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信用风险度量之结构型模型和简化型模型的比较与融合 被引量:1
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作者 张榆 鄢涛 《福州大学学报(哲学社会科学版)》 CSSCI 2007年第4期27-32,共6页
结构型模型认为违约是内生的,公司资产价值的变动是引起违约的唯一不确定性因素,但是,在该模型下,违约是可以预期的,不存在短期信用风险,这与实证结论不符。简化型模型克服了结构型模型与实证结论不符的缺点,但违约被假定为遵循一个外... 结构型模型认为违约是内生的,公司资产价值的变动是引起违约的唯一不确定性因素,但是,在该模型下,违约是可以预期的,不存在短期信用风险,这与实证结论不符。简化型模型克服了结构型模型与实证结论不符的缺点,但违约被假定为遵循一个外生的泊松过程,没有对违约进行明确的定义。在这两个模型的基础上,学术界提出了跳——扩散模型和不完全信息模型,对结构型模型和简化型模型进行融合。跳——扩散模型在传统的结构型模型中引入了资产价值的跳跃过程,并用简化型模型中的泊松过程来表示;不完全信息模型假定投资者获得的信息是不完全的,因此短期信用风险存在,并在传统的结构型模型中引入简化型模型中的违约强度。 展开更多
关键词 信用风险 结构模型 简化型模型 跳——扩散模型 不完全信息模型
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度日模型与简化型能量平衡模型的时空推广性分析——以乌鲁木齐河源1号冰川为例 被引量:1
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作者 李汶峰 李忠勤 李慧林 《安徽农业科学》 CAS 2017年第2期47-52,130,共7页
以乌鲁木齐河源1号冰川为试验对象,对目前在区域尺度广为应用的2种物质平衡模型度日模型(DDM)与简化型能量平衡模型(s EBM)在时间与空间上的推广性进行分析。结果表明,在试验设定的条件下,s EBM唯有时间推广性较好,而DDM的时空推广性皆... 以乌鲁木齐河源1号冰川为试验对象,对目前在区域尺度广为应用的2种物质平衡模型度日模型(DDM)与简化型能量平衡模型(s EBM)在时间与空间上的推广性进行分析。结果表明,在试验设定的条件下,s EBM唯有时间推广性较好,而DDM的时空推广性皆较差。通过理论分析得到相同的结论,且发现冰川表面气温直减率与降水垂直梯度取值的准确性,对提升2种模型的空间推广性具有重要意义。 展开更多
关键词 度日模型 简化能量平衡模型 模型推广性 乌鲁木齐河源1号冰川
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两类主流信用风险定价模型的比较分析 被引量:1
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作者 苏涛 幺向华 蒋东明 《山西财经大学学报》 CSSCI 2006年第3期112-116,共5页
目前,对信用风险的定价主要有两种模型,即结构模型和简约型模型。结构模型以Merton(1974)模型为原型,以企业的资产价值为定价模型的输入参数,采用Black&Scholes期权定价方法对信用风险进行定价。简化型模型放弃了对企业资产价值的依... 目前,对信用风险的定价主要有两种模型,即结构模型和简约型模型。结构模型以Merton(1974)模型为原型,以企业的资产价值为定价模型的输入参数,采用Black&Scholes期权定价方法对信用风险进行定价。简化型模型放弃了对企业资产价值的依赖,直接用一个外生变量来刻画企业的违约过程,并以此确定公司的违约概率,进而定价信用风险。 展开更多
关键词 信用风险 结构模型 简化型模型
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结构计量经济学模型识别研究综述 被引量:3
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作者 缪言 韩猛 白仲林 《数量经济研究》 CSSCI 2017年第1期43-58,共16页
结构计量经济学模型识别的基本功能是解决能否根据可观测数据唯一地揭示样本数据的真实生成过程的问题,模型的可识别性分析是估计与检验计量经济学模型的前提。本文经系统梳理文献归纳出结构计量经济学模型的分类,以及各类结构模型识别... 结构计量经济学模型识别的基本功能是解决能否根据可观测数据唯一地揭示样本数据的真实生成过程的问题,模型的可识别性分析是估计与检验计量经济学模型的前提。本文经系统梳理文献归纳出结构计量经济学模型的分类,以及各类结构模型识别方法的一般性特征和结构计量经济学模型识别的研究脉络。最后,展望了结构计量经济学模型识别研究未来的发展方向。 展开更多
关键词 结构计量经济学模型 简化型模型 模型识别 观测等价
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计量经济模型的选择问题
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作者 陈定庚 《湖南数学年刊》 1989年第Z1期88-93,共6页
在计量经济学的研究中,计量经济模型的选择问题是一个很重要的课题。本文把一般的计量经济模型化为线性统计模型,用模型参数的最佳线性无偏估计量作为模型选择的标准,从线性统计模型的角度讨论计量经济模型的选择问题。推断结果表明:计... 在计量经济学的研究中,计量经济模型的选择问题是一个很重要的课题。本文把一般的计量经济模型化为线性统计模型,用模型参数的最佳线性无偏估计量作为模型选择的标准,从线性统计模型的角度讨论计量经济模型的选择问题。推断结果表明:计量经济模型的选择问题转化为已知矩阵的计算。 展开更多
关键词 计量经济模型 最佳线性无偏估计量 选择问题 线性统计模型 模型选择 异方差模型 模型参数 计量经济学 充要条件 简化型模型
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Multiresolution analysis over triangle meshes: method and data structure
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作者 唐杰 张福炎 《Journal of Southeast University(English Edition)》 EI CAS 2004年第3期279-285,共7页
A robust and efficient algorithm is presented to build multiresolution models (MRMs) of arbitrary meshes without requirement of subdivision connectivity. To overcome the sampling difficulty of arbitrary meshes, edge c... A robust and efficient algorithm is presented to build multiresolution models (MRMs) of arbitrary meshes without requirement of subdivision connectivity. To overcome the sampling difficulty of arbitrary meshes, edge contraction and vertex expansion are used as downsampling and upsampling methods. Our MRMs of a mesh are composed of a base mesh and a series of edge split operations, which are organized as a directed graph. Each split operation encodes two parts of information. One is the modification to the mesh, and the other is the dependency relation among splits. Such organization ensures the efficiency and robustness of our MRM algorithm. Examples demonstrate the functionality of our method. 展开更多
关键词 ALGORITHMS Computer aided design Computer aided manufacturing Data structures GEOMETRY Mathematical models Robustness (control systems)
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Study on the Design Method of the Jack-up's X-Type Cantilever Allowable Load Nephogram 被引量:1
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作者 Yazhou Zhu Chengmeng Sun +2 位作者 Hongde Qin Bin Jiang Yansong Fan 《Journal of Marine Science and Application》 2014年第3期315-320,共6页
The extending of a cantilever and transverse moving of a drilling floor enable the jack-up to operate in several well positions after the Jack-up has pitched. The cantilever allowable load nephogram is the critical re... The extending of a cantilever and transverse moving of a drilling floor enable the jack-up to operate in several well positions after the Jack-up has pitched. The cantilever allowable load nephogram is the critical reference which can evaluate the jack-up's drilling ability, design the cantilever structure and instruct a jack-up manager to make the operations safe. The intent of this paper is to explore the interrelationships between the cantilever position, drilling floor and the loads including wind force, the stand set-back weight etc., through analyzing the structure and load characteristics of the x-type cantilever and the simplified mechanics model with the restriction of the maximum moment capacity of the cantilever single side beam. Referring to several typical position designs load values, the cantilever allowable load nephogram is obtained by using the suitable interpolation method. The paper gives a method for cantilever allowable load design, which is proved reliable and effective by the calculation example. 展开更多
关键词 JACK-UP cantilever expand cantilever allowable loadnephogram drilling ability x-type cantilever
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Optimal design of automotive body B-pillar using simplified finite element model of body-in-prime combined with an optimization procedure
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作者 Mehri IZANLOO Abolfazl KHALKHALI 《Journal of Central South University》 SCIE EI CAS CSCD 2022年第12期3939-3955,共17页
Optimization of an automotive body structure faces the difficulty of having too many design variables and a too large design search space. A simplified model of body-in-prime(BIP) can solve this difficulty by reducing... Optimization of an automotive body structure faces the difficulty of having too many design variables and a too large design search space. A simplified model of body-in-prime(BIP) can solve this difficulty by reducing the number of design variables. In this study, to achieve lighter weight and higher stiffness, the simplified model of BIP was developed and combined with an optimization procedure;consequently, optimal designs of automotive body B-pillar were produced. B-pillar was divided into four quarters and each quarter was modelled by one simplified beam. In the optimization procedure, depth, width, and thickness of the simplified beams were considered as the design variables.Weight, bending and torsional stiffness were also considered as objective functions. The optimization procedure is composed of six stages: designing the experiments, calculating grey relational grade, calculating signal-to noise ratio,finding an optimum design using Taguchi grey relational analysis, performing sensitivity analysis using analysis of variance(ANOVA) and performing non-dominated sorting and multi-criteria decision making. The results show that the width of lower B-pillar has the highest effect(about 55%) and the obtained optimum design point could reduce the weight of B-pillar by about 40% without reducing the BIP stiffness by more than 1.47%. 展开更多
关键词 body-in-prime(BIP)model finite element model bending stiffness torsional stiffness B-pillar Taguchi method multi criterion decision-making(MCDM)method
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Simplification of Double Folding Model Calculations in Study of Interaction Between Two Deformed Nuclei
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作者 O.N.Ghodsi 《Communications in Theoretical Physics》 SCIE CAS CSCD 2010年第6期1140-1144,共5页
The Double Folding (DF) model calculation of the internuclear potential in heavy-ion interactions when the participant nuclei are deformed in their ground states involves a six-dimensional integral. Using the multip... The Double Folding (DF) model calculation of the internuclear potential in heavy-ion interactions when the participant nuclei are deformed in their ground states involves a six-dimensional integral. Using the multipole expansion in these calculations, the DF six-dimensional integral reduce to the sum of the products of three single-dimensional integrals. In this paper we have presented a procedure for the calculation of the radius dependent functions in the multipole expansion of the nuclear density and their Fourier transforms. We have also reduced the DF model integrals to the sum of the single dimensional integrals using the obtained relations for the radius dependent functions in the multipole expansion and their Fourier transforms. 展开更多
关键词 double folding model deformed nuclei internuclear potential
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Quadratic investigation of geochemical distribution by backward elimination approach at Glojeh epithermal Au(Ag)-polymetallic mineralization, NW Iran
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作者 Darabi-Golestan Farshad Hezarkhani Ardeshir 《Journal of Central South University》 SCIE EI CAS CSCD 2018年第2期342-356,共15页
The correspondence analysis will describe elemental association accompanying an indicator samples.This analysis indicates strong mineralization of Ag,As,Pb,Te,Mo,Au,Zn and to a lesser extent S,W,Cu at Glojeh polymetal... The correspondence analysis will describe elemental association accompanying an indicator samples.This analysis indicates strong mineralization of Ag,As,Pb,Te,Mo,Au,Zn and to a lesser extent S,W,Cu at Glojeh polymetallic mineralization,NW Iran.This work proposes a backward elimination approach(BEA)that quantitatively predicts the Au concentration from main effects(X),quadratic terms(X2)and the first order interaction(Xi×Xj)of Ag,Cu,Pb,and Zn by initialization,order reduction and validation of model.BEA is done based on the quadratic model(QM),and it was eliminated to reduced quadratic model(RQM)by removing insignificant predictors.During the QM optimization process,overall convergence trend of R2,R2(adj)and R2(pred)is obvious,corresponding to increase in the R2(pred)and decrease of R2.The RQM consisted of(threshold value,Cu,Ag×Cu,Pb×Zn,and Ag2-Pb2)and(Pb,Ag×Cu,Ag×Pb,Cu×Zn,Pb×Zn,and Ag2)as main predictors of optimized model according to288and679litho-samples in trenches and boreholes,respectively.Due to the strong genetic effects with Au mineralization,Pb,Ag2,and Ag×Pb are important predictors in boreholes RQM,while the threshold value is known as an important predictor in the trenches model.The RQMs R2(pred)equal74.90%and60.62%which are verified by R2equal to73.9%and60.9%in the trenches and boreholes validation group,respectively. 展开更多
关键词 correspondence analysis first order interaction reduced quadratic model (RQM) optimized model order reduction and validation strong genetic effects
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