商业银行个人信用风险评价的投影寻踪建模及其实证研究

根据已有的商业银行个人信用风险评价指标体系和数据,应用投影寻踪分类（PPC）技术进行建模,通过改变指标归一化方式前后权重是否互为相反数等性质,以确保PPC建模时求得真正的全局最优解．实证研究表明：对于商业银行个人信用分类问题,PPC模型的识别正确率高于判别分析模型;在评价指标的四个方面中,借贷人与本行关系最重要,其次是其基本情况,而偿债能力和稳定性的影响很小;而且,删除偿债能力和稳定性两个均值差异不存在显著性的指标后建立的PPC模型,不仅不会降低识别正确率,还有利于银行降低采集数据的成本和节约时间,简化流程,对提高PPC模型的实用性等具有重要理论意义和实践价值．     

基于投影寻踪原理的建筑业综合实力评价分析

在分析影响建筑业综合实力因素的基础上,选择了规模效益水平、技术装备水平、效率水平三个方面共12个评判指标,建立了建筑业综合实力评价的投影寻踪分类模型(PPC),并利用基于实数编码的加速遗传算法(RAGA)求解最佳投影方向.根据投影值的大小对地区建筑业综合实力进行评价分析.PPC模型具有稳健性好、投影值准确度高、评价结果...     

基于支持向量机和领域知识的纳税评估预警模型

纳税评估是税务稽查的基础和前提,运用科学、合理的评估手段,降低评估风险和成本,提高纳税评估工作的整体效率和效果,成为纳税评估工作的关键问题.在总结纳税评估基本原理的基础上,针对企业的纳税评估问题构建了评估指标体系,提出了将支持向量机(SVM)和领域知识结合建立纳税评估预警模型的方法,首先利用SVM筛选出有涉税疑点的企业,然后在领域知识的指导下结合统计分析方法,进一步找出可疑对象偏离正常统计值的指标,解决了预警模型无疑点指向性的问题,实证分析表明该方法具有较高的可行性.     

基于投影寻踪模型的廉政风险综合评价与实证研究

廉政风险评价是反腐败的核心工作之一.根据廉政风险评价指标体系和采集的数据,建立了主观赋权重与客观赋权重法有机结合的廉政风险综合评价改进型投影寻踪模型.采用分界样本,样本的风险等级判定便捷,而且可以对处于同一廉政风险等级的样本进行精细的排序,是定量研究模型.得到了各个评价指标对廉政风险水平影响程序的重要性排序.研究结果表明:在全面从严治党和反腐败工作中,党委组织的作用最重要,党委必须切实履行好主体责任,其次是制度建设,起根本性和全局性的作用,对腐败的严厉惩治可以起到有效的威慑作用.而K-means聚类分析和模糊RBFNN组合模型,不仅建模过程繁杂,也不能对处于同一风险等级的样本开展精细的排序研究,属于半定性半定量模型.     

基于PCA-GA-SVM的火成岩分类方法研究

在地质科学中,正确的岩石分类有助于研究岩石的成因、形成条件、演化过程和工程设计等.由于地质条件的多样性、变异性及复杂性,人们很难对岩石样本进行准确的分类.通过主成分分析法(PCA)从影响火成岩分类的众多氧化物评价指标中提取出主成分,用遗传算法(GA)优化支持向量机参数,并采用支持向量机方法(SVM)对实际火成岩公开数据进行训练,建立了火成岩岩石分类的PCA-GA-SVM模型,同时结合火成岩实际数据将预测结果和基于Levenberg-Marquardt算法改进的BP神经网络模型(LM-BP)的预测结果做了比较.结果表明:基于PCA-GA-SVM模型得到的火成岩分类预测结果精度较LM-BP神经网络有很大的提高,与实际分类相符,有广泛的应用前景.     

基于粗糙集和支持向量机的电子商务信用风险分类

准确识别电子商务信用风险,有利于提高企业风险防范能力,减少损失.建立了基于粗糙集(RS)、遗传算法(GA)和支持向量机(SVM)的电子商务信用风险分类模型(RS-GA-SVM).首先,利用RS对分类指标进行约简,选择出电子商务信用风险关键影响因素.其次,采用GA算法优化SVM模型参数,并应于电子商务信用风险分类.最后,实证表明,RS-GA-SVM模型具有高的分类精度和分类效率.     

投影寻踪分类建模理论的新探索与实证研究

从理论上分析了正确的投影向量系数(权重)约束条件是∑_(j=1)~2a_j~2=1和1≥0_j≥-1;从理论和实证两个视角证实采用约束条件∑_(j=1)~p a_j~2=1和1≥a_j≥0时逆向指标或对正向指标采用了错误的归一化方式时的权重必定等于"0"。采用正确的约束条件,针对同一密度窗宽R值,实证分析发现和从理论上证明了在投影寻踪分类(PPC)建模中改变指标归一化方式前后,权重是互为相反数的重要特性等三个定理和二个推理,改变指标归一化方式不影响任意两样本投影值之间的距离和投影指标函数值。提出了正确使用PPC进行建模的基本原则和步骤、判定指标属性(正向指标或者逆向指标)的准则等,实现了投影寻踪探索性研究和验证性分析的有机统一。     

基于支持向量机的非侵入式负荷印记识别模型

基于非侵入式电力负荷检测与分解技术近年来得到广泛推广.选取14个稳态指标作为负荷特征,建立基于支持向量机(SVM)的非侵入式负荷印记识别模型,利用多分类支持向量机(multi-class SVM)的成对分类算法,对负荷印记进行了识别,随机抽取数据进行测试,结果表明方法能够更准确地识别负荷印记,说明所提出的模型和方法具有较高的有效性和正确性.     

投影寻踪等级评价模型在冰草草坪质量综合评价中的应用

针对以往草坪质量评价方法存在人为权重赋值误差,以及简便计算等方面的不足的问题,提出了草坪坪用质量指标评定的投影寻踪等级评价模型.该方法可以依据标准样本自身的数据特性寻求最佳投影方向,通过最佳投影方向与评价指标的线性投影得到投影指标值,通过这一指标可以对样本进行统一评价和分类,并可利用最佳投影方向判断各评价指标对综合评价目标的贡献大小.排除人为权重干扰,对哈尔滨地区引种的冰草(A gropyron elongatum)坪用质量进行了综合判定.     

基于领域知识的纳税评估方法研究

纳税评估是税务稽查的基础和前提,科学的选案方法是纳税评估的关键。本文提出了一种基于领域知识的纳税评估方法。在领域知识的指导下,通过设计指标体系来提取个体的特征,进而采用聚类分析和统计分析相结合的方法,找出纳税异常的企业,从而完成纳税评估。     

Navier and Stokes meet Poincare and Dulac

This paper surveys various precise (long-time) asymptotic results for the solutions of the Navier-Stokes equations with potential forces in bounded domains. It turns out that the asymptotic expansion leads surprisingly to a kind of Poincare-Dulac normal form of the Navier-Stokes equations. We will also discuss some related results and a few open issues.     

Lebesgue测度等测包及其应用

利用Lebesgue测度的等测内核和等测外包讨论内外测度的一系列性质,给出外测度有限可加的一个充要条件,该条件改进了原有外测度有限可加性相关问题的结果.     

Dual and triple equations and q-orthogonal polynomials

In this paper, we solve dual and triple sequences involving q-orthogonal polynomials. We also introduce and solve a system of dual series equations when the kernel is the q-Laguerre polynomials. Examples are included.     

On exact and inexact differentials and applications

Considering the important role played by mathematical derivatives in the study of physical–chemical processes, this paper discusses the different possibilities and formulations of this concept and its application. In particular, in Chemical Thermodynamics, we study exact differentials associated with the so-called state functions and inexact differentials associated with path functions. As an application, we discuss the equation of state associated with a gas.     

Monotone and cash-invariant convex functions and hulls

This paper provides some useful results for convex risk measures. In fact, we consider convex functions on a locally convex vector space E which are monotone with respect to the preference relation implied by some convex cone and invariant with respect to some numeraire (‘cash’). As a main result, for any function f, we find the greatest closed convex monotone and cash-invariant function majorized by f. We then apply our results to some well-known risk measures and problems arising in connection with insurance regulation.     

Dihedral and quaternionic homology and mapping spaces

We associate to the singular chains of the Moore loop space Y two dihedral chain complexes. The dihedral homology of these complexes is shown to be isomorphic to the O(2)-equivariant homology of the mapping spaces Y ^o(2) and . We also construct simple homotopy theoretic models of EO(2) x _O2 (Y)^G/BO(2) for G = O(2) or S¹, where denotes suspension. Quaternionic analogues of these results are also established.     

C_(pk)写控制图的研究与应用

控制图与过程能力指数Cp(Cpk)都是用来进行质量分析与处理的重要工具。文 [1]谈及控制图的两类错误 (其概率分别为α、β) ,文 [2 ]讨论了Cpk与α的关系 ,但涉及Cpk与控制图检出力 (1- β)关系的文章却不多。本文以 X控制图为例 ,讨论了α、β、1- β、与Cpk的关系 ,得出了联合应用它们会对工序状态有较好的了解 ,对其适当的调整有助於提高产品质量     

Proper and Unit Trapezoid Orders and Graphs

We show that the class of trapezoid orders in which no trapezoid strictly contains any other trapezoid strictly contains the class of trapezoid orders in which every trapezoid can be drawn with unit area. This is different from the case of interval orders, where the class of proper interval orders is exactly the same as the class of unit interval orders.     

Vertex- and edge-minimal and locally minimal graphs

Given a family of graphs , a graph is called edge-minimal (vertex-minimal) if for every subgraph (induced subgraph) G^′ of G; furthermore, G is called locally edge-minimal (locally vertex-minimal) if whenever G^′ is obtained from G by deleting an edge (a vertex). Similarly, the concepts of minimality and local minimality are introduced for directed graphs (digraphs) and, more generally, for partially ordered sets.For example, by the Strong Perfect Graph Theorem, the only vertex-minimal graphs with χ>ω are odd holes and anti-holes. In contrast, the only locally vertex-minimal graphs with χ>ω are partitionable graphs. Somewhat surprisingly, there are infinitely many non-trivial perfect graphs that are locally edge-minimal and -maximal simultaneously. In other words, such a graph is perfect but it becomes imperfect after any edge is deleted from or added to it.In this paper we consider vertex- and edge-minimal and locally minimal graphs in the following families: (i) perfect and imperfect graphs, (ii) graphs with χ=ω and with χ>ω, (iii) digraphs that have a kernel and kernel-free digraphs, and finally, (iv) vertex-minimal complementary connected d-graphs.     

Crossings and nestings of matchings and partitions

We present results on the enumeration of crossings and nestings for matchings and set partitions. Using a bijection between partitions and vacillating tableaux, we show that if we fix the sets of minimal block elements and maximal block elements, the crossing number and the nesting number of partitions have a symmetric joint distribution. It follows that the crossing numbers and the nesting numbers are distributed symmetrically over all partitions of , as well as over all matchings on . As a corollary, the number of -noncrossing partitions is equal to the number of -nonnesting partitions. The same is also true for matchings. An application is given to the enumeration of matchings with no -crossing (or with no -nesting).