On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

模糊综合评判在雷达接收机等级评定中的应用

为消除技术等级评定中主观因素的影响,将多级模糊综合评判的方法运用于接收机的技术等级评定中。对雷达接收机的技术性能指标进行了层次分类,采用了一种以测试数据为基础的针对每一个因素的单因素评判方法,并以某型雷达接收机为例,给出其技术等级模糊综合评判的详细求解过程。     

基于通用DSP模块单脉冲雷达测距的实现

目前,单脉冲精密跟踪测量雷达将普遍采用全数字式距离自动跟踪系统,即全数字式测距机。讨论的基于DSP平台的单脉冲雷达测距系统应用前景比较看好,在其硬件平台不变的情况下,通过修改工作软件和定时器内部逻辑,不仅能实现单个目标距离的跟踪与测量,而且能完成多目标距离的跟踪与测量。     

非线性积分方程的周期解

以（Cg,｜.｜g）为相空间,研究具有无限时滞非线性积分方程周期解的存在性,利用Schauder-Tychonov不动点定理证明方程解的g一致有界性和g一致最终有界性蕴含周期解的存在性。     

分析化学课程教学改革与实践

本文结合分析化学课程的作用、内容和特点,介绍了分析化学课程教学改革与实践的一些新举措：1．重视教材的选用和建设,严把教材质量关;2．理论教学和实验教学有机结合,合理设计教学方案与内容;3．现代教育技术手段与传统教学方法相结合．有效提高教学质量与效率;4．以人为本,情感教学;5．分段教学,博采众长。     

英语——多种语言汇总的结晶

英语作为一种国际通用语言 ,其起源、演变、发展的过程十分复杂。本文从英语的产生基础及人文因素对它的影响入手 ,阐述了现代英语的历史渊源 ,回顾了英语由日尔曼语族中的一个小语种发展成为当今全球性语言的艰难历程 ,指出英语是人民的语言 ,是多种语言汇总的结晶。     

Designing a screening experiment for highly reliable products

Within a reasonable life‐testing time, how to improve the reliability of highly reliable products is one of the great challenges to today's manufacturers. By using a resolution III experiment together with degradation test, Tseng, Hamada, and Chiao (1995) presented an interesting case study of improving the reliability of fluorescent lamps. However, in conducting such an experiment, they did not address the problem of how to choose the optimal settings of variables, such as sample size, inspection frequency, and termination time for each run, which are influential to the correct identification of significant factors and the experimental cost. Assuming that the product's degradation paths satisfy Wiener processes, this paper proposes a systematic approach to the aforementioned problem. First, an intuitively appealing identification rule is proposed. Next, under the constraints of a minimum probability of correct decision and a maximum probability of incorrect decision of the proposed identification rule, the optimum test plan (including the determinations of inspection frequency, sample size, and termination time for each run) can be obtained by minimizing the total experimental cost. An example is provided to illustrate the proposed method. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 514–526, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10024     

装备战斗恢复力模糊评判模型的建立与应用

针对装备战斗恢复力的评价具有随机性、模糊性和相关性的特点 ,提出了用模糊评判模型分析装备战斗恢复力的方法。最后 ,以雷达系统为例 ,对该模型进行了应用分析     

火灾事故调查引发行政诉讼案件的理性思考

根据《行政诉讼法》的合法性审查原则 ,并结合实际火灾案例 ,阐述在火灾事故调查工作中 ,公安消防机构如何适应行政诉讼的要求 ,切实做到依法行政。     

军事电子信息系统需求工程方法研究

需求分析是军事电子信息系统建设的关键环节。长期以来,我们对军事电子信息系统的需求分析一直是用自然语言定性描述,主观因素较多。论文采用需求工程方法,对需求工程的获取、处理、验证和实现四个阶段进行了分析,并结合军事电子信息系统的具体特点对每个阶段可采用的具体方法进行研究。