PERIODIC COMPLEMENTARY BINARY SEQUENCE PAIRS

A new set of binary sequences-Periodic Complementary Binary Sequence Pair (PCSP) is proposed. A new class of block design-Difference Family Pair (DFP) is also proposed.The relationship between PCSP and DFP, the properties and existing conditions of PCSP and the recursive constructions for PCSP are given.

National Health and Family Planning Commission Plans For the Implementation of Health and Poverty Alleviation Project

On 2016 March 24,National Health and Family Planning Commission(NHFPC)held the leading group meeting on poverty alleviation and pairing-assistance,which planned the implementation of 2016 health and poverty alleviation project.Li Bin,the group leader and minister of NHFPC,

基于Vine Copula模型与多资产投资组合VaR预测

本文基于Family Pair-Copula的Vine Copula结构来描述多种资产的联合分布,利用蒙特卡罗模拟方法来计算多资产投资组合的VaR,通过Kupiec返回检验方法测试Vine Copula模型的VaR预测效果,并与传统的历史模拟方法、方差-协方差风险管理方法进行比较,探讨Vine Copula方法在多资产投资组合风险管理的有效性。实证分析表明,传统的历史模拟法和方差-协方差风险预测方法没有通过多资产投资组合VaR预测返回检验,而基于family Pair-Copula构建的Vine Copula模型通过了多资产投资组合VaR预测返回检验,说明基于Vine Copula模型能够有效的用于多资产投资组合VaR预测。