Value-at-Risk （VaR） estimation via Monte Carlo （MC） simulation is studied here. The variance reduction technique is proposed in order to speed up MC algorithm. The algorithm for estimating the probability of high ...Value-at-Risk （VaR） estimation via Monte Carlo （MC） simulation is studied here. The variance reduction technique is proposed in order to speed up MC algorithm. The algorithm for estimating the probability of high portfolio losses （more general risk measure） based on the Cross - Entropy importance sampling is developed. This algorithm can easily be applied in any light- or heavy-tailed case without an extra adaptation. Besides, it does not loose in the performance in comparison to other known methods. A numerical study in both cases is performed and the variance reduction rate is compared with other known methods. The problem of VaR estimation using procedures for estimating the probability of high portfolio losses is also discussed.展开更多
Gaofen-3-02(GF3-02)is the first C-band synthetic aperture radar(SAR)satellite with terrain observation with progressive scans of SAR(TOPSAR)imaging mode in China,which plays an essential role in marine environment mon...Gaofen-3-02(GF3-02)is the first C-band synthetic aperture radar(SAR)satellite with terrain observation with progressive scans of SAR(TOPSAR)imaging mode in China,which plays an essential role in marine environment monitoring.Given the weak scattering characteristics of the ocean,the system thermal noise superimposed on SAR images has significant interference,especially in cross-polarization channels.Noise-Equivalent Sigma-Zero(NESZ)is a measure of the sensitivity of the radar to areas of low backscatter.The NESZ is defined to be the scattering cross-section coefficient of an area which contributes a mean level in the image equal to the signal-independent additive noise level.For TOPSAR,NESZ exhibits the shape of the SAR scanning gain curve in the azimuth and the shape of the antenna pattern in the range.Therefore,the accurate measurement of NESZ plays a vital role in the application of spaceborne SAR sea surface cross-polarization data.This paper proposes a theoretical calculation method for the NESZ curve in GF3-02 TOPSAR mode based on SAR noise inner calibration data and the imaging algorithm.A method for correcting the error existing in the theoretical curve of NESZ is also proposed according to the relationship between sea surface backscattering and wind speed and the same characteristics of target scattering in the overlapping area of adjacent sub-swaths.According to assessment with wide-swath TOPSAR cross-polarization data,the GF3-02 TOPSAR mode has a very low thermal noise level,which is better than−33 dB at the edge of each beam,and controlled below−38 dB at the center of the beam.The two-dimensional reference curves of the NESZ of each beam are provided to the GF3-02 TOPSAR users.After discussing the relationship between normalized radar cross section(NRCS)and wind speed,we provide a formula for NRCS related to wind speed and radar incidence angle.Compared with the NRCS derived from this formula and the NESZ-subtracted NRCS of SAR images,the bias is−0.0048 dB,the Root Mean Square Error is 1.671 dB and the correlation coefficient is 0.939.展开更多
A field-programmable gate array(FPGA)based high-speed broadband data acquisition system is designed.The system has a dual channel simultaneous acquisition function.The maximum sampling rate is 500 MSa/s and bandwidth ...A field-programmable gate array(FPGA)based high-speed broadband data acquisition system is designed.The system has a dual channel simultaneous acquisition function.The maximum sampling rate is 500 MSa/s and bandwidth is200 MHz,which solves the large bandwidth,high-speed signal acquisition and processing problems.At present,the data acquisition system is successfully used in broadband receiver test systems.展开更多
The wheel-rail force measurement is of great importance to the condition monitoring and safety evaluation of railway vehicles. In this paper, an improved indirect method for wheel-rail force measurement is proposed to...The wheel-rail force measurement is of great importance to the condition monitoring and safety evaluation of railway vehicles. In this paper, an improved indirect method for wheel-rail force measurement is proposed to evaluate the running safety of railway vehicles. In this method, the equilibrium equations of a suspended wheelset are derived and the wheel-rail forces are then be obtained from measured suspension and inertia forces. This indirect method avoids structural modifications to the wheelset and is applicable to the long-term operation of railway vehicles. As the wheel-rail lateral forces at two sides of the wheelset are difficult to separate, a new derailment criterion by combined use of wheelset derailment coefficient and wheel unloading ratio is proposed. To illustrate its effectiveness, the indirect method is applied to safety evaluation of rail- way vehicles in different scenarios, such as the cross wind safety of a high-speed train and the safety of a metro vehicle with hunting motions. Then, the feasibility of using this method to identify wheel-rail forces for low-floor light rail vehicles with resilient wheels is discussed. The values identified by this method is compared with that by Simpack simulation for the same low-floor vehicle, which shows a good coincidence between them in the time domain of the wheelset lateral force and the wheel-rail vertical force. In addition, use of the method to determine the high-frequency wheel-rail interaction forces reveals that it is possible to identify the high-frequency wheel-rail forces through the accelerations on the axle box.展开更多
A model complex optical potential rewritten by the conception of bonded atom, which considers the overlapping effect of electron cloud, is employed to calculate the total (elastic + inelastic) cross sections with simp...A model complex optical potential rewritten by the conception of bonded atom, which considers the overlapping effect of electron cloud, is employed to calculate the total (elastic + inelastic) cross sections with simple molecules (N2, O2, NO2, NO, N2O) consisting of N & O atoms over an incident energy range of 100 - 1600 eV by the use of additivity rule at Roothaan-Hartree-Fock level. In the study, the complex optical potential composed of static, exchange, correlation polarization plus absorption contributions firstly uses bonded-atom conception. The qualitative results are compared with experimental data and other calculations wherever available and good agreement is obtained. The total cross sections of electron-molecule scattering above 100 eV can be successfully calculated.展开更多
The photochemical reaction of bicyclo[4.1.0]heptane was studied at the complete active space SCF（CASSCF） level with a 6-31G^＊ basis set. A muhireference MP2 algorithm that has been implemented in the Gaussian progr...The photochemical reaction of bicyclo[4.1.0]heptane was studied at the complete active space SCF（CASSCF） level with a 6-31G^＊ basis set. A muhireference MP2 algorithm that has been implemented in the Gaussian program was used to correct the energetics for the dynamic correlation. Starting from the Franck-Condon excitation of bicyclo [ 4.1.0 ] heptane, the reaction is via two bonds＇ breakage to give rise to 1,6-heptdiene. One internal conversion （IC） and two intersystem crossing points（ISC） were located and are discussed separately. The reaction proceeds to its own characteristic product on the ground state.展开更多
The study found significant correlations between the culture dimensions of Confucian work dynamism,humanheartedness and moral discipline and the brand image dimensions of online search engines.It was also found that s...The study found significant correlations between the culture dimensions of Confucian work dynamism,humanheartedness and moral discipline and the brand image dimensions of online search engines.It was also found that several significant relationships exist between the biographical variables of age and education and the brand image dimensions,and that culture and biographical variables have a linear relationship with brand image.The findings highlight that culture and biographical information can influence Chinese consumer perceptions of an international or local brand.Organizations thus need to align their brands with the culture and biographical profile of their target markets.展开更多
The total （elastic plus inelastic） cross sections for positron scattering from N2 and CO2 over the incident energy range from 30 to 3000eV are calculated using the additivity rule model at Hartree-Fock level. A comp...The total （elastic plus inelastic） cross sections for positron scattering from N2 and CO2 over the incident energy range from 30 to 3000eV are calculated using the additivity rule model at Hartree-Fock level. A complex optical model potential modified by incorporating the concept of bonded atom, which takes into account the overlapping effect of electron clouds between two atoms in a molecule, is employed to calculate the total cross section of positron-molecule scattering. The calculated total cross sections are in good agreement with those reported by experiments and other theories over a wide energy range.展开更多
It has been conjectured that the relative phase between strong and electromagnetic amplitudes is universally -90° in charmonium decays. ψ′ decaying into a pseudoscalar pair provides a possibility to test this c...It has been conjectured that the relative phase between strong and electromagnetic amplitudes is universally -90° in charmonium decays. ψ′ decaying into a pseudoscalar pair provides a possibility to test this conjecture. However, the experimentally observed cross section for such a process is depicted by the two-fold integral, which takes into account the initial state radiative （ISR） correction and energy spread effect. Using the generalized linear regression approach, a complex energy-dependent factor is approximated by a linear function of energy. Taking advantage of this simplification, the integration of ISR correction can be performed and an analytical expression with accuracy at the level of 1% is obtained. Then, the original two-fold integral is simplified into a one-fold integral, which reduces the total computing time by two orders of magnitude. Such a simplified expression for the observed cross section usually plays an indispensable role in the optimization of scan data taking, the determination of systematic uncertainty, and the analysis of data correlation.展开更多
Based on the different reactivity of selanyl and bromo groups,( E)-α- bromovinylselenides can undergo sequential cross coupling reactions with nucleophiles in the presence of transition metal complexes to form two ca...Based on the different reactivity of selanyl and bromo groups,( E)-α- bromovinylselenides can undergo sequential cross coupling reactions with nucleophiles in the presence of transition metal complexes to form two carbon-carbon bonds in the same olefinic carbon leading to trisubstituted alkenes stereoselectively in good yields.展开更多
文摘Value-at-Risk （VaR） estimation via Monte Carlo （MC） simulation is studied here. The variance reduction technique is proposed in order to speed up MC algorithm. The algorithm for estimating the probability of high portfolio losses （more general risk measure） based on the Cross - Entropy importance sampling is developed. This algorithm can easily be applied in any light- or heavy-tailed case without an extra adaptation. Besides, it does not loose in the performance in comparison to other known methods. A numerical study in both cases is performed and the variance reduction rate is compared with other known methods. The problem of VaR estimation using procedures for estimating the probability of high portfolio losses is also discussed.
基金The National Natural Science Foundation of China under contract No.41976169.
文摘Gaofen-3-02(GF3-02)is the first C-band synthetic aperture radar(SAR)satellite with terrain observation with progressive scans of SAR(TOPSAR)imaging mode in China,which plays an essential role in marine environment monitoring.Given the weak scattering characteristics of the ocean,the system thermal noise superimposed on SAR images has significant interference,especially in cross-polarization channels.Noise-Equivalent Sigma-Zero(NESZ)is a measure of the sensitivity of the radar to areas of low backscatter.The NESZ is defined to be the scattering cross-section coefficient of an area which contributes a mean level in the image equal to the signal-independent additive noise level.For TOPSAR,NESZ exhibits the shape of the SAR scanning gain curve in the azimuth and the shape of the antenna pattern in the range.Therefore,the accurate measurement of NESZ plays a vital role in the application of spaceborne SAR sea surface cross-polarization data.This paper proposes a theoretical calculation method for the NESZ curve in GF3-02 TOPSAR mode based on SAR noise inner calibration data and the imaging algorithm.A method for correcting the error existing in the theoretical curve of NESZ is also proposed according to the relationship between sea surface backscattering and wind speed and the same characteristics of target scattering in the overlapping area of adjacent sub-swaths.According to assessment with wide-swath TOPSAR cross-polarization data,the GF3-02 TOPSAR mode has a very low thermal noise level,which is better than−33 dB at the edge of each beam,and controlled below−38 dB at the center of the beam.The two-dimensional reference curves of the NESZ of each beam are provided to the GF3-02 TOPSAR users.After discussing the relationship between normalized radar cross section(NRCS)and wind speed,we provide a formula for NRCS related to wind speed and radar incidence angle.Compared with the NRCS derived from this formula and the NESZ-subtracted NRCS of SAR images,the bias is−0.0048 dB,the Root Mean Square Error is 1.671 dB and the correlation coefficient is 0.939.
文摘A field-programmable gate array(FPGA)based high-speed broadband data acquisition system is designed.The system has a dual channel simultaneous acquisition function.The maximum sampling rate is 500 MSa/s and bandwidth is200 MHz,which solves the large bandwidth,high-speed signal acquisition and processing problems.At present,the data acquisition system is successfully used in broadband receiver test systems.
基金supported by the National Natural Science Foundation of China (Grant No. U1334206 and No. 51475388)Science & Technology Development Project of China Railway Corporation (Grant No. J012-C)
文摘The wheel-rail force measurement is of great importance to the condition monitoring and safety evaluation of railway vehicles. In this paper, an improved indirect method for wheel-rail force measurement is proposed to evaluate the running safety of railway vehicles. In this method, the equilibrium equations of a suspended wheelset are derived and the wheel-rail forces are then be obtained from measured suspension and inertia forces. This indirect method avoids structural modifications to the wheelset and is applicable to the long-term operation of railway vehicles. As the wheel-rail lateral forces at two sides of the wheelset are difficult to separate, a new derailment criterion by combined use of wheelset derailment coefficient and wheel unloading ratio is proposed. To illustrate its effectiveness, the indirect method is applied to safety evaluation of rail- way vehicles in different scenarios, such as the cross wind safety of a high-speed train and the safety of a metro vehicle with hunting motions. Then, the feasibility of using this method to identify wheel-rail forces for low-floor light rail vehicles with resilient wheels is discussed. The values identified by this method is compared with that by Simpack simulation for the same low-floor vehicle, which shows a good coincidence between them in the time domain of the wheelset lateral force and the wheel-rail vertical force. In addition, use of the method to determine the high-frequency wheel-rail interaction forces reveals that it is possible to identify the high-frequency wheel-rail forces through the accelerations on the axle box.
基金This work was supported by the National Natural Science Foundation of China under Grant No.10174019.
文摘A model complex optical potential rewritten by the conception of bonded atom, which considers the overlapping effect of electron cloud, is employed to calculate the total (elastic + inelastic) cross sections with simple molecules (N2, O2, NO2, NO, N2O) consisting of N & O atoms over an incident energy range of 100 - 1600 eV by the use of additivity rule at Roothaan-Hartree-Fock level. In the study, the complex optical potential composed of static, exchange, correlation polarization plus absorption contributions firstly uses bonded-atom conception. The qualitative results are compared with experimental data and other calculations wherever available and good agreement is obtained. The total cross sections of electron-molecule scattering above 100 eV can be successfully calculated.
基金Supported by the Yunnan Provincial Science and Technology Department(No. 2003A0003M)
文摘The photochemical reaction of bicyclo[4.1.0]heptane was studied at the complete active space SCF（CASSCF） level with a 6-31G^＊ basis set. A muhireference MP2 algorithm that has been implemented in the Gaussian program was used to correct the energetics for the dynamic correlation. Starting from the Franck-Condon excitation of bicyclo [ 4.1.0 ] heptane, the reaction is via two bonds＇ breakage to give rise to 1,6-heptdiene. One internal conversion （IC） and two intersystem crossing points（ISC） were located and are discussed separately. The reaction proceeds to its own characteristic product on the ground state.
文摘The study found significant correlations between the culture dimensions of Confucian work dynamism,humanheartedness and moral discipline and the brand image dimensions of online search engines.It was also found that several significant relationships exist between the biographical variables of age and education and the brand image dimensions,and that culture and biographical variables have a linear relationship with brand image.The findings highlight that culture and biographical information can influence Chinese consumer perceptions of an international or local brand.Organizations thus need to align their brands with the culture and biographical profile of their target markets.
基金This work was supported by the National Natural Science Foundation of China under Grant No. 10574039.
文摘The total （elastic plus inelastic） cross sections for positron scattering from N2 and CO2 over the incident energy range from 30 to 3000eV are calculated using the additivity rule model at Hartree-Fock level. A complex optical model potential modified by incorporating the concept of bonded atom, which takes into account the overlapping effect of electron clouds between two atoms in a molecule, is employed to calculate the total cross section of positron-molecule scattering. The calculated total cross sections are in good agreement with those reported by experiments and other theories over a wide energy range.
基金Supported by National Natural Science Foundation of China (10491303, 10775412, 10825524, 10835001, 10935008)Instrument Developing Project of Chinese Academy of Sciences (YZ200713)+1 种基金Major State Basic Research Development Program (2009CB825200, 2009CB825206)Knowledge Innovation Project of Chinese Academy of Sciences (KJCX2-YW-N29)
文摘It has been conjectured that the relative phase between strong and electromagnetic amplitudes is universally -90° in charmonium decays. ψ′ decaying into a pseudoscalar pair provides a possibility to test this conjecture. However, the experimentally observed cross section for such a process is depicted by the two-fold integral, which takes into account the initial state radiative （ISR） correction and energy spread effect. Using the generalized linear regression approach, a complex energy-dependent factor is approximated by a linear function of energy. Taking advantage of this simplification, the integration of ISR correction can be performed and an analytical expression with accuracy at the level of 1% is obtained. Then, the original two-fold integral is simplified into a one-fold integral, which reduces the total computing time by two orders of magnitude. Such a simplified expression for the observed cross section usually plays an indispensable role in the optimization of scan data taking, the determination of systematic uncertainty, and the analysis of data correlation.
基金ProjectsupportedbytheNationalNaturalScienceFoundationofChina (No .2 0 0 62 0 0 2 )
文摘Based on the different reactivity of selanyl and bromo groups,( E)-α- bromovinylselenides can undergo sequential cross coupling reactions with nucleophiles in the presence of transition metal complexes to form two carbon-carbon bonds in the same olefinic carbon leading to trisubstituted alkenes stereoselectively in good yields.
