In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space...In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.展开更多
Tunnel water inrush is one of the common geological disasters in the underground engineering construction.In order to effectively evaluate and control the occurrence of water inrush,the risk assessment model of tunnel...Tunnel water inrush is one of the common geological disasters in the underground engineering construction.In order to effectively evaluate and control the occurrence of water inrush,the risk assessment model of tunnel water inrush was proposed based on improved attribute mathematical theory.The trigonometric functions were adopted to optimize the attribute mathematical theory,avoiding the influence of mutation points and linear variation zones in traditional linear measurement functions on the accuracy of the model.Based on comprehensive analysis of various factors,five parameters were selected as the evaluation indicators for the model,including tunnel head pressure,permeability coefficient of surrounding rock,crushing degree of surrounding rock,relative angle of joint plane and tunnel section size,under the principle of dimension rationality,independence,directness and quantification.The indicator classifications were determined.The links among measured data were analyzed in detail,and the objective weight of each indicator was determined by using similar weight method.Thereby the tunnel water inrush risk assessment model is established and applied in four target segments of two different tunnels in engineering.The evaluation results and the actual excavation data agree well,which indicates that the model is of high credibility and feasibility.展开更多
In modern electromagnetic environment, radar emitter signal recognition is an important research topic. On the basis of multi-resolution wavelet analysis, an adaptive radar emitter signal recognition method based on m...In modern electromagnetic environment, radar emitter signal recognition is an important research topic. On the basis of multi-resolution wavelet analysis, an adaptive radar emitter signal recognition method based on multi-scale wavelet entropy feature extraction and feature weighting was proposed. With the only priori knowledge of signal to noise ratio(SNR), the method of extracting multi-scale wavelet entropy features of wavelet coefficients from different received signals were combined with calculating uneven weight factor and stability weight factor of the extracted multi-dimensional characteristics. Radar emitter signals of different modulation types and different parameters modulated were recognized through feature weighting and feature fusion. Theoretical analysis and simulation results show that the presented algorithm has a high recognition rate. Additionally, when the SNR is greater than-4 d B, the correct recognition rate is higher than 93%. Hence, the proposed algorithm has great application value.展开更多
A new approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency division multiplexing (OFDM) systems was proposed.This approach is based on assigning powers to the different subcarriers of OFDM...A new approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency division multiplexing (OFDM) systems was proposed.This approach is based on assigning powers to the different subcarriers of OFDM using an unequal power distribution strategy.In addition,a reduced complexity selective mapping (RC-SLM) scheme was proposed.The proposed scheme is based on partitioning the frequency domain symbol sequence into several sub-blocks,and then each sub-block is multiplied by different phase sequences whose length is shorter than that used in the conventional SLM scheme.Then,a kind of low complexity conversions is used to replace the IFFT blocks.The performance of the proposed RC-SLM scheme along with the new approach was studied with computer simulation.The obtained results show that the proposed RC-SLM scheme is able to achieve the lowest computational complexity when compared with other low complexity schemes proposed in the literature while at the same time improves the PAPR reduction performance by about 0.3 dB.展开更多
基金supported by the Jiangsu University Philosophy and Social Science Research Project(Grant No.2019SJA1326).
文摘In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.
基金Project(2013CB036004) supported by National Basic Research Program(973)of ChinaProject(51378510) supported by National Natural Science Foundation of China
文摘Tunnel water inrush is one of the common geological disasters in the underground engineering construction.In order to effectively evaluate and control the occurrence of water inrush,the risk assessment model of tunnel water inrush was proposed based on improved attribute mathematical theory.The trigonometric functions were adopted to optimize the attribute mathematical theory,avoiding the influence of mutation points and linear variation zones in traditional linear measurement functions on the accuracy of the model.Based on comprehensive analysis of various factors,five parameters were selected as the evaluation indicators for the model,including tunnel head pressure,permeability coefficient of surrounding rock,crushing degree of surrounding rock,relative angle of joint plane and tunnel section size,under the principle of dimension rationality,independence,directness and quantification.The indicator classifications were determined.The links among measured data were analyzed in detail,and the objective weight of each indicator was determined by using similar weight method.Thereby the tunnel water inrush risk assessment model is established and applied in four target segments of two different tunnels in engineering.The evaluation results and the actual excavation data agree well,which indicates that the model is of high credibility and feasibility.
基金Project(61301095)supported by the National Natural Science Foundation of ChinaProject(QC2012C070)supported by Heilongjiang Provincial Natural Science Foundation for the Youth,ChinaProjects(HEUCF130807,HEUCFZ1129)supported by the Fundamental Research Funds for the Central Universities of China
文摘In modern electromagnetic environment, radar emitter signal recognition is an important research topic. On the basis of multi-resolution wavelet analysis, an adaptive radar emitter signal recognition method based on multi-scale wavelet entropy feature extraction and feature weighting was proposed. With the only priori knowledge of signal to noise ratio(SNR), the method of extracting multi-scale wavelet entropy features of wavelet coefficients from different received signals were combined with calculating uneven weight factor and stability weight factor of the extracted multi-dimensional characteristics. Radar emitter signals of different modulation types and different parameters modulated were recognized through feature weighting and feature fusion. Theoretical analysis and simulation results show that the presented algorithm has a high recognition rate. Additionally, when the SNR is greater than-4 d B, the correct recognition rate is higher than 93%. Hence, the proposed algorithm has great application value.
文摘A new approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency division multiplexing (OFDM) systems was proposed.This approach is based on assigning powers to the different subcarriers of OFDM using an unequal power distribution strategy.In addition,a reduced complexity selective mapping (RC-SLM) scheme was proposed.The proposed scheme is based on partitioning the frequency domain symbol sequence into several sub-blocks,and then each sub-block is multiplied by different phase sequences whose length is shorter than that used in the conventional SLM scheme.Then,a kind of low complexity conversions is used to replace the IFFT blocks.The performance of the proposed RC-SLM scheme along with the new approach was studied with computer simulation.The obtained results show that the proposed RC-SLM scheme is able to achieve the lowest computational complexity when compared with other low complexity schemes proposed in the literature while at the same time improves the PAPR reduction performance by about 0.3 dB.
