具指数赋权指标的证券投资多目标线性规划模型

本文提出证券投资决策的指数赋权指标体系．在该指标体系中,建立风险证券组合投资决策和存在无风险证券或无风险贷款时证券组合投资决策的多目标线性规划模型．研究了有效风险证券组合集和有效证券组合集的结构和相互关系,市场证券组合以及证券均衡市场价格和投资风险分析．     

一种证券组合选择模型

本文在Ｍａｒｋｏｗｉｔｚ组合证券投资决策模型基础上提出了一种可产生更优组合证券投资策略的证券组合选择模型，研究了它的解的结构、它的有效边界的构成。     

证券数增加情形下证券组合有效边缘特征灵敏度分析

本文较为详细地讨论了当证券市场不存在无风险收益证券且允许卖空时证券数的增加对 M-V证券组合有效边缘及其特征的影响 ,给出了有效边缘、渐近线斜率、全局最小方差证券组合及其协方差、最小方差证券组合的投资权数等的变化模式     

单位收益率风险最小的组合证券投资决策模型

章首先分析了组合证券投资的收益率和风险,根据组合证券投资的亏本概率上界最小的原则,建立了单位收益率风险最小的组合证券投资决策模型,并证明了该模型的有效性。     

证券数增加情形下证券组合有效边缘特征灵敏度分析

本较为详细地讨论了当证券市场不存在无风险收益证券且允许卖空时证券数的增加对M－V证券组合有效边缘及其特征的影响，给出了有效边缘、渐近线斜率、全局最小方差证券组合及其协方差、最小方差证券组合的投资权数等的变化模式。     

目标规划法在证券组合投资中的应用

证券投资是目前我国经济中的一大热点。本以Markowitz证券组合投资理论为基础，运用目标规划的方法建立一种新的证券组合投资决策模型。在本模型中综合考虑了证券组合的收益，风险，交易费用等因素，对投资选择有效证券组合有一定的实用价值。     

最小方差组合证券集的性质

从分析最小方差组合证券集入手 ,研究了均值方差有效组合证券边界的性质 ,给出最小方差组合证券集是一个仿射集 ,并且对有效组合证券结构的统计特性进行了分析 ,对证券投资有一定的指导意义     

证券投资组合理论的一种新模型及其应用

马科维茨(Markowitz)以证券收益率的方差作为投资风险的测度建立了组合证券投资模型，本基于熵的概念，在研究马科维茨(Markowitz)证券投资组合模型的基础上，分析了该模型用方差度量风险的不足，进而提出一种新的证券投资组合优化模型，并以实例作了说明。     

限制投资下界的风险证券有效组合模型及算法研究

本文研究了具有投资下界限制的风险证券有限组合决策问题，提出了限制投资下界的风险证券有效组合优化模型，在一定的条件下，给出了风险证券有限组合投资比例的算法及解析表示，最后进行了实际数值计算，结果说明了所给算法是有效和实用的。     

证券投资组合的原理及其应用

本文利用概率统计原理对证券投资组合能减轻所遇风险带来的损失作了深刻的讨论,并介绍了多种证券投资组合方案的选择及如何在多种证券中选出几种进行投资组合     

When a compact (countably compact) set is closed. II

We obtain (a) necessary and sufficient conditions and (b) sufficient conditions for a compact (countably compact) set to be closed in products (sequential products) and subspaces (sequential subspaces) of normal spaces. As a consequence of these, sufficient conditions are obtained for (i) the closedness of arbitrary (countable) union of closed sets and (ii) the equality of the union of the closures and the closure of the union of arbitrary (countable) families of sets in these spaces. It is also shown that these results do not hold for quotients of even T ₄,-spaces.     

COMPRESSIBLE NON-ISENTROPIC BIPOLAR NAVIER-STOKES-POISSON SYSTEM IN R~3

The compressible non-isentropic bipolar Navier-Stokes-Poisson (BNSP) system is investigated in R 3 in the present paper, and the optimal time decay rates of global strong solution are shown. For initial data being a perturbation of equilibrium state in H l (R 3 ) ∩ Bs 1,1 (R 3 ) for l ≥ 4 and s ∈ (0, 1], it is shown that the density and temperature for each charged particle (like electron or ion) decay at the same optimal rate (1 + t) 3 4 , but the momentum for each particle decays at the optimal rate (1 + t) 1 4 s 2 which is slower than the rate (1 + t) 3 4 s 2 for the compressible Navier-Stokes (NS) equations [19] for same initial data. However, the total momentum tends to the constant state at the rate (1+t) 3 4 as well, due to the interplay interaction of charge particles which counteracts the influence of electric field.     

A dynamic parameterization modeling for the age-period-cohort mortality

An extended version of Hatzopoulos and Haberman (2009) dynamic parametric model is proposed for analyzing mortality structures, incorporating the cohort effect. A one-factor parameterized exponential polynomial in age effects within the generalized linear models (GLM) framework is used. Sparse principal component analysis (SPCA) is then applied to time-dependent GLM parameter estimates and provides (marginal) estimates for a two-factor principal component (PC) approach structure. Modeling the two-factor residuals in the same way, in age-cohort effects, provides estimates for the (conditional) three-factor age-period-cohort model. The age-time and cohort related components are extrapolated using dynamic linear regression (DLR) models. An application is presented for England & Wales males (1841-2006).     

On generalized semi-infinite optimization and bilevel optimization

The paper studies the connections and differences between bilevel problems (BL) and generalized semi-infinite problems (GSIP). Under natural assumptions (GSIP) can be seen as a special case of a (BL). We consider the so-called reduction approach for (BL) and (GSIP) leading to optimality conditions and Newton-type methods for solving the problems. We show by a structural analysis that for (GSIP)-problems the regularity assumptions for the reduction approach can be expected to hold generically at a solution but for general (BL)-problems not. The genericity behavior of (BL) and (GSIP) is in particular studied for linear problems.     

Mexican high school students' social representations of mathematics,its teaching and learning

This paper reports a qualitative research that identifies Mexican high school students’ social representations of mathematics. For this purpose, the social representations of ‘mathematics’, ‘learning mathematics’ and ‘teaching mathematics’ were identified in a group of 50 students. Focus group interviews were carried out in order to obtain the data. The constant comparative style was the strategy used for the data analysis because it allowed the categories to emerge from the data. The students’ social representations are: (A) Mathematics is…(1) important for daily life, (2) important for careers and for life, (3) important because it is in everything that surrounds us, (4) a way to solve problems of daily life, (5) calculations and operations with numbers, (6) complex and difficult, (7) exact and (6) a subject that develops thinking skills; (B) To learn mathematics is…(1) to possess knowledge to solve problems, (2) to be able to solve everyday problems, (3) to be able to make calculations and operations, and (4) to think logically to be able to solve problems; and (C) To teach mathematics is…(1) to transmit knowledge, (2) to know to share it, (3) to transmit the reasoning ability, and (4) to show how to solve problems.     

THE NOTE ON MATRIX-VALUED RATIONAL INTERPOLATION

In [3], a kind of matrix-valued rational interpolants （MRIs） in the form of Rn（x） = M（x）/D（x） with the divisibility condition D（x） ｜ ｜｜M（x）｜｜^2, was defined, and the characterization theorem and uniqueness theorem for MRIs were proved. However this divisibility condition is found not necessary in some cases. In this paper, we re- move this restricted condition, define the generalized matrix-valued rational interpolants （GMRIs） and establish the characterization theorem and uniqueness theorem for GMRIs. One can see that the characterization theorem and uniqueness theorem for MRIs are the special cases of those for GMRIs. Moreover, by defining a kind of inner product, we succeed in unifying the Samelson inverses for a vector and a matrix.     

On the Wielandt Subgroup in a p-Group of Maximal Class

The Wielandt subgroup of a group G,denoted by w(G),is the intersection of the normalizers of all subnormal subgroups of G.In this paper,the authors show that for a p-group of maximal class G,either wi(G) = ζi(G) for all integer i or wi(G) = ζi+1(G) for every integer i,and w(G/K) = ζ(G/K) for every normal subgroup K in G with K = 1.Meanwhile,a necessary and suflcient condition for a regular p-group of maximal class satisfying w(G) = ζ2(G) is given.Finally,the authors prove that the power automorphism group PAut(G) is an elementary abelian p-group if G is a non-abelian pgroup with elementary ζ(G) ∩ 1(G).     

Beispiele von Pseudo-Differentialoperator-Algebrenfl

Discussion of methods in theory of Partial Differential Operators (and Pseudo-Differential Operators) which are based on Gel'fand theory of commutative Banach Algebras. These methods all are discussed for the (non-compact) manifold Rⁿ, for L^p/-SobolefF spaces W_p,k (including k = ∞) and for operators of "Laplace-type", which, crudely, amounts to "elliptic type". Generalizations to general non-compact manifolds and to hypo-elliptic operators have been worked out in detail in [6], for example. Two types of symbol are introduced for a (Pseudo)-differential operator: the Laplace-symbol-quotient ^s (of order s) and the symbol σ. Among the results we have (a) necessary and sufficient criteria for the existence of an W^:p,-Fredholm inverse, (b) essential self-adjointness and (c) characterization of the essential spectrum of elliptic (Pseudo-) Differential operators.     

Density results for subspace multiwindow Gabor systems in the rational case

Let S be a periodic set in R and L2(S) be a subspace of L2 (R). This paper investigates the density problem for multiwindow Gabor systems in L2(S) for the case that the product of time-frequency shift parameters is a rational number. We derive the density conditions for a multiwindow Gabor system to be complete (a frame) in L2(S). Under such conditions, we construct a multiwindow tight Gabor frame for L2(S) with window functions being characteristic functions. We also provide a characterization of a multiwindow Gabor frame to be a Riesz basis for L2(S), and obtain the density condition for a multiwindow Gabor Riesz basis for L2(S).     

关于L_p-相交体的Busemann-Petty型问题(英文)

Haberl and Ludwig introduced the L_p-intersection body I_pK for an originsymmetric star body K in R~n,where p < 1 and p ≠ 0.In this paper,we consider the Busemann-Petty’s problem for L_p-intersection bodies I_pK and I_pL.That is,whether I_pK ■ IpL implies Vol_n(K) ≤ Vol_n(L).We obtain that for two origin-symmetric star bodies K and L in R~n,such that(R~n,||·||K) embeds in L_p and I_pK ■ IpL,then vol_n(K) ≤ vol_n(L) for 0 < p < 1 and vol_n(K) ≥ vol_n(L) for p < 0.