Abstract: Value at Risk ( ) is a method using statistical knowledge to measure financial risks, and its calculating core is to estimate or predicate fluctuation of the financial assets price. In recent years, the main method of estimating and predicating fluctuation of the financial assets price is the GARCH model. So to determine a reasonable GARCH model becomes the crux of calculating. In this paper, we proposed using empirical likelihood method to estimate , and we also proved that the empirical likelihood method is more effective and more concise than other current methods by simulation analysis.
Abstract: Aiming at the actual requirement of the System of industrial Ethernet Connectivity of wireless sensor networks in underground coal mine, a dynamic priority scheduling algorithm which is applied in the interconnected gateway is presented. The algorithm can avoid the occurrence of the congestion in the interconnected system. Simulation results show that packet loss rate is controlled within 7 to 15%, service response time is controlled within 2.8~7s and average queue length is stable when the interconnected system is three times than the maximum load. However, when the load of the interconnected system has returned to normal, the gateway enters the steady state that packet loss rate is zero only after 6s.
Abstract: In the article a new concurrency control protocol for real-time database (RTCC) is proposed. The protocol based on the traditional speculative concurrency control protocol (SCC). It dynamically establish the maximum of shadow to reasonably use the resources of system and add the quasi-commit phase to avoid many unnecessary restarting and enhance the concurrency of transaction. The theory of Petri net proof and results of experiment show that this protocol is feasible and effective , and it can meet the needs of real-time transaction. Speculative Concurrency Control is suitable especially for real-time database. On the one hand, SCC is similar to PCC, to detect potentially harmful conflict as early as possible, so as to start a replacement schedule, thereby increasing the opportunities for transactions to meet time limits. On the other hand, SCC is similar to OCC, it allows the concurrency of conflict transaction and, therefore, avoids unnecessary matters that may affect the timely submission of delay. As a result, it alleviates the congestion problems and PCC restart OCC's problems, in order to better meet the transaction deadline. Based on the fact above mentioned, we propose a suitable real-time database concurrency control protocol [2,3] (RTCC: Concurrency Control protocol for Real-Time). The protocol of the SCC protocol on the traditional basis with a series of improvements can avoid a large number of unnecessary transaction restart and improve concurrency. Finally, by Petri net theory it can be proved feasible and correct.
Abstract: The system integrated RFID technique, wireless and mobile phone which apply in the intelligent guidance and book management of large scale of library, and to collate the real time information by different functional mobile agents to provide customized information and service, according to the favorite of each reader. Meanwhile, to display forgoing information by multimedia video of book introduction for readers to replace traditional looking for some particular book provide the customized knowledge search style and effective book introduction. In addition, our article set forth System Environment Aware and Recommending Mechanism which bring up considerations for customized information, besides to analyzing personal favorite, should think about the environmental factors in the library, such as, moving path of readers, service and so on such synthetic factors to have a complete analysis and consideration, so as to know what the most appropriate guided service and information is for readers and to make it as a customized intellectual guided service.
Abstract: The use of knowledge management tools definitely improves the quality of services offered by the digital libraries. As, these tools are mainly open source it’s easy to integrate these tools for the effective knowledge management given the condition, the basic purpose of implementation is clear. There may be different hurdles that might come while the implementation of the tools. These hurdles can be overcome with the help of the proposed framework which is very much efficient in integrating these tools with effective library management.
Abstract: . The accurate prediction of strata pressure is the base for safely, quality and efficiently drilling, decreasing hole problems and reasonable development of the reservoir. Because of the high cost, long cycle of the formation pressure measured method, which may influence the safety of drilling operation, thus a new method for predicting strata pressure, based on the BP neural network, is presented in this paper, and establishing process of the neural network forecast model are discussed in detail. This method takes the acoustic time, natural potential, natural gamma ray log data and pipe pressure test data as study sample, which has a very high accuracy. The paper predicts strata pressure of the Saertu oil field and Xingshugang oil field in Daqing, and the results show that relative error between the predicted data and experimental data is less than ±8.9%.
Abstract: This paper describes a method for multi-axle moving train loads identification based on simulated annealing genetic algorithm by minimizing the errors between the measured displacements and the reconstructed displacements from the identified moving loads. Experimental studies were carried out to investigate the effect of the proposed method on moving loads identification. A simply supported steel beam model and a model train with three carriages were constructed in laboratory. A series of comparative researches for moving loads identification have been conducted. Effects of moving speed and measurement station numbers on the accuracy of the proposed method are investigated. The results show that the proposed method is accurate and feasible for multi-axle moving train loads identification.