VaR and ES for linear portfolios with mixture of elliptic distributions risk factors

In this paper, we generalize the Linear VaR method from portfolios with normally distributed risk factors to portfolios with mixture of elliptically distributed ones. We treat both the Expected Shortfall and the Value-at-Risk of such portfolios. Special attention is given to the particular case of a mixture of multivariate t-distributions. This is a part of J. SADEFO-KAMDEM PhD Thesis[12] of the Université de Reims, France . It has been presented at the workshop on modelling and computation in Financial Engineering at Bad Herrenalb, Germany May 6-8, 2003. The author is an associate professor at the Department of mathematics, université d’Evry Val d’Essonne.     

鞍钢现有人造富矿产能及1600万t/a生铁规模的合理炉料结构的探讨

简要介绍了鞍钢现有人造富矿生产能力，分析了鞍钢生产1600万t／a生铁所需要的炉料数量、品种和质量，并提出了解决炉料缺口的方法和措施。     

Serial deployment of attention during visual search.

This study examined whether objects are attended in serial or in parallel during a demanding visual search task. A component of the event-related potential waveform, the N2pc wave, was used as a continuous measure of the allocation of attention to possible targets in the search arrays. Experiment 1 demonstrated that the relative allocation of attention shifts rapidly, favoring one item and then another. In Experiment 2, a paradigm was used that made it possible to track the absolute allocation of attention to individual items. This experiment showed that attention was allocated to one object for 100-150 ms before attention began to be allocated to the next object. These findings support models of attention that posit serial processing in demanding visual search tasks. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Eye movements of young and older adults during reading.

The eye movements of young and older adults were tracked as they read sentences varying in syntactic complexity. In Experiment 1, cleft object and object relative clause sentences were more difficult to process than cleft subject and subject relative clause sentences; however, older adults made many more regressions, resulting in increased regression path fixation times and total fixation times, than young adults while processing cleft object and object relative clause sentences. In Experiment 2, older adults experienced more difficulty than young adults while reading cleft and relative clause sentences with temporary syntactic ambiguities created by deleting the that complementizers. Regression analyses indicated that readers with smaller working memories need more regressions and longer fixation times to process cleft object and object relative clause sentences. These results suggest that age-associated declines in working memory do affect syntactic processing. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Seeking the truth about ad hoc join costs

In this paper, we re-examine the results of prior work on methods for computing ad hoc joins. We develop a detailed cost model for predicting join algorithm performance, and we use the model to develop cost formulas for the major ad hoc join methods found in the relational database literature. We show that various pieces of “common wisdom” about join algorithm performance fail to hold up when analyzed carefully, and we use our detailed cost model to derive op timal buffer allocation schemes for each of the join methods examined here. We show that optimizing their buffer allocations can lead to large performance improvements, e.g., as much as a 400% improvement in some cases. We also validate our cost model's predictions by measuring an actual implementation of each join algorithm considered. The results of this work should be directly useful to implementors of relational query optimizers and query processing systems. Edited by M. Adiba. Received May 1993 / Accepted April 1996     

多信道光纤环形网络结构分析

本文对多信道光纤环形网络结构进行了详细分析，推导出环网内平均路经长度和最大直径计算公式，并分析了最佳多信道光纤环网结构。     

冶金炉渣氮化物容量研究的进展

本文总结了近年冶金炉渣氮酸盐容量的研究方法，氮在炉渣中存在形态与炉渣氧分压的关系，炉渣氮化物容量与温度及炉渣成分的关系，并给出设计钢液脱氮渣系的基本原则。     

实行全面质量管理 做好江口水电站工程设计

江口水电站是芙蓉江干流开发中的骨干工程。为认真履行江口工程的设计合同，确保优质、高效地完成江口工程的各项设计工作，长江委设计院实行全面质量管理，建立了一套规范化的统计管理程序，制订详细的设计计划，落实江口工程项目各级责任人的质量责任制，采取特殊技术措施，对工程设计过程中的各项质量活动进行全过程的管理，使江口工程在满足质量标准、合同进度的情况下，工程投资最省。     

Practical method for generation expansion planning based on dynamic programming

This paper presents an efficient method which provides the optimal generation mix and the optimal generation construction process. The approximation method in which the dynamic programming technique and gradient method are combined is applied to determine the optimal generation mix with hydropower generation technologies. The successive approximations dynamic programming (SADP) technique, which is very suitable for high-dimensional multistage decision process problems, is used for obtaining the optimal generation construction process. The effectiveness and feasibility of the developed technique are demonstrated on a practical power system model which has five types of generation technologies including a hydropower generation technology.     

对洪水分级的浅见

洪水的等级划分应考虑流量、水位、防洪能力及灾害等因素,综合这些因素把洪水分成5个等级。1、2级洪水,洪水流量小,水位低,基本无灾;3级洪水,洪水流量较大或水位较高,有一定灾害;4级洪水,为大洪水或高水位,有较大灾害;5级洪水,为特大洪水或高水位,灾情严重。