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金融系统中多维度流动性的集成测度构建——基于MVGARCH-熵模型的研究 被引量:4
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作者 姚登宝 刘晓星 石广平 《金融经济学研究》 CSSCI 北大核心 2016年第2期14-25,共12页
基于DEC-MVGARCH模型和熵值法构建了一类包含货币流动性、融资流动性和市场流动性的多维度金融系统流动性的集成测度方法。利用2006年10月-2015年9月的月度数据进行实证分析,结果表明:货币流动性和市场流动性在平稳期呈现正相关,在... 基于DEC-MVGARCH模型和熵值法构建了一类包含货币流动性、融资流动性和市场流动性的多维度金融系统流动性的集成测度方法。利用2006年10月-2015年9月的月度数据进行实证分析,结果表明:货币流动性和市场流动性在平稳期呈现正相关,在危机期间表现为负相关,融资流动性与货币流动性具有长期稳定的正相关性,市场流动性与融资流动性的相关性在危机期间较低,在危机后波动加剧且存在显著的正向流动性螺旋;金融系统的总体流动性以2011年2月为分界点具有明显的两阶段特征,分界点之前总体流动性均值较大且波动较小,分界点之后均值减小且波动加剧且流动性周期延长,货币政策的取向对总体流动性的状态变化影响显著。 展开更多
关键词 流动性的集成测度 DCC-MVGARCH模型 熵值法 流动性周期 货币政策
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液力缓速器及其液压控制系统耦合流动特性的联合仿真研究
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作者 孔令兴 魏巍 +2 位作者 闫清东 陈雪梅 黄琰 《机械工程学报》 EI CAS CSCD 北大核心 2024年第12期355-364,共10页
以液力缓速器及其液压控制回路组成的复杂流动特性为研究对象,针对常规仿真研究中将液压、液力元件单独进行仿真的方法无法体现二者之间相互作用、容易引起仿真结果偏差的问题,在缓速器轮腔三维流场仿真和液压系统一维建模仿真的基础上... 以液力缓速器及其液压控制回路组成的复杂流动特性为研究对象,针对常规仿真研究中将液压、液力元件单独进行仿真的方法无法体现二者之间相互作用、容易引起仿真结果偏差的问题,在缓速器轮腔三维流场仿真和液压系统一维建模仿真的基础上,利用TCP/IP接口实现两种仿真平台的数据交互,在缓速器入出口处建立起实时双向动态交互边界,实现了对缓速器集成流动的一体化联合仿真。利用所建立的联合仿真方法可以对液力缓速器在液压控制系统作用下的工作特性进行仿真预测,对制动转矩特性预测的结果与试验结果偏差在5%以内,且可以避免单纯进行流场仿真时,由于入出口流动性缺失造成的反馈压力数值的偏差。该一体化联合仿真方法为研究缓速器及其液压控制系统工作特性提供了一种有效工具,并可进一步推广至复杂流动与控制相关应用领域。 展开更多
关键词 液力缓速器 液压控制 集成流动 CFD 联合仿真
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A 12bit 300MHz Current-Steering CMOS D/A Converter 被引量:1
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作者 倪卫宁 耿学阳 石寅 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2005年第6期1129-1134,共6页
The proposed DAC consists of a unit current-cell matrix for 8MSBs and a binary-weighted array for 4LSBs,trading-off between the precision,speed,and size of the chip.In order to ensure the linearity of the DAC,a double... The proposed DAC consists of a unit current-cell matrix for 8MSBs and a binary-weighted array for 4LSBs,trading-off between the precision,speed,and size of the chip.In order to ensure the linearity of the DAC,a double Centro symmetric current matrix is designed by the Q2 random walk strategy.To achieve better dynamic performance,a latch is added in front of the current switch to change the input signal,such as its optimal cross-point and voltage level.For a 12bit resolution,the converter reaches an update rate of 300MHz. 展开更多
关键词 D/A converter current-steering CMOS mixed integrated circuit cross-point Q2 random walk
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A 10bit 2GHz CMOS D/A Converter for High-Speed System Applications
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作者 袁凌 倪卫宁 石寅 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2007年第10期1540-1545,共6页
This paper presents a 2GS/s 10bit CMOS digital-to-analog converter (DAC) that consists of two unit current-cell matrixes for 6MSBs and 4LSBs, respectively, trading off between the precision and size of the chip. Cur... This paper presents a 2GS/s 10bit CMOS digital-to-analog converter (DAC) that consists of two unit current-cell matrixes for 6MSBs and 4LSBs, respectively, trading off between the precision and size of the chip. Current mode logic (CML) is used to ensure high speed,and a double centro-symmetric current matrix is designed by the Q^2 random walk strategy in order to ensure the linearity of the DAC. The DAC occupies 2.2mm × 2.2mm of die area and consumes 790mW with a single 3.3V power supply. 展开更多
关键词 D/A converter current steering CMOS mixed integrated circuit Q^2 random walk
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Study on Simulation Method of Pipeline Networks' Dynamic Characteristic in Hydraulic Manifold Block 被引量:2
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作者 曹宇宁 田树军 +1 位作者 王永安 高艳明 《Journal of Donghua University(English Edition)》 EI CAS 2008年第6期659-663,共5页
In the design of Hydraulic Manifold Blocks (HMB), dynamic performance of inner pipeline networks usually should be evaluated. To meet the design requirements, dynamic characteristic simulation is often needed. Based o... In the design of Hydraulic Manifold Blocks (HMB), dynamic performance of inner pipeline networks usually should be evaluated. To meet the design requirements, dynamic characteristic simulation is often needed. Based on comprehensive study on the existing simulation methods, a new method combined of Power Bond Graph(PBG) and Computational Fluid Dynamic (CFD) is proposed. In this method, flow field of typical channels inside HMB is analyzed with CFD to obtain the local resistance coefficients. Then, with these coefficients, a new sectional lumped-parameter model including kinetic friction factor is developed using PBG. A typical HMB design example is given and the comparison between the simulation and the experimental results demonstrates the feasibility and effectiveness of the proposed method. 展开更多
关键词 HMB pipeline networks dynamiccharacteristic Power Bond Graph CFD
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Financial Vulnerability, Capital Flow Reversals, and Divergence Macro-Prudential Policies Posing Challenges to the ASEAN Banking Integration Framework (ABIF)
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作者 Mohd Yaziz Mohd Isa Yap Voon Choong +1 位作者 David Yong Gunn Fie Md. Zabid Haji Abdul Rashid 《Journal of Modern Accounting and Auditing》 2016年第5期250-267,共18页
Against the prevailing background of an unusual capital flow reversal which is posing immense challenges to the integration of the region's banking sector, this study measures macro-prudential instruments affecting t... Against the prevailing background of an unusual capital flow reversal which is posing immense challenges to the integration of the region's banking sector, this study measures macro-prudential instruments affecting the implementation of an integrated financial service industry. This study is important at times when domestic and country-based financial policies are directed at competing goals. The interaction of macro-prudential policies with other policies, in particular monetary policies and micro-prudential policies is crucial to address systemic risk involved. There is growing recognition that prudential policies tools interact and coordinate with one another. To utilize multiple instruments seems to provide a greater assurance of effectiveness by tackling risk from various angles. As such, this study also assesses the interactions of the policies. The study also proposes a baseline model to capture systemic risk due to liquidity risk and risk because of currency devaluation. 展开更多
关键词 capital flow reversals macro-prudential policies ASEAN Banking Integration Framework (ABIF)
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Research on the variable speed system of large power alternating current motor 被引量:1
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作者 Li Chongjian 《Engineering Sciences》 EI 2012年第1期30-37,共8页
The development status of the variable speed system of large power AC(alternating current)motor drive in China is introduced.The large power AC drive fed by AC-AC converters(cycloconverters)has developed greatly,and s... The development status of the variable speed system of large power AC(alternating current)motor drive in China is introduced.The large power AC drive fed by AC-AC converters(cycloconverters)has developed greatly,and some innovations on the theory and engineering technique have been realized.They have been applied to rolling mills,mine hoists,and so on,and remarkable economic and social benefit has been achieved.The development of AC drive fed by large power IGCT(integrated gate commutated thyristors)AC-DC-AC converter is also introduced.It has excellent performance and reliable operation,and has been used in traction. 展开更多
关键词 large power AC motor CYCLOCONVERTER AC-DC-AC converter IGCT
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