本文通过Lee and Mykland(2008)的跳检验统计量和GMM估计方法分析了我国股票市场的跳跃行为,并基于所估计的(跳跃)扩散模型对我国股指期货的定价表现进行分析与评估。实证结果表明,我国股票市场存在明显的跳跃风险,特别是在股指期货推...本文通过Lee and Mykland(2008)的跳检验统计量和GMM估计方法分析了我国股票市场的跳跃行为,并基于所估计的(跳跃)扩散模型对我国股指期货的定价表现进行分析与评估。实证结果表明,我国股票市场存在明显的跳跃风险,特别是在股指期货推出的初期,股市存在较大的跳跃性。另外,考虑跳的样本内模型定价表现都明显的优于未考虑跳的样本内模型定价表现,而考虑跳的样本外模型定价预测能力只略优于未考虑跳的样本外模型定价预测能力。跳跃强度绝对水平特征比相对水平特征具有更好的样本内拟合性,而跳跃强度相对水平特征比绝对水平特征具有更好的样本外预测性。展开更多
In order to study the three jump training and competition on knee joint impact damage degree,left knee joint of one healthy male athletes is used as the research object,a complete knee three-dimensional model was esta...In order to study the three jump training and competition on knee joint impact damage degree,left knee joint of one healthy male athletes is used as the research object,a complete knee three-dimensional model was established based on the jumper’s knee CT scan and magnetic resonance imaging(MRI),including the femur,tibia,fibula,patella and knee major cartilage,ligaments.The multi-body dynamics analysis(MDA)and finite element analysis(FEA)method are used to calculate the three jump,jump starting,landing process of athletes knee joint impact,the state should change the status of stress,strain and displacement.The results show that in the three jump process,the load on the lateral contact area of the knee joint is the largest,the displacement is the largest,and it increases with the impact of jump and landing.This exacerbated the degree of wear and tear of the tibia,it tends to induce knee injury in athletes.The results show that the combination of finite element and MDA can better study the knee joint’s shock and vibration during the three-level jump training and competition,and these open up a new research method for the knee joint injury.It also provides a certain reference for the prevention and treatment of knee joint injury.展开更多
We analyze mathematical models governing planar flow of chemical reaction from unburnt gases to burnt gases in certain physical regimes in which diffusive effects such as viscosity and heat conduction are significant....We analyze mathematical models governing planar flow of chemical reaction from unburnt gases to burnt gases in certain physical regimes in which diffusive effects such as viscosity and heat conduction are significant. These models can be then formulated as the Navier-Stokes equations for exothermically reacting compressible fluids. We first establish the existence and dynamic behavior, including stability, regularity, and large-time behavior, of global discontinuous solutions of large oscillation to the Navier-Stokes equations with constant adiabatic exponent γ and specific heat Cv. Our approach for the existence and regularity is to combine the difference approximation techniques with the energy methods, total variation estimates, and weak convergence arguments to deal with large jump discontinuities; and for large-time behavior is an a posteriori argument directly from the weak form of the equations. The approach and ideas we develop here can be applied to solving a more complicated model where γand cv vary as the phase changes; and we then describe this model in detail and contrast the results on the asymptotic behavior of the solutions of these two different models. We also discuss other physical models describing dynamic combustion.展开更多
文摘本文通过Lee and Mykland(2008)的跳检验统计量和GMM估计方法分析了我国股票市场的跳跃行为,并基于所估计的(跳跃)扩散模型对我国股指期货的定价表现进行分析与评估。实证结果表明,我国股票市场存在明显的跳跃风险,特别是在股指期货推出的初期,股市存在较大的跳跃性。另外,考虑跳的样本内模型定价表现都明显的优于未考虑跳的样本内模型定价表现,而考虑跳的样本外模型定价预测能力只略优于未考虑跳的样本外模型定价预测能力。跳跃强度绝对水平特征比相对水平特征具有更好的样本内拟合性,而跳跃强度相对水平特征比绝对水平特征具有更好的样本外预测性。
基金This study is sponsored by the National Natural Science Foundation project(51304076)of Chinait is supported by Hunan Provincial Department of Education Scientific Research Project(17C0863).
文摘In order to study the three jump training and competition on knee joint impact damage degree,left knee joint of one healthy male athletes is used as the research object,a complete knee three-dimensional model was established based on the jumper’s knee CT scan and magnetic resonance imaging(MRI),including the femur,tibia,fibula,patella and knee major cartilage,ligaments.The multi-body dynamics analysis(MDA)and finite element analysis(FEA)method are used to calculate the three jump,jump starting,landing process of athletes knee joint impact,the state should change the status of stress,strain and displacement.The results show that in the three jump process,the load on the lateral contact area of the knee joint is the largest,the displacement is the largest,and it increases with the impact of jump and landing.This exacerbated the degree of wear and tear of the tibia,it tends to induce knee injury in athletes.The results show that the combination of finite element and MDA can better study the knee joint’s shock and vibration during the three-level jump training and competition,and these open up a new research method for the knee joint injury.It also provides a certain reference for the prevention and treatment of knee joint injury.
基金Supported by the National Natural Science Foundation of China(11271312,11261056)the China Postdoctoral Science Foundation(20110491750,2012T50836)the Natural Science Foundation of Xinjiang(2011211B08)
基金Supported in part by the National Science Foundation under Grants DMS-9971793, INT-9987378,and INT-9726215.Supported in part by the National Science Foundation under Grant DMS-9703703.Supported in part by the National Science Foundation under Grants
文摘We analyze mathematical models governing planar flow of chemical reaction from unburnt gases to burnt gases in certain physical regimes in which diffusive effects such as viscosity and heat conduction are significant. These models can be then formulated as the Navier-Stokes equations for exothermically reacting compressible fluids. We first establish the existence and dynamic behavior, including stability, regularity, and large-time behavior, of global discontinuous solutions of large oscillation to the Navier-Stokes equations with constant adiabatic exponent γ and specific heat Cv. Our approach for the existence and regularity is to combine the difference approximation techniques with the energy methods, total variation estimates, and weak convergence arguments to deal with large jump discontinuities; and for large-time behavior is an a posteriori argument directly from the weak form of the equations. The approach and ideas we develop here can be applied to solving a more complicated model where γand cv vary as the phase changes; and we then describe this model in detail and contrast the results on the asymptotic behavior of the solutions of these two different models. We also discuss other physical models describing dynamic combustion.
