简介:Thispaperproposesandmakesastudyofanewmodel(calledthe3/2plusjumpsmodel)forVIXoptionpricing.Themodelallowsthemean-reversionspeedandvolatilityofvolatilitytobehighlysensitivetotheactuallevelofVIX.Inparticular,thepositivevolatilityskewisaddressedbythe3/2plusjumpsmodel.Dailycalibrationisusedtoprovethattheproposedmodelpreservesitsvalidityandreliabilityforbothin-sampleandout-of-sampletests.Theresultsshowthatthemodelsarecapableoffittingthemarketpricewhilegeneratingpositivevolatilityskew.
简介:WithintheATLASexperimentTrigger/DAQandDCSarebothlogicallyandphysicallyseparated.Neverthelessthereisaneedtocommunicate.TheinitialproblemdefinitionandanalysissuggestedthreesubsystemstheTrigger/DAQDCSCommunication(DDC)projectshouldsupporttheabilityto:1.exchangedatabetweenTrigger/DAQandDCS;2.sendalarmmessagesfromDCStoTrigger/DAQ;3.issuecommandstoDCSfromTrigger/DAQ.Eachsubsystemisdevelopedandimplementedindependentlyusingacommonsoftwareinfrastructure.AmongthevarioussubsystemsoftheATLASTrigger/DAQtheOnlineisresponsibleforthecontrolandconfiguration.Itistheglueconnectingthedifferentsystemssuchasdataflow.level1andhigh-leveltriggers.TheDDCusesthevariousOnlinecomponentsasaninterfacepointontheTrigger/DAQsidewiththePVSSIISCADAsystemontheDCSsideandaddressesissuessuchaspartitioning,timestamps,eventnumbers,hierarchy,authorizationandsecurity,PVSSIIisacommercialproductchosenbyCERNtobetheSCADAsystemforallLHCexperiments,ItsAPIprovidesfullaccesstoitsdatabase,whichissufficienttoimplementthe3subsystemsoftheDDCsoftware,TheDDCprojectadoptedtheOnlineSoftwareProcess,whichrecommendsabasicsoftwarelife-cycle:problemstatement,analysis,design,implementationandtesting.Eachphaseresultsinacorrespondingdocumentorinthecaseoftheimplementationandtesting,apieceofcode,InspectionandreviewtakeamajorroleintheOnlinesoftwareprocess,TheDDCdocumentshavebeeninspectedtodetectflawsandresultedinaimprovedquality.AfirstprototypeoftheDDCisreadyandforeseentobeusedatthetest-beamduringsummer2001.
简介:一张图的一个顶点被说统治它的邻居的本身和所有。图G的一个双统治集合是G的顶点的集合D,以便G的每个顶点被D的至少二个顶点统治。图G的双支配数字是G的一个双统治集合的最小的集的势。为图G=(V,E),如果V(G)\D的每个顶点在D有至少二位邻居,子集DV(G)是一个2-dominating集合,当如果,统治G的集合是2-outer-independent的时另外集合V(G)\D是独立的。G的2-outer-independent支配数字是统治G的集合的2-outer-independent的最小的集的势。这份报纸加一个与双支配数字平等者描绘所有树到2-outer-independent支配数字。
简介:Thispaperreportsthatanatmosphericpressuredielectricbarrierdischargeplasmajet,whichusesargonorargon+hydrogenperoxidevapourastheworkinggas,isdesignedtosterilizethebacillussubtilis.Comparedwiththepureargonplasma,thebacterialinactivationefficacyhasasignificantimprovementwhenhydrogenperoxidevapourisaddedintotheplasmajet.Inordertodeterminewhichfactorsplaythemainroleininactivation,severalmethodsareused,suchasdeterminationofopticalemissionspectra,hightemperaturedryairtreatment,proteinleakagequantification,andscanningelectronmicroscope.Theseresultsindicatethatthepossibleinactivationmechanismsarethesynergisticactionsofchemicallyactivespeciesandchargedspecies.
简介:为学习微积分的读者介绍如何将基本流体力学应用于对发展中国家非常重要的简单重力输水系统的建模。首先推导出Bernoulli方程,从而了解作为沿流线运动的流体质点压力、速度和高度之间的关系。其次,应用Bernoulli方程分析一个简单的输水系统的合力和流速。然后,对层流和湍流分别考虑分压水箱、不同直径的管道及摩擦的影响。最后,讨论在密克罗尼西亚和洪都拉斯重力输水系统的设计和安装。
简介:摘要本文针对通信系统与电网广域保护控制系统间的需求关系进行剖析,通过研究主站与调度站、主站与子站和子站与执行站信号中断对电网广域保护控制系统的影响,结合防止通信系统中断的应对策略,目的在于提高电网广域保护控制系统运行的稳定性,提升电网系统运行的可靠性。
简介:在计算机辅助工艺设计中,工序图的设计是工艺设计的一个重要组成部分,是否有一个好的工序图的设计环境,直接影响到CAPP系统能否广泛应用。我所CAPP系统已正式应用于科研生产中。该CAPP系统的工序图设计是在AutoCAD下绘制的,在试运行中发现,工序图的绘制还比较繁琐,究其原因有:(1)到现在为止还没有一种商业化的专用工序图设计软件;(2)工艺工序图设计中有一些专用特殊符号(如定位符号、夹紧符号及焊接符号等)特殊的线型以及一些专用的标注符号等,这些符号如让工艺人员在通用的CAD软件中绘制既费时又不规范;(3)由于工序图只是一个示意图,很多图形是可用以前绘制的或别人已绘制好的相似的图形稍作修改即可,然而在全所范围内没有一个集中统一管理的工序图图库以供所有的工艺人员实现资源共享,各自为政,重复劳动较多。为了解决这一问题,需开发一个适合CAPP中工序图设计的专用工序图CAD系统。