风险中性过程的非参数估计

无套利定价理论说明，任何衍生证券定价都可以在基础资产价格(或收益)的风险中性过程基础上进行，而且方差函数的估计是估计风险中性过程的关键问题，由于方差不可观测，采用特定的参数模型将是危险的。本文主要讨论时间序列模型下条件方差函数的非参数估计，对核估计和局部多项式估计给出确定窗宽的M-图方法，并给出时间序列模型下衍生证券定价的风险中性调整方法，最后作了模拟计算。     

链环的trip矩阵

ZULLI L首先构造了一个用于计算纽结Kauffman尖括号多项式的模2矩阵,纽结的trip矩阵.为了构造链环的trip矩阵,引入了一个带标识的穿有m个孔的圆盘来取代纽结情形下的圆盘,其中m为链环的分支数.主要结果为:定理若状态S是从状态AA…A经过i1,i2,…,ip位置上的标记替换(A换成B)而得的状态.设Ts是将trip矩阵T的左上角的n×n子块中ai1i1,ai2i2,…,aipip之值进行替换(0→1或1→0)所得的矩阵,则#(L|S)=n+m-秩(Ts).因此计算链环Kauffman尖括号多项式就归结为计算一组模2矩阵的秩.     

CL-18的合成

CL-18是根据TATB和BTF两种化合物的分子结构特征所设计并已合成的，其分子兼具TATB和BTF的分子特征，一方面，氨基的推电子效应使C-NO2键能增强，又由于氨基与硝基的氧原子间形成强的分子内和分子间氢键，更增强了分子的稳定性，因而具有优良的热稳定性和较低的感度。另一方面，分子中引入氧化呋咱基团，可明显提高化合物的密度和爆轰性能。在钝感冲击片雷管和钝感传爆药中具有潜在的应用前景。     

高等代数习题课浅谈

在数学课的教学中，特别是压缩教学课时后往往容易忽视习题课的作用，本通过实例说明习题课有利于帮助学生正确理解基本概念和掌握数学基本方法，有利于引导学生对教学内容与问题进行分析，使在学习中正确掌握所学知识点，有利于提高分析问题和解决实际问题的能力。同时通过教学实例对如何上好习题课提出了看法。     

一类矩阵多项式的秩特征

给出了一类矩阵多项式的秩特征定理及它的多种证法.     

基于Gabor小波纹理特征的目标识别新方法

给出了一种基于Gabor小波纹理特征的目标识别新方法．主要是利用Gabor小波设计了一种多通道小波滤波器。对图像目标直接进行小波变换，用Gabor小波变换系数的模的平均值和其标准方差来表示抽取的图像目标的特征，把获得的小波特征归一化后输入到改进的BP神经网络分类器进行分类识别．最后。进行了一系列的仿真实验，结果表明，这种特征提取方法能有效提取图像目标纹理特征，并且对噪音和形状的变化具有鲁棒性．在应用于目标识别时，神经网络的训练时间减少到lOmin，识别率达到94％．     

Spatial Characteristics of Head-Related Transfer Function

The spatial characteristics of head-related transfer functions (HRTFs) are studied by a spatial Fourier analysis.A law of the HRTF spatial sampling in different elevation planes is obtained, and the corresponding spatial interpolating method used to recover the continuous HRTF is proposed. The method is valid, for the average error between the measured and interpolated HRTFs in the horizontal plane is about 0.5%. These results provide guidance for the discrete spatial measurement of HRTFs.     

Theoretical analysis of the acoustical characteristics of suspended micro-perforated panel absorbers

Sound absorption characteristics of suspended micro-perforated panel absorbers were investigated theoretically. The method of half thickness model of such panel absorber with quadripole analysis was used for predicting its acoustic performance. The analysis results show that the predictions agree well with the measurements of absorption in the reverberation chamber. The factors affecting the absorption characteristics for such absorbers were discussed, and some rules as design guidelines were given.     

Fractal Character for Tortuous Streamtubes in Porous Media

An analytical model for fractal dimension of tortuous streamtubes in porous media is derived. The proposed fractal dimension for tortuous streamtubes in porous media is expressed as a function of porosity and scale, and there is no empirical constant in the proposed expression. The model predictions for the fractal dimension of tortuous streamtubes in porous media are in good agreement with those by the box-counting method and with the observations of other researchers.     

ON THE RATE OF WEIGHTED Lp CONVERGENCE BY THE GRUENWALD INTERPOLATORY OPERATORS

This paper gives the weighted Lp convergence rate estimations of the Gruenwald interpolatory polynomials based on the zeros of Chebyshev polymomials of the first kind,and proves that the order of the estimations is optimal for p≥1.