多维动态信用评估的信用状态空间结构研究

从理论上讨论了多维动态信用评估(MDCE)的状态空间结构,提出信用状态维度、信用状态空间(CSS)、ε-等信用状态和ε-伪等信用状态等概念.在构造信用状态空间的基础上,结合空间分析方法和优化技术,构建了偏序结构下的多目标评估模型,所有待评估的信用主体被描述为信用状态空间中点的集合,并归入相应的信用状态等级,最后给出一个应用示例.

个人信贷客户信用评估的一种新方法

将商业银行的个人信贷客户的信用行为和信用状态视为不可分割的整体,提出"个人信用行为状态"概念。在分析个人信用行为状态的特征指标的基础上,构建了个人信贷客户的个人信用行为状态指数。借鉴多维动态空间分析方法,构建了基于个人信用行为状态指数的多维动态信用评估方法。最后,通过实例验证了所提出的个人信贷客户信用评估方法具有可操作性和有效性。

Pricing Catastrophe Options with Credit Risk in a Regime-Switching Model

In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.

金融生态建设要抓住着力点

金融生态建设与我国改革开放和社会发展是紧密相连的,社会改革发展中诸多问题都在直接或间接地影响金融生态建设。因此重视金融生态建设根本的是要进行社会综合改革,整体推进。

Limited feedback SDMA schemes based on statistical CSI

This paper investigates the multi-beam selection algorithms for transmit correlation channels by using statistical channel state information （SCSI） and instantaneous channel state information. Unlike the conventional codebook-based transmission scheme, the proposed multi-beam selection with the single channel quality indicator （CQI） feedback （MBS- SCF） algorithm determines the preferred beam vector by exploiting the SCSI and only feeds back CQI at each timeslot. The performance of the MBS-SCF algorithm is nearly the same as that of the conventional scheme. In order to further improve the average sum rate, a novel multi-beam selection with the dual CQIs feedback （MBS-DCF） algorithm is proposed, which determines dual preferred statistical eigen- directions and feeds back dual CQIs at each timeslot. The theoretical analysis and simulation results demonstrate that the MBS-DCF algorithm can increase the multiuser diversity and multiplexing gain and exhibits a higher average sum rate.

Spectral and Energy Efficiency of Downlink MU-MIMO Systems with MRT

This paper studies the achievable spectral efficiency(SE)of downlink multiuser multiple-input-multiple-output(MIMO)system,where the base station(BS)is deployed an arbitrary finite antenna number and communicates simultaneously with many users. We assume that the BS has accurate channel state information(CSI)and adopt maximum ratio transmission(MRT)precoding. An accurate analytical result for the achievable SE is obtained. Based on the analytical result on the achievable SE,we further study the achievable energy efficiency(EE)of multiuser MIMO system by considering an energy consumption model. Results indicate that the increasing number of BS antennas can boost the achievable SE of system,whilst the achievable SE tends to a saturated rate in the high signal-tonoise ratios(SNR)regime. Furthermore,an important conclusion is that the increasing number of users is beneficial for the achievable EE and there is an optimal antenna number to maximize the EE of system.

A simple channel estimator for space-time coded OFDM systems in rapid fading channels

A simple channel estimator for space-time coded orthogonal frequency division multiplexing (OFDM) systems in rapid fading channels is proposed. The channels at the training bauds are estimated using the EM (expectation-maximization) algorithm, while the channels at the data bauds are estimated based on the method for modelling the time-varying channel as the linear combination of several time-invariant " Doppler channels". Computer simulations showed that this estimator outperforms the decision-directed tracking in rapid fading channels and that the performance of this method can be improved by iteration.

A Singlet State Generated with SQUIDs in Cavity QED

We propose a scheme to generate a three-qubit three-IeveI singlet state in cavity QED, by placing three A-type SQUIDs in a single mode cavity. In this scheme, we make use of the interaction between the SQUIDs and cavity filed, and the classical pulses. The cavity fields are in vacuum state during the whole operation processes of creating the entanglement, and there is no quantum information transformation between the SQUIDs and cavity fields. Because of the advantage of the SQUID-cavity system, the quality factor of the cavity is greatly relaxed.

A potential application in quantum networks-Deterministic quantum operation sharing schemes with Bell states

In this paper, we propose certain different design ideas on a novel topic in quantum cryptography — quantum operation sharing(QOS). Following these unique ideas, three QOS schemes, the "HIEC"(The scheme whose messages are hidden in the entanglement correlation), "HIAO"(The scheme whose messages are hidden with the assistant operations) and "HIMB"(The scheme whose messages are hidden in the selected measurement basis), have been presented to share the single-qubit operations determinately on target states in a remote node. These schemes only require Bell states as quantum resources. Therefore, they can be directly applied in quantum networks, since Bell states are considered the basic quantum channels in quantum networks. Furthermore, after analyse on the security and resource consumptions, the task of QOS can be achieved securely and effectively in these schemes.

Detections of the Atomic States via the Phase Shifts of Transmitted Photons Through a Cavity

We propose an approach to detect an unknown quantum state of the atom(s) by measuring the phase shifts of the transmitted photons through a dispersively-coupled cavity. In the framework of the input-output theory, we derive the relations between the phase shifts of the transmitted photons and the states of the atom(s) in the cavity. It is shown that due to the dispersive interaction between the cavity and the atom(s), information about the atomic state can then be extracted by measuring the phase shifts of the transmitted photons through the cavity. The feasibility of the proposal is also discussed with the experimental parameters by numerical method.