基于改进的股票三因子定价模型实证研究

股票的市场溢价一直是金融界学者关注的很有意义的课题。文章将股票价格的跳跃性纳入考虑的范围中,在已知的三因子模型基础上加入价格跳跃性因子(RJV),利用这一改进的三因子定价模型来研究和预测投资组合的股票溢价。文章通过使用汽车和交通运输行业的十五只股票数据建立模型实证研究,由回归分析的显著性结果可知,股票价格的跳跃性与股票溢价之间确实存在一定程度的正相关,改进的股票三因子定价模型具有合理性。但由于不同企业不同行业所受股价跳跃的影响存在差异,因此模型有待改进和完善。     

Analysis of precipitable water vapour characteristics from GNSS measurements during the snow season in Liaoning Province,China

Global Navigation Satellite System (GNSS) remote sensing precipitable water vapour (PWV) data from November 2015 to March 2019 were combined with snowfall observation data and used to analyse PWV characteristics in Liaoning Province during the snow season (from November to March the following year) and their relationship with snowfall. The potential of using GNSS for PWV measurements was demonstrated using sounding data with a correlation coefficient higher than 0.9 and a mean bias error lower than 0.5 mm. According to the GNSS PWV data gathered at 30-min intervals from 68 GNSS stations in Liaoning during the snow season, the monthly PWV average was highest in November and lowest in January. Negative correlations were found between PWV and altitude. Most of the water vapour was concentrated in the low layer of the atmosphere, and the contribution of this vapour to the PWV was higher during the snow season than in summer. A total of 43 snow cases were identified using the snowfall records from 53 GNSS stations, and the characteristics of PWV during these snowfalls were analysed. An increase in PWV was observed before snowfall events. Moreover, the influence of synoptic systems and air mass origins on PWV was analysed based on National Centers for Environmental Prediction (NCEP) reanalysis data and the Hybrid Single Particle Lagrangian Integrated Trajectory (HYSPLIT) model. The results show that the water vapour condition was better when the synoptic systems or air masses came from areas south of Liaoning.     

高压涡轮变几何对高低压涡轮流场匹配及气动性能的影响

为了研究高压涡轮变几何对涡轮整体性能的影响,对涡轮高压级进行球面端壁变几何改型,并对该涡轮的高、低压级流动进行了全三维数值模拟研究。结果显示:高压可调导叶旋转通过改变低压涡轮进口总温、质量流量来实现对低压涡轮比焓降和功率的调节,低压涡轮功率随可调导叶旋转将出现大范围的变化,低压涡轮效率随可调导叶的关闭会有所下降;高压导叶可调会改变低压涡轮进气角,进而影响低压导叶的流场结构和损失;随着轴向位置远离可调导叶,下游叶排内流场受可调导叶旋转的影响将减小。     

高超声速数值模拟平台转捩模型的标定

基于CARDC的高超声速流动数值模拟软件平台Chant-2.0,以典型低速平板转捩算例为参考,对γ-Reθ转捩模型的经验关系式进行了标定,并且对压力梯度函数进行了高马赫数修正,在高超平板和尖锥的转捩算例中进行了初步检验,计算结果表明:在高超计算平台上标定的转捩模型,较好地模拟了低速平板流动的转捩起始位置和转捩区长度,经过高马赫数修正后在高超流动转捩模拟中表现出较大的潜力。     

Parallel algorithm and its convergence of spatial domain decomposition of discrete ordinates method for solving radiation heat transfer problem

To improve the computational efficiency and hold calculation accuracy at the same time,we study the parallel computation for radiation heat transfer. In this paper, the discrete ordinates method(DOM) and the spatial domain decomposition parallelization(DDP) are combined by message passing interface(MPI) language. The DDP–DOM computation of the radiation heat transfer within the rectangular furnace is described. When the result of DDP–DOM along one-dimensional direction is compared with that along multi-dimensional directions, it is found that the result of the latter one has higher precision without considering the medium scattering. Meanwhile, an in-depth study of the convergence of DDP–DOM for radiation heat transfer is made. Analyzing the cause of the weak convergence, we relate the total number of iteration steps when the convergence is obtained to the number of sub-domains. When we decompose the spatial domain along one-,two- and three-dimensional directions, different linear relationships between the number of total iteration steps and the number of sub-domains will be possessed separately, then several equations are developed to show the relationships. Using the equations, some phenomena in DDP–DOM can be made clear easily. At the same time, the correctness of the equations is verified.     

吸附式压气机叶栅端壁流场油流实验研究及数值分析

设计加工了压气机叶栅端壁试验件,安置在吸附式叶栅中间通道50%叶展处,用来研究无马蹄涡影响的端壁流场。通过油流显示方法得到了其在设计点4种抽吸流量下的近壁面流线分布。在抽吸缝所在相对弦长处,沿节距方向等距测取了8个试验件壁面静压值。应用Fine/Turbo软件包,采用全通道网格在设计点进行了数值计算,对试验件端壁流场进行补充分析,较好地解释了实验现象。研究发现,吸附式压气机原始叶栅端壁处的马蹄涡压力面分支未与叶型吸力面交汇,因此消除马蹄涡影响的近端壁油流试验件叶型表面负荷水平的提升主要来自于前段弦长范围内,在前40%轴向范围内叶型负荷平均提高了15.5%,并且叶型负荷随着抽吸流量的增加而增加,抽吸效率随着抽吸流量的增加而降低。在数值计算中,通过前缘处近壁面熵分布等值线最小值连线证实了油流实验中测得的角度θ客观上反映了前缘扰动区的作用范围。     

等离子体对GPS信号载噪比的影响

飞行器再入过程产生等离子体,等离子体中电子密度的变化对电磁波信号造成幅度衰减和相位偏移,严重时导致通信中断。理论分析了等离子体对GPS信号载噪比的影响;利用实验室环境下的等离子体模拟装置,设计了GPS二键相控(BPSK)调制信号透过等离子体的地面模拟方案,进行了等离子体对GPS接收机性能影响的实验研究,获得了不同电子密度下的衰减和导航信号载噪比的数据。实验结果与理论分析一致,不仅证明了等离子体下衰减与导航信号载噪比的变化是一致的结论,而且验证了实验方法的有效性。     

亚声速来流对吸气式纳秒激光推进性能的影响

针对亚声速来流条件下吸气式纳秒激光推进的机理,通过Fluent流体仿真软件,数值模拟不同来流马赫数条件下推进器内外流场的演化过程,分析来流速度对推进性能的影响。结果表明:低速条件下,空气来流强度小,对推进器和激光冲击波的影响较小,冲击波近似自由向外传播,与推进器作用较为充分,使得冲量耦合系数较高;随着亚声速来流的增大,自由空气来流强度增大,推进器所受阻力增大,并抑制冲击波自由传播,加速冲击波耗散,缩短冲击波的有效做功时间,导致冲量耦合系数快速下降。     

An integrated graphic–taxonomic–associative approach to analyze human factors in aviation accidents

Human factors are critical causes of modern aviation accidents. However, existing accident analysis methods encounter limitations in addressing aviation human factors, especially in complex accident scenarios. The existing graphic approaches are effective for describing accident mechanisms within various categories of human factors, but cannot simultaneously describe inadequate human–aircraft–environment interactions and organizational deficiencies effectively, and highly depend on analysts' skills and experiences. Moreover, the existing methods do not emphasize latent unsafe factors outside accidents. This paper focuses on the above three limitations and proposes an integrated graphic–taxonomic–associative approach. A new graphic model named accident tree(AcciTree), with a two-mode structure and a reaction-based concept, is developed for accident modeling and safety defense identification. The AcciTree model is then integrated with the well-established human factors analysis and classification system(HFACS) to enhance both reliability of the graphic part and logicality of the taxonomic part for improving completeness of analysis. An associative hazard analysis technique is further put forward to extend analysis to factors outside accidents, to form extended safety requirements for proactive accident prevention. Two crash examples, a research flight demonstrator by our team and an industrial unmanned aircraft, illustrate that the integrated approach is effective for identifying more unsafe factors and safety requirements.     

飞机垂尾抖振响应的飞行试验研究

介绍了国内外垂尾抖振试飞的最新进展情况,并就抖振试飞中可以采用的试飞方法,从理论上进行了分析。飞行试验采用收敛转弯的试飞方法,通过在左、右垂尾上加装的振动加速度传感器,得到了不同马赫数下垂尾的抖振响应情况。在对数据进行均方根分析、时频分析和自功率谱密度分析等方法的基础上建立起抖振响应和迎角、频率的关系后发现：垂尾抖振响应主要集中在垂尾低阶模态频率上;垂尾的抖振响应随迎角、马赫数的增加而增加,其中受迎角的影响大于受马赫数的影响;且飞机在超过初始抖振迎角以后,随迎角的继续增加,垂尾翼尖后缘处的抖振响应显著大于垂尾翼尖前缘位置。