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.     

History of depression and smoking cessation outcome: A meta-analysis.

The authors conducted a meta-analysis of published studies to (a) evaluate the premise that a history of major depression is associated with failure to quit smoking and (b) identify factors that moderate the relationship between history of depression and cessation outcome. Fifteen studies met the selection requirements and were coded for various study methodology and treatment characteristics. DSTAT was used to calculate individual study effect sizes, determine the mean effect size across studies. and test for moderator effects. No differences in either short-term (≤ 3 months) or long-term abstinence rates (≥ 6 months) were observed between smokers positive versus negative for history of depression. Lifetime history of major depression does not appear to be an independent risk factor for cessation failure in smoking cessation treatment. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

汽车钢淬透性数学模型建立

在测定 2 0CrMnTi、4 0MnBH、2 0MnVBH钢淬透性及试样的化学成分基础之上 ,利用计算机采用逐步回归分析方法进行了回归运算 ,得到淬透性与化学成分的关系———回归方程 ,根据回归方程求出了不同窄淬透带规格所对应控制的化学成分范围     

高合金钢铸造用涂料的试制与开发

介绍了炉爪用合金钢1Cr25Ni20Si2Re,导板用合金钢2Cr32Ni5采用串箱铸造过程中，有关镁砂粉涂料和石英粉涂料的试制。结果表明：镁砂粉涂料为不透气涂料，不太适用，而合理配方的石英粉涂料使用性能良好。     

反拍卖采购:一种新的采购模式

反拍卖采购技术以其新的理念和对信息技术的融合，能够使企业采购成本大幅度降低。通过对我国传统采购模式与反拍卖采购模式的对比分析，可以了解到反拍卖采购技术的应用前景。     

压电量测系统漏电影响分析

本文通过对压电量测系统等效电路图的逐步简化,得出矩形脉冲信号的漏电方程;并对系统在各种情况下的时间常数,漏电相对误差进行了计算,最后就系统在校准和现场测试中经常碰到的几种情况,进行了定量估算,从而解决了压电量测系统在使用中的一些具体问题。     

难处理金矿石加石灰焙烧焙砂中CaS的消除

介绍了用空气氧化预浸加石灰焙烧焙砂中的CaS，以消除其对金氰化的影响。预浸后金的氰化浸出率可从58％提高到80％以上。     

舰载火箭武器系统随机响应分析

利用随机振动复模态分析，提出了一种求解时变线性系统，在确定性激励与随机激励共同作用下非平稳随机响应的计算方法，并以舰载火箭武器系统为研究对象，用该法探讨了海浪对舰面火箭发射初始扰动和系统振动特性的影响。     

煤气吹扫时惰性气体抑爆用量的优选

运用惰性气体消防抑爆理论，采用数学积分法计算出吹扫煤气设施时抑爆所需最少惰性气体需要量．