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500 个结果
  • 简介:ARCH模型及其扩展模型为了模拟波动的集群性,Engle提出了ARCH模型,允许条件方差作为过去误差的平方的函数随时间变化.

  • 标签: ARCH模型 ARCH效应 股票指数
  • 简介:本文介绍ARCH模型及其扩展模型,并利用这些模型封我国土证指数和深成指数进行研究。选择股市日收益率为指标分析了我国股票市场的波动性特徵,结果显示我国股票市场收益有明显的尖峰厚尾性、波动集簇性以及波动的信息不对称性等特点。

  • 标签: 股票市场 ARCH模型 GARCH模型 TARCH模型 波动性
  • 简介:Currently,thereareawiderangeoflinetypesinthefieldofarchdamdesigningandconstruction,andeachofthemmayhavetheirownstrengthandweaknessdisparately.Atrade-offbetweenthesize,stress,aswellastheconstructioncostandcomplexityofthedamneedstobemadeinordertoarriveatanewsolutioncalledthecycloidarchdam.ThroughredevelopmentofVBAusingAutoCAD,thearchringandthecenterofthearchlinehavebeendesigned.Also,thestressanalysisonparabolaandcycloidhavebeendone,whichprovidesatheoreticalprinciplethatthecycloidcouldberegardedasanewlinetypeofthearchdam.

  • 标签: 摆线针轮减速机 拱坝设计 类型 AUTOCAD 建设成本 重建设计
  • 简介:随着互联网技术的不断成熟和完善,"互联网+金融"这种全新的金融模式得到了前所未有的突破与发展,并对金融业的发展方向产生了影响。通过运用ARCH模型族对互联网金融概念上市公司的股票收益率波动性进行度量,探究该板块股票收益波动的一般特征及特有的规律。研究发现,互联网金融概念上市公司股票收益波动性从整体上呈现出与沪深300相似的基本特征,但同时又具有自身的特点:收益率呈现尖峰厚尾的特征,不符合正态分布;收益率序列为平稳时间序列,不存在单位根但存在明显的波动集聚性;对外部冲击反应的时间持续性有限,而且存在非对称效应,风险与收益存在明显的正相关性。

  • 标签: 互联网金融 上市公司 股票收益率 波动性
  • 简介:Aseismicstabilityassessmentofarchdam-foundationsystemsispresentedusingacomprehensiveapproach,inwhichthemainfactorsthatsignificantlyinfluencetheseismicresponseofanarchdam-foundationsystemareconsidered.Alargescalefiniteelementmodelwithover1milliondegreesoffreedomisconstructedfortheBaihetanarchdam(289mhigh),whichisunderconstructionintheSouthwestofChina.Inparticular,thecomplicatedgeologicalconditionswithfaultsintersectinginterlayershearweaknesszonesatthedambaseandthedamabutmentresistingforcebodyismodeledintheanalysis.Threeperformanceindicesareadoptedtoassesstheseismicstabilityofthearchdam.TheresultsdemonstratethattheopeningofthejointsoftheBaihetanarchdamissmallandthewaterstopinstalledbetweenthejointswouldnotbetornduringadesignearthquake.Theyieldingformedintheinterfacebetweenthedamandfoundationdoesnotreachthegroutingcurtainthatwouldremaininanelasticstateafteranearthquake.Theyieldingzonesoccurringontheupperportionofthedamfacesextend1/8thicknessofblocksectionintothedambodyandthuscantileverblocksneednotbeconcernedwithslidingstability.Thefaultsandinterlayershearweaknesszonesinthenearfieldfoundationexhibitsevereyielding,andapotentialslidingsurfaceispenetrated.Althoughthefactorofsafetyagainstslidingofthesurfacefluctuateswithadecreasedtrendduringanearthquake,theminimuminstantaneousvaluereaches1.02andisstilllargerthan1.0.Therefore,aconclusionisdrawnthattheBaihetanarchdam-foundationsystemwillremainstableunderthedesignearthquake.

  • 标签: ARCH DAM SEISMIC stability FAULTS EARTHQUAKE
  • 简介:本文利用GARCH类模型,分析了上海股票市场和深圳股票市场的波动特徵,并对二者进行比较,提出了一些政策建议。应规范股票市场,避免大起大落。

  • 标签: ARCH GARCH 条件异方差 股票市场 日收益率
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  • 简介:Shakingtabletestsofa1:10scalearchmodelperformedtoinvestigatetheseismicbehaviorandresistanceofconcretefilledsteeltubular(CFT)archstructuresaredescribedinthispaper.TheEl-CentrorecordandShanghaiartificialwavewereadoptedastheinputexcitation.Theentiretestprocesscanbedividedintothreestagesdependingonthelateralbraceconfigurations,i.e.,fully(five)braced,twobracesremoved,andallbracesremoved.Atotalof46tests,startingfromtheelasticstatetofailurecondition,havebeenconducted.Thenaturalvibrationfrequencies,responsesofacceleration,displacementandstrainweremeasured.Fromthetestresults,itisdemonstratedthattheCFTarchstructuresarecapableofresistingseveregroundmotionsandthatCFTarchesofferacrediblealternativetoreinforcedconcretearches,especiallyinregionsofhighseismicintensity.

  • 标签: 地震 地层学 地球构造 拱形结构
  • 简介:根据文学,仅仅关于渗透胸的主动脉的损伤的出现的一个小比例能成功地被对待。此处,我们报导我们缺乏的一所农村医院里的如此的一个病人的最近的营救的经验推进了仪器为心肺绕过操作。20岁的男性在在无名的动脉和左普通颈动脉动脉之间的大动脉的拱门上和1.5厘米的撕裂与破坏无名的静脉和恰好普通的颈动脉动脉为渗透的损害被招收。没有实现,病人成功地被救心肺绕过。在这种情况中的表示和管理被讨论。

  • 标签: 主动脉弓 应急管理 医院 农村 穿透 体外循环
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  • 简介:Background:Thisprospectivestudyexploredtheeffectsofendurancerunning(ER)inminimalversusstandardrunningshoesonthefoot'ssuperficiallayerintrinsicmusclesandthefunctionofthelongitudinalarch.Ourhypothesiswasthatrunninginminimalshoeswouldcausehypertrophyinthesemusclesandleadtohigher,stronger,stifferarches.Methods:Thehypothesiswastestedusingasampleof33healthyrunnersrandomizedintotwogroups,acontrolgroupshodintraditionalrunningfootwearandanexperimentalgroupshodinminimalsupportfootwear,whosefeetwerescannedinanMRIbeforeandaftera12-weektrainingregime.Runningkinematicsaswellasarchstiffnessandheightwerealsoassessedbeforeandafterthetreatmentperiod.Results:Analysisofanatomicalcross-sectionalareasandmusclevolumesindicatethattheflexordigitommbrevismusclebecamelargerinbothgroupsby11%and21%,respectively,butonlytheminimallyshodrunnershadsignificantarealandvolumetricincreasesoftheabductordigitiminimiof18%and22%,respectively,andsignificantlyincreasedlongitudinalarchstiffness(60%).Conclusion:Theseresultssuggestthatendurancerunninginminimalsupportfootwearwith4mmoffsetorlessmakesgreateruseofthespringlikefunctionofthelongitudinalarch,thusleadingtogreaterdemandsontheintrinsicmusclesthatsupportthearch,therebystrengtheningthefoot.

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  • 简介:Becauseofitsgoodconditionwithmechanics,logarithmicspiraldoublecurvearchbamhasbeenwidelyusedinthepracticalengineering.Theintroductionofanewmethodinhowtodividetransversejointinarchdamwillbegivenandthefurtherresearchofitscalculationhasbeendone.TheC++isusedinelectronicprocedureandthe3DsimulationhasbeenfinishedwithAutoCAD,whichwillprovidetheobjectmodelforcomputersimulationofthearchdamandthedivisionoffiniteelementmesh.Meanwhile,thismethodindividingthetransversejointinarchdamalsocanbetakenasthecalculatedbasisforthedesignandcalculationofarchdam,constructionloftingandthecalculationoftheworkamount.

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  • 简介:<正>OnNovember12thisyear,JinpingCascadeIHydropowerStation,seatedonthelowerreachesofYalongRiverinSichuanProvince,startedtobeconstructed.ThestationisthesecondlargehydropowerprojecttobeconstructedonYalongRiverfollowingErtanHydropower

  • 标签: reaches installed GENERA river CHONGQING sending
  • 简介:ThecalculationofultimatebearingcapacityisasignificantissueinthedesignofConcreteFilledSteelTubular(CFST)archbridges.Basedonthespacebeamtheory,thispaperprovidesacalculationmethodfordeterminingtheultimatestrengthofCFSTstructures.Theaccuracyofthismethodandtheapplicabilityofthestress-strainrelationshipswerevalidatedbycomparingdifferentexistingconfinedconcreteuniaxialconstitutiverelationshipsandexperimentalresults.Comparisonoftheseresultsindicatedthatthismethodusingtheconfinedconcreteuniaxialstress-strainrelationshipscanbeusedtocalculatetheultimatestrengthandCFSTbehaviorwithsatisfactoryaccuracy.Thecalculationresultsarestableandseldomaffectedbyconcreteconstitutiverelationships.Themethodisthereforevaluableinthepracticeofengineeringdesign.Finally,theultimatestrengthofanarchbridgewithspanof330mwasinvestigatedbytheproposedmethodandthenonlinearbehaviorwasdiscussed.

  • 标签: 拱桥 钢筋混凝土 CFST 疲劳压力 应力分析
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