值

After studying the characteristics of Particle Swarm Optimization,Particle Swarm Optimization is used in wavelet domain to optimize the thresholds,and garrote shrinkage function is used to process wavelet decomposition coefficients,which overcome the shortcoming of discontinuity of hard-threshold and decreased the fixed bias of soft-threshold.

研究粒子群优化算法的特性，将其应用于小波域，对阈值进行寻优，并使用garrote阈值函数量化小波分解系数，而garrote阈值函数既克服了硬阈值函数的不连续性，也减小了软阈值函数存在的恒定偏差。

In general, this paper includes several parts, shown as the following: The first part summarizes the background and outline of stock index future and introduce briefly its local status and CSI 300 stock index future contract. The second part has a retrospect of the main academic papers of both local or overseas, and also a discussion of relevant hedge strategies and models, to lay a solid theoretical foundation for the empirical analysis and test for the operation process of hedge in latter parts. The third part outlines the principle, key factors and real operation process of hedge. Moreover, it makes a empirical analysis on popular hedge models with HK Hang Seng index. In the end, it test the hedge effect of trading on IF0706, CSI 300 stock index future contract, with CCB select-growth securities fund as present underlying. The fourth and also the last part, explores how to define hedge ratio in china mainland market. It includes the stability test ofβfor local securities portfolio, adjustment of historicalβand best data length for estimation of historicalβ, etc. Also, the thesis makes some beneficial experiments on the definition of best data length for estimation of historicalβ, survey of fashion forβand variation for industryβs. Fortunately, it's got some meaningful results.

按照以上研究思路，本论文论述由以下几个部分构成：第一部分，简要概述股指期货产生的背景和基本情况，对国内股指期货进程和沪深300股指期货合约进行简单介绍；第二部分，回顾海内外股指期货避险研究的主要文献，讨论相关避险策略及避险模型，为后面套期保值策略如何有效运用的实证分析和检验提供理论基础和依据；第三部分，对套期保值的原理、关键因素及实际流程进行概述，并采用香港恒生指数对常用的几种避险模型进行实证分析，最后一揽子以建信优选成长股票型基金为现货标的，实际检验以沪深300股指期货模拟交易IF0706产品进行对冲时的套期保值效果；第四部分，探讨国内确定避险比率的过程，包括国内股票组合β值的稳定性检验、历史β值的修正及估计历史β值的最佳数据长度等，通过数据分析，本文在寻找估计β值的最佳数据长度和考察风格、行业β值的差异上做了较为有益的尝试，并得到了有助于现实操作的结果。

The second chapter is the main part of this paper, in which the formulation of the Riemann boundary value problem of non-normal type on the real axis, the solution method of homogeneous problem, the relation between the two kinds of different derivatives and the inhomogeneous problem will be thoroughly given. In this paper, the solution and the solvability of the Riemann boundary value problem of non-normal type on the real axis will be given. Furthermore, it is shown that the twokinds of derivatives of the function Ψ are existing and equivalent in the case ofthe solution about the original problem, therefore, we get uniformly Hermite interpolatory polynomial. The relation between the two kinds of different derivativesof the function Ψ are similar for smooth closed contours by means of the same proof.

第二章是本文的主要部分，分别给出了实轴上一类非正则型Riemann边值问题的提法、齐次问题的解法、两种导数的关系及非齐次问题的求解，本文运用杜金元教授[11]的方法获得了实轴上非正则型Riemann边值问题的封闭解及可解性条件，且在问题可解的情况下论证了函数Ψ的非切向极限导数和Peano导数存在且相等，从而获得了统一的Hermite插值多项式，同样关于封闭曲线上非正则型Riemann边值问题，采用本文论证方法证得了函数Ψ的非切向极限导数和Peano导数存在且相等，从而较好地统一了[10]、[11]中的Hermite插值多项式。

As an application of the interpolation criteria, the interpolation formula of bandlimited transmission signals which satisfied the condition of the Nyquist first criteria has been presented.

在信号插值问题上，首先利用基本的信号模型和Nyquist第一准则，导出了一个插值准则，作为插值准则的应用，对满足Nyquist第一准则的带限传输信号给出了一个通用的插值公式，以升余弦滚降函数为成形滤波函数的限带传输信号作为一个特例，通过计算机仿真验证了插值算法的可行性和有效性。

On the basis of determining interpolation neighborhood, this paper factures many geochemistry plots by using more spatial interpolation of the deep penetrating geochemical data in the study area. The methods include inverse distance weighted interpolation, global polynomial interpolation, local polynomial interpolation, radial basis function, simple Kriging and universal Kriging, etc.

文中在确定插值邻域的基础上，应用多种空间插值方法对研究区的深穿透地球化学数据制作了多个地球化学图，如反距离加权插值法、全局多项式插值法、局部多项式插值法、径向基函数法、简单克里金法、泛克里金法等。

M. Johnstone, a method integrated with an algorithm of the adaptive threshold selection, is used to overcome the shortcoming of discontinuity of Hard-threshold method and dispersion of the Soft-threshold method.

在多分辨分析小波阈值去噪方法的基础上，用一种改进的阈值函数和自适应阈值选取算法相结合的方法，克服了硬阈值法不连续性和软阈值法有偏差的缺点。

For the interpolation problems in which the nodes are on one or more algebraic manifolds, we pointed out the interpolation bases of the lowest degree w.r.t.a graded term order and gave a new algorithm. We also gave a estimation for the degree of the interpolation polynomial.

我们针对插值节点位于一个或几个代数流形上的插值问题，从理论上指出了插值问题在某一分次序下最低次的插值基并给出了新的算法，同时也对插值多项式的次数作了估计。

The results were:1The mean somatotypes in male 2.2\_4.5\_2.4 and female 4.3\_4.2\_1.5 are balanced mesomorph and endomorph-mesomorph,respectively.2Very significant sexual difference is found in adult's of Dong nationality(P.001) while SAD and T are 2.33 and 11.9 respectively.3Compared with the data home and abroad,the somat...

结果表明：1 侗族成人男女的平均体型值分别为 2 2— 4 5— 2 4和 4 3— 4 2— 1 5 ，侗族成人男女分别属均衡的中胚层体型和内胚层—中胚层均衡体型；2 侗族成人男女间SAD值为 2 33，T为 1 1 9，男女间的体型有非常显著性差异(P 0 0 1 )；3与国内、外资料相比，侗族男女的内、中因子值和男性外因子值居中，女性外因子值最低

There were no significant changes in pH value and VBN content, while K value and TBARS value increased significantly during the 8-day storage at 4°C. It revealed that K value and TBARS value are proper parameter to evaluate the quality changes of juvenile milkfish as storing at 4°C.

原料鱼肉在4℃贮藏8天的期间，pH值及VBN含量的变化不明显，但K值及TBARS值皆随著贮藏期间延长而上升，显示K值及TBARS值适合用来判断其原料在冷藏时之品质。

The ratio C is difference between target value and distractors values divided by distractors values. Three hypotheses are as follows:(1) A function of slopes to C absolute values is monotone decreasing function.(2) Slopes are equal when C values are same.(3) If C absolute value is bigger than Cp absolute value, searching for a target is parallel search, or is serial search.

为了解决上述问题，笔者引入目标值和干扰子值的差值与干扰子值的比值C，提出了以下三个假设：（1）目标搜索斜率对C值绝对值的函数是单调递减函数；（2）当C值相同时，其目标搜索斜率应相等；（3）当|C|〓|〓|时，目标搜索是平行搜索，否则为系列搜索。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。