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Search Results: 1 - 10 of 39427 matches for " SHI Dao-ji "
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A Method of Improving Copula Fited to Data
改进Copula对数据拟合的方法

SHI Dao-ji,YAO Qing-zhu,
史道济
,姚庆祝

系统工程理论与实践 , 2004,
Abstract: 给出相关结构Copula、秩相关系数Spearmanρ与Kendallτ和尾部相关系数η,以及这三个关联性度量与Copula之间的关系,各个相关系数的估计方法.在一个Copula族内进行适当变换,得到新的Copula,使得能更好地拟合样本的各个相关系数.最后,以沪、深日收盘综合指数为例,讨论了二个股市波动率的相关性,建立了一个较好的数学模型.
Research on the Correlation of Portfolio Value at Risk in Financial Markets
金融市场组合风险的相关性研究

LI Xiu-min,SHI Dao-ji,
李秀敏
,史道济

系统工程理论与实践 , 2007,
Abstract: Research on the correlation between Shanghai and Shenzhen stock markets.By means of copula function and generalized Pareto distribution,we discussed the dependence structure of Shanghai and Shenzhen stock markets.The copula function can capture the correlation between random variables and GPD described the marginal distribution.So the Copula-GARCH-GPD model is established and used to study the financial market.The empirical results show that the dependence pattern of the two stock markets is Clayton-GARCH-GPD distribution.Moreover,the results presented through Monte Carlo Simulation told that the portfolio VaR under normal joint distribution is lower than under other Copulas.And the Clayton Copula gives secure conclusion at high level quantiles.
Analysing the Impact of Tail Dependence on Portfolio VaR
尾部相关性对投资组合VaR的影响分析

LIANG Feng-zhen,ZHONG Jun,SHI Dao-ji,
梁冯珍
,钟君,史道济

系统工程理论与实践 , 2007,
Abstract: Two different risk measure methods(VaR and Variance)and the relationship between them and dependence are studied by simulation method in this paper.when using Variance method to measure risk, the smaller linear correlation of return on assets is,the smaller the risk of portfolio is.However,when using!VaR method to measure risk,The tail dependence of return has significant impact on VaR.If the linear correlation of return on assets is small,but the tail dependence of them is large,the risk of portfolio might be large.
Changes of nutrient concentrations in western areas of Yellow Sea and East China Sea in recent several decades
黄、东海西部营养盐浓度近几十年来的变化

GAO Lei,LI Dao-ji,
高磊
,李道季

海洋科学 , 2009,
Abstract: 通过对以往调查资料和研究成果的总结,发现黄、东海西部海域在近40~50年中NO3-、SiO32-和PO43-浓度均发生了显著的变化,NO3-浓度快速上升,而SiO32- 和PO43-浓度显著下降.NO3-浓度的上升和SiO32-浓度的下降均与它们在长江等河流中的变化趋势一致;PO43-浓度的下降在河流以及长江口海域并不明显,而更多地体现在较为封闭的渤海、黄海.作者推测,NO3-陆源输入的增加,提高了海洋生产力,加强了浮游植物对PO43的吸收可能是造成PO43-在研究区域平均水平下降的一个原因.基于这个假设,设计了一个简单的数学模型,用以计算为了满足目前PO43-的下降量,外界NO3-输出通量所需的增长速率.结果表明,如果增长的氮通量全部是由长江等河流输出的NO3-提供,这些河流NO3-的平均浓度在近几十年中至少增加了7.8 μmol/L.
MICROSATELLITE VARIATION OF JAPANESE EEL (ANGUILLA JAPONICA) AND EUROPEAN EEL (A. ANGUILLA)
日本鳗鲡(Anguilla japonica)和欧洲鳗鲡(A. anguilla)的微卫星差异

LIANG Jun,LI Dao-Ji,LU Li-Qiong,
梁俊
,李道季,卢莉琼

海洋与湖沼 , 2003,
Abstract: 采用PCR扩增单位点微卫星的方法研究了日本鳗鲡(Anguilla japonica)和欧洲鳗鲡(A. anguilla)的遗传差异.结果表明,微卫星等位基因数目分布范围为8-26,35组被试(5个分类单元各7个位点)的显著性检验的结果表明其杂合性显著缺乏(P<0.01),日本鳗鲡的4个亚种群的所有微卫星位点均偏离哈-温平衡,对日本鳗鲡种群分化进行的正合检验结果也否定了种内个体随机分布的假设.FST值为0.0098(P=0.00048)揭示了日本鳗鲡亚种群内存在较弱但显著的遗传分化.各分类单元间的FST及RST逐一对应矩阵显示了日本鳗鲡与欧洲鳗鲡两个远缘种之间存在显著差异.计算Goldstein的遗传距离并由此推算出两个种的分化时间约为200多万年.
Effect of irradiance and phosphate on growth of nanophytoplankton and picophytop lankton
光照和营养盐磷对微型及微微型浮游植物生长的影响

FANG Tao,LI Dao-Ji,YU Li-Hu,GAO Lei,ZHANG Li-Hua,
方涛
,李道季,余立华,高磊,张利华

生态学报 , 2006,
Abstract: 2004年9月,在长江口及邻近水域通过在培养水体中添加不同量的磷酸盐和改变光照强度进行现场受控培养实验,对光照和营养盐磷耦合培养作用下浮游植物生长及对磷营养盐的吸收变化进行了研究,结果表明:高光照条件下(100﹪自然光照),磷酸盐浓度在高磷水平(0.60μmol/L)培养水体中下降速率明显比中磷(0.41μmol/L)、低磷水平(0.25μmol/L)快,浮游植物生长存在着显著的磷限制性,微型浮游植物(nanophytoplankton,简称Nano,2~20μm)在高磷水平下的生长明显得到促进,聚球藻(Synechococcus sp.,简称Syn,<2μm)密度在培养初期有小幅度增加,而微微型真核浮游植物(picoeukaryote,简称Euk,<2μm)在低磷水平下生长较快;在低光照条件下(50﹪自然光照),磷酸盐浓度在高磷水平培养水体中的下降是受到抑制的,Nano和Syn也都更宜在中磷水平培养水体中生长,Euk在高磷水平下的生长也是受到抑制的,且在中磷水平培养水体中,三类浮游植物的生长周期都得到延长;无光照暗环境培养条件下磷酸盐浓度在不同磷水平下始终保持着增加趋势,三类浮游植物也都无法生长,磷酸盐浓度随培养时间呈线性增加趋势,浮游植物细胞密度则呈指数下降趋势,且磷酸盐的添加对其本身的释放速率和浮游植物衰减速率都没有影响.
SEDIMENT-WATER EXCHANGE OF NUTRIENTS IN DONGTAN SALT MARSH WITHIN THE CHANGJIANG (YANGTZE RIVER) ESTUARY IN SPRING
春季长江口崇明东滩沉积物-水界面营养盐交换过程研究

GAO Lei,LI Dao-Ji,YU Li-Hu,KONG Ding-Jiang,WANG Yan-Ming,
高 磊
,李道季,余立华,孔定江,王延明

海洋与湖沼 , 2009,
Abstract: 2005年3-5月,选取位于长江口崇明东滩的3个典型站点,对沉积物间隙水中营养盐剖面进行了观测;同时,通过模拟现场环境培养的方法测定了营养盐在沉积物-上覆水界面的交换通量.结果表明,间隙水中NH4+和SiO32-浓度比PO43-和NO2-+NO3-一般要高2-3个数量级.沉积物-水界面交换过程在春季表现为对NO3-和SiO32-的吸收,吸收的量在很大程度上取决于上覆水中这两种营养盐的浓度;由上覆水和表层间隙水浓度梯度所决定的分子扩散通量对实际交换通量的控制有限.对NO3-,分子扩散通量占交换通量的比例为到21%;对SiO32-,前者和后者的方向相反;对NH3+,较大的浓度梯度支持显著的释放通量,而在培养过程中并没有发现上覆水中NH4+浓度持续的增长.以上结果都说明其它因素,如浮游植物吸收、颗粒物吸附以及底栖动物扰动在更大程度上决定着崇明东滩沉积物-水界面营养盐的交换过程.
Vertical characteristics and diel variations of femtoplankton and picoplankton at the Changjiang Estuary
长江口极微型和微微型浮游生物的垂向变化与周日波动

LI Yun,LI Dao-ji,ZHANG Li-hua,KONG Ding-jiang,FANG Tao,
李 云
,李道季,张利华,孔定江,方 涛

海洋科学 , 2011,
Abstract: The cruise was conducted from June 12 to 22,2006,on board R/V Dong Fang Hong 2 at the Changjiang Estuary.Water samples were collected at three anchor stations.Femtoplankton and picoplankton were simultaneously determined by flow cytometery.Prochlorococcus was undetectable in all samples.Aver-age abundances of Synechococcus and picoeukaryotes were at the order of 105 ~ 106 cells/L,but heterotrophic bacteria and viruses at the order of 108 ~ 109 cells/L.In the turbid Changjiang Estuary,vertical characteristic...
Profiles of Sediment Porewater Nutrient Concentrations on Tidal Flat of Turbidity Maximum Zone in Changjiang(Yangtze River) Estuary
长江口最大浑浊带潮滩沉积物间隙水营养盐剖面研究

GAO Lei,LI Dao-ji,WANG Yan-ming,YU Li-hu,KONG Ding-jiang,LI Mei,LI Yun,FANG Tao,
高磊
,李道季,王延明,余立华,孔定江,李玫,李云,方涛

环境科学 , 2006,
Abstract: 2005-03~2006-02对长江口崇明东滩高、中、低潮滩3个典型站点沉积物间隙水中各营养盐成分含量及其随深度的变化做了为期1a的逐月观测.结果显示,研究区域间隙水中NH4+和SiO32-的浓度一般在200~500μmol/L之间,高、中、低潮滩间显示出了不同的分布态势;与高潮滩和中潮滩相比,没有植被覆盖、粒径较粗的低潮滩往往具有较高的NH+4浓度和较低的SiO32-浓度;
Profiles of Sediment Porewater Nutrient Concentrations on Tidal Flat of Turbidity Maximum Zone in Changjiang(Yangtze River) Estuary
长江口最大浑浊带潮滩沉积物间隙水营养盐剖面研究

GAO Lei,LI Dao-ji,WANG Yan-ming,YU Li-hu,KONG Ding-jiang,LI Mei,LI Yun,FANG Tao,
高磊
,李道季,王延明,余立华,孔定江,李玫,李云,方涛

环境科学 , 2006,
Abstract: Profiles of nutrients (i.e., NH4+, NO2-, NO3-, PO4(3-), and SiO3(2-)) in porewater of sediment were investigated monthly in the intertidal flat of Chongming Dongtan in Changjiang (Yangtze River) estuary during March 2005 to February 2006. The results indicate that concentrations of NH4+ and SiO3(2-) in porewater are always in the range of 200 micromol/L to 500 micromol/L and show different patterns of distribution profile among high, middle, and low marshes. Compared to high and middle marsh, low marsh, without vegetation coverage and of coarser grain size, generally contains higher NH4+ and lower SiO3(21) concentrations. SiO3(2-) concentrations are predominantly determined by seasonal temperature change, but variations of NH4+ are more complicated and prone to exhibit lower values in spring and summer when the vegetation above show relatively high growth rate. Concentrations of NO2- + NO3- and PO4(3-) in porewater are commonly much lower than NH4+ and SiO3(2-) by 2 to 3 orders of magnitude, however, due to factors such as bioturbation, the concentrations in top sediment may be higher than 10 micromol/L. The relatively high NO3- concentration in top sediment,together with the rapid transfer from oxygenic to anoxic environment, make it possible that significant denitrification happens, which may draw its remarkable influence on the biogeochemical cycles of nutrient elements in the land-sea interaction area in Changjiang (Yangtze River) estuary.
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