A two-asset stochastic model for long-term portfolio selection

In mean–variance (M–V) analysis, an investor with a holding period [0,T] operates in a two-dimensional space—one is the mean and the other is the variance. At time 0, he/she evaluates alternative portfolios based on their means and variances, and holds a combination of the market portfolio (e.g., an index fund) and the risk-free asset to maximize his/her expected utility at time T. In our continuous-time model, we operate in a three-dimensional space—the first is the spot rate, the second is the expected return on the risky asset (e.g., an index fund), and the third is time. At various times over [0,T], we determine, for each combination of the spot rate and expected return, the optimum fractions invested in the risky and risk-free assets to maximize our expected utility at time T. Hence, unlike those static M–V models, our dynamic model allows investors to trade at any time in response to changes in the market conditions and the length of their holding period. Our results show that (1) the optimum fraction y*(t) in the risky asset increases as the expected return increases but decreases as the spot rate increases; (2) y*(t) decreases as the holding period shortens; and (3) y*(t) decreases as the risk aversion parameter-γ is larger.     

交换式以太网控制系统传感器变采样调度研究

针对基于交换式以太网的网络化控制系统的数据传输和控制性能优化问题,提出了传感器根据给定值与实测值差额的绝对值对照静态调度表变采样周期的调度优化方法.使用TrueTime 2.0工具箱搭建了交换式以太网控制系统仿真平台进行仿真研究,并与定采样周期方法进行了对比,仿真结果验证了其可行性.此方法在实际的工程应用中具有一定的参考价值.     

Observer-based consensus in networks of discrete-time switched linear dynamics under a fixed topology

This paper considers the consensus problem of discrete-time switched linear multi-agent systems under a fixed communication topology. An observer-based protocol with sampled data is proposed for solving such a problem. Assume that the digraph has a directed spanning tree and that all switched subsystem of each agent are stabilisable and detectable. It is shown that the proposed protocol solves the consensus problem when the sampling period is sufficiently small and the average dwell time of the switching signal is sufficiently large. Moreover, to reduce the conservatism, a sufficient condition for consensus is obtained to design the feedback gain matrices and the observer gain matrices by linear matrix inequalities, which guarantee that consensus can be achieved when the sampling period and the average dwell time are in the general case. Finally, the effectiveness of the theoretical results is demonstrated through an example.     

Influence of temperature on the liver circadian clock in the ruin lizard Podarcis sicula

Reptiles represent an interesting animal model to investigate the influence of temperature on molecular circadian clocks. The ruin lizard Podarcis sicula lives in a continental climate and it is subjected to wide range of environmental temperatures during the course of the year. As consequence, ruin lizard daily activity pattern includes either the hibernation or periods of inactivity determined by hypothermia. Here we showed the rhythmic expression of two clock genes, lPer2 and lClock, in the liver of active lizards exposed to summer photo-thermoperiodic conditions. Interestingly, the exposition of lizards to hypothermic conditions, typical of winter season, induced a strong dampening of clock genes mRNA rhythmicity with a coincident decrease of levels. We also examined the qualitative and quantitative distribution of lPER2 and lCLOCK protein in different cellular compartments during the 24-h cycle. In the liver of active lizards both proteins showed a rhythmic expression profile in all cellular compartments. After 3 days at 6 degrees C, some temporal fluctuations of the lCLOCK and lPER2 are still detectable, although, with some marked modifications in respect to the values detected in the liver of active lizards. Besides demonstrating the influence of low temperature on the lizard liver circadian oscillators, present results could provide new essential information for comparative studies on the influence of temperature on the circadian system across vertebrate classes.     

电磁流量计使用中常见和罕见故障例

将电磁流量计在使用中发生的故障经归纳划分为调试期故障和运行期两大类,并按产生原因从安装、环境条件和流体特性等方面作扼要论述。最后列举了管道强杂散电流、强无线电波干扰、积聚空气、淤泥沉淀层和电极材料等10个使用故障实例和解决办法。     

离散事件动态系统的周期控制

讨论了在计算机网络通信等系统中,采用简单而切实可行的周期输入来进行控制时,离散事件系统的动态行为,结果表明：若采用周期输入,则系统的状态变量也呈周期性,当输入周期μ大于系统的固有周期λ时,系统的状态也以μ为周期,且有一定的抗抖动的能力,当μ等于λ时系统利用率最高;当μ小于λ时,系统将不堪负重产生阻塞。     

小型弹箭惯性矩的测定

本文叙述了三线摆的结构原理 ,介绍了此摆小角及大角摆动周期的计算方法 ,利用三线摆可以测量小型弹箭、弹头、飞机模型及其他构件的惯性矩。当R/L <1/ 30 ,φ≤ 6 0°时 ,该装置的测量准确度可优于 1%。     

某框架一核心简结构加强层位置的优化

本文研究了某带加强层框架一核心筒结构,利用有限元软件Midas building分别建立设置两道加强层的模型l、模型2和模型3,三种模型的区别在于加强层的楼层位置不同。通过在多遇地震作用下的弹性分析比较三个模型的周期比、层间位移角和位移比,结果表明模型2较之可以更有效地降低层间位移角突变,使得结构的受力更加均匀,不容易形成薄弱层,有效地缓解了刚度突变,有利于结构抗震。     

溪洛渡水电站拱坝施工期坝基变形监测分析

为了解溪洛渡水电站拱坝坝基在施工期、蓄水初期及运行期不同阶段的变形情况和工作状态,确保大坝安全,同时为给工程建设及运行期管理提供科学依据,对坝基垂直位移和水平位移进行了监测,并对监测资料进行了初步分析.监测结果表明拱坝坝基沉降变形比较均匀,变化规律正常.     

按风险率模型分析的设计雨型

设计雨型是暴雨洪水分析不可或缺的基本要素,为此,本文建立了雨型分析的风险率模型,探讨了考虑风险率模式下的雨型设计方法,并以此方法分析了深圳市深圳雨量站1969—2002年实测逐时降雨资料,获得了深圳市不同重现期下的设计雨型,并与深圳市目前主要的几种设计雨型进行了比较.结果显示:(1)典型暴雨同倍比放大法和模糊聚类分析方法都存在风险率设计不足的问题;(2)SCS-Ⅱ法则因为安全度过高不适合深圳地区使用;(3)典型暴雨同频率放大法设计雨型与风险率分析法相似,但雨峰设计存在差异;(4)风险率分析方法对设计雨型的分析具有科学合理的指导意义,可以作为一种雨型的设计方法.