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基于Copula的外汇投资组合风险分析 被引量:50
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作者 吴振翔 叶五一 缪柏其 《中国管理科学》 CSSCI 2004年第4期1-5,共5页
本文简要介绍了ArchimedeanCopula,并运用ArchimedeanCopula给出了确定两种外汇最小风险(VaR)投资组合的方法。并用这个方法,对欧元和日元的投资组合做了相应的风险分析,得到了二者的最小风险投资组合,并对不同置信水平下VaR和组合系数... 本文简要介绍了ArchimedeanCopula,并运用ArchimedeanCopula给出了确定两种外汇最小风险(VaR)投资组合的方法。并用这个方法,对欧元和日元的投资组合做了相应的风险分析,得到了二者的最小风险投资组合,并对不同置信水平下VaR和组合系数做了敏感性分析。 展开更多
关键词 ARCHIMEDEAN COPULA VaR(Value at Risk) 投资组合 外汇
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非英语专业EFL学生英语作文中的介词at——基于语料库的研究 被引量:29
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作者 陈建生 《山东外语教学》 2002年第5期51-53,56,共4页
介词是英语中一个使用频率相当高的词类.但是,根据语料库统计的数字,英语语篇中所使用的介词总教的90%集中在频率最高的14个介词.如果英语学习者掌握了这些高频介词的用法,也就基本上掌握了英语中绝大多数介词的用法.因此,确切了解学生... 介词是英语中一个使用频率相当高的词类.但是,根据语料库统计的数字,英语语篇中所使用的介词总教的90%集中在频率最高的14个介词.如果英语学习者掌握了这些高频介词的用法,也就基本上掌握了英语中绝大多数介词的用法.因此,确切了解学生对介词的使用情况对英语教学具有重要的意义.本文以非英语专业学生英语作文语料库为数据来源,研究学生作文中介词at的用法,以期对大学英语教学提供有益的信息. 展开更多
关键词 非英语专业 EFL 学生英语作文 介词 剑桥英语考试 at 语料库
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铅和镉污染对大羽藓生理特性的影响 被引量:27
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作者 魏海英 方炎明 尹增芳 《应用生态学报》 CAS CSCD 北大核心 2005年第5期982-984,共3页
This paper dealt with the effects of Pb 2+,Cd 2+ and their combined pollution on the contents of chlorophyll,potassium and calcium in Thuidium cymbifolium.The results showed that except at 0.1 mg Cd 2+·L -1,the c... This paper dealt with the effects of Pb 2+,Cd 2+ and their combined pollution on the contents of chlorophyll,potassium and calcium in Thuidium cymbifolium.The results showed that except at 0.1 mg Cd 2+·L -1,the chlorophyll content decreased with increasing Pb 2+ and Cd 2+ concentrations,which was 18% of the control at 100 mg Cd 2+·L -1,and decreased by 48.6% at 200 mg Pb 2+·L -1.The potassium and calcium contents also decreased with increasing pollutants concentrations,being decreased by 61.1% at 100 mg Cd 2+·L -1.Cd 2+ had a stronger toxicity than Pb 2+,and the toxicity of their combined pollution was stronger than that of each pollutant.Pb 2+ could increase the toxicity of Cd 2+. 展开更多
关键词 生理特性 大羽藓 镉污染 CD^2+ PB^2+ effects CONTENT control with the and The was at mg
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Relationship of atmospheric boundary layer depth with thermodynamic processes at the land surface in arid regions of China 被引量:30
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作者 ZHANG Qiang ZHANG Jie +1 位作者 QIAO Juan WANG Sheng 《Science China Earth Sciences》 SCIE EI CAS 2011年第10期1586-1594,共9页
The atmospheric boundary layer (ABL) is an important physical characteristic of the Earth's atmosphere. Compared with the typical ABL, the ABL in arid regions has distinct features and is formed by particular mecha... The atmospheric boundary layer (ABL) is an important physical characteristic of the Earth's atmosphere. Compared with the typical ABL, the ABL in arid regions has distinct features and is formed by particular mechanisms. In this paper, the depth of the diurnal and nocturnal ABLs and their related thermodynamic features of land surface processes, including net radiation, the ground-air temperature difference and sensible heat flux, under typical summer and winter conditions are discussed on the basis of comprehensive observations of the ABL and thermodynamic processes at the land surface carried out in the extreme arid zone of Dunhuang. The relationships of the ABL depth in the development and maintenance stages with these thermodynamic features are also investigated. The results show that the depth of the ABL is closely correlated with the thermodynamic features in both development and maintenance stages and more energy is consumed in the development stage. Further analysis indicates that wind velocity also affects ABL development, especially the development of a stable boundary layer in winter. Taken together, the analysis results indicate that extremely strong thermodynamic processes at the land surface are the main driving factor for the formation of a deep ABL in an arid region. 展开更多
关键词 arid region deep atmospheric boundary layer development and maintenance thermodynamic process at the land surface main driving factor
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Comparative Analysis of JmjC Domain-containing Proteins Reveals the Potential Histone Demethylases in Arabidopsis and Rice 被引量:26
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作者 Falong Lu Guanglin Li +3 位作者 Xia Cui Chunyan Liu Xiu-Jie Wang Xiaofeng Cao 《Journal of Integrative Plant Biology》 SCIE CAS CSCD 2008年第7期886-896,共11页
Histone methylation homeostasis is achieved by controlling the balance between methylation and demethylation to maintain chromatin function and developmental regulation. In animals, a conserved Jumonji C (JmjC) doma... Histone methylation homeostasis is achieved by controlling the balance between methylation and demethylation to maintain chromatin function and developmental regulation. In animals, a conserved Jumonji C (JmjC) domain was found in a large group of histone demethylases. However, it is still unclear whether plants also contain the JmjC domain- containing active histone demethylases. Here we performed genome-wide screen and phylogenetic analysis of JmjC domain-containing proteins in the dicot plant, Arabidopsis, and monocot plant rice, and found 21 and 20 JmjC domain-containing, respectively. We also examined the expression of JmjC domain-containing proteins and compared them to human JmjC counterparts for potential enzymatic activity. The spatial expression patterns of the Arabidopsis JmjC domain-containing genes revealed that they are all actively transcribed genes. These active plant JmjC domain-containing genes could possibly function in epigenetic regulation to antagonize the activity of the large number of putative SET domain-containing histone methyltransferase activity to dynamically regulate histone methylation homeostasis. 展开更多
关键词 at JMJ DEMETHYLASE DEMETHYLatION HISTONE Jumonji C METHYLatION Os JMJ.
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关于修改后刑事诉讼法执行情况的若干思考 被引量:26
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作者 孙谦 《国家检察官学院学报》 CSSCI 北大核心 2015年第3期3-13,172,共12页
《人民检察》2015年第7期刊登了最高人民检察院副检察长孙谦同志的"关于修改后刑事诉讼法执行情况的若干思考"一文,现予转载,以飨读者。
关键词 the Revised Law of CRIMINAL Procedure CRIME Control Human RIGHTS Protection EXCLUSION of Illegally Obtained Evidence RESIDENTIAL Surveillance at a Designated RESIDENCE
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相关风险函数VaR的界 被引量:11
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作者 史道济 王爱莉 《系统工程》 CSCD 北大核心 2004年第9期42-45,共4页
以VaR作为风险测度,利用Copula的有关理论给出美元/英镑和加元/英镑两支汇率的风险函数在一定水平下的VaR的最优边界。在比较不同类Copula的相关性时,用Kendallτ作为比较的依据。本文的方法对其他风险测度和由更多金融产品组成的组合... 以VaR作为风险测度,利用Copula的有关理论给出美元/英镑和加元/英镑两支汇率的风险函数在一定水平下的VaR的最优边界。在比较不同类Copula的相关性时,用Kendallτ作为比较的依据。本文的方法对其他风险测度和由更多金融产品组成的组合投资同样适用。 展开更多
关键词 COPULA 相关风险 Fr6chet边界 Kendall τ VaR(Value at Risk)
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Fairness-Oriented Hybrid Precoding for Massive MIMO Maritime Downlink Systems with Large-Scale CSIT 被引量:23
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作者 Chengxiao Liu Wei Feng +1 位作者 Te Wei Ning Ge 《China Communications》 SCIE CSCD 2018年第1期52-61,共10页
Different from conventional cellular networks, a maritime communication base station(BS) has to cover a much wider area due to the limitation of available BS sites. Accordingly the performance of users far away from t... Different from conventional cellular networks, a maritime communication base station(BS) has to cover a much wider area due to the limitation of available BS sites. Accordingly the performance of users far away from the BS is poor in general. This renders the fairness among users a challenging issue for maritime communications. In this paper, we consider a practical massive MIMO maritime BS with hybrid digital and analog precoding. Only the large-scale channel state information at the transmitter(CSIT) is considered so as to reduce the implementation complexity and overhead of the system. On this basis, we address the problem of fairness-oriented precoding design. A max-min optimization problem is formulated and solved in an iterative way. Simulation results demonstrate that the proposed scheme performs much better than conventional hybrid precoding algorithms in terms of minimum achievable rate of all the users, for the typical three-ray maritime channel model. 展开更多
关键词 maritime communication massive MIMO hybrid precoding large-scale channel state information at the transmitter(CSIT) max-min fairness
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Arterial spin labeling in neuroimaging 被引量:23
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作者 Sasitorn Petcharunpaisan Joana Ramalho Mauricio Castillo 《World Journal of Radiology》 CAS 2010年第10期384-398,共15页
Arterial spin labeling(ASL) is a magnetic resonance imaging technique for measuring tissue perfusion using a freely diffusible intrinsic tracer.As compared with other perfusion techniques,ASL offers several advantages... Arterial spin labeling(ASL) is a magnetic resonance imaging technique for measuring tissue perfusion using a freely diffusible intrinsic tracer.As compared with other perfusion techniques,ASL offers several advantages and is now available for routine clinical practice in many institutions.Its noninvasive nature and ability to quantitatively measure tissue perfusion make ASL ideal for research and clinical studies.Recent technical advances have increased its sensitivity and also extended its potential applications.This review focuses on some basic knowledge of ASL perfusion,emerging techniques and clinical applications in neuroimaging. 展开更多
关键词 ARTERIAL SPIN LABELING Continuous ARTERIAL SPIN LABELING Pulsed ARTERIAL SPIN LABELING Pseudocontinuous ARTERIAL SPIN LABELING Velocity-selective ARTERIAL SPIN LABELING TERRITORIAL ARTERIAL SPIN LABELING ARTERIAL SPIN LABELING at multiple inversion times Perfusion-based functional magnetic resonance imaging
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Regional applicability of seven meteorological drought indices in China 被引量:22
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作者 YANG Qing LI MingXing +1 位作者 ZHENG ZiYan MA ZhuGuo 《Science China Earth Sciences》 SCIE EI CAS CSCD 2017年第4期745-760,共16页
The definition of a drought index is the foundation of drought research.However,because of the complexity of drought,there is no a unified drought index appropriate for different drought types and objects at the same ... The definition of a drought index is the foundation of drought research.However,because of the complexity of drought,there is no a unified drought index appropriate for different drought types and objects at the same time.Therefore,it is crucial to determine the regional applicability of various drought indices.Using terrestrial water storage obtained from the Gravity Recovery And Climate Experiment,and the observed soil moisture and streamflow in China,we evaluated the regional applicability of seven meteorological drought indices:the Palmer Drought Severity Index(PDSI),modified PDSI(PDSI_CN) based on observations in China,self-calibrating PDSI(scPDSI),Surface Wetness Index(SWI),Standardized Precipitation Index(SPI),Standardized Precipitation Evapotranspiration Index(SPEI),and soil moisture simulations conducted using the community land model driven by observed atmospheric forcing(CLM3.5/ObsFC).The results showed that the scPDSI is most appropriate for China.However,it should be noted that the scPDSI reduces the value range slightly compared with the PDSI and PDSI_CN;thus,the classification of dry and wet conditions should be adjusted accordingly.Some problems might exist when using the PDSI and PDSI_CN in humid and arid areas because of the unsuitability of empiricalparameters.The SPI and SPEI are more appropriate for humid areas than arid and semiarid areas.This is because contributions of temperature variation to drought are neglected in the SPI,but overestimated in the SPEI,when potential evapotranspiration is estimated by the Thornthwaite method in these areas.Consequently,the SPI and SPEI tend to induce wetter and drier results,respectively.The CLM3.5/ObsFC is suitable for China before 2000,but not for arid and semiarid areas after 2000.Consistent with other drought indices,the SWI shows similar interannual and decadal change characteristics in detecting annual dry/wet variations.Although the long-term trends of drought areas in China detected by these seven drought indices during 1961-2013 are consistent, 展开更多
关键词 Surface sensible heating Tibetan-Iranian Plateau coupling system(TIPS) Water vapor convergence Upper troposphere and lower stratosphere circulation Cooling center at tropopause
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英语短语动词语义构成的认知探索 被引量:19
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作者 王朝培 《西南民族大学学报(人文社会科学版)》 北大核心 2006年第9期219-223,共5页
笔者将隐喻方法和概念合成理论结合,尝试提出解释英语短语动词成语化语义形成的新模式。认为,短语动词的语义构成经历了分别隐喻化过程、意义匹配过程、选择投射过程和意义整合过程,以感知经验和百科知识为依据,在语言的不断使用和发展... 笔者将隐喻方法和概念合成理论结合,尝试提出解释英语短语动词成语化语义形成的新模式。认为,短语动词的语义构成经历了分别隐喻化过程、意义匹配过程、选择投射过程和意义整合过程,以感知经验和百科知识为依据,在语言的不断使用和发展过程中逐渐形成了其相对固定、高度成语化的语义,最终固化在语言中。 展开更多
关键词 短语动词 语义构成 隐喻 概念合成 OVER at
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Volcanism at the Permian-Triassic Boundary in South China and Its Effects on Mass Extinction 被引量:21
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作者 Yin Hongfu, Huang Siji, Zhang Kexin, Yang Fengqing, Ding Meihua, Bi Xianmei and Zhang Suxin China University of Geosciences, Wuhan, Hubei 《Acta Geologica Sinica(English Edition)》 SCIE CAS CSCD 1989年第4期417-431,450-451,共17页
This paper discusses the clayrocks widespread at the Permian-Triassic boundary, which are mostly of volcanic origin. Volcanogenetic textures, structures and minerals such as high-temperature quartz are found in clayro... This paper discusses the clayrocks widespread at the Permian-Triassic boundary, which are mostly of volcanic origin. Volcanogenetic textures, structures and minerals such as high-temperature quartz are found in clayrocks at the Permian-Triassic boundary in many places. Thousands of microspherules have been collected from the Boundary clayrocks, many of which exhibit the typical features of the process from melting to cooling and solidification. indicating that they were formed by volcanic eruption or extraterrestrial impact. Volcanic effects on the Permian-Triassic mass extinction may be reflected in conodonts, algae and ammonoids. The Boundary clayrocks are found in many Permian-Triassic sections along the coast of Tethys. Their orighin remains to be studied. 展开更多
关键词 Volcanism at the Permian-Triassic Boundary in South China and Its Effects on Mass Extinction MASS
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GEOMETRICALLY INVARIANT WATERMARKING BASED ON RADON TRANSFORMATION 被引量:19
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作者 CaiLian DuSidan GaoDuntang 《Journal of Electronics(China)》 2005年第3期301-306,共6页
The weakness of classical watermarking methods is the vulnerability to geometrical distortions that widely occur during normal use of the media. In this letter, a new image- watermarking method is presented to resist ... The weakness of classical watermarking methods is the vulnerability to geometrical distortions that widely occur during normal use of the media. In this letter, a new image- watermarking method is presented to resist Rotation, Scale and Translation (RST) attacks. The watermark is embedded into a domain obtained by taking Radon transform of a circular area selected from the original image, and then extracting Two-Dimensional (2-D) Fourier magnitude of the Radon transformed image. Furthermore, to prevent the watermarked image from degrading due to inverse Radon transform, watermark signal is inversely Radon transformed individually. Experimental results demonstrate that the proposed scheme is able to withstand a variety of attacks including common geometric attacks. 展开更多
关键词 Copyright protection AUTHENTICatION Radon transformation Geometrical at- tacks Invariant centroid
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Web用户访问模式挖掘研究 被引量:6
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作者 陈新中 李岩 杨炳儒 《计算机科学》 CSCD 北大核心 2003年第3期27-29,43,共4页
With the rapid development of Internet ,Web usage mining plays very important role in many fields includ-ing personalizing information service ,improving designs and service of Web sites ,developing the personal elect... With the rapid development of Internet ,Web usage mining plays very important role in many fields includ-ing personalizing information service ,improving designs and service of Web sites ,developing the personal electric com-merce ,building adaptive Web sites, promoting the reputation and income of Web sites. The paper introduces the defi-nition and classification of Web mining firstly,then the main technology and method of Web log preprocessing,the pri-mary algorithm of Web usage mining ,the evaluation method and important applications of Web usage mining are dis-cussed in detail. At the end ,the trend and research course concerning the Web usage mining are concluded. 展开更多
关键词 WEB 用户访问模式 WWW 信息挖掘 数据挖掘
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ON SOLUTION OF A KIND OF RIEMANN BOUNDARY VALUE PROBLEM WITH SQUARE ROOTS 被引量:18
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作者 路见可 《Acta Mathematica Scientia》 SCIE CSCD 2002年第2期145-149,共5页
Solution of the Riemann boundary value problem with square roots (1.1) for analytic functions proposed in [1] is reconsidered, which was solved under certain assumptions on the branch points appeared. Here the work is... Solution of the Riemann boundary value problem with square roots (1.1) for analytic functions proposed in [1] is reconsidered, which was solved under certain assumptions on the branch points appeared. Here the work is continued without these assumptions and the problem is solved in the general case. 展开更多
关键词 Riemann boundary value problem branch points INDEX order at infinity sectionally holomorphic functions
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Clinical study on the changes of the tumor target volume and organs at risk in helical tomotherapy for nasopharyngeal carcinoma 被引量:18
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作者 LU Na FENG Lin-chun +3 位作者 CAI Bo-ning HOU Jun WANG Yun-lai XIE Chuan-bin 《Chinese Medical Journal》 SCIE CAS CSCD 2012年第1期87-90,共4页
Background Helical tomotherapy (HT) is a new image-guided intensity-modulated radiation therapy (IMRT).The aim of this study was to evaluate the changes in the target volume and organs at risk (OARs) of patients... Background Helical tomotherapy (HT) is a new image-guided intensity-modulated radiation therapy (IMRT).The aim of this study was to evaluate the changes in the target volume and organs at risk (OARs) of patients with nasopharyngeal carcinoma (NPC) during helical tomotherapy.Methods Forty-three patients with NPC and treated via HT from March 2008 to January 2010 were reviewed retrospectively.Repeated CT scanning and plan adaptation were conducted at the 20th fraction during radiotherapy.The volumetric differences between the two scans were evaluated for nasopharyngeal tumor and retro- pharyngeal lymph nodes (GTVnx),neck lymph nodes (GTVnd),and parotid glands,as well as the axial diameter of the head.Results The median interval between the two scans was 25 days (23-28 days).The volumetric decrease in GTVnx was 30.1% (median,29.8%) and in GTVnd 41.6% (median,45.9%).The variation in the GTVnd volume was correlated with the weight loss of the patient.The volume of the left parotid gland decreased by 35.5% (median,33.4%) and of the right parotid glands decreased by 36.8% (median,33.5%).The axial diameter of the head decreased by 9.39% (median,9.1%).Conclusions The target volume and OARs of patients with NPC varied considerably during HT.These changes may have potential dosimetric effects on the target volume and/or OARs and influence the clinical outcome.Repeated CT scanning and replanning during the HT for NPC patients with a large target volume or an obvious weight loss are recommended. 展开更多
关键词 nasopharyngeal carcinoma helical tomotherapy target volume organs at risk
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核密度估计在预测风险价值中的应用 被引量:16
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作者 唐林俊 杨虎 张洪阳 《数学的实践与认识》 CSCD 北大核心 2005年第10期29-35,共7页
通过研究核密度估计理论,提出了一种适应估计金融时间序列分布的L ap lace核密度函数.在单变量核密度估计的基础上建立了风险价值(V a lua at R isk,简记为VaR)预测的预测模型.通过对核密度估计变异系数的加权处理建立了两种加权VaR预... 通过研究核密度估计理论,提出了一种适应估计金融时间序列分布的L ap lace核密度函数.在单变量核密度估计的基础上建立了风险价值(V a lua at R isk,简记为VaR)预测的预测模型.通过对核密度估计变异系数的加权处理建立了两种加权VaR预测模型.最后,通过上证指数收益率对建立的VaR预测模型进行了实证分析,结果显示两种加权方法对上证指数收益率的VaR预测具有较高的效率. 展开更多
关键词 核密度估计 LAPLACE分布 风险价值(Valua at Risk) 预测模型 风险价值 LAPLACE 应用 加权处理
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GARCH-EVT模型在动态VaR中的应用 被引量:13
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作者 高莹 周鑫 金秀 《东北大学学报(自然科学版)》 EI CAS CSCD 北大核心 2008年第4期601-604,共4页
在综合考虑金融资产收益数据分布的波动集群性和厚尾特征,尤其是波动的条件异方差对动态VaR估计的影响的基础上,运用极值理论(EVT),建立了GARCH-EVT模型,计算了上海证券市场综合指数的动态VaR,并且将GARCH-EVT模型与GARCH-NORMAL模型进... 在综合考虑金融资产收益数据分布的波动集群性和厚尾特征,尤其是波动的条件异方差对动态VaR估计的影响的基础上,运用极值理论(EVT),建立了GARCH-EVT模型,计算了上海证券市场综合指数的动态VaR,并且将GARCH-EVT模型与GARCH-NORMAL模型进行比较.通过实证分析,并利用后验测试,结果表明GARCH-EVT模型优于GARCH-NORMAL模型.GARCH-EVT模型很好地解决了波动集群性和厚尾现象,为管理者和投资者提供了一个控制风险、预测收益的量化工具. 展开更多
关键词 动态VaR(value at risk) GARCH 极值理论 波动 厚尾
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XML文档存取控制研究 被引量:9
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作者 王德强 许峰 +1 位作者 茅兵 谢立 《计算机研究与发展》 EI CSCD 北大核心 2004年第3期426-435,共10页
提出了一种基于授权树的XML存取控制标记算法 ,通过①避免在每个XML结点上进行授权匹配 ;②避免在每个结点上进行授权冲突解决 ;③避免标记每个结点 ,有效地改善了处理性能 另外 ,提出了一种灵活的、用户可配置的授权冲突解决模式 。
关键词 XML XMI文档树 存取控制 授权冲突解决模式 授权树
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县域医疗共同体建设背景下的乡镇卫生院效率 被引量:17
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作者 管文博 梁笛 黄葭燕 《中国卫生资源》 北大核心 2021年第3期258-262,267,共6页
目的了解我国乡镇卫生院的运行现状及县域医疗共同体建设前后的效率变化,为政府相关部门决策提供参考依据。方法用数据包络分析和Malmquist指数,分析我国29个省(自治区、直辖市)的乡镇卫生院的投入产出效率。结果29个省(自治区、直辖市... 目的了解我国乡镇卫生院的运行现状及县域医疗共同体建设前后的效率变化,为政府相关部门决策提供参考依据。方法用数据包络分析和Malmquist指数,分析我国29个省(自治区、直辖市)的乡镇卫生院的投入产出效率。结果29个省(自治区、直辖市)的乡镇卫生院的技术效率均数为0.773,最高为1.000,最低为0.384,效率的地区差异较明显。2016—2018年,除纯技术效率略有上升外,全要素生产率、技术效率、技术均有所下降。乡镇卫生院整体运行效率较低,产出不足与投入冗余是主要原因,规模效率和技术制约了乡镇卫生院生产率的增长。结论建议:因地制宜,优化卫生资源配置;发挥政府主导作用,完善医疗共同体配套政策;引导居民转变就医理念,合理就医。 展开更多
关键词 县域医疗共同体integrated service delivery network at county level 乡镇卫生院township hospital 效率efficiency 数据包络分析data envelopment analysis DEA Malmquist指数Malmquist index
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