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关键词： Non-parametric estimation   Fourier analysis   Volatility   Quarticity   Volatility of volatility   Leverage   MATLAB (R)   LEVERAGE   ESTIMATOR  

摘要： This paper presents the Fourier-Malliavin Volatility (FMVol) estimation library for MATLAB (R). (R) . This library includes functions that implement Fourier-Malliavin estimators (see Malliavin and Mancino (2002, 2009)) of the volatility and co-volatility of continuous stochastic volatility processes and second-order quantities, like the quarticity (the squared volatility), the volatility of volatility and the leverage (the covariance between changes in the process and changes in its volatility). The Fourier-Malliavin method is fully non-parametric, does not require equally- spaced observations and is robust to measurement errors, or noise, without any preliminary bias correction or pre-treatment of the observations. Furthermore, in its multivariate version, it is intrinsically robust to irregular and asynchronous sampling. Although originally introduced for a specific application in financial econometrics, namely the estimation of asset volatilities, the Fourier-Malliavin method is a general method that can be applied whenever one is interested in reconstructing the latent volatility and second-order quantities of a continuous stochastic volatility process from discrete observations.

关键词： MATLAB  

摘要： In order to solve the problems of long adjustment time and poor stability of the commonly used speed current variable frequency negative feedback speed control system in engineering, the author proposes an improved fish school algorithm application method in variable frequency speed control systems. A fish swarm algorithm optimized based on the arena method is applied to a variable frequency speed control system, and the optimization algorithm is applied to the speed control system to screen the PI parameters that meet the requirements of the speed control system. The simulation results show that compared with manual parameter tuning, the controller parameters optimized by the improved fish school algorithm have better control performance. In the absence of overshoot starting, the starting time was shortened by 0.21s, and the system response speed was improved. When a sudden load of 6 N m is applied, the speed drop is reduced by 3 r · min−1, and the recovery time is shortened by 0.15 s, resulting in stronger anti-interference performance of the system. Conclusion: The new algorithm shortens the control time and improves the robustness of the system. © 2024 The Authors

关键词： MATLAB  

摘要： The conformal mapping function from the interior of the complex plane's unit circle to the exterior of any simple closed curve on the real plane finds widespread applications, including the use of complex variable methods in elasticity studies. Our MATLAB toolbox employs numerical methods to solve such conformal mapping functions, applicable to physical domains featuring simple closed curves of arbitrary shapes, and even extending to slit-like structures. Featuring a user-friendly GUI program, the toolbox efficiently computes conformal mapping functions, streamlining the solving process. © 2024 The Authors

关键词： 建筑暖通   施工技术   工程造价   成本控制  

摘要： 随着现代建筑技术的不断发展,暖通空调系统作为建筑物的重要组成部分,在提高居住和工作环境的舒适度、保证室内空气质量以及实现节能减排等方面发挥着至关重要的作用.一个设计合理、施工精良的暖通系统不仅能够满足用户的需求,还能显著降低运营成本并延长系统的使用寿命.文章简要阐述建筑暖通工程的重要性,并具体探讨其施工要点以及造价成本控制策略,以期为相关人员提供重要参考.

关键词： 建筑工程   定位放样误差   控制技术  

摘要： 定位放样在建筑工程施工中扮演着至关重要的角色,其不仅直接影响到整个工程的质量与安全,还是确保建筑结构精确无误的基础.通过精准的定位放样工作,施工人员能够按照设计图纸的要求准确地确定建筑物各部分的位置与尺寸,从而保证建筑的整体结构稳定性和功能性,避免因误差而导致的安全隐患和经济损失.文章对定位放样进行概述,分析其影响因素,探讨技术要点,以期提高放样精度,确保施工质量.

关键词： 抗震支架   加固吊杆   受力分析计算   施工要点  

摘要： 随着城市发展,公共建筑单体规模越来越大,且多位于城市繁华地带,建筑物内人员数量多、密度大,一旦发生地震,传统承重支吊架可能因地震产生的水平推力被破坏,导致管线和设备掉落,造成二次伤害.而抗震支吊架弥补了这一传统支架的不足,在地震后及余震时,其能随管道一起"活动",并有效保护管道,防止管道的坠落及失稳.文章结合延安会议中心综合体项目及中国铁建翰林新语项目工程实际,主要介绍建筑工程综合管道抗震支吊架的形式,介绍具体施工工艺并进行受力分析计算,以供参考.

关键词： 高层建筑   监理工作   风荷载监测   材料进场检验  

摘要： 文章旨在探讨高层建筑监理工作的要点和注意事项,并提出切实可行的策略和方法,以期提高监理工作的效率和质量,为保障高层建筑的安全性、耐久性和功能性提供有力支持.

关键词： 市政工程   给排水系统   管道结构   设计方法   设计要点  

摘要： 在市政给排水工程建设过程中,为不断提升工程建设的质量,应重视管道结构设计工作.文章简要阐述市政给排水系统,就市政给排水工程中管道结构设计要点进行分析探讨,并对关键指标设计进行总结,以期为相关人士提供重要参考.

关键词： 平面   不规则   高层建筑   结构设计  

摘要： 当前建筑行业,高层建筑越来越多.为满足各种使用功能的需求,高层建筑的造型也越来越复杂,进而导致许多平面不规则高层建筑物出现.鉴于平面不规则高层建筑的特殊性,为了确保高层建筑结构稳固,能够抵抗强风、地震等自然灾害,必须要做好其建筑结构设计工作.文章分析平面不规则高层建筑的种类,对平面不规则高层建筑结构设计要点进行探讨,且提出合理性建议,最后结合实际案例给予验证,希望能有助于促进此类建筑结构的推广与应用,延长建筑使用寿命.

关键词： 建筑安装工程   投标预算编制   报价  

摘要： 在建筑企业业务活动中,投标占据着重要地位,与企业经济建设存在紧密联系.通常情况下,在工程建设期间开展成本控制工作时,投标价格是基本要素之一,若能在前期做好对造价成本的控制,使其始终处于理想标准,则能够有效提升项目建设期间的经济效益.基于此,文章从投标预算编制及报价的意义着手,着重分析投标预算编制、报价要点,以供参考.