Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note

This study applies a non-parametric causality-in-quantiles test to examine the causal effect of geopolitical risks on return and volatility dynamics of Islamic equity and bond markets. Geopolitical risks are generally found to impact Islamic equity market volatility measures, rather than returns. However, geopolitical risks tend to predict both returns and volatility measures of Islamic bonds. Interestingly, causality, when it exists for returns and/or volatility of Islamic equities and bonds, is found to hold over entire conditional distributions of returns and volatilities, barring the extreme ends of the same.     

Humanitarians at sea: Selective emulation across migrant rescue NGOs in the Mediterranean sea

Between 2014 and 2017, no less than 10 different non-governmental organizations (NGOs) conducted maritime Search and Rescue (SAR) operations off the coast of Libya. By rescuing over 100,000 migrants in three years, these NGOs became the largest provider of SAR in the Mediterranean. The theory of institutionalism suggests that organizations conducting similar activities are likely to converge in a process of mimetic isomorphism, deliberately imitating one another to increase their effectiveness and cope with uncertainty. These 10 SAR NGOs, however, developed two different rescue models: While some rescued migrants and disembarked them in Italian ports, others only simply assisted those in distress until the arrival of another ship transporting them to land. They also cooperated with Italian and European authorities to different degrees. Why did SAR NGOs imitated many elements of existing non-governmental rescue models, but discarded some others? This article argues that differences in material capabilities and organizational role conceptions are crucial to explain why newer SAR NGOs have imitated most but not all of their predecessors’ policies, engaging in a process of “selective emulation.”     

新体制导航信号下I/Q幅相不一致对接收机测距零值的影响分析

随着现代化导航信号带宽的增大,由于可以大幅降低采样率,复信号采样的优势日趋明显。由于存在I/Q幅相误差,复信号采样对导航接收机伪距测量造成了一定影响。改进了信道非理想与I/Q幅相误差共同影响BPSK/QPSK信号零值测量的分析模型;在该模型基础上,推导得到了任意I/Q误差和信道非理想特性影响BOC信号伪距零值的模型;探讨了二者在频域抗干扰应用场景下引起的零值变化;理论分析与软件接收机仿真结果高度吻合,误差在1.5×10^-4码片内,证明了分析模型的精确性。该分析方法可用于对高性能导航接收机信道特性进行事先约束及筛选,以确保干扰场景下的零值变化满足要求。     

战场数据融合仿真系统设计与实现

介绍了一种战场数据融合仿真系统的设计与实现方法。该系统由场景设定、信号产生、融合跟踪处理、目标识别、态势与威胁估计与数据库支持等功能子系统组成,模拟了数据融合的整个信息处理流程,包括:主动探测雷达、雷达侦察设备、通信侦察设备和敌我识别器获取敌我目标观测信息、利用多传感器跟踪数据对目标进行融合跟踪、提取辐射源电磁信息特征对敌方目标识别,进而形成态势与威胁估计。最终在Visual C#开发平台上利用MapX和ORACLE开发了战场数据融合仿真系统,并成功应用于实际系统中,取得了较好的效果。     

基于XML的海军作战仿真想定设计方法

作战仿真想定是军事仿真系统的重要组成部分,为仿真系统的运行提供了初始态势和作战任务。目前在仿真想定中存在的主要问题是对想定描述的格式和手段不统一,生成的仿真想定可读性和可移植性不好,影响了仿真系统的真实性和可信度。以海军装备应用研究系统为背景,着眼于海军作战仿真想定生成系统的标准化,通过分析海军作战想定描述的层次结构,针对XML技术在数据表达方面的特点和应用,探讨了使用XML表示标准的作战想定开发方法,以潜艇破交任务为例介绍了海军作战想定的设计方法。     

“打击时敏目标”任务的Petri网建模方法

对武器装备体系而言,作为现代战争中的重要样式"打击时敏目标"任务可分为获取时间窗口和利用时间窗口打击目标两个阶段。首先分析了打击时敏目标任务的过程,然后提出使用广义随机Petri网(GSPN)描述时间窗口的获取过程的方法,引入了负位置和负令牌的概念,最后提出用改进的GSPN描述利用时间窗口打击目标的过程的方法,并建立了一个"打击时敏目标"任务的Petri网模型。     

基于博弈论的C~4ISR系统监视与侦察功能模型

监视与侦察已成为现代C4ISR系统的重要组成部分,传统的监视与侦察系统效能分析方法存在模型难以建立、结果不准确等问题,很难量化其与作战效果之间的影响。在对基于Lanchester方程的C4ISR系统建模方法进行研究的基础上,提出了反映监视与侦察功能的Lanchester方程模型,并引入博弈论分析了战场上信息的不对称对交战结果的影响,克服了描述C4ISR系统的Lanchester方程没有考虑作战单元、对手和环境间的动态交互以及数学结构简单的缺点。仿真结果验证了模型的有效性。     

基于模糊自适应变维Kalman滤波器的跟踪算法(英文)

针对不同阶数的Kalman滤波器具有不同的跟踪能力与跟踪效率之间存在的矛盾,设计了一种模糊自适应变维跟踪算法(FAVD)。该算法使用两级滤波器,根据目标机动性的变化,适当地调整滤波器的阶数,使跟踪结果快速收敛,很好地解决了矛盾。同时通过模糊推理机制,在线调节高阶滤波器的参数,使适用范围大大增强,提高自适应能力,从而使该算法可以采用较少的模型覆盖较多的目标运动模式,达到很好的跟踪滤波效果,计算量也会大大减小。通过对计算机仿真结果分析表明,提出的算法具有可靠、计算简便、快速等特点,模型滤波精度较高,并可实现实时跟踪预测,具有一定的理论价值和实用价值。     

Fully sequential procedures for comparing constrained systems via simulation

We consider the problem of finding the system with the best primary performance measure among a finite number of simulated systems in the presence of a stochastic constraint on a single real‐valued secondary performance measure. Solving this problem requires the identification and removal from consideration of infeasible systems (Phase I) and of systems whose primary performance measure is dominated by that of other feasible systems (Phase II). We use indifference zones in both phases and consider two approaches, namely, carrying out Phases I and II sequentially and carrying out Phases I and II simultaneously, and we provide specific example procedures of each type. We present theoretical results guaranteeing that our approaches (general and specific, sequential and simultaneous) yield the best system with at least a prespecified probability, and we provide a portion of an extensive numerical study aimed at evaluating and comparing the performance of our approaches. The experimental results show that both new procedures are useful for constrained ranking and selection, with neither procedure showing uniform superiority over the other.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Path optimization for the resource‐constrained searcher

We formulate and solve a discrete‐time path‐optimization problem where a single searcher, operating in a discretized three‐dimensional airspace, looks for a moving target in a finite set of cells. The searcher is constrained by maximum limits on the consumption of one or more resources such as time, fuel, and risk along any path. We develop a specialized branch‐and‐bound algorithm for this problem that uses several network reduction procedures as well as a new bounding technique based on Lagrangian relaxation and network expansion. The resulting algorithm outperforms a state‐of‐the‐art algorithm for solving time‐constrained problems and also is the first algorithm to solve multi‐constrained problems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010