金融工程学的发展和基本功能

金融工程产生的原因在于布雷顿森林体系之后的浮动汇率制和全球经济贸易金融一体化。其主要内容包括期权类组合、互换类组合和复合票据组合三大类。金融工程的宏观功能在于资产保值增值和规避风险;促进金融业的有效竞争,提高金融市场的效率;降低企业融资成本,促进经济健康发展。有效的金融监管和金融现货市场的发达完善是实施金融工程必须具备的客观条件。     

InSAR成像匹配制导技术

为了解决飞行器远程全天候高精度自主导航的问题,提出一种InSAR成像匹配制导技术,利用InSAR生成的高程数据与基准高程图进行精确匹配,并通过构象模型反演出飞行器的空间位置。分析对比了多种精确地形匹配方法,采用基于F.Leberl数学模型的空间定位方法并分析了误差影响。仿真结果表明,该方法可以实现飞行器高精度自主导航定位,大大提高飞行器的适应性和抗干扰能力。     

基于Event的侧向碰撞风险改进模型

Event模型是一种基于长方体碰撞模板的碰撞风险评估模型,用该模型评估所得的碰撞风险概率过于保守。将碰撞模板改为圆柱体,建立了基于碰撞圆柱体的Event模型。在相同条件下运用Event模型和改进的Event模型对平行航路的侧向碰撞风险进行了评估计算,后者的碰撞风险是原Event模型碰撞风险的86.9％,仿真结果表明改进模型碰撞风险评估更精确,能够为中国平行航路的开辟进行安全评估计算提供理论依据。     

Using high-energy proton fluence to improve risk prediction for consequences of solar particle events

The potential for exposure to large solar particle events (SPEs) with high energy levels is a major concern during interplanetary transfer and extra-vehicular activities (EVAs) on the lunar and Mars surface. Previously, we have used data from the last 5 solar cycles to estimate percentiles of dose to a typical blood-forming organ (BFO) for a hypothetical astronaut in a nominally shielded spacecraft during a 120-d lunar mission. As part of this process, we made use of complete energy spectra for 34 large historical SPEs to calculate what the BFO mGy-Eq dose would have been in the above lunar scenario for each SPE. From these calculated doses, we then developed a prediction model for BFO dose based solely on an assumed value of integrated fluence above 30 MeV (Φ₃₀) for an otherwise unspecified future SPE. In this study, we reasoned that since BFO dose is determined more by protons with higher energies than by those with lower energies, more accurate BFO dose prediction models could be developed using integrated fluence above 60 (Φ₆₀) and above 100 MeV (Φ₁₀₀) as predictors instead of Φ₃₀. However to calculate the unconditional probability of a BFO dose exceeding a pre-specified limit (“BFO dose risk”), one must also take into account the distribution of the predictor (Φ_30,Φ₆₀, or Φ₁₀₀), as estimated from historical SPEs. But Φ₆₀ and Φ₁₀₀ have more variability, and less available historical information on which to estimate their distributions over many SPE occurrences, than does Φ₃₀. Therefore, when estimating BFO dose risk there is a tradeoff between increased BFO dose prediction at a given energy threshold and decreased accuracy of models for describing the distribution of that threshold over future SPEs as the threshold increases. Even when taking the second of these two factors into account, we still arrived at the conclusion that overall prediction improves as the energy level threshold increases from 30 to 60 to 100 MeV. These results can be applied to the development of approaches to improve radiation protection of astronauts and the optimization of mission planning for future space missions.     

我国网络银行风险及其管理措施

网络银行具有超越时空、创新发展快、运作工具有别于传统银行等特点。网络银行能否顺畅发展,一个关键问题是如何防范和控制风险。网络银行的风险主要包括金融风险和业务风险等方面。金融风险所包含的信用风险是网络银行最大的风险,而市场风险对网络银行的冲击也越来越显著。加强我国网络银行的风险管理,主要通过以下措施来实现：（1）强化网络银行的信誉管理,完善社会信用体系;（2）营造良好的市场发展环境,控制市场交易风险;（3）加强银行业务监管,减少银行操作风险。     

Human response to high-background radiation environments on Earth and in space

The main long-term objective of the space exploration program is the colonization of the planets of the Solar System. The high cosmic radiation equivalent dose rate represents an inescapable problem for the safe establishment of permanent human settlements on these planets. The unshielded equivalent dose rate on Mars ranges between 100 and 200 mSv/year, depending on the Solar cycle and altitude, and can reach values as high as 360 mSv/year on the Moon. The average annual effective dose on Earth is about 3 mSv, nearly 85% of which comes from natural background radiation, reduced to less than 1 mSv if man-made sources and the internal exposure to Rn daughters are excluded. However, some areas on Earth display anomalously high levels of background radiation, as is the case with thorium-rich monazite bearing sand deposits where values 200–400 times higher than the world average can be found. About 2% of the world’s population live above 3 km and receive a disproportionate 10% of the annual effective collective dose due to cosmic radiation, with a net contribution to effective dose by the neutron component which is 3–4 fold that at sea level. Thus far, epidemiological studies have failed to show any adverse health effects in the populations living in these terrestrial high-background radiation areas (HBRA), which provide an unique opportunity to study the health implications of an environment that, as closely as possibly achievable on Earth, resembles the chronic exposure of future space colonists to higher-than-normal levels of ionizing radiation. Chromosomal aberrations in the peripheral blood lymphocytes from the HBRA residents have been measured in several studies because chromosomal damage represents an early biomarker of cancer risk. Similar cytogenetic studies have been recently performed in a cohort of astronauts involved in single or repeated space flights over many years. The cytogenetic findings in populations exposed to high dose-rate background radiation on Earth or in space will be discussed.     

航天器的风险管理及其在环境试验中的应用

风险管理是航天计划/项目管理中的重要组成部分,并已在国外的航天型号研制中受到重视.文章介绍了国外在航天项目中对风险管理的要求和风险管理过程,同时着重介绍了风险管理在环境试验工作中的应用实例.     

高拱坝失效模式与失效概率

为克服高拱坝确定性安全评价中不考虑随机性、不进行风险分析的弊端,提出研究超静定结构高拱坝的失效模式、利用失效概率与失效风险值对高拱坝进行风险评价。在分析洪水、地震和材料老化等造成高拱坝失效原因的基础上,利用故障树分析法探索出高拱坝具有失稳溃坝、剪滑垮坝、超量开裂以及人为毁坝等4种主要失效模式;从产生载荷参数随机数、获取随机变量的分布规律和建立失效模式的状态函数等方面研究了高拱坝单个失效模式与系统失效概率的计算方法。计算了某高拱坝剪滑失效模式的失效概率。     

基于信息融合的系统可靠性优化试验设计模型

分析了现今可靠性试验设计的不足,考虑两类风险(弃真风险、采伪风险)建立了基于信息融合的可靠性优化试验设计模型(ORTIF, optimization reliability test design modeling based on information fusion).分析了可靠性试验设计的需求、约束条件,基于子系统和系统验前分布是Beta分布,提出了可靠性系统中子系统层与系统层之间的信息融合技术.根据验后风险准则,给出弃真和采伪风险的定义.基于Matlab软件给出了最优试验方案数值计算的求解步骤.最后以液态火箭发动机为例,求解出满足约束条件的最优试验方案为(9,5,10,6,1),对应的最小试验费用为3326.9,并得出权值方案对试验方案的确定影响较大的结论.      

可编程逻辑器件的竞争—冒险现象

本文分析了可编程逻辑器件出现竞争冒险的原因，介绍了在数字系统设计过程中常用的几种消除竞争冒险的措施。