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.     

图书馆开放型一站式服务模式的实施及对策

本文介绍了图书馆开放型一站式服务模式的基本内涵、建设过程与实施办法,并对该模式的应用提出了建议。     

基于UG/Open的齿轮参数化建模

在UGNX环境下,建立参数化齿轮模型,并存储为模板文件,然后利用UG/Open进行二次开发,实现了通过对话框输入参数,直接建立渐开线圆柱斜齿轮的三维模型。     

铁路人才测评系统的设计与实现

从目前人才测评系统的发展现状出发,结合作者自己的实际开发经验,讨论如何利用现代数据库技术开发铁路人才测评系统,并介绍所研发的人才测评系统的主要功能模块,并采用数据挖掘技术分析测评结果.     

铁道车辆质量管理系统设计与实现

阐述运用C++ Builder 6.0和SQL Server2000进行系统开发的原理和过程.开发的铁道车辆质量管理系统具有操作简单,结构完善的优点,实现质量修造信息的综合管理,提高信息的利用价值.系统不仅实现数据信息的输入、查询、修改等基本操作,可以完成报表统计分析、数据智能输入等功能.     

基于Web的铁路轨道基础设施检测信息管理系统

针对轨道基础设施检测的各种数据资料,采用B/S模式,利用JSP的动态Web应用系统开发技术,开发了基于Web的铁路轨道基础设施检测信息管理系统,实现了信息管理的计算机化和网络化.介绍JSP的工作原理、特点及其JDBC数据库访问技术的实现方法,系统的开发环境,给出系统的总体设计方案,以及系统功能模块的实现.经过测试,该系统操作简便,运行稳定、可靠.     

东风汽车公司协配件价格管理系统的开发

本文从企业信息化角度介绍东风汽车公司协配件价格管理系统的开发方案 ,探讨了基于客户 /服务器架构进行程序开发和系统实施中若干经验和体会     

开口加劲肋正交异性钢桥面铺装力学分析

文章以开口加劲肋正交异性钢桥面铺装体系作为研究对象,建立了包括桥面板和铺装的整体三维有限元分析模型,研究了荷载作用下铺装层的力学特性。分析表明,横向拉应力是开口加劲肋正交异性钢桥面铺装设计的一个重要控制指标;开口加劲肋正交异性钢桥面铺装层间剪应力较大,在铺装结构设计时应注意选择具有较强抗剪强度的粘结材料;开口加劲肋正交异性钢桥面铺装对车辆荷载的应力应变响应具有很强的局部效应。     

Estimating bike-share trips using station level data

Bicycle sharing systems (BSS) have increased in number rapidly since 2007. The potential benefits of BSS, mainly sustainability, health and equity, have encouraged their adoption through support and promotion by mayors in Europe and North America alike. In most cases municipal governments desire their BSS to be successful and, with few exceptions, state them as being so. New technological improvements have dramatically simplified the use and enforcement of bicycle return, resulting in the widespread adoption of BSS. Unfortunately little evaluation of the effectiveness of differently distributed and managed BSS has taken place. Comparing BSS systems quantitatively is challenging due to the limited data made available. The metrics of success presented by municipalities are often too general or incomparable to others making relative evaluations of BSS success arduous. This paper presents multiple methodologies allowing the estimation of the number of daily trips, the most significant measure of BSS usage, based on data that is commonly available, the number of bicycles available at a station over time. Results provide model coefficients as well as trip count estimates for select cities. Of four spatial and temporal aggregate models the day level aggregation is found to be most effective for estimation. In addition to trip estimation this work provides a rigorous formalization of station level data and the ability to distinguish spatio-temporal rebalancing quantities as well as new characteristics of BSS station use.     

基于Web的船型查询系统的研究与开发

该文对基于网络环境的船型查询系统的流程及功能设计进行了研究,并选取ASP.NET为开发平台、SQL Server 2000做后台数据库服务器、C#为编码语言对该系统进行开发,讨论了开发中的四个关键问题,文章最后给出船型查询系统的应用实例.