检索结果-南通市图书馆

Research on Credit Default Swaps Pricing Considering Moral Hazard Incentive under Reduce-Form Model

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Systems Science and Systems Engineering 2024年第3期33卷 311-329页

作者： Liang Wu Kangjie he Zhe Guo School of Mathematical Science Henan Institute of Science and TechnologyXinxiang453003China Public Front Office Department Industrial and Commercial Bank of ChinaZhengzhou450000China

Equilibrium pricing of credit default swaps(CDS)promotes efficient identification of credit risk in the market,which in turn leads to efficient allocation of ***,even when CDS have been priced in equilibrium,i.e.,when premiums are equal to anticipated payments,the moral hazard incentives of CDS buyers increase with CDS ***,it becomes an interesting research direction to study the impact of moral hazard incentives on the trading mechanism or pricing of derivatives(CDS).Most of the existing literature on the impact of moral hazard incentives in CDS pricing on derivatives trading mechanisms takes a macro perspective and focuses on the agreement risk *** literature exploring the analysis of the impact of moral hazard on the probability of agreement default from a micro perspective is not yet *** this in mind,this paper focuses on the mechanisms by which“fraud”,an extreme manifestation of micro-moral hazard incentives,affects the probability of *** paper introduces for the first time the concept of“claiming fraud”by credit protection buyers,which is different from the macro perspective of moral hazard incentives,and thus defines a specific extreme form of moral hazard ***,to address the intrinsic feature of the lack of economic explanatory power of the reduce-form model,this paper introduces a moral hazard incentive factor into the reduce-form model,and proposes a moral hazard state variable as a function of the asset value of the reference entity,which gives the reduce-form model strong economic explanatory power,and the default predictability is reduced by the description of the reduce-form *** terms of the object of study,this paper considers the issue of moral hazard incentives in the presence of claiming fraud in two reference entities to further explore the impact of moral hazard incentives on default protection at the micro level in terms of cyclic ***,based on the

关键词： Financial engineering moral hazard incentive claiming fraud reduce-form model probability of default calculation CDS pricing

Review on Security Defense Technology Research in Edge Computing Environment

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Chinese Journal of Electronics 2024年第1期33卷 1-18页

作者： Ke SHANG Weizhen he Shuai ZHANG National Digital Switching System Engineering and Technological R&D Center

Edge computing, which achieves quick data processing by sinking data computing and storage to the network edge, has grown rapidly along with the Internet of things. The new network architecture of edge computing brings new security challenges. Based on this, this paper investigates the edge computing security literature published in recent years and summarizes and analyzes research work on edge computing security from different attack surfaces. We start with the definition and architecture of edge computing. From the attack surface between device and edge server, as well as on edge servers, the research describes the security threats and defense methods of edge computing. In addition, the cause of the attack and the pros and cons of defense methods is introduced. The challenges and future research directions of edge computing are given.

关键词： Cloud computing Systems architecture Computer architecture Network architecture Data processing Security Servers

Study of primordial deuterium abundance in Big Bang nucleosynthesis

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Nuclear Science and Techniques 2024年第3期35卷 208-215页

作者： Zhi-Lin Shen Jian-Jun he Key Laboratory of Beam Technology of Ministry of Education College of Nuclear Science and TechnologyBeijing Normal UniversityBeijing 100875China Institute of Radiation Technology Beijing Academy of Science and TechnologyBeijing 100875China

Big Bang nucleosynthesis(BBN)theory predicts the primordial abundances of the light elements^(2) H(referred to as deuterium,or D for short),^(3)he,^(4)he,and^(7) Li produced in the early *** these,deuterium,the first nuclide produced by BBN,is a key primordial material for subsequent *** date,the uncertainty in predicted deuterium abundance(D/H)remains larger than the observational *** this study,the Monte Carlo simulation code PRIMAT was used to investigate the sensitivity of 11 important BBN reactions to deuterium *** found that the reaction rate uncertainties of the four reactions d(d,n)^(3)he,d(d,p)t,d(p,γ)^(3)he,and p(n,γ)d had the largest influence on the calculated D/H ***,the calculated D/H uncertainty cannot reach observational precision even with the recent LUNA precise d(p,γ)^(3) he *** the nuclear physics aspect,there is still room to largely reduce the reaction-rate uncertainties;hence,further measurements of the important reactions involved in BBN are still necessary.A photodisintegration experiment will be conducted at the Shanghai Laser Electron Gamma Source Facility to precisely study the deuterium production reaction of p(n,γ)d.

关键词： Big Bang nucleosynthesis Abundance of deuterium Reaction cross section Reaction rate Monte Carlo method

Study on a semi-resolved CFD-DEM method for rod-like particles in a gas-solid fluidized bed

在线全文

学校读者我要写书评

暂无评论

Particuology 2024年第4期87卷 20-36页

作者： Liping he Zhengxian Liu Yongzhi Zhao Department of Mechanics School of Mechanical EngineeringTianjin UniversityTianjin300350China Insttute of Process quipment College of Energy EngineeringZhejiang UniversityHangzhou30027China

Based on a semi-resolved CFD-DEM coupling method,this study proposed a method that uses the minimum distance between the fluid grid and the particle boundary as a reference value to determine the degree of influence of the target fluid grid on the particle's drag force.A fluidized bed of rod-like particles was chosen as a typical case to investigate the effect of different fluid grid scales on various fluidized bed characteristic *** calculation performance of the semi-resolved and unre-solved CFD-DEM coupling algorithm on key fluidized bed characteristic parameters such as average pressure drop,particle frequency distribution with bed height,and particle orientation distribution were *** was found that the semi-resolved CFD-DEM coupling algorithm gradually obtained results with higher consistency with decreasing fluid grid scale for key parameters such as particle frequency distribution with bed height,particle orientation distribution,and time-history mixing index,exhibiting a phenomenon similar to grid independence in fluid *** comparing with experimental results,it was verified that the semi-resolved CFD-DEM coupling algorithm can be applied to simulate multi-granular gas-solid systems with fluid grid scales equivalent to particle *** algorithm solves the limitation of fluid grid scale in the unresolved CFD-DEM coupling framework and improves the grid adaptability of the CFD-DEM coupling simulation algorithm.

关键词： CFD-DEM Semi-resolved method Fluid-solid flow Non-spherical particle Fluidized bed

The Minimum Centroid Branch Spanning Tree Problem

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of the Operations Research Society of China 2024年第2期12卷 528-539页

作者： Hao Lin Cheng he School of Science Henan University of TechnologyZhengzhou450001HenanChina

For a spanning tree T of graph G,the centroid of T is a vertex v for which the largest component of T-v has as few vertices as *** number of vertices of this component is called the centroid branch weight of *** minimum centroid branch spanning tree problem is to find a spanning tree T of G such that the centroid branch weight is *** application to design of communication networks,the loads of all branches leading from the switch center should be as balanced as *** this paper,we prove that the problem is strongly NP-hard even for bipartite ***,the problem is shown to be polynomially solvable for split graphs,and exact formulae for special graph familis,say Kn_(1),n_(2),...,n_(k)and P_(m)×P_(n),are presented.

关键词： Spanning tree optimization Centroid branch-NP-hardness Polynomial-time algorithm

Multi-Scale-Matching neural networks for thin plate bending problem

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Theoretical & Applied Mechanics Letters 2024年第1期14卷 11-15页

作者： Lei Zhang Guowei he The State Key Laboratory of Nonlinear Mechanics Institute of MechanicsChinese Academy of SciencesBeijing 100190China School of Engineering Science University of Chinese Academy of SciencesBeijing 100049China

Physics-informed neural networks are a useful machine learning method for solving differential equations,but encounter challenges in effectively learning thin boundary layers within singular perturbation *** resolve this issue,multi-scale-matching neural networks are proposed to solve the singular perturbation *** by matched asymptotic expansions,the solution is decomposed into inner solutions for small scales and outer solutions for large scales,corresponding to boundary layers and outer regions,***,to conform neural networks,we introduce exponential stretched variables in the boundary layers to avoid semiinfinite region *** results for the thin plate problem validate the proposed method.

关键词： Singular perturbation Physics-informed neural networks Boundary layer Machine learning

Feedback processing in the primate brain and in AI systems

在线全文

学校读者我要写书评

暂无评论

Science China(Technological Sciences) 2024年第8期67卷 2297-2309页

作者： JIANG Yong he Sheng Institute of Biophysics Chinese Academy of SciencesBeijing 100101China Institute of Artificial Intelligence Hefei Comprehensive National Science CenterHefei 230088China University of Chinese Academy of Sciences Beijing 100049China

The primate brain and artificial intelligence(AI) can both be conceptualized as information processing systems, each with its own distinct biological and computational architectures. While there are parallels between them, their respective structural and functional connections show significant differences. In this paper, we examine the central role of feedback processing in both the primate brain and AI systems, which has been shown to be crucial in shaping neural processing. By reviewing the key features of feedback processes in the primate brain, which allows the brain to incorporate prior knowledge, contextual information, and taskdemands into early-stage processing, we highlight the divergence in goals and functions between biological and AI *** these differences is crucial for elucidating the cognitive capabilities of the primate brain and for addressing computational challenges in AI. In advocating “Cognition-Inspired-Computation”, we suggest that integrating insights from feedback processing in the primate brain into AI research will offer potentially significant improvements for the advancement of AI systems.

关键词： cognitive neuroscience artificial intelligence feedback processing attention learning

On n-universal quadratic forms over dyadic local fields

在线全文

学校读者我要写书评

暂无评论

Science China Mathematics 2024年第7期67卷 1481-1506页

作者： Zilong he Yong Hu School of Computer Science and Technology Dongguan University of TechnologyDongguan523808China Department of Mathematics Southern University of Science and TechnologyShenzhen518055China

Let n≥2 be an integer. We give necessary and sufficient conditions for an integral quadratic form over dyadic local fields to be n-universal by using invariants from Beli's theory of bases of norm ***, we provide a minimal set for testing n-universal quadratic forms over dyadic local fields, as an analogue of Bhargava and Hanke's 290-theorem(or Conway and Schneeberger's 15-theorem) on universal quadratic forms with integer coefficients.

关键词： integral quadratic forms n-universal quadratic forms dyadic fields 290-theorem

在线全文

学校读者我要写书评

暂无评论

无导线起搏器的现状与未来

心血管病学进展 2018年第1期39卷 14-16页

作者：何树楠李述峰首都医科大学附属北京潞河医院心内科北京101149 哈尔滨医科大学附属第二医院心内科黑龙江哈尔滨150081

近年来,无导线起搏器的研发与临床发展迅速,这种全新的起搏系统有望在将来取代传统的囊袋脉冲发生器+电极导线模式的起搏系统。无导线起搏器可以完全消除囊袋和导线相关并发症,并在使用寿命上不劣于传统起搏器,实现了稳定的起搏器阈值,... 详细信息

近年来,无导线起搏器的研发与临床发展迅速,这种全新的起搏系统有望在将来取代传统的囊袋脉冲发生器+电极导线模式的起搏系统。无导线起搏器可以完全消除囊袋和导线相关并发症,并在使用寿命上不劣于传统起搏器,实现了稳定的起搏器阈值,兼具频率应答、远程监控及抗核磁功能。最新的临床研究结果显示无导线起搏器的植入成功率很高,且明显降低了植入并发症的发生率。虽然目前的无导线起搏产品仍面临很多问题,如只能进行心室单腔起搏、无法感知心房、长期植入后无法拔除等。然而,摆脱导线和囊袋的束缚,无导线起搏器已经有了质的飞跃,随着技术逐渐成熟,必将成为起搏器发展的未来。

关键词：无导线起搏器传统起搏系统起搏器植入并发症