VaR方法在营销信用风险管理中的应用

根据VaR风险度量的原理,借鉴J.P.摩根的信用计量CreditMetries模型中信用等级转移的思想,构建了应收账款回收期内受信企业信用状况转移矩阵,并据此计算出企业营销信用VaR值,为企业信用销售决策提供依据.通过将VaR方法引入企业的风险管理框架中,以期提高企业营销风险管理水平.     

状态价格密度的局部多项式估计及其在VaR中的应用(英文)

本文应用局部多项式拟合方法来估计金融资产价格中隐含的状态价格密度(SPD),在较弱的条件下证明了SPD的估计是相合的。然后基于SPD我们提出了包含经济价值的VaR。从这个意义上讲它比传统的VaR更合理。最后针对Black-Scholes模型进行了数值模拟和失败率检验以评价本文方法的好坏。     

微电网及控制方法研究

介绍了微电网中微电源的控制方法和微电网的综合控制方法。分析了不同情况下微电源的控制方法，指出各种不同控制方法的优缺点。要根据微型电网的各种不同的类型来灵活地确定需要的控制方法。     

玻璃熔窑数值模拟的计算方法和计算机语言的使用

本文阐述了在玻璃熔窑数值模拟过程中所采用的几种方法，比较了各种方法的优缺点，并且介绍了模拟所采用的各种不同语言。对方法和语言的使用进行了分析，提出了看法。     

玻璃熔窑数值模拟的计算方法和计算机语言的使用

本文阐述了在玻璃熔窑数值模拟过程中所采用的几种方法，比较了各种方法的优缺点，并且介绍了模拟所采用的各种不同语言。对方法和语言的使用进行了分析，提出了看法。     

基于主成分分析的投资组合VaR计算的扰动分析

主成分分析法在风险价值（VaR）的计算中可有效地减小问题计算的规模。本文研究了基于主成分分析的投资组合VaR的计算以及由于市场因子的扰动对计算规模的影响,讨论了市场因子存在扰动时主成分个数的变化,给出了不改变主成分个数的扰动界的估计。     

用面元法预报吊舱推进器水动力性能

面元法的各个环节有不同的数值处理方法，不同的方法计算结果有所不同，通过时各种方法的计算结果进行比较，得到适合螺旋桨计算的数值处理方法。用面元法时吊舱螺旋桨的水动力性能进行了计算，得到了吊舱推进器的敞水曲线和轴承力。     

常用碳化物增强钢基复合材料的制备方法和研究进展

本文对国内外用几种碳化物颗粒增强钢铁基复合材料研究进展进行了综述，比较了不同性能的碳化物颗粒制备方法和应用领域的不同，分析了各种制备方法的特点，并指出存在的问题及今后的发展趋势。     

车牌字符识别技术

本文分析了车牌字符识别的技术要点，对照了各种不同的解决方法，最后指出了分级分类技术是保证车牌识别快速性和准确性的良好方法。     

灌装机灌装时间的计算研究

液料的灌装根据灌装与定量方法的不同有多种情况，讨论和分析了各种情况下灌装时间的计算方法，给出了程序框图，编制了简洁实用的设计计算程序。     

Insertion of triangulated surfaces into a meccano tetrahedral discretization by means of mesh refinement and optimization procedures

In this paper, we present a new method for inserting several triangulated surfaces into an existing tetrahedral mesh generated by the meccano method. The result is a conformal mesh where each inserted surface is approximated by a set of faces of the final tetrahedral mesh. First, the tetrahedral mesh is refined around the inserted surfaces to capture their geometric features. Second, each immersed surface is approximated by a set of faces from the tetrahedral mesh. Third, following a novel approach, the nodes of the approximated surfaces are mapped to the corresponding immersed surface. Fourth, we untangle and smooth the mesh by optimizing a regularized shape distortion measure for tetrahedral elements in which we move all the nodes of the mesh, restricting the movement of the edge and surface nodes along the corresponding entity they belong to. The refining process allows approximating the immersed surface for any initial meccano tetrahedral mesh. Moreover, the proposed projection method avoids computational expensive geometric projections. Finally, the applied simultaneous untangling and smoothing process delivers a high‐quality mesh and ensures that the immersed surfaces are interpolated. Several examples are presented to assess the properties of the proposed method.     

The Research of Anti-Wear Properties of Organomolybdenum Compounds in the Engine Oils

A four-ball tester was used to evaluate the anti-wear performance of three kinds of organomolybdemun compounds in the engine oils, i. e., molybdenum dialkyldithiophosphate (MoDDP), molybdenum dialkyldithiocarbamate ( MoDTC), and sulphur and phosphorus freeorganomolybdeum (Molybdate). The results indicate that a low concentration of MoDDP doesn' t improve the anti-wear properties of the commercial engine oils, but a high concentration of MoDDP can obviously improve the anti-wear properties and the load-carrying capacity of the engine oils. MoDTC doesn' t improve the antiwear properties of the engine oils, but worsens the anti-wear properties of the oils. Signifi can timprove ment of frictional and wear characteristics is obtained with Molybdate added in the commercial engine oils and the formulated oils.     

Certification Institutions Expected to Update and Transfer Information on Present Standards

Standards are the basis for production enterprises to organize production, ex-factory inspection, trade (delivery) and technical exchanges, product certification, quality arbitration and supervision.……     

Flow calorimeter for enthalpy increment measurements on condensed gases

A flow calorimeter for enthalpy increment measurements on condensed gases is presented. A better knowledge of the properties of the liquefied natural gas is needed, and therefore a liquid loop has been designed for our flow calorimeter. The fluid loop in the calorimeter is designed in order to avoid the two-phase region, since two phases would give compositional disturbances in the measurements. The avoidance of the two-phase region is made possible by increasing the pressure of the test fluid after the measurement section, then heating the fluid at super-critical pressure past the critical point. Finally, the fluid is throttled to the low-pressure gas state at the inlet condition of the compressor that circulates the fluid. To perform the pressure increase, a new cryogenic pump has been designed. To evaluate the new equipment, measurements were taken on liquid ethane over the temperature range 146–256 K at pressure between 0.9 and 5.1 MPa.     

Certification Becomes Important for the I Quality; and Safety Supervision of the Chinese Liquor Sector

The end of 2007, over 200 unit products of more than 80 Chinese firms have passed the quality grade certification for liquor products. These products involve distilled spirits, beer, wine, yellow wine, fruit syrup wine and others, and cover over 80% of the national top-branded liquor products.……     

Deposition and Coating Properties on CVD Tungsten

Surface characterization and microstructure studies are performed on chemical vapor deposited (CVD) tungsten coating. There is about 2 μm thickness diffusion layer of tungsten in the molybdenum substrate. The thermal shock test shows tungsten coating has good adhesion with molybdenum substrate, but the elements of oxygen and carbon in the tungsten coating have the bad affection to the adhesion. The result of high-temperature diffusion experiment is the diffusion rate from molybdenum substrate to tungsten coating is faster.     

Refrigerators Enter a New Era of Health Preservation Frestech initiates the establishment of China's first standard for household sterilization refrigerators

On November 30, 2007, the China Association for Standardization (CAS) held a press conference at Beijing Diaoyutai State Guest House. Leaders from the China Household Electric Appliance Research Institute, the China Household Electric Appliance Association, and the China Consumers' Association attended and made speeches.……     

Analysis of marine hydrobiont lipid extracts as possible cryoprotective agents

We studied a combined effect of the cryoprotectants both of lipid and carbohydrate origin at the presence of DMSO or without it on cell viability and the RNA synthesis in the embryonic mollusc and echinoderm cell cultures obtained at different developmental stages. Cryoprotective properties of exogenous lipids correlated with their thermotropic behavior. Lipid extracts from marine hydrobiontes, which thermal transitions are characterized by relatively small part of calorimetric thermogram area lying at temperatures above 0 °C (6–18%), were found to possess a considerable cryoprotective activity. The results are discussed in relation to the prediction of the cryoprotective activity of lipid extracts for marine animal cells. In addition, it was found that marine invertebrate cells can be cryopreserved without DMSO at the presence of trehalose and lipid extracts of some marine hydrobiontes.     

Low-Temperature Properties of Silver

Pure silver is used extensively in the preparation of high-temperature superconductor wires, tapes, films, and other configurations in which the silver not only shields the superconducting material from the surrounding materials, but also provides a degree of flexibility and strain relief, as well as stabilization and low-resistance electrical contact. Silver is relatively expensive, but at this stage of superconductor development, its unique combination of properties seems to offer the only reasonable means of achieving usable lengths of conductor. In this role, the low-temperature physical (electrical, thermal, magnetic, optical) and mechanical properties of the silver all become important. Here we present a collection of properties data extracted from the cryogenic literature and, to the extent possible, selected for reliability.