An Improved Solow—Swan Model

§1.　IntroductionThetheoryofeconomicgrowthisanimportanttopicinMacroeconomics.Afterador-mancynearlytwodecades,thestudyofeconomicgrowthbecamevigorousagaininthemid-1980s.TheSolow-Swanmodel[1]isoneofthemostusedinthisfield.Thismodelhasarousedmanyresearchersinterestintherecentyears.N.G.Manki,etal(1992)[2]appliedthismodeltoexaminewhetheritisconsistentwiththeinternationalvariationinthestandardofliving.W.Easterly(1993)[3]gavearevisedSolow-SwanmodelbyintroducingtheCESproductionfunction.Inthepaper…     

An Optimal Trading Rule Under a Switchable Mean-Reversion Model

This work provides an optimal trading rule that allows buying and selling an asset sequentially over time. The asset price follows a switchable mean-reversion model with a Markovian jump. Such a model can be applied to assets with a “staircase” price behavior and yet is simple enough to allow an analytic solution. The objective is to determine a sequence of trading times to maximize an overall return. The corresponding value functions are characterized by a set of quasi-variational inequalities. A closed-form solution is obtained under suitable conditions. The sequence of trading times can be given in terms of a set of threshold levels. Finally, numerical examples are given to demonstrate the results.     

岩土材料弹塑性正交异性损伤耦合本构理论

在不可逆热力学框架内建立了岩土材料的正交异性损伤塑性耦合宏观唯象本构理论。主要结果有：1）给出了耦合的塑性和损伤的演化律;2）从对含裂纹单元的细观分析入手,通过均匀化（Homogenization）处理,将损伤引入到Mohr-Coulomb条件下,模型同时考虑了损伤对剪切强度及摩擦角的影响,扩容现象则通过损伤应变来计算。     

对西蒙斯模型的改进及其估计量

针对属性特征的敏感性问题的西蒙斯模型提出了改进方法 ,包括随机方法和确定方法 .讨论了其估计量相应的统计性质及两种方法的适用范围 ,结论表明改进方法的统计性质优于西蒙斯模型 .     

CE模型下Weibull分布序加试验的Bayes分析

序进应力加速寿命试验是一种最为有效而经济的寿命试验方法,随着其理论的日趋成熟,在实践中开始得到应用和推广．本文给出了逆幂律模型下Weilbull分布定时和定数场合序进应力加速寿命试验的一种Bayes统计分析,并利用Gibbs抽样方法解决了分布的形状参数取为连续先验时各参数的Bayes估计．这种先验意义更明确,实例表明这是一种非常有效的方法．     

On a Replacement Problem of a Cumulative Damage Model

Items are assumed to fail only by degradation. An appropriate stochastic model of such items is a cumulative process in which an item can fail only when the total amount of damage exceeds a prespecified failure level. This paper introduces a replacement policy in which an item is replaced at a certain level of damage before failure or at failure, whichever occurs first. The optimum replacement level of damage which will minimize the total expected cost per unit of time for an infinite time span is obtained. A numerical example is also presented. The total expected cost for a finite time span is also discussed.     

Fatigue Life Estimation for Layered Composites Under a Plane Stress State with the Use of a Nonlinear Fatigue Damage Accumulation Model

Mechanics of Composite Materials - A new fatigue failure criterion to predict the fatigue life of layered composites under a plane stress state is presented. The criterion is based on a nonlinear...     

双重孔隙渗流作用井眼围岩损伤力学模型研究

考虑双重介质建立了井眼围岩力学模型,考虑井眼围岩岩体为孔隙、裂缝双重介质,将围岩区域分为破坏区、损伤区和弹性区,建立双重介质渗流作用下的井壁围岩不同区域的损伤力学计算模型和井眼损伤区域的计算方法,计算结果表明理论计算模型与有限元模拟结果吻合较好.     

Statistical Properties of a Generalized Threshold Network Model

The threshold network model is a type of finite random graph. In this paper, we introduce a generalized threshold network model. A pair of vertices with random weights is connected by an edge when real-valued functions of the pair of weights belong to given Borel sets. We extend several known limit theorems for the number of prescribed subgraphs and prove a uniform strong law of large numbers. We also prove two limit theorems for the local and global clustering coefficients.     

Friendship Networks Through Time: An Actor-Oriented Dynamic Statistical Network Model

We propose a class of actor-oriented statistical models for closed social networks in general, and friendship networks in particular. The models are random utility models developed within a rational choice framework. Based on social psychological and sociological theories about friendship, mathematical functions capturing expected utility of individual actors with respect to friendship are constructed. Expected utility also contains a random (unexplained) component. We assume that, given their restrictions and contact opportunities, individuals evaluate their utility functions and behave such that they maximize the expected amount of utility. The behavior under consideration is the expression of like and dislike (choice of friends). Theoretical mechanisms that are modelled are, e.g., the principle of diminishing returns, the tendency towards reciprocated choices, and the preference for friendship relations with similar others. Constraints imposed on individuals are, e.g., the structure of the existing network, and the distribution of personal characteristics over the respondents. The models are illustrated by means of a data-set collected among university freshmen at 7 points in time during 1994 and 1995.     

基于成交量分解模型的改进VWAP策略

传统VWAP(交易量加权平均价格)策略通过拆分大额委托订单,跟踪市场成交均价,达到最小化冲击成本的目的,而准确预测成交量日内分布是运用VWAP策略的关键。通过详细考察现有的改进VWAP策略中成交量预测模型的建模方式和预测结果,发现由于无法分离成交量日内周期结构,现有模型样本依赖性较大且难以适用于多数股票。因此,本文从个股与市场成交量变化趋势的关系角度出发,推导个股成交量与市场趋势的关系,通过构造个股成交量关于市场因素的因子载荷,将日内成交量分解为市场共同部分和个股特殊部分,预测成交量日内分布并构建动态VWAP策略。实证结果表明新的成交量分解模型可以有效分离个股的成交量日内周期结构,在此基础上构造的改进VWAP策略不仅具有较为广泛的适用性,且跟踪误差减少幅度比现阶段同类型的改进VWAP策略更大,能更好的降低市场冲击成本。     

The Availability and Hazard of a System Under a Cumulative Damage Process With Replacements

Zacks (Failure distribution associated with general renewal damage processes. In: Nikulin M, Commenges D, Haber C (eds) Probability statistics and modelling in public health. Springer, Berlin, pp 465–475, 2006) studied the reliability function, the hazard function and the distribution of the failure time when a system is subject to a cumulative, compound renewal damage process. The failure occurs when the damage process crosses a threshold β. In the present paper these results are generalized to the model where the system is replaced after failures. Two cases are considered: instant replacement and random positive replacement time. The distribution of the age of the current renewal cycle, as well as its excess life, and the availability function are studied. We derive also the distribution of total time in (0, t) at which the system has been operational.     

一种改进的四阶偏微分方程图像去噪模型

针对四阶偏微分方程图像去噪模型对图像平滑区域处理造成不平整现象,以及无法去除椒盐噪声的问题.首先对含噪图像进行高斯滤波,然后通过修改扩散系数得到一个改进的四阶偏微分方程图像去噪模型.MATLAB仿真结果表明:新模型与原四阶偏微分方程去噪模型相比,其去噪图像不仅视觉效果好;而且峰值信噪比也高;另外,新模型还能有效去除椒盐噪声.     

一类改进的Logistic模型参数估计方法及其应用

根据实测数据估计Logistic模型参数时,对已有的数据不满足直接利用三点法、四点法应用条件的问题,提出一类改进的三点法、四点法,即迭代逼近算法.以底部耗氧型结冰湖的溶解氧浓度分布为例,建立冰盖下溶解氧浓度垂直分布的Logistic模型,采用迭代逼近算法估计该模型的参数值.结果表明:改进的三点法、四点法的判定系数都较高,均可用于Logistic模型的参数估计,但改进的四点法整体优于改进的三点法.算法进一步完善了Logistic模型的参数估计方法.     

允许延期付款条件下的经济订货批量

本文给出了在允许延期付款条件下的经济订货批量模型.该条件假设:供方允许需方在接到订货后先支付B倍的订货货款(0≤B≤1),剩下的(1-B)倍的贷款可延迟T_c时间付款.最后给出了应用的例子.本文的结论包括了文献[1]和[2]的结果,且更具有一般性和通用性.