系统性金融风险对宏观经济的溢出效应研究——基于分位数对分位数方法

系统性金融风险对宏观经济的溢出具有复杂性,不同分位点可能具有不同特征,厘清金融风险不同分位点对宏观经济不同分布的溢出效应,有助于相关部门完善宏观经济风险防范体系,保障我国经济平稳运行。本文基于45家上市金融机构股票数据和国债数据,从极值风险、波动率、流动性和联动性4个角度构建系统性金融风险指标,并借助前沿的分位数对分位数方法,将非参数估计和分位数分析相结合,探讨了系统性金融风险不同分位点对宏观经济的溢出效应,最后从多维角度考察了各风险指标不同分位点对宏观经济的异质性溢出。研究发现:系统性金融风险极端状态对宏观经济无显著负向溢出,风险演化过程对宏观经济存在显著负向溢出;多维风险指标对宏观经济的溢出效应存在异质性,温和联动与适度宽松有助于经济增长,极端联动会放大宏观经济风险;系统性金融风险演化过程对宏观经济的负向溢出具有时滞特征,短期内集中在宏观经济上下尾部,中长期涵盖宏观经济中间状态。

数学分析与高等代数综合性问题的解法探讨

就数学分析和高等代数的综合问题作解法上的初步探讨。用典型的数分方法来解决代数问题 ,用典型的代数方法来解决数分中的问题。

Numerical investigation on MHD Jeffery-Hamel nanofluid flow with different nanoparticles using fuzzy extension of generalized dual parametric homotopy algorithm

This study considers an MHD Jeffery-Hamel nanofluid flow with distinct nanoparticles such as copper,Al_(2)O_(3)and SiO_(2)between two rigid non-parallel plane walls with the fuzzy extension of the generalized dual parametric homotopy algorithm.The nanofluids have been formulated to enhance the thermophysical characteristics of fluids,including thermal diffusivity,conductivity,convective heat transfer coefficients and viscosity.Due to the presence of distinct nanofluids,a change in the value of volume fraction occurs that influences the velocity profiles of the flow.The short value of nanoparticles volume fraction is considered an uncertain parameter and represented in a triangular fuzzy number range among[0.0,0.1,0.2].A novel generalized dual parametric homotopy algorithm with fuzzy extension is used here to study the fuzzy velocities at various channel positions.Finally,the effectiveness of the proposed approach has been demonstrated through a comparison with the available results in the crisp case.

大宗商品市场与股票市场的尾部相依结构及溢出效应研究

近年来,极端风险事件频发给大宗商品市场和股票市场发展带来前所未有的重大考验,研究两个市场间的波动溢出效应对于构建“双循环”新发展格局,促进中国后疫情时代的经济高质量发展与复苏都有着十分重要的作用。文章采用QQA和QVAR-DY模型实证研究了国内外大宗商品市场对我国行业股市的波动溢出效应及其尾部特征。实证结果表明:第一,国际大宗商品市场对中国行业股市在任意分位数点都产生正向的冲击作用,国内大宗商品市场对中国行业股市的溢出影响随着国内大宗商品市场分位数的减小,由负向影响转化为正向影响;第二,静态溢出分析中,极端冲击下的尾部波动溢出效应明显强于正常状态,极端冲击下国内大宗商品对能源行业、材料行业和公用事业的方向性溢出水平最大;第三,动态溢出分析中,极端状态与正常状态总溢出走势存在较大的差异,且与2008年全球金融危机、2020年新冠肺炎疫情等极端经济金融事件和公共卫生事件密切相关。

Numerical modeling of the 2D time-domain transient electromagnetic secondary field of the line source of the current excitation

To effectively minimize the electromagnetic field response in the total field solution, we propose a numerical modeling method for the two-dimensional （2D） time- domain transient electromagnetic secondary field of the line source based on the DuFort- Frankel finite-difference method. In the proposed method, we included the treatment of the earth-air boundary conductivity, calculated the normalized partial derivative of the induced electromotive force （Emf）, and determined the forward time step. By extending upward the earth-air interface to the air grid nodes and the zero-value boundary conditions, not only we have a method that is more efficient but also simpler than the total field solution. We computed and analyzed the homogeneous half-space model and the fiat layered model with high precision--the maximum relative error is less than 0.01% between our method and the analytical method--and the solution speed is roughly three times faster than the total-field solution. Lastly, we used the model of a thin body embedded in a homogeneous half-space at different delay times to depict the downward and upward spreading characteristics of the induced eddy current, and the physical interaction processes between the electromagnetic field and the underground low-resistivity body.

AUTOMATIC MULTILEVEL THRESHOLDING METHOD BASED ON MAXIMUM ENTROPY

In the multilevel thresholding segmentation of the image, the classification number is always given by the supervisor. To solve this problem, a fast multilevel thresholding algorithm considering both the threshold value and the classification number is proposed based on the maximum entropy, and the self-adaptive criterion of the classification number is given. The algorithm can obtain thresholds and automatically decide the classification number. Experimental results show that the algorithm is effective.

TWO IMPROVED GRAPH-THEORETICAL CLUSTERING ALGORITHMS

Graph-theoretical approaches have been widely used for data clustering and image segmentation recently. The goal of data clustering is to discover the underlying distribution and structural information of the given data, while image segmentation is to partition an image into several non-overlapping regions. Therefore, two popular graph-theoretical clustering methods are analyzed, including the directed tree based data clustering and the minimum spanning tree based image segmentation. There are two contributions： （1） To improve the directed tree based data clustering for image segmentation, （2） To improve the minimum spanning tree based image segmentation for data clustering. The extensive experiments using artificial and real-world data indicate that the improved directed tree based image segmentation can partition images well by preserving enough details, and the improved minimum spanning tree based data clustering can well cluster data in manifold structure.

Design of the Testing System for Jet Elements

To analyze the errors of processing data, the testing principle for jet elements is introduced and the property of testing system is theoretically and experimentally studied. On the basis of the above, the method of processing data is presented and the error formulae, which are the functions of the testing system property, are derived. Finally, the methods of reducing the errors are provided. The measured results are in correspondence with the theoretical conclusion.

Method of variation of parameters for solving a constrained Birkhoffian system

For an in-depth study on the integration problem of the constrained mechanical systems the method of integration for the Birkhoffian system with constraints is discussed and the method of variation of parameters for solving the dynamical equations of the constrained Birkhoffian system is provided.First the differential equations of motion for the constrained Birkhoffian system as well as for the corresponding free Birkhoffian system are established.Secondly a system of auxiliary equations is constructed and the general solution of the equations is found.Finally by varying the parameters and utilizing the properties of the generalized canonical transformation of the Birkhoffian system the solution of the problem can be obtained.The proposed method reveals the inherent relationship between the solution of a free Birkhoffian system and that of a constrained Birkhoffian system. The research results are of universal significance which can be further used in a variety of constrained mechanical systems such as non-conservative systems and nonholonomic systems etc.

STOCHASTIC BOUNDARY ELEMENT METHODS FOR 3D PROBLEMS WITH BODY FORCES AND ITS APPLICATION IN RELIABILITY OF TURBINE DISKS

The stochastic boundary element method(SBEM)is developed in this paper for 3D problems with body forces and reliability analysis of engineering structures.The integral equations of SBEM are established by the approach of partial derivation with respect to stochastic variables,considering the yield limit,rotation speeds and material density to be the fundamental stochastic variables.Through analyzing a numerical example and a turbo-disk of an aeroengine,the results show that the method developed is successful.

Separation of P. and SV-wavefields from multi-componen seismic data

In multi-component seismic exploration, the horizontal and vertical components both contain P- and SV-waves. The P- and SV-wavefields in a seismic record can be separated by their horizontal and vertical displacements when upgoing P- and SV-waves arrive at the sea floor. If the sea floor P wave velocity, S wave velocity, and density are known, the separation can be achieved in ther-p domain. The separated wavefields are then transformed to the time domain. A method of separating P- and SV-wavefields is presented in this paper and used to effectively separate P- and SV-wavefields in synthetic and real data. The application to real data shows that this method is feasible and effective. It also can be used for free surface data.

GIS Based Spatial Data Analysis for Landslide Susceptibility Mapping

Landslide susceptibility map delineates the potential zones for landslides occurrence. The paper presents a statistical approach through spatial data analysis in GIS for landslide susceptibility mapping in parts of Sikkim Himalaya. Six important causative factors for landslide occurrences were selected and corresponding thematic data layers were prepared in GIS. Topographic maps,satellite image,field data and published maps constitute the input data for thematic layer preparation. Numerical weights for different categories of these factors were determined based on a statistical approach and the weighted thematic layers were integrated in GIS environment to generate the landslide susceptibility map of the area. The landslide susceptibility map classifies the area into five different landslide susceptible zones i.e.,very high,high,moderate,low and very low. This map was validated using the existing landslide distribution in the area.

Identification of structural entities in NdF_3-LiF melts with cryoscopic method

Nd-F species in NdF3-LiF melts were studied using cryoscopic method.Liquidus temperatures of melts of various compositions were determined by differential thermal analysis(DTA).Based on the different model calculations,NdF4- was identified as the most likely Nd-F entity in the melts in which the mole fraction of NdF3 was lower than 20%,considering only one single Nd species in the melt,and which was formed in accordance with Temkin model or Flood model.Then,activities of different components in the melts were researched.The results show that activity of LiF decreases,and that of NdF3 increases with increasing the mole fraction of NdF3.The value of activity coefficient of NdF3 is higher than 1,and that of LiF is lower than 1.

Estimating van Genuchten Model Parameters of Undisturbed Soils Using an Integral Method

The van Genuchten model is the most widely used soil water retention curve （SWRC） model. Two undisturbed soils （clay and loam） were used to evaluate the accuracy of the integral method to estimate van Genuchten model parameters and to determine SWRCs of undisturbed soils. SWRCs calculated by the integral method were compared with those measured by a high speed centrifuge technique. The accuracy of the calculated results was evaluated graphically, as well as by root mean square error （RMSE）, normalized root mean square error （NRMSE） and Willmott＇s index of agreement （1）. The results obtained from the integral method were quite similar to those by the centrifuge technique. The RMSEs （4.61 ×10^-5 for Eum-Orthic Anthrosol and 2.74 × 10^-4 for Los-Orthic Entisol） and NRMSEs （1.56 × 10^-4 for Eum- Orthic Anthrosol and 1.45 ×10^-3 for Los-Orthic Entisol） were relatively small. The 1 values were 0.973 and 0.943 for Eum-Orthic Anthrosol and Los-Orthic Entisol, respectively, indicating a good agreement between the integral method values and the centrifuge values. Therefore, the integral method could be used to estimate SWRCs of undisturbed clay and loam soils.

Type D personality negatively associated with self-care in Chinese heart failure patients

Background Little is known about the association between type D personality and self-care behaviors in heart failure （HF） patients. We examined the effect of type D personality on self-care behaviors and self-efficacy among Chinese HF patients. Methods A cross-sectional study with a convenience sample was conducted. All participants completed the questionnaires of the self-care of HF index （V6） and type D personality scale. Demographic and clinical variables were obtained from medical records and patient interviews. The me- thods used for data analysis included descriptive analysis, independent-sample t-test, Z2 test, and multiple linear regression. Results A total of 127 HF patients were included and 61.4% of them were male. The average age for this study sample was 64.9± 12.34 years. The majority of the participants were in a New York Heart Association class III or IV （87%）, and the average length of living with HF was 38.24 ± 41.1 months. A total of 33.1% of the participants were identified as having type D personality. No significant differences were determined in the demographic and clinical variables between type D and non-type D patients, except for the mean age and the length of living with HF. Type D patients were younger and had a shorter time of living with HF than their non-type D counterparts. Multiple regression demonstrated significant associations between type D personality and self-care maintenance and self-efficacy after adjusting the demographic and clinical factors. However, type D personality was not significantly associated with self-care management behaviors. Conclusions Type D personality was negatively related to self-care maintenance and self-efficacy in Chinese HF patients. Future study is warranted to develop a tailored intervention to improve engagement in self-care behaviors in HF patients with type D personality.

Determining Atmospheric Boundary Layer Height with the Numerical Differentiation Method Using Bending Angle Data from COSMIC

This paper presents a new method to estimate the height of the atmospheric boundary layer(ABL) by using COSMIC radio occultation bending angle(BA) data. Using the numerical differentiation method combined with the regularization technique, the first derivative of BA profiles is retrieved, and the height at which the first derivative of BA has the global minimum is defined to be the ABL height. To reflect the reliability of estimated ABL heights, the sharpness parameter is introduced, according to the relative minimum of the BA derivative. Then, it is applied to four months of COSMIC BA data(January, April, July, and October in 2008), and the ABL heights estimated are compared with two kinds of ABL heights from COSMIC products and with the heights determined by the finite difference method upon the refractivity data. For sharp ABL tops(large sharpness parameters), there is little difference between the ABL heights determined by different methods, i.e.,the uncertainties are small; whereas, for non-sharp ABL tops(small sharpness parameters), big differences exist in the ABL heights obtained by different methods, which means large uncertainties for different methods. In addition, the new method can detect thin ABLs and provide a reference ABL height in the cases eliminated by other methods. Thus, the application of the numerical differentiation method combined with the regularization technique to COSMIC BA data is an appropriate choice and has further application value.

Variable Separation and Derivative-Dependent Functional Separable Solutions to Generalized Nonlinear Wave Equations

Using the generalized conditional symmetry approach, we obtain a number of new generalized (1+1)-dimensional nonlinear wave equations that admit derivative-dependent functional separable solutions.

Safe roof thickness and span of stope under complex filling body

Longhole caving method was used to mine gently inclined thick orebody step by step in a test stope of tin mine under complex filling body. The problem that the complex filling body around the stope affects the stability of roof thickness, chamber and spacer pillar in actual mining was investigated; meanwhile, the formed goaf during mining is so vulnerable that surrounding rock collapses early. Based on this point, elasticity mechanics and limit span theory were used to study separately the roof thickness and the span limit of goaf formed in mining, and then a reasonable roof thickness of 8 m and goaf span of 14 m are proposed. In addition, the stability of roof thickness, chamber and spacer pillar were investigated and analyzed by using numerical analysis method; meanwhile, the field monitoring on the displacement of caving chamber was conducted. The results show that the maximum compressive stress of surrounding rock is 20 MPa, and the maximum tensile stress is 1.2 MPa, which is less than the ultimate tensile strength of 2.4 MPa. Moreover, plastic zone has little influence on stope stability. In addition, the displacement of 11 mm is also smaller. The displacement monitoring results are consistent with the numerical results. Thus, the roof thickness and span of goaf proposed are safe.

Analytical Hopf Bifurcation and Stability Analysis of T System

Complex dynamics are studied in the T system, a three-dimensional autonomous nonlinear system. In particular, we perform an extended Hopf bifurcation analysis of the system. The periodic orbit immediately following the Hopf bifurcation is constructed analytically for the T system using the method of multiple scales, and the stability of such orbits is analyzed. Such analytical results complement the numerical results present in the literature. The analytical results in the post-bifurcation regime are verified and extended via numerical simulations, as well as by the use of standard power spectra, autocorrelation functions, and fractal dimensions diagnostics. We find that the T system exhibits interesting behaviors in many parameter regimes.

Performance of fixed geosynthetic technique of GRPS embankment

Geosynthetic-reinforced and pile-supported （GRPS） embankment has been increasingly constructed in a large number of regions and for a wide range of projects in the past decades. However, many disadvantages are exposed through a lot of applications on conventional technique of GRPS embankment （called CT embankment）, i.e., intolerable settlement and lateral displacement, low geosynthetic efficiency, etc. In view of these disadvantages, the fixed geosynthetic technique of GRPS embankment （called FGT embankment） is developed in this work. In this system, the geosynthetic is fixed on the pile head by the steel bar fulcrum and concrete fixed top. The principles and construction techniques involved in the FGT embankment are described firstly. Then, the numerical analysis method and two-stage analysis method are used to study the performance of FGT embankment, respectively. It is shown that the FGT embankment can provide a better improvement technique to construct a high embankment over soft ground.