Using Silverman and Young’s (1987) idea of rescaling a rescaled smoothed empirical distribution function is defined and investigated when the smoothing parameter depends on the data. The rescaled smoothed estimator is shown to be often better than the commonly used ordinary smoothed estimator.