可压缩流体力学高精度拉格朗日格式及其保正性质

本文对可压缩流体力学高精度拉格朗日格式及其保正性质近年来的发展给出回顾与综述.文中分别介绍了一维、二维可压缩流体力学方程中心型拉格朗日格式的设计步骤,回顾了高精度拉格朗日格式以及高精度保正拉格朗日格式的研究进展.     

向量优化中广义增广拉格朗日对偶理论及应用

作者介绍了一种基于向量值延拓函数的广义增广拉格朗日函数,建立了基于广义增广拉格朗日函数的集值广义增广拉格朗日对偶映射和相应的对偶问题,得到了相应的强对偶和弱对偶结果,将所获结果应用到约束向量优化问题.该文的结果推广了一些已有的结论.     

"圆"来是3.14

三月已至,又到了一年一度的国际数学日.2011年,为纪念中国古代数学家祖冲之,国际数学协会将每年的3月14日设为"圆周率日".2019年11月,联合国教科文组织在巴黎召开的全体大会上通过了将3月14日定为国际数学日的决议.这个由国际数学联盟发起和领导的提议,得到了来自世界各地众多国家和地区组织的支持.     

基于GARCH模型的中美汇率实证分析

汇率制度改革后,加强人民币汇率风险管理已成为摆在各大经济主体面前的重大课题.基于2010年1月1日至2012年5月10日的美元对人民币日汇率值,利用广义条件异方差自回归(GARCH)模型,对中美汇率日数据进行处理与检验,得到了残差存在异方差性.在此基础上建立了汇率GARCH模型,实证分析表明精确性高.     

数字

中日紧张关系影响两国双边贸易 据彭博社报道,中日爆发2005年以来最严重外交危机,这正威胁到两国的经贸关系,过去十年来,中日贸易额翻了三番,至3400余亿美元。     

纪念第十二个世界珠算日

值此2014年8月8日,世界珠算日已度过12个春秋。这期间,珠算传承历经坎坷,从热到冷、从冷到温,我们也因此经历了漫长的等待与保护的艰辛,终于2013年12月4日联合国教科文组织将＂中国珠算＂列入人类非物质文化遗产代表作名录,从此名正言顺地登上了世界历史舞台,     

《九章算术》古题新解

文[1]P28引用了《九章算术》中的"两鼠穿墙"题:今有垣厚五尺,两鼠对穿.大鼠日一尺,小鼠也日一尺.大鼠日自倍,小鼠日自半.问何日相逢,各穿几何?题意是有厚墙5尺,两只老鼠从墙的两     

中国数学会1983年学术会议概况

一、全国第三届样条函数理论与应用学术会议1983年2月28日至3月7日在杭州浙江大学召开,来自高等院校、科研与工业部门的120名代表出席了这次会议。会议收到了122篇学术论文,70多人在会上作了报告。 二、第一次全国微分几何学术讨论会议 1983年5月3日至5月9日在上海复旦大学举行。来自科研单位与高等院校的80多名代表出席了这次会议。会上安排了48个学术报告。 三、全国第三届泛函分析学术交流会议 5月10日至16日在昆明召开,来自全国各高等     

中国股票市场波动特性的实证研究

本文以上证综指和深成分指数的日收益率为研究对象 ,应用 GARCH、TARCH模型理论 ,进一步分析了日收益率波动的条件异方差性、非对称性 ,同时比较了两个股票市场的不同波动特征     

一、中国数学会1984年学术会议概况

一、中国数学会运筹学会第二次全国代表大会 1984年5月8日至14日在上海召开,来自全国29个省、市、自治区的280名代表出席了这次会议。大会综合报告有12个,117篇论文成果在分组会上进行了交流。美国Texas大学教授A.Charns在大会上作了学术报告。这次会议审议并通过了运筹学会理事会的工作报告,讨论修改了运筹学会章程,改选了运筹学会理事会。 二、第三届全国数论学术会议 6月16日至6月20日在合肥召开。55名代表出席了这次学术会议,大会综合报告有8个,35篇学术论文在分组会上进行了宣读。 三、第三届最优化数值方法学术会议 8月7日至13日在厦门召开,110名代表出席了这次学术会议,收到的学术论文有89篇,76篇在会上作了报告。     

Selecting intervention strategies against eutrophication and the drastic decrease in bird abundance in Ringkøbing Fjord

Ringkøbing Fjord is a large and shallow brackish lagoon on the west coast of Denmark that has gone through two environmental regime shifts in recent decades. Different intervention strategies, including nutrient abatement and the construction of facilities to increase the water exchange between the lagoon and the outside sea, have been proposed to achieve good water quality in terms of trophic state and conditions for waterfowl. The selection of an intervention strategy is a complex decision-making problem in which several conflicting objectives, like costs of application and environmental or social impacts, must be taken into account simultaneously. We propose a PC-based decision support system, called the Generic Multi-Attribute Analysis system, to deal with such interdisciplinary analyses. It evaluates the intervention strategies by means of an additive multiattribute utility model accounting for imprecision of the various components of the analysis, such as intervention strategy performances and decision-makers’ preferences. Also, it implements what is known as decision making with partial information, through the application of Monte Carlo simulation techniques. This enables a straightforward analysis of the difference between an anthropocentrist and an ecocentrist view of the problem, from which a final recommendation can be reached.     

MOIRA: A decision support system for decision making on aquatic ecosystems contaminated by radioactive fallout

Interventions to restore radionuclide contaminated aquatic ecosystems may reduce individual and collective radiation doses, but may also result in detrimental ecological, social and economic effects. Decision makers must carefully evaluate possible impacts before choosing a countermeasure, hence decision analysis methods constitute an important aid to rank intervention strategies after the contamination of an aquatic ecosystem. We describe MOIRA, a decision support system for the identification of optimal remedial strategies to restore water systems after accidental introduction of radioactive substances. MOIRA includes an evaluation module based on a multi-attribute value model to rank alternatives and a module to perform multiparametric sensitivity analyses, both with respect to weights and values, to allow us to gain insights into the problem. The problem is under certainty since the validation of models used to quantify countermeasure impacts suggests little uncertainty in policy effects.The system is implemented in a PC based decision support system which allows the inclusion of all relevant information.     

Target Zone Interventions and Coordination of Expectations

Foreign exchange markets display regularly severe bubbles. This paper explores whether or not the so-called target zone interventions are an effective tool for central banks to stabilize the exchange rate. We define such intervention operations as buying/selling an undervalued/overvalued currency when the distance between the exchange rate and its fundamental value exceeds a critical threshold value. On the basis of a nonlinear empirical exchange rate model with chartists and fundamentalists, we find that not only target zone interventions have the power to reduce misalignments but also to earn profits. The idea of this paper was born during the 2003 Complexity Workshop in Aix-en-Provence and the Viennese Workshop on Optimal Control, Dynamic Games, and Nonlinear Dynamics. The paper was presented at the International Conference on Computing in Economics and Finance in Amsterdam and at the Erich-Schneider research seminar at the University of Kiel. We thank Richard Day, Herbert Dawid, Cars Hommes, Blake LeBaron, Thomas Lux, Erik Mosekilde, Barkley Rosser and Jan Tuinstra for stimulating discussions. Also, we thank two anonymous referees and Christophe Deissenberg for helpful comments.     

Exchange rate uncertainty and employment: an algorithm describing ‘play’

The paper deals with the impacts of exchange rate uncertainty on the relationship between macroeconomic labour market variables. Under uncertainty, areas of weak reactions—so‐called ‘play’ areas—have to be considered at the macrolevel. The width of the play area is a positive function of the degree of uncertainty. When changes go beyond the play‐area suddenly strong reactions (‘spurts’) occur. These non‐linear dynamics are captured in a simplified linearized way. An algorithm describing linear play hysteresis is developed and implemented into a regression framework. As an empirical application, the exchange rate impacts on German employment are analysed considering play effects. Copyright © 2001 John Wiley & Sons, Ltd.     

用修正重标极差法对上证指数长期记忆性的研究

本文以上证指数周收益率为研究对象,分别采用重标极差分析法和修正重标极差分析法,通过计算V统计量的值对其进行长期记忆性的检验。由于不能排除V统计量的值存在超出上侧分位点的可能性,本文进行了双侧检验,并分析了R/S分析法产生偏差的原因。得出上证指数周收益率时间序列并未表现出显著的长期记忆性的结论。     

人民币境内即期汇率与境外NDF汇价互动的四阶段比较分析

汇率改革以来,人民币境内即期汇市与境外NDF汇市的相互作用逐渐加强。通过对汇率弹性不同时期的人民币境内即期汇市与境外NDF汇市进行分段比较分析表明,二者间有较显著的引导作用和波动溢出效应,汇率弹性的增加有助于提升境内市场的价格引导力,过多的汇市干预和严格的波幅限制则会削弱它。越具"弹性化"的境内汇率越具价格引导力。     

中国外汇储备规模适度性研究与预测

2005年,我国的外汇储备已经达到8188.72亿美元,且在近几年呈高速增长的势态.我国的外汇储备是否过多,这种增长是否会继续,面对高额的外汇储备,我们应该采取怎样的态度和政策?利用1979年—2005年的年度数据,运用协整分析的方法对外汇储备及相关变量进行分析,并通过得出的结论对上述问题给出一个解答.     

人民币实际汇率波动与中国对美进出口问题的实证探究

使用1999年至2009年人民币对美元实际汇率及中美间进出口数据,对人民币实际汇率波动对中美贸易产生的造成影响进行实证分析.人民币实际汇率的波动与中国对美进出口间不存在长期的协整关系,人民币汇率变化对中国对美的贸易收支差额影响十分有限.在行业层面,人民币实际汇率的波动与中国对美主要产品出口也不存在长期的协整关系.     

医学干预措施成本效用马尔可夫模型的不确定性分析

医学干预措施的成本效用分析中存在着许多不确定性因素,进行医学干预措施成本效用分析时应考虑这些不确定性因素的影响,概率灵敏性分析可定量研究不确定性因素对结果的影响.本文使用蒙特卡罗模拟方法,以医学实例探讨了考虑人群差异和参数不确定性时医学干预措施的成本效用分析.结果显示,全髋关节置换术病人成本效用马尔可夫模型,在考虑人群差异和参数不确定性时所得的成本效用指标平均值与固定值法计算的结果十分接近,提示该模型具有良好的稳健性,这为模型的实际应用提供了依据.     

Choosing the optimal intervention method to reduce human-related machine failures

This paper presents a novel method to quantify the effects of human-related factors on the risk of failure in manufacturing industries. When failures can be caused by operators, the decision maker must intervene to mitigate operator-related risk. There are numerous intervention methods possible; we develop a revenue model that provides the decision-maker with a systematic tool to perform a cost-benefit analysis, balancing the advantage of risk reduction, against the direct cost of the intervention method.