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Spatial-temporal variance of reclamation soil physical and chemical character in opencast mine region 被引量:2
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作者 HU Ye-cui LI Xin-ju +2 位作者 FANG Yu-dong LIU Xue-ran ZHONG Wei-jing 《Journal of Coal Science & Engineering(China)》 2009年第4期399-403,共5页
In order to study the effects of soil compaction, and soil physical and chemicalcharacteristics after land reclamation, selected lands that were reclaimed after 1, 2, 3, 4,and 5 a, respectively, in the Majiata Mine of... In order to study the effects of soil compaction, and soil physical and chemicalcharacteristics after land reclamation, selected lands that were reclaimed after 1, 2, 3, 4,and 5 a, respectively, in the Majiata Mine of the Shendong Open Pit; tested the effects ofsoil compaction; and collected soil samples from 5 different depths, which are 0-7.62,7.62-15.24, 15.24-22.86, 22.86-30.48, and 30.48-38.10 cm, respectively. The resultsshow that: Land reclamation leads to soil compaction. The lowest effect of soil compaction is in the top layer and the highest one at the depth of 20-30 cm; The bulk density of reclaimed soil is higher than that of undisturbed soil; this declines with the reclamation and nearly reaches the level of undisturbed soil after 5-year reclamation;The content of reclaimed soil nutrients is lower than that of undisturbed soil. The lowest one is inthe soil dumping site, which reaches the level of undisturbed soil after 5-year reclamation;The pH value of reclaimed soil is lower than that of undisturbed soil. The highest one isin the soil dumping site; this declines with the reclamation. 展开更多
关键词 opencast reclaimed soil soil characteristics spatial-temporal variation
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Spatial-temporal distribution and emission of urban scale air pollutants in Hefei based on Mobile-DOAS 被引量:1
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作者 Zhidong Zhang Pinhua Xie +8 位作者 Ang Li Min Qin Jin Xu Zhaokun Hu Xin Tian Feng Hu Yinsheng Lv Jiangyi Zheng Youtao Li 《Journal of Environmental Sciences》 2025年第5期238-251,共14页
As a significant city in the Yangtze River Delta regions,Hefei has experienced rapid changes in the sources of air pollution due to its high-speed economic development and urban expansion.However,there has been limite... As a significant city in the Yangtze River Delta regions,Hefei has experienced rapid changes in the sources of air pollution due to its high-speed economic development and urban expansion.However,there has been limited research in recent years on the spatial-temporal distribution and emission of its atmospheric pollutants.To address this,this study conducted mobile observations of urban roads using the Mobile-DOAS instrument from June 2021 to May 2022.The monitoring results exhibit a favourable consistent with TROPOMI satellite data and ground monitoring station data.Temporally,there were pronounced seasonal variations in air pollutants.Spatially,high concentration of HCHO and NO_(2)were closely associated with traffic congestion on roadways,while heightened SO_(2)levels were attributed to winter heating and industrial emissions.The study also revealed that with the implementation of road policies,the average vehicle speed increased by 95.4%,while the NO concentration decreased by 54.4%.In the estimation of urban NO_(x)emission flux,it was observed that in temporal terms,compared with inventory data,the emissions calculated viamobile measurements exhibitedmore distinct seasonal patterns,with the highest emission rate of 349 g/sec in winter and the lowest of 142 g/sec in summer.In spatial terms,the significant difference in emissions between the inner and outer ring roads also suggests the presence of the city’s primary NO_(x)emission sources in the area between these two rings.This study offers data support for formulating the next phase of air pollution control measures in urban areas. 展开更多
关键词 Mobile-DOAS HCHO NO_(2) SO_(2) spatial-temporal distribution NOx emission
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Determination of Fracture Plane Orientation Using the Variance Method under Multiaxial Loading
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作者 Mbaiyelkom Esdras Ngargueudedjim Kimtangar +2 位作者 Bianzeube Tikri Kenmeugne Bienvenu Fogue Médard 《Open Journal of Applied Sciences》 2025年第2期411-424,共14页
The prediction of the fracture plane orientation in fatigue is a scientific topic and remains relevant for every type of material. However, in this work, we compared the orientation of the fracture plane obtained expe... The prediction of the fracture plane orientation in fatigue is a scientific topic and remains relevant for every type of material. However, in this work, we compared the orientation of the fracture plane obtained experimentally through tests on specimens under multiaxial loading with that calculated by the variance method. In the statistical approach criteria, several methods have been developed but we have presented only one method, namely the variance method using the equivalent stress. She assumes that the fracture plane orientation is the one on which the variance of the equivalent stress is maximum. Three types of equivalent stress are defined for this method [1]: normal stress, shear stress and combined normal and shear stress. The results obtained were compared with experimental results for multiaxial cyclic stress states, and it emerges that the variance method for the case of combined loading is conservative as it gives a better prediction of the fracture plane. 展开更多
关键词 Biaxial Fatigue Fracture Plane Orientation Critical Fracture Plane variance Method Fatigue Criteria
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Spatial-Temporal Coupling and Determinants of Digital Economy and High-Quality Development: Insights from the Yellow River Region
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作者 Zhang Shu Wang Kangqing Guo Jinlong 《全球城市研究(中英文)》 2025年第2期1-17,149,共18页
In the current situation of decelerating economic expansion,examining the digital economy(DE)as a novel economic model is beneficial for the local economy’s sustainable and high-quality development(HQD).We analyzed p... In the current situation of decelerating economic expansion,examining the digital economy(DE)as a novel economic model is beneficial for the local economy’s sustainable and high-quality development(HQD).We analyzed panel data from the Yellow River(YR)region from 2013 to 2021 and discovered notable spatial variances in the composite index and coupling coordination of the two systems.Specifically,the downstream region exhibited the highest coupling coordination,while the upstream region had the lowest.We identified that favorable factors such as economic development,innovation,industrial upgrading,and government intervention can bolster the coupling.Our findings provide a valuable framework for promoting DE and HQD in the YR region. 展开更多
关键词 High-quality development Digital economy spatial-temporal coupling the Yellow River region
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Identifying the Impact of Preconstruction Elements on Project Time Variances
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作者 Sogol Salary Matthew Reyes 《Journal of Civil Engineering and Architecture》 2025年第1期9-21,共13页
Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control ... Working toward an efficient duration and timeline for the preconstruction phase should be one of the main objectives for project owners.Failing to plan for and coordinate preconstruction decisions in order to control preconstruction duration and manage time variances can lead to financial insecurities,incomplete contract documents,permitting issues,and unrealistic schedules and resource allocation during this phase.To minimize time variances and ensure a productive decision-making process,project owners should be familiar with critical elements in a project that cause variances in the preconstruction phase timeline.In this study,the impacts of eleven critical preconstruction elements on time variances were analyzed.These eleven preconstruction elements are considered critical in how they impact time variances during the preconstruction phase.They were determined to be critical based either on significantly impacting time variance during the preconstruction phase or believed to be critical from findings from previous studies,however,the findings from this study showed no significant impact on the time variances.In most previous studies focusing on the elements impacting project schedules,data were collected by surveying construction professionals.In this study,objective and quantitative data related to project preconstruction elements were used as opposed to self-reported data.Using the results of this study,project owners and stakeholders will be able to evaluate the critical preconstruction elements impacting the timing of their projects and prioritize decisions related to the critical elements early on during the preconstruction phase. 展开更多
关键词 Preconstruction time variances critical preconstruction elements objective data.
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MSSTGCN: Multi-Head Self-Attention and Spatial-Temporal Graph Convolutional Network for Multi-Scale Traffic Flow Prediction
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作者 Xinlu Zong Fan Yu +1 位作者 Zhen Chen Xue Xia 《Computers, Materials & Continua》 2025年第2期3517-3537,共21页
Accurate traffic flow prediction has a profound impact on modern traffic management. Traffic flow has complex spatial-temporal correlations and periodicity, which poses difficulties for precise prediction. To address ... Accurate traffic flow prediction has a profound impact on modern traffic management. Traffic flow has complex spatial-temporal correlations and periodicity, which poses difficulties for precise prediction. To address this problem, a Multi-head Self-attention and Spatial-Temporal Graph Convolutional Network (MSSTGCN) for multiscale traffic flow prediction is proposed. Firstly, to capture the hidden traffic periodicity of traffic flow, traffic flow is divided into three kinds of periods, including hourly, daily, and weekly data. Secondly, a graph attention residual layer is constructed to learn the global spatial features across regions. Local spatial-temporal dependence is captured by using a T-GCN module. Thirdly, a transformer layer is introduced to learn the long-term dependence in time. A position embedding mechanism is introduced to label position information for all traffic sequences. Thus, this multi-head self-attention mechanism can recognize the sequence order and allocate weights for different time nodes. Experimental results on four real-world datasets show that the MSSTGCN performs better than the baseline methods and can be successfully adapted to traffic prediction tasks. 展开更多
关键词 Graph convolutional network traffic flow prediction multi-scale traffic flow spatial-temporal model
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A structured distributed learning framework for irregular cellular spatial-temporal traffic prediction
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作者 Xiangyu Chen Kaisa Zhang +4 位作者 Gang Chuai Weidong Gao Xuewen Liu Yibo Zhang Yijian Hou 《Digital Communications and Networks》 2025年第5期1457-1468,共12页
Spatial-temporal traffic prediction technology is crucial for network planning,resource allocation optimizing,and user experience improving.With the development of virtual network operators,multi-operator collaboratio... Spatial-temporal traffic prediction technology is crucial for network planning,resource allocation optimizing,and user experience improving.With the development of virtual network operators,multi-operator collaborations,and edge computing,spatial-temporal traffic data has taken on a distributed nature.Consequently,noncentralized spatial-temporal traffic prediction solutions have emerged as a recent research focus.Currently,the majority of research typically adopts federated learning methods to train traffic prediction models distributed on each base station.This method reduces additional burden on communication systems.However,this method has a drawback:it cannot handle irregular traffic data.Due to unstable wireless network environments,device failures,insufficient storage resources,etc.,data missing inevitably occurs during the process of collecting traffic data.This results in the irregular nature of distributed traffic data.Yet,commonly used traffic prediction models such as Recurrent Neural Networks(RNN)and Long Short-Term Memory(LSTM)typically assume that the data is complete and regular.To address the challenge of handling irregular traffic data,this paper transforms irregular traffic prediction into problems of estimating latent variables and generating future traffic.To solve the aforementioned problems,this paper introduces split learning to design a structured distributed learning framework.The framework comprises a Global-level Spatial structure mining Model(GSM)and several Nodelevel Generative Models(NGMs).NGM and GSM represent Seq2Seq models deployed on the base station and graph neural network models deployed on the cloud or central controller.Firstly,the time embedding layer in NGM establishes the mapping relationship between irregular traffic data and regular latent temporal feature variables.Secondly,GSM collects statistical feature parameters of latent temporal feature variables from various nodes and executes graph embedding for spatial-temporal traffic data.Finally,NGM generates future traffic based on latent temporal and spatial feature variables.The introduction of the time attention mechanism enhances the framework’s capability to handle irregular traffic data.Graph attention network introduces spatially correlated base station traffic feature information into local traffic prediction,which compensates for missing information in local irregular traffic data.The proposed framework effectively addresses the distributed prediction issues of irregular traffic data.By testing on real world datasets,the proposed framework improves traffic prediction accuracy by 35%compared to other commonly used distributed traffic prediction methods. 展开更多
关键词 Network measurement and analysis Distributed learning Irregular time series Cellular spatial-temporal traffic Traffic prediction
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Non-negative least squares variance component estimation of mixed additive and multiplicative random error model
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作者 Hao Xiao Leyang Wang 《Geodesy and Geodynamics》 2025年第5期617-623,共7页
In the variance component estimation(VCE)of geodetic data,the problem of negative VCE is likely to occur.In the ordinary additive error model,there have been related studies to solve the problem of negative variance c... In the variance component estimation(VCE)of geodetic data,the problem of negative VCE is likely to occur.In the ordinary additive error model,there have been related studies to solve the problem of negative variance components.However,there is still no related research in the mixed additive and multiplicative random error model(MAMREM).Based on the MAMREM,this paper applies the nonnegative least squares variance component estimation(NNLS-VCE)algorithm to this model.The correlation formula and iterative algorithm of NNLS-VCE for MAMREM are derived.The problem of negative variance in VCE for MAMREM is solved.This paper uses the digital simulation example and the Digital Terrain Mode(DTM)to prove the proposed algorithm's validity.The experimental results demonstrated that the proposed algorithm can effectively correct the VCE in MAMREM when there is a negative VCE. 展开更多
关键词 Mixed additive and multiplicative random error model Stochastic model Non-negative least squares variance component estimation
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Identification Method for RLG Random Errors Based on Allan Variance and Equivalent Theorem 被引量:3
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作者 唐江河 付振宪 邓正隆 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2009年第3期273-278,共6页
An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances ... An identification method using Allan variance and equivalent theorem is proposed to identify non-stationary sensor errors mixed out of different simple noises. This method firstly derives the discrete Allan variances of all component noises inherent in noise sources in terms of their different equations; then the variances are used to estimate the parameters of all component noise models; finally, the original errors are represented by the sum of the non-stationary component noise model and the equivalent m... 展开更多
关键词 Allan variance equivalent theorem NON-STATIONARY auto-regressive and moving average model ring laser gyro
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Spatial-temporal Evolvement Characteristics of Climate Productivity for the Plants on Inner Mongolia Desert Steppe 被引量:5
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作者 韩芳 苗百岭 +3 位作者 郭瑞清 李兴华 那日苏 王海 《Meteorological and Environmental Research》 CAS 2010年第5期76-79,共4页
Thornthwaite Memorial model and other statistic methods were used to calculate the climate-productivity of plants with the meteorological data from 1961 to 2007 at 9 stations distributed on Inner Mongolia desert stepp... Thornthwaite Memorial model and other statistic methods were used to calculate the climate-productivity of plants with the meteorological data from 1961 to 2007 at 9 stations distributed on Inner Mongolia desert steppe.The spatial and temporal variation characteristics of climate-productivity were analyzed by using the methods of the tendency rate of the climate trend,accumulative anomaly,and spatial difference and so on.The results showed that the climate-productivity kept linear increased trend over Inner Mongolia desert steppe in recent 47 years,but not significant.In spatial distribution,the climate-productivity reduced with the increased latitude.The climate-productivity in southwest part of Inner Mongolia desert steppe was growing while that in the southeast was reducing.The variation rate of the climate-productivity increased from the northwest part to the southeast part of Inner Mongolia desert steppe.In recent 47 years,the climate-productivity in southeast Jurh underwent the greatest decreasing extent,and the region was the sensitive area of the climate-productivity variation. 展开更多
关键词 Desert steppe Climate productivity spatial-temporal distribution Variation rate China
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Variance Type of Capsule Morphological Characters in Platycodon grandiflorum Population 被引量:6
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作者 金江山 严一字 +2 位作者 李斗哲 朴锦 王丽丽 《Agricultural Science & Technology》 CAS 2009年第5期140-142,共3页
[ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate diff... [ Objective] The aim was to study variance type of capsule morphological characters in Platycodon grandiflorum population, and provide some theoretical basis for seeking to genetic markers which can differentiate different P. grandiflorum and breeding new varieties. [ Method] According to shape morphological characters of capsule from the same population of perennial purple P. gandiflorum, seven types of distinct di- versity capsule were selected, variance analysis and multiple comparison on the length, diameter, length/diameter of the different types of capsule were carried out. [ Result] There is unicolor and bicolor, even trichrome, among main color was brown and purple. Capsule shape was main cone, furthermore, containing long roller type, spheroidicity and sphericity. [ Conclusion] P. gandiflorum capsule was divided into long form, short form and middle type from length/diameter size in perennial culture P. gandiflorum population. 展开更多
关键词 Platycodon grandiflorum population CAPSULE variance type
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Study on the Relationship among Forest Fire,Temperature and Precipitation and Its Spatial-temporal Variability in China 被引量:9
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作者 吕爱锋 《Agricultural Science & Technology》 CAS 2011年第9期1396-1400,共5页
[Objective] The aim was to discuss the relationship between forest fire and meterological elements (precipitation and temprature) in each region of China.[Method] Firstly,the average precipitation and temperature in... [Objective] The aim was to discuss the relationship between forest fire and meterological elements (precipitation and temprature) in each region of China.[Method] Firstly,the average precipitation and temperature in forest area of each province in fire season were obtained based on meterological data,forest distribution data,seasonal and monthly data of forest fire in China.Secondly,the relationship among forest fire area,precipitation and temperature was discussed through temporal and correlation analysis.[Result] The changes of precipitation and temperature with time could reflect the annual variation of fire area well.Forest fire area went up with the decrease of precipitation and increase of temprature,and visa versa.Meanwhile,there existed diffirences in the relationship in various regions over time.Correlation analyses revealed that there was positive correlation between forest fire area and temperature,especailly Northwest China (R=0.367,P〈0.01),Southwest China (R=0.327,P〈0.05),South China (R=0.33,P〈0.05),East China (R=0.516,P〈0.01) and Xinjiang (R=0.447,P〈0.05) with obviously positive correlation.At the same time,the correlation between forest fire area and precipitation was significantly positive in Northwest China (R=0.482,P〈0.01),while it was significantly negaive in South China (R=-0.323,P=0.03),but there was no significant correlation in other regions.[Conclusion] Relationships between forest fire and meteorological elements (precipitation and temprature) revealed in the study would be useful for fire provention and early warning in China. 展开更多
关键词 Forest fire PRECIPITATION TEMPERATURE spatial-temporal variability
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基于mean-variance的服务集群负载均衡方法 被引量:7
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作者 包晓安 魏雪 +2 位作者 陈磊 胡国亨 张娜 《电信科学》 北大核心 2017年第1期1-8,共8页
大量并发请求任务进行分配时,负载调度机制是通过最小化响应时间及最大化节点利用率实现网络中节点的负载均衡,在基于遗传算法的负载均衡算法中,适应度函数设计对服务集群负载均衡效率产生重要的影响。对此提出了一种基于mean-variance... 大量并发请求任务进行分配时,负载调度机制是通过最小化响应时间及最大化节点利用率实现网络中节点的负载均衡,在基于遗传算法的负载均衡算法中,适应度函数设计对服务集群负载均衡效率产生重要的影响。对此提出了一种基于mean-variance的服务集群负载均衡方法对适应度函数进行优化,采用投资组合选择模型mean-variance进行最小化响应时间,以得到每个服务器资源利用率的权重,从而获得最优的分配组合,进而提高适应度函数的准确性和有效性。在不同服务环境下与其他模型进行比较,仿真结果表明,本文的负载均衡算法在节点利用率和响应时间方面使服务集群得到了更好的均衡。 展开更多
关键词 负载均衡 mean-variance模型 遗传算法 负载调度
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Spatial-Temporal Distribution Characteristics and Limiting Factors of Medium-low Yield Farmland in Tianjin
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作者 潘洁 吕雄杰 +1 位作者 肖辉 陆文龙 《Agricultural Science & Technology》 CAS 2015年第3期578-582,共5页
[Objective] This paper aimed to understand the area change and distribu- tion of medium-low yield farmland, and offered basis to the improvement of mediumlow farmland and its increase of grain production in Tianjin. [... [Objective] This paper aimed to understand the area change and distribu- tion of medium-low yield farmland, and offered basis to the improvement of mediumlow farmland and its increase of grain production in Tianjin. [Method] Based on the statistical date of Tianjin and its relevant counties and districts, the yield standard was set up to classify high-yield, medium-yield and low-yield farmland in Tianjin. The author analyzed area change of medium-low yield farmland in six agricultural counties and districts (including Jixian County, Wuqing District, Baodi District, Ninghe County, Jinghai County and Dagang district of Binghai New Area) from 1980 to 2010. [Result] The results showed that the average yield of grain rose from 2 445 kg/hm^2 in 1980 to 5 130 kg/hm^2 in 2010, increasing 109.82%. The area of mediumlow yield farmland was reduced from 291 250.13 hm^2 in 1985 to 76 489.87 hm^2 in 2010, coming down 74%. In Tianjin, the area of medium-low yield farmland of 2010 accounted for 19% of the total farmland, of which the ratios of medium-low yield farmland of Jinghai County, Jixian County, Dagang district of Binghai New Area, Wuqing District, Baodi District and Ninghe County were 43.12%, 18.59%, 17.23%, 14.01%, 7.05% and 0, respectively. Low soil nutrient content, drought and water shortage, as well as soil salinization were the main yield limiting factors to mediumlow yield farmland in Tianjin in 2010. [Conclusion] The countermeasures to improve the medium-low yield farmland were proposed, involving enhancing the investment of the government, strengthening the construction of water conservancy infrastructure, further improving the soil fertility, as well as saline and alkaline land, optimizing the farming system and planting drought and salt tolerance crops, etc. 展开更多
关键词 Medium-low yield farmland spatial-temporal distribution Limiting factors TIANJIN
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Variance Gamma过程与股票期权定价中的波动率偏度的纠正 被引量:6
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作者 奚炜 《系统工程》 CSCD 北大核心 2003年第1期29-32,共4页
针对 Black- Scholes期权定价模型在股票期权定价中的波动率偏度的定价偏差 ,介绍一种新的改进模型来纠正波动率偏度 ,这种改进模型是通过将 Black- Scholes期权定价模型中的布朗运动过程替换为 variance gamma过程来实现的。在给出相... 针对 Black- Scholes期权定价模型在股票期权定价中的波动率偏度的定价偏差 ,介绍一种新的改进模型来纠正波动率偏度 ,这种改进模型是通过将 Black- Scholes期权定价模型中的布朗运动过程替换为 variance gamma过程来实现的。在给出相应欧式看涨期权价格的解析解的基础上 ,对改进模型的定价性能进行实证检验。 展开更多
关键词 varianceGamma过程 股票期权定价 波动率偏度 期权定价模型 恒生指数期权 股票价格
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Spatial-temporal Evolution and Driving Force of Cultivated Land Quality in Henan Province
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作者 宋艳华 《Agricultural Science & Technology》 CAS 2017年第11期2106-2112,2126,共8页
The purpose of this study was to find out the spatial-temporal rules and driving force of cultivated land quality in Henan Province in the last ten years. Agricultural land grading factor evaluation was used to evalua... The purpose of this study was to find out the spatial-temporal rules and driving force of cultivated land quality in Henan Province in the last ten years. Agricultural land grading factor evaluation was used to evaluate the cultivated land quality of 2002 and 2012 in Henan Province, and to research the change laws. Method of correlation coefficient was employed to select the driving forces affecting cultivated land quality evolution. The results indicated that the cultivated land quality in Henan Province increased slightly in the last ten years in general, and in spatial there were unchanged regions, increased regions and decreased regions. The cultivated land quality in spatial presented the trend of good becoming better, bad becoming worse, which should be highly valued in cultivated land quality protection and management. Land development and consolidation projects had significant contributions to increasing the cultivated land quality. Driving forces between the sudden change regions and gradual change regions were significantly different. The paper concluded that the research on the spatial-temporal evolution and driving force of cultivated land quality based on cultivated land quality evolution had important academic significance and practical value. 展开更多
关键词 Cultivated land quality spatial-temporal evolution Driving force Sudden change region Gradual change region Henan Province
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摩擦市场条件下的Mean-Variance-Skewness模型
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作者 周洪涛 王宗军 曾宇容 《华中科技大学学报(自然科学版)》 EI CAS CSCD 北大核心 2006年第6期122-124,共3页
在投资组合选择模型中考虑了资产收益率分布中正的偏度水平,并通过引入一些市场摩擦因素建立了摩擦市场条件下的Mean-Variance-Skewness模型.提出了一个新的遗传算法加速其搜索收敛过程,解决了该模型的计算复杂性问题.在该模型框架内对... 在投资组合选择模型中考虑了资产收益率分布中正的偏度水平,并通过引入一些市场摩擦因素建立了摩擦市场条件下的Mean-Variance-Skewness模型.提出了一个新的遗传算法加速其搜索收敛过程,解决了该模型的计算复杂性问题.在该模型框架内对交易费用和税收等市场摩擦因素进行了敏感性分析.研究证明资产收益率分布的偏度水平是与投资者的决策相关的,市场摩擦因素对投资者的决策行为也有直接的影响.因此,考虑摩擦市场条件下基于正偏度水平偏好的最优投资组合模型对投资者有很强的实践指导价值. 展开更多
关键词 资本市场 Mean-variance-Skewness模型 摩擦市场 遗传算法
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Variance Gamma模型下欧式与美式期权的柳树法定价 被引量:1
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作者 姚怡 许威 《同济大学学报(自然科学版)》 EI CAS CSCD 北大核心 2020年第8期1232-1240,共9页
现有的Variance Gamma模型下期权定价方法计算复杂,工作量大,因此提出了欧式与美式期权的快速定价柳树法。在构建过程中,使用Johnson曲线构造服从VG过程的资产价格节点,并用傅里叶余弦级数近似的方法计算资产价格节点之间的转移概率。最... 现有的Variance Gamma模型下期权定价方法计算复杂,工作量大,因此提出了欧式与美式期权的快速定价柳树法。在构建过程中,使用Johnson曲线构造服从VG过程的资产价格节点,并用傅里叶余弦级数近似的方法计算资产价格节点之间的转移概率。最后,从理论上证明柳树法定价欧式期权的收敛性。通过数值实验,表明柳树法与现有方法相比有相同的精度,但计算速度更快。 展开更多
关键词 欧式期权 美式期权 柳树法 variance Gamma模型
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Turbulent Variance Characteristics of Temperature and Humidity over a Non-uniform Land Surface for an Agricultural Ecosystem in China 被引量:9
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作者 高志球 卞林根 +2 位作者 谌志刚 Michael SPARROW 张佳华 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2006年第3期365-374,共10页
This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a n... This paper describes the application of the variance method for flux estimation over a mixed agricultural region in China. Eddy covariance and flux variance measurements were conducted in a near-surface layer over a non-uniform land surface in the central plain of China from 7 June to 20 July 2002. During this period, the mean canopy height was about 0.50 m. The study site consisted of grass (10% of area), beans (15%), corn (15%) and rice (60%). Under unstable conditions, the standard deviations of temperature and water vapor density (normalized by appropriate scaling parameters), observed by a single instrument, followed the Monin-Obukhov similarity theory. The similarity constants for heat (CT) and water vapor (Cq) were 1.09 and 1.49, respectively. In comparison with direct measurements using eddy covariance techniques, the flux variance method, on average, underestimated sensible heat flux by 21% and latent heat flux by 24%, which may be attributed to the fact that the observed slight deviations (20% or 30% at most) of the similarity "constants" may be within the expected range of variation of a single instrument from the generally-valid relations. 展开更多
关键词 turbulent fluxes eddy covariance flux variance non-uniform land surface
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