Relationship of Margin Rule and Volatility in Chinese Copper Futures Markets

Different from western markets, the margin rates in Chinese futures markets are raised when contract approaches maturity. This paper concentrates on the effect of this time dependent margin rule on volatility. Open interest, another candidate in the margin rule, is also included in our model to investigate its necessity as one of the factors of the rise of margin rates. With the popular copper contract in Shanghai Futures Exchange (SHFE) , our test results suggest that margin levels have a significant positive effect on volatility, yet open interest has little to do with volatility. The implication is that the rise of margin rate approaching maturity virtually deteriorates the degree of market risks, and open interest is not a necessary factor for the margin rule. It indicates that the policy tool, represented by margin rates, has significantly greater influence on volatility than the market element, represented by open interest.     

市内集送货问题的混合禁忌搜索算法

针对单程多次装卸的市内集送货问题的数学模型,结合Clarke-Wright节约算法和2-opt邻域搜索算法设计混合禁忌搜索算法,给出算法初始可行解的生成策略,设计相应的候选集构造方法,并阐述了基于均衡原理的特赦准则和动态的禁忌长度选取策略.通过计算实例,说明了混合禁忌搜索算法求解市内集送货问题的有效性.     

汽车电控单元散热器的模态分析

汽车ECU散热器的动态性能直接决定了ECU各个部件的工作稳定性,对电控单元散热器进行动态特性分析是保证汽车可靠性的主要技术手段.采用频率多参考模态拟合方法进行了模态试验,获得了散热器的3阶模态参数.根据ANSYS软件计算的模态参数与试验模态参数的比较结果,通过改变有限元几何模型形式和提高单元阶次等方法,修正有限元模型及其边界条件,最终达到模态频率的计算值与实验值最大相对误差为2.4%.获取的散热器模态参数.为汽车ECU散热器动态性能的优化提供了依据和参考.     

Some remarks on the TKIP key mixing function of IEEE 802.11i

Temporal key integrity protocol (TKIP) is a sub-protocol of IEEE 802.11i. TKIP remedies some security flaws in wired equivalent privacy (WEP) protocol. TKIP adds four new algorithms to WEP: a message integrity code (MIC) called Michael, an initialization vector (IV) sequencing discipline, a key mixing function and a re-keying mechanism. The key mixing function, also called temporal key hash, de-correlates the IVs from weak keys. Some cryptographic properties of the substitution box (S-box) used in the key mixing function are investigated in this paper, such as regularity, avalanche effect, differ uniform and linear structure. Moen et al pointed out that there existed a temporal key recovery attack in TKIP key mixing function. In this paper a method is proposed to defend against the attack, and the resulting effect on performance is discussed.     

Filling the gap between voters and cryptography in e-voting

Cryptography is an important tool in the design and implementation of e-voting schemes since it can provide verifiability, which is not provided in the traditional voting. But in the real life, most voters can neither understand the profound theory of cryptography nor perform the complicated cryptographic computation. An e-voting system is presented in this paper to leverage the use of cryptography. It combines the advantages of voting scheme of Moran-Naor and voting scheme based on homomorphic encryption. It makes use of the cryptographic technique, but it hides the details of cryptographic computation from voters. Compared with voting scheme of Moran-Naor, the new system has three advantages: the ballots can be recovered when the voting machine breaks down, the costly cut-and-choose zero-knowledge proofs for shuffling votes made by the voting machine are avoided and the partial tally result in each voting machine can be kept secret. Foundation item: the National Natural Science Foundation of China (No. 60673076) and the National High Technology Research and Development Program (863) of China (No. 2008AA01Z403)     

基于测斜仪数据的边坡灰色预报

钻孔测斜仪是一种测定钻孔横向位移的原位监测仪器,在边坡工程原位监测中应用最为广泛。通过监测确定岩（土）体内滑裂面的位置、大小和滑动方向,对分析边坡稳定性、确定滑坡动态起着重要作用。介绍钻孔测斜仪的组成、工作原理,测斜管的埋设技术和监测技术,并应用灰色系统理论对边坡变形的发展趋势进行预测,同时对边坡防护提出合理建议。     

城市公共交通票价制定的多因素研究

城市公共交通是社会公益事业,公交票价的制定涉及到千家万户的切身利益。本文从公交的属性分析入手,分析研究了制定公交票价时应当考虑的政策、居民收入、公交企业经营成本和政府补贴等因素,指出了制定公交票价应遵循的原则。     

有机镓对维甲酸致骨质疏松大鼠骨骼中微量元素的影响

目的 对比研究有机镓与无机镓对维甲酸引起的骨质疏松模型大鼠骨骼骨矿和微量元素含量的影响.方法 维甲酸按85 mg/(kg·d)灌胃15 d,建立大鼠骨质疏松模型,经有机镓、氯化镓灌胃给药治疗4周后,采用生化、病理等方法测定骨代谢相关指标,原子吸收法测定血、股骨、牙齿中钙(Ca)、磷(P)、镁(Mg)、铁(Fe)、锌(Ze)锰(Mn)元素含量并比较其治疗效果.结果 与对照组相比,维甲酸可引起大鼠血清抗酒石酸酸性磷酸酶(TRAP)、碱性磷酸酶(AKP)明显升高及骨结构类骨质疏松症样改变;骨质疏松模型大鼠血清Ga、Fe、Mn、P、Ca、Zn、Mg含量均未见明显差异,股骨中Ga、Fe、Mn、P、Ca含量和牙齿Ga、P、Ca含量均明显降低.应用氯化镓、有机镓治疗,可明显降低骨质疏松模型大鼠TRAP和AKP活性,改善骨密度及骨形态计量学参数,增加股骨和牙齿中Ga、Fe、Mn、P、Ca元素含量,其中以有机镓效果最明显.结论 在动物实验中,镓盐能通过降低骨转换率,阻止骨钙释放,增加骨钙、磷含量,直接作用于骨形成而改善骨质疏松,有机镓较无机镓更安全、有效.     

A policy-based automated negotiation for privileges in grid environments

To maintain the global consistency of the authorizing is a challenge when the system authorization is changed in grid environments. This paper proposes a policy-based automatically negotiating method to deal with this issue. An effective system framework, which includes the certificate management, the access policy repertory, the negotiator and the automatically negotiating mechanism, is designed and implemented. The experimental results show that automated negotiation can quickly regain the global authorization consistency and only cause a little system overhead increasing. Compared with the manual authorization maintaining, the presented method can reduce the negotiating time significantly, and reduce the meaningless grid jobs because the inconsistent privileges are controlled timely.     

龙耀路越江隧道通风模拟研究

该文简要介绍了龙耀路隧道通风系统,运用SES软件模拟分析正常及阻滞工况下隧道通风气流以及火灾工况下的纵向烟气风速,可供类似工程参考。