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In this paper, the multivariate archimedean copula is used to analyze the asymmetric dependence structure among financial asset returns, whose marginal processes are captured by nonparametric kernel density estimation.

在研究金融资产的组合风险分析中,描述多个金融资产间的相关结构是选择最优组合权重的关键因素之一,如何准确地刻画金融资产间的非对称尾部相关结构,在定量研究组合资产的风险分析中尤其重要。

First of all, Shanghai Stock Market s risk constitution, and the ratio of the systematic risk and the non-systematic risk were introduced, some suggestion of risk management were also put forward .Secondly, the risk and the income relations were analyzed. Thirdly, using thirty (30) samples stocks of Shanghai Thirty (30) Indexes as the combination, the investment portfolio scale and the disperser risk degree, etc., were examined, the strategy of investment portfolio in Shanghai Stock Market was also put forward .

首先,分析了上海股市的风险构成,系统风险和非系统风险的比例,并根据上海股市的实际提出了风险管理的对策;其次,分析了风险与收益的关系;再次,以上海30指数的30只样本股为组合对投资组合的规模、分散风险的程度等作了研究,并提出上海股市投资组合的策略。

Targeted at maximizing the market surplus, we established both a fixed merchandise combination model and an uncertain merchandise combination auction model. A "queue list" method is put forward to solve the fixed merchandise combination vector's auction model, and discussed the pricing methods of different final prices. Additionally, we discussed the auction contract-matching algorithm of the unit combinations vector.

以市场盈余最大为目标建立常商品组合向量的拍卖模型和不确定商品组合向量的拍卖模型,提出"队列表"法求解常商品组合向量的拍卖模型,讨论不同成交价的定价方法,并对只有两种商品组合的不确定商品组合向量的拍卖进行拍卖合同的匹配分析,讨论了单位商品组合向量的拍卖的合同匹配算法。

By using curve fitting, the function between Tw/Tb and hectometer throughput capacity is achieved. Further more, the analysis of the optimal and suboptimal ship types combination and berths combination correspond to the fixed coastline and the optimal coastline length to the fixed ship types combination and berths combination is obtained.

同时,基于仿真模型,本文引入了船型组、泊位组、百米岸线通过能力及岸线利用率四个新的规划指标,拟合分析了到港船舶的待泊时间与靠泊时间比值Tw/Tb与百米岸线通过能力的函数关系,并进一步分析了在固定岸线长度下与其相适应的最优、次优的船型组合及泊位组合,确定船型组合、泊位组合情况下的最优岸线长度。

Based on the analysis of research achievements of combination algorithm on integer programming, the binary combination algorithm of 0-1 programming will be analyzed. The genetic binary combination algorithm and random binary combination algorithm will be presented which can be used to solve the running organization model of local trains in railway terminal.

在分析整数规划问题组合算法研究情况的基础上,对0—1规划的二进制组合算法进行了具体分析,并结合铁路枢纽小运转列车运行组织模型的实际情况,提出了求解0—1规划的遗传二进制组合算法和随机二进制组合算法。

This text is divided into seven greatest parts totally, the first part is the analysises of the combined part of technic and construction; The second part is a coordination to combined part project design;The third part is the project reasoning of the assemble tongs, synthesizing the consideration with the economic angle and the technique,choice a reasonable and oecumenical design project of the assemble tongs;The fourth part is design of assemble tongs for combined part, primarily discussing the choice of framework、localizer and clamp;The fifth part is the instruction of assemble tongs in the combined part assemble;The sixth part is the instruction of technique term and actual technique problems handles in the design; The seventh part is the design of the

本文共分七大部分,第一部分是组合件的结构及工艺性分析;第二部分是组合件的协调方案设计;第三部分是组合件装配型架的方案论证,从技术和经济角度综合考虑,选择合理、经济的型架设计方案;第四部分是组合件的装配型架设计,主要论述了骨架,定位件和夹紧件的选择;第五部分是介绍了组合件装配型架的安装;第六部分是组合件装配型架的设计技术条件及实际技术问题的处理;第七部分钣金件加工设计。

The parameters included drag-span ratio of cable,the value of prestressing force,the thickness of reinforced concrete floor,the cross area of tightwire and the number of prestressed tig.

利用ANSYS有限元分析软件建立了钢筋混凝土楼板模型和预应力空间组合结构模型,对楼板模型和预应力空间组合结构模型分别进行了模态分析,同时分析了垂跨比、预应力度、拉索截面面积、纵向连接索数和楼板厚度对预应力空间组合结构自振特性的影响

In this paper,Triple Test Cross Design was used in studing the resistance of soybean to 10 physiological race of Cercospora Sojina Haraby inoculation.

摘要本实验利用三点测交分析的方法,对3个组合在人工接种大豆灰斑病菌的条件下的抗性表现进行基因效应分析,各组合均存在加性,组合1存在显性,组合2、3存在上位性。

According to the comparison analysis for the force-displacement relationship obtained from stets of earthquake simulation tests for 3 RC single story structures and the quasi-static test for one RC single story structure (identical with the former 3 models), as well as the analyses for the natural frequency change of the 3 RC single story structures with the increase of the excitation levels, it is found that the accumulated hysteretic energy-dissipation capacity is critical for the structural safety even after serious damage.

本文首先通过对近场破坏性地震动的特性分析,给出了脉冲型地震动的量化定义,并通过研究归一化反应谱变化规律的方法,分析了两类脉冲组合即:波前脉冲组合以及波后脉冲组合对于主脉冲作用效应的影响,总结归纳出波前脉冲与波后脉冲对主脉冲作用效应的不同贡献规律,并通过单层钢结构模型的地震模拟振动台试验验证了理论分析结果,为进一步研究揭示脉冲型地震动中主脉冲的破坏能力奠定了基础。

The analyses of the relationship between drilling parameter and rate of penetration was done,and the principle of coupled driven drilling by improving rotary speed of bit was revealed to increase bit rock-breaking energy to improve penetration rate.

分析了钻井参数与钻速的关系,揭示了复合钻井通过提高钻头转速,从而增加钻头破岩能量来提高机械钻速的机理;在分析井斜原因和钟摆钻具防斜打直原理的基础上,分析了直螺杆钻具和弯外壳螺杆钻具组合的防斜机理以及两者的联系与区别,指出在地层倾角较小时采用直螺杆钻具组合,地层倾角较大时采用弯外壳螺杆钻具组合,以达到防斜打快的目的。

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