转基因作物外源基因的漂移已为国内外学者所证实。我国每年进口转基因大豆的数量巨大,转基因大豆外源基因的漂移对我国传统的大豆作物和生态环境是一个潜在威胁。本文论述了转基因大豆的概况和外源基因漂移的风险,并对进境转基因大豆的检测监管进行了思考。

Gene flow of genetically modified crops have been confirmed by scientists. China imports a large amount of genetically modified soybeans every year. Gene flow risk of genetically modified soybean is a potential threat for the natural soybeans and the ecological environment in our country. This article talks about the genetically modified soybean, the gene flow risk and the actions we should take.

数据的概念漂移特性是广泛存在的。针对渐变概念漂移的分类问题，提出一种自适应近邻投影均值差支持向量机算法。该算法基于结构风险最小化模型，以再生核Hilbert空间中近邻投影均值差为相邻分类器间差异的度量，在全局优化中融入数据自身的分布特征，提高算法的适应性。在模拟数据和真实数据集上的实验结果表明该算法是有效的。

At present, the concept-drifting phenomena in various datasets receives considerable attention. Aiming at the classification of concept drift, an adaptive neighbor projection mean discrepancy support vector machine (NMD-SVM) is proposed. The concept of the neighbor projection mean discrepancy in the reproducing kernel Hilbert space is defined to measure the discrepancy between adjacent sub-classifiers, and the distribution characteristics of data are integrated into the process of global optimization. Thus, the adaptability of classification algorithm is enhanced. The experimental results on the simulation and real datasets validate the effectiveness of the proposed algorithm.

本文主要研究一类非时齐扩散模型中参数的局部估计，此类问题是期权定价和风险管理中必要的组成部分。漂移参数和扩散参数是期权定价和风险管理中的关键性变量。首先，基于离散观测样本，利用局部多项式拟合，得到了漂移参数的局部多项式复合分位回归估计，并证明了其渐近性质。然后，考虑到扩散参数是非负的，本文利用对数局部多项式拟合，得到了扩散参数的局部多项式估计，并讨论了扩散项估计的渐近偏差、渐近方差和渐近正态性。最后，分别对漂移参数和扩散参数的估计采用了不同的带宽参数。模拟结果表明，本文所得到的局部复合分位回归估计比局部最小二乘估计的拟合效果更好。

This paper studies local estimations of parameters for a class of time-inhomogeneous diffusion models, which is essential building blocks for option pricing and risk man-agement. The parameters in our models are the key variables in option pricing and risk management. Based on discretely observed samples, we propose the local polynomial composite quantile regression (CQR) estimation of drift parameters by using local polynomial fitting, and verify its asymptotic properties. Considering dif-fusion parameter being positive, we take it to be locally log-polynomial fitting and obtain its kernel weighted estimation. The asymptotic bias, asymptotic variance and asymptotic normality of the estimation for volatility function are discussed. Separate bandwidths are used for the estimations of drift and diffusion parameters. Simulation studies show that the proposed local CQR estimations perform better than the local least squares estimations.

本文研究CEV模型下基于效用最大化的资产-负债管理问题.文章假设股票价格服从CEV模型,而负债服从带漂移的布朗运动,且与股票价格存在一般相关性.应用动态规划原理得到值函数满足的HJB方程,并应用Legendre变换-对偶方法得到其对偶方程.假设投资人对风险的偏好满足二次效用函数,并应用变量替换方法得到最优投资组合的闭式解.结果表明:最优投资组合包含一个修正因子,该修正因子可影响投资人为对冲波动率风险而作出的投资决策.最后,文章分析了修正因子的性质并考察了修正因子对最优投资组合的影响.

In this paper, we consider an asset and liability management problem under the utility maximizing criterion, in which stock price is assumed to comply with the constant elasticity of variance (CEV) model, while liability follows the Brownian motion with drift, and liability and stock price are generally correlated between each other. We apply the dynamic programming principle to solving the HJB equation for the value function and use the Legendre transform-dual technique to transform the HJB equation into its dual equation. Furthermore, we choose a quadratic utility function for our analysis and obtain the closed-form solution to the optimal portfolio by applying the variable change approach. The result indicates that the optimal portfolio includes a modified factor which is capable of reflecting an investor’s decision to hedge the volatility risk. Finally, we analyze the property of the modified factor and investigate its effect on the optimal portfolio.

基于MIKE SA溢油模块,以燃料油为油种,建立了厦门西港海域溢油模型,模拟静风、主导风向(东北东风)和不利风向(西南风)3种风场条件下,一个潮周期内涨急、高潮、落急和低潮4个时段发生10 t溢油后油膜的漂移路径和影响范围.结果显示,发生在厦门西港海域的溢油在海面的漂移过程主要受潮流和风的影响,其中潮流起着主导作用.不同风向条件下,24 h内油膜的影响范围不同,静风条件下溢油浓度超一类(或二类,≥0.05 mg/dm3)、超三类(≥0.30 mg/dm3)和超四类(≥0.50 mg/dm3)的总影响面积分别为31.33、19.63和11.74 km2;主导风向条件下溢油浓度超一类(或二类)、超三类和超四类的总影响面积分别为99.62、69.01和8.99 km2;不利风向溢油浓度超一类(或二类)、超三类和超四类的总影响面积分别为8.38、5.05和2.10 km2.该预测结果可给出溢油事故发生后的影响范围、影响程度和影响敏感目标的时间,可为溢油事故应急决策的制定及溢油损害评估提供科学决策和支持,提升厦门海域环境风险管理应急能力建设.

Based on the MIKE spill analysis model the oil spill model was built in the west Xiamen Harbor,and then the drift path and the influence of oil film were simulated under the calm wind,the dominant wind and adverse wind conditions.Ten tons of fuel oil was set as the initial spill to model the oil-spill diffusion process over 24 h.The results showed that the oil spill drift in the sea was mainly influenced by tide and wind,while the tide played a dominant role.The migration trend of the oil film was different under different wind conditions.The total area after oil spill was 31.33,19.63 km2 and 11.74 km2 under the calm wind conditions with oil concentration exceeded 0.05,0.30 mg/dm3 and 0.50 mg/dm3,respectively.The total area was 99.62,69.01 and 8.99km2 under the east-northeast wind conditions and 8.38,5.05 and 2.10 km2 under the southwest wind conditions.In general,the oil film covered largest area under the dominant wind (the northeast wind ).The predicted results could provide technic