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"已实现"波动率是一种全新的金融波动率测量方法。"已实现"波动率在理论上没有测量误差的无偏估计量,在实证建模方面比其他模型更易于估计参数,同时最优频率的选取对于"已实现"波动率的测量精确度是很重要的。  相似文献   
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给出了边矩阵和完全三分图的定义,提出了利用边矩阵、完全三分图构造45阶Kirkman三连系的思路。介绍了不同构的45阶Kirkman三连系构造的全过程,讨论了45阶Kirkman三连系的计数。  相似文献   
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Complexity of mutual act and different sensation of different tourists are important factors influencing regional tourism resources evaluation. Fuzzy mathematic method can be used to up quantitative evaluation method on tourism resources evaluation. Taking Wushan Small Three Gorges as an example, the author carries out the evaluation of the tourism resources in the Three Gorges Reservoir. At the same time, the authors consider that five factors, such as improvement of the comunication of tourism resources, quickening the Steps of urbanization in reservior area, must be done well.  相似文献   
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The processes, microstructures, properties and mechanisms of DIMOX in synthesizing Al/Al 2O 3 by Al-Mg-Si alloy are reviewed and their problems are considered mainly as following:non_homogeneous oxidation growth of Al/Al 2O 3 at the surface of melts and the porosity of Al/Al 2O 3 limites structural application of Al/Al 2O 3 composite. The mechanisms and models of microchannel,magnesium action,silicon action,and induction are outlined. Several problems which need to be noticed are pointed out,which are diffusion and transfer of oxygen in aluminium melts;the role of MgO and MgAl 2O 4 at outer layer;the reaction feature of solid_gas in the oxidation microstructures of Al_Mg_Si alloy;SiO 2 induction mechanism of silicon and its correlation with the mechanism of magnesium action in Al_Mg_Si alloy.  相似文献   
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The spraying codeposition process is used to produce metal matrix paniculate composites, whose technical procedure and main processing parameters are analyzed. The microstructure of the composites is examined and the properties are tested. The solidification characteristics in the spraying deposition and solidification process are discussed. The results indicate that several problems involved in conventional methods can be overcome with this technique to preduce metal matrix paniculate composites. The reinforce particles are dispersed in the matrix homogeneously without solidification segregation. Compared with the matrix alloy,the composite proves to be harder and has excellent wear resistance.  相似文献   
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Based upon the conception of the least loop,the most loop and direction factor presented by the author firstly,the algorithm of searching out the least and most loops has been designed.By building the adjoining matrix, confirming the start-point of searching,vectorizing the searching sides,calculating the direction factor of adjoining sides,we can search out the next side of the least loop or the most loop rapidly.With a valid searching side being confirmed at every searching and the searching scope being reduced by forming degenerate graph,the time compexity of the algorithm is much less. In the research of the automatic calculating system of construction quantities, the problem of houses partition and out-wall partition had been solved succesfully by utilizing this searching algorithm.  相似文献   
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