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
在高等教育国际化发展如火如荼的今天,如何更好地开展英文媒介教学活动是高等教育工作者必须思考的重要问题.本文以牛津大学EMI(English Medium Instruction:英文媒介教学)中的Co-Teaching教学方法为研究对象,探讨如何把不同专业的教学...在高等教育国际化发展如火如荼的今天,如何更好地开展英文媒介教学活动是高等教育工作者必须思考的重要问题.本文以牛津大学EMI(English Medium Instruction:英文媒介教学)中的Co-Teaching教学方法为研究对象,探讨如何把不同专业的教学内容通过多种教学方式协作起来,促进学生的交叉学科学习和全面发展,激发学生的创新思维,以达到提高教学效果和培养复合型人才的目的.展开更多
With the increasing of complexity of complex mechatronic products, it is necessary to involve multidis- ciplinary design teams, thus, the traditional customer requirements modeling for a single discipline team becomes...With the increasing of complexity of complex mechatronic products, it is necessary to involve multidis- ciplinary design teams, thus, the traditional customer requirements modeling for a single discipline team becomes difficult to be applied in a multidisciplinary team and project since team members with various disciplinary backgrounds may have different interpretations of the customers＇ requirements. A new synthesized multidisci- plinary customer requirements modeling method is pro- vided for obtaining and describing the common understanding of customer requirements （CRs） and more importantly transferring them into a detailed and accurate product design specifications （PDS） to interact with dif- ferent team members effectively. A case study of designing a high speed train verifies the rationality and feasibility of the proposed multidisciplinary requirement modeling method for complex mechatronic product development. This proposed research offersthe instruction to realize the customer-driven personalized customization of complex mechatronic product.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
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.
文摘在高等教育国际化发展如火如荼的今天,如何更好地开展英文媒介教学活动是高等教育工作者必须思考的重要问题.本文以牛津大学EMI(English Medium Instruction:英文媒介教学)中的Co-Teaching教学方法为研究对象,探讨如何把不同专业的教学内容通过多种教学方式协作起来,促进学生的交叉学科学习和全面发展,激发学生的创新思维,以达到提高教学效果和培养复合型人才的目的.
基金Supported by Open Outreach Project of A New Biomimicry and Crowdsourcing Based Digital Design Platform for High Speed Train from State Key Laboratory of Traction PowerNational Natural Science Foundation of China(Grant No.51575461)
文摘With the increasing of complexity of complex mechatronic products, it is necessary to involve multidis- ciplinary design teams, thus, the traditional customer requirements modeling for a single discipline team becomes difficult to be applied in a multidisciplinary team and project since team members with various disciplinary backgrounds may have different interpretations of the customers＇ requirements. A new synthesized multidisci- plinary customer requirements modeling method is pro- vided for obtaining and describing the common understanding of customer requirements （CRs） and more importantly transferring them into a detailed and accurate product design specifications （PDS） to interact with dif- ferent team members effectively. A case study of designing a high speed train verifies the rationality and feasibility of the proposed multidisciplinary requirement modeling method for complex mechatronic product development. This proposed research offersthe instruction to realize the customer-driven personalized customization of complex mechatronic product.
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.
