股指期货套利管理系统

针对我国股指期货市场存在的问题——理论与实际应用脱节,造成股指期货市场的发展需求和实际发展条件不平衡,提出构建股指期货套利管理系统的策略. 依据实地调研资料进行系统设计,使用C#实现股指期货套利管理系统（SIFAM-System）. 系统实现了基于基差的跨期套利和基于无套利区间的跨期套利,以及与套利相关的信息管理功能. SIFAM-System利用计算机实现模型计算、行情监控、套利机会的判断及开平仓,达到了辅助投资者决策的目的,也为股指期货市场的发展问题提供了从理论到实现的解决策略.     

灰色预测在隧道工程沉降变形分析中的应用

对广州市生物岛至大学城隧道工程沉降变形监测的非等间隔观测序列进行数据处理,变成等间隔的数据序列,运用GM(1,1)模型进行变形分析与预测。并通过实例计算分析,证明预测值和实测值非常接近,表明己经建立的模型有较强可靠性和较高精度,可在类似条件下的隧道工程的信息化施工过程中应用。     

基于满意度和GA的区间系数多目标规划求解*

在缺乏先验知识的前提下,提出了约束条件的一种满意度,按照遗传算法求解多目标问题的步骤,求出非劣解集;然后根据适应度大小选出最优解;最后算例证明了该算法的有效性和可行性。     

Composing Cardinal Direction Relations Based on Interval Algebra

Direction relations between extended spatial objects are important commonsense knowledge. Skiadopoulos proposed a formal model for representing direction relations between compound regions (the finite union of simple regions), known as SK-model. It perhaps is currently one of most cognitive plausible models for qualitative direction information, and has attracted interests from artificial intelligence and geographic information system. Originating from Allen first using composition table to process time interval constraints; composing has become the key technique in qualitative spatial reasoning to check the consistency. Due to the massive number of basic directions in SK-model, its composition becomes extraordinary complex. This paper proposed a novel algorithm for the composition. Basing the concepts of smallest rectangular directions and its original directions, it transforms the composition of basic cardinal direction relations into the composition of interval relations corresponding to Allen''s interval algebra. Comparing with existing methods, this algorithm has quite good dimensional extendibility, that is, it can be easily transferred to the tridimensional space with a few modifications.     

R&D项目价值评估的灰色B-S模型

针对传统净现值法不能有效评估RD项目价值的缺点,探讨了RD项目价值评估的适用方法,建立了基于区间灰数的RD项目价值评估灰色B-S模型,通过实例说明了该模型的有效性,并与传统净现值法的评估结果进行比较.结果表明,实物期权方法在评估RD项目价值时具有优势,为RD项目投资决策提供了一条新思路.     

多目标灰色局势决策方法研究

在传统灰色局势决策的基础上,探讨了评价信息为区间灰数的情况,给出了多目标灰色局势决策问题确定目标权重的优化模型.首先考虑不同目标下各局势效果测度与正理想效果测度、负理想效果测度的偏差建立优化模型,获得各局势的理想目标权重;再从全局考虑建立二次规划模型,通过协调权向量获得灰色局势决策各目标的最佳综合权重向量.利用区间灰数可能度公式对每个事件的局势进行排序,获得最优局势,从而进一步完善了传统的灰色局势决策理论和分析方法.最后通过实例验证了该模型的有效性和可行性.     

具有区间时变时滞的线性离散系统新稳定准则

该文考虑了具有区间时变时滞线性离散系统的稳定性问题。通过构造适当的Lyapunov-Krasovskii泛函,得到一个改进的具有区间时变时滞线性离散系统的稳定性准则。与现有的此类文献相比较,该文得到了一个具有更小保守性且不需引入多余矩阵变量的稳定性准则。     

基于光滤波器的光时分复用光谱压缩技术实验

提出了解复用窗口匹配滤波器的概念,分析了利用光带通滤波器提高光时分复用(OTDM)频谱效率的光谱压缩技术。基于自制的40Gb/sOTDM复用器,采用电吸收调制器(EAM)及时钟提取模块组成的反馈环路解复用模块,以阵列波导光栅(AWG)作为电吸收采样窗口(EASW)的匹配滤波器对4×10Gbit/sOTDM信号进行光谱压缩,实现了无误码传输100km及传输后的解复用。实验结果表明,AWG的使用使得OTDM信号的频谱效率提高至4倍。     

移动OFDM CFOs估计的步长算法实现

为了保持移动中正交频分复用(OFDM)技术子载波间的正交性,避免载波间的干扰(ICI)引起的系统性能退化,建立了载波频率偏移(CFOs)的步长估计模型,对模型的稳定性、步长参数和CFOs的估计误差等进行研究,并进行了MATLAB仿真。VHDL程序在电路板上运行的实验结果表明:在±3σ估计变化区间内,移动速度为400和800 km/h时,CFOs的误差分别近似为0.010和0.017,符合CFOs估计误差必须精确的在子载波空间1~2%范围内的衡量标准,同时程序在电路板上能够正确执行。     

Application of cluster analysis to preventive maintenance scheme design of pavement

To quantitatively identify the maintenance demand for each highway segments in the pavement maintenance scheme design,a mathematical model of uniform segment division was established and an approach of applying cluster analysis theory to the uniform segment division and evaluation of pavement maintenance demand was proposed.The actual maintenance project of a highway carried out in Guangdong province was cited as an example to demonstrate the validity of the proposed method.It is proved that the cluster analysis can eliminate human factors in classification without being constrained by the quantities of samples,considering multiple pavement distress indexes and the continuity of samples.Thus it is evident that cluster analysis is an efficient analytical tool in uniform segment division and evaluation of maintenance demand.