共查询到19条相似文献,搜索用时 125 毫秒
1.
应用时变条件t-copula函数描述沪市与亚洲主要股票市场指数收益序列之间的时变相依结构.时变条件t-copula模型的难点在于如何设定时变相依参数的演化方程,建立了用于描述包含时变自由度在内的所有时变相依模型参数的演化方程.进而采用蒙特卡洛仿真方法计算了各种指数组合的VaR,分析了沪综指与亚洲主要股指组合风险的演化趋势,并对结果进行后验测试,结果表明,时变条件t-copula函数仿真估计VaR可以覆盖最大损失风险. 相似文献
2.
考虑频率依赖性耦合神经振子群在外部谐波刺激下的动力学模型,引入相位概率密度函数导出序参数的演化方程.数值模拟结果表明,当固有频率的众数较低时,频率依赖性耦合对神经振子群相响应同步无显著影响;而当固有频率的众数较高时,频率依赖性神经振子群在外部弱刺激下几乎达到完全相位同步,随着刺激强度的增加转为无规则的振荡,最终达到同步周期振荡. 相似文献
3.
依据投入产出表使用产品工艺假定推算社会再生产的两大部类构成,比使用产业部门工艺假定推算更符合马克思政治经济学原理.使用产品工艺假定推算在数学上可以归结为一个带非负约束的二次规划问题.运用参数线性规划方法能够证明这样的推算存在一个充分必要条件.这一充分必要条件对于通常使用产品工艺假定与产业部门工艺假定的组合进行推算,也有作用. 相似文献
4.
两大部类再生产最优平衡增长的形成路径,是社会再生产从非平衡的一般增长状态转换到最优平衡增长状态的特殊增长轨迹.基于马克思社会再生产公式,利用当年生产生产资料的部类积累率决定下一年两大部类比例的单调函数关系,推导并证明了生产生产资料的部类优先积累能够导致两大部类比例收敛,从而两大部类再生产形成最优平衡增长.由此阐明了生产生产资料的部类优先积累是两大部类再生产最优平衡增长的形成路径.借助《资本论》中的一个举例,计算验证了这样的形成路径. 相似文献
5.
在群体决策过程中,随机噪音对个体理性和群体理性的变化具有不可忽视的影响.针对存在随机扰动条件下群体决策理性的演化行为,在假设个体和群体理性之间存在作用叠加效果的基础上,建立了刻画个体和群体理性受随机噪声影响的个体和群体理性演化动力学模型,利用随机微分方程理论,论证了模型解的存在性和唯一性,在给定群体决策的随机扰动为白噪声的假设条件下得到了模型的解析解,讨论了群体决策中两个重要参数:理性作用强度和随机干扰作用强度对于群体理性演化的影响.理论分析结果表明:群体决策理性的演化行为取决于这两个参数的相对大小,存在着三条不同的演化路径,数值算例验证了模型的合理性和有效性,并对群体理性的演化行为进行了直观说明,对于深入认识群体决策规律和提高决策质量具有积极的理论和实际意义. 相似文献
6.
本文讨论一类两参数非线性椭圆型方程边值问题.得到原问题的外部解,引入伸长变量和在边界和外部解的内部间断点附近设置局部坐标系,构造边界层和内部层校正项.在适当的条件下,利用微分不等式,证明边值问题激波解的存在性并研究解的渐近性态. 相似文献
7.
按比例发展原理是马克思社会再生产理论中的一条重要原理.由于在经典的马克思社会再生产理论的相关公式中,生产资料、消费资料部类内部各部分之间的相互比例是固定不变的,所以这条原理当中所讲的比例,就简化为仅指两大部类之间的比例.从而,按比例发展原理成为一个十分确切的命题.已经有研究证明了从某一年起两大部类平衡增长的充要条件和静态意义下的两大部类扩大再生产的充要条件,本文区分第Ⅰ部类资本利润率不高于第Ⅱ部类和高于第Ⅱ部类两种情形,分别给出了社会扩大再生产持续进行的充分必要条件,从而使按比例发展原理深化成为"两大部类扩大再生产的按比例发展定理".这个定理为调控和优化社会再生产的决策变量标明了取值区间. 相似文献
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9.
《数学的实践与认识》2020,(4)
随着棚户区改造工作的大规模推进,传统棚改模式面临着融资困难等问题.在现有研究基础上,提出棚户区改造的PPP模式,该模式有助于解决传统模式的资金问题,提高棚户区改造的质量,同时在有限理性基础上构建以政府和企业为主体的演化博弈模型,分析在PPP模式下双方的稳定均衡策略.运用MATLAB仿真分析,通过改变参数模拟不同因素变化,探讨不同条件下的稳定演化均衡.根据稳定演化均衡结果提出改进棚户区改造PPP模式的对策建议. 相似文献
10.
文中研究了一类具有三个转向点的大参数奇摄动方程的渐近解.首先利用Liouville-Green变换构造方程在不同区域的外部解.然后利用1/3阶和-1/3阶Bessel函数,分别构造出方程在三个转向点附近的内层解.最后利用匹配原理得到外部解和内层解中任意常数满足的匹配条件. 相似文献
11.
林孝贵 《数学的实践与认识》2014,(7)
我国出口外贸企业将来收到外汇货款又要借款用于生产,企业面临很大人民币汇率利率双重风险,因此迫切需要解决其风险管理问题。可以使用目前市场上交易的人民币外汇远期、外汇期货和利率远期等衍生工具,分别对这两项风险进行独立管理和同步管理。导出策略的回报、风险和效率等统计指标,比较评价这两种风险管理策略的优良性。得到同步管理比独立管理更加优越的结论,企业可以使用同步管理策略更有效地规避所面临的双重风险。 相似文献
12.
Much of human cooperation remains an evolutionary riddle. There is evidence that individuals are often organized into groups in many social situations. Inspired by this observation, we propose a simple model of evolutionary public goods games in which individuals are organized into networked groups. Here, nodes in the network represent groups; the edges, connecting the nodes, refer to the interactions between the groups. Individuals establish public goods games with partners in the same group and migrate among neighboring groups depending on their payoffs and expectations. We show that the paradigmatic public goods social dilemma can be resolved and high cooperation levels are attained in structured groups, even in relatively harsh conditions for cooperation. Further, by means of numerical simulations and mean-field analysis, we arrive at the result: larger average group size and milder cooperation environment would lead to lower cooperation level but higher average payoffs of the entire population. Altogether, these results emphasize that our understanding of cooperation can be enhanced by investigations of how spatial groups of individuals affect the evolution dynamics, which might help in explaining the emergence and evolution of cooperation. 相似文献
13.
本文用对策论主要分析行业内国际贸易中,汇率调整对贸易国净社会福利的影响.证明存在值e,汇率e>e和e<e,提高汇率对该国净社会福利的影响结果是不同的.并给出了e具有经济意义的上下界及计算途径. 相似文献
14.
Traditional works of public goods game (PGG) are often studied in simplex networks where agents play games through the same type of social interactions. In order to promote cooperation against the defection in PGGs in simplex network environment, many mechanisms have been proposed from different perspectives, such as the volunteering mechanisms, and the punishment and reward approaches. However, due to diverse types of interactions between agents in reality, the study of PGG should also consider the characteristic of multiplexity of networks. Hence, we firstly model the public goods game in the duplex network (for simplification of analysis, the duplex network is considered), in which agents have two types of social interactions, and thus the network is modeled as two network layers. This type of PGG is naturally named as duplex public goods game (D-PGG), in which agents can select one of the network layers to allocate their limited resources. Then for the new game environment (D-PGG), we propose a novel perspective to promote cooperation: degrading the information integrity, i.e., agents get information just from one network layer (local information) rather than from the whole duplex network (global information) in the evolution process. Finally, through theoretical analyses and simulations, we find that if agents imitate based on the local information of the payoff in the evolution, cooperation can be generally promoted; and the extent of promotion depends on both the network structure and the similarity of the network layers. 相似文献
15.
A method based on Green's functions is proposed for the analysis of the steady-state dynamic response of bending-torsion coupled Timoshenko beam subjected to distributed and/or concentrated loadings. Damping effects on the bending and torsional directions are taken into account in the vibration equations. The elastic boundary conditions with bending-torsion coupling and damping effects are derived and the classical boundary conditions can be obtained by setting the values of specific stiffness parameters of the artificial springs. The Laplace transform technology is employed to work out the Green's functions for the beam with arbitrary boundary conditions. The Green's functions are obtained for the beam subject to external lateral force and external torque, respectively. Coupling effects between bending and torsional vibrations of the beam can be studied conveniently through these analytical Green's functions. The direct expressions of the steady-state responses with various loadings are obtained by using the superposition principle. The present Green's functions for the Timoshenko beam can be reduced to those for Euler–Bernoulli beam by setting the values of shear rigidity and rotational inertia. In order to demonstrate the validity of the Green's functions proposed, results obtained for special cases are given for a comparison with those given in the literature and they agree with each other exactly. The influences of external loading frequency and eccentricity on Green's functions of bending-torsion coupled Timoshenko beam are investigated in terms of the numerical results for both simply supported and cantilever beams. Moreover, the symmetric property of the Green's functions and the damping effects on the amplitude of Green's functions of the beam are discussed particularly. 相似文献
16.
使用Eviews6.0软件分析1983年至2011年的统计数据,研究环境污染、对外贸易和工业发展之间的关系.首先,使用熵值法构造环境污染综合评价指数.然后,使用Grange检验确定三个变量之间的因果关系,使用VAR模型求解三者之间的量化关系,研究了脉冲响应分析和方差分解.结果表明:对外贸易会影响工业发展,对外贸易的变动冲击在前期会促进工业发展,随着年数的增加,其作用逐渐减少;对外贸易对环境的冲击表现为先增加然后平稳的减少;工业发展对环境污染的冲击最大出现在第二期,最后,采用分位数回归研究变量关系在不同分位点的变化规律,结果表明:对外贸易在各个分位点上都是高度显著的促进工业发展;对外贸易仅在高分位点上是显著的带来环境污染. 相似文献
17.
Advertising in a Differential Oligopoly Game 总被引:2,自引:0,他引:2
We illustrate a differential oligopoly game where firms compete à la Cournot in homogeneous goods in the market phase and invest in advertising activities aimed at increasing the consumers reservation price. Such investments produce external effects, characterizing the advertising activity as a public good. We derive the open-loop and closed-loop Nash equilibria, and show that the properties of the equilibria depend on the curvature of the market demand function. The comparative assessment of these equilibria shows that the firms advertising efforts are larger in the open-loop equilibrium than in the closed-loop equilibrium. We also show that a cartel involving all the firms, setting both output levels and advertising efforts, may produce a steady state where the social welfare level is higher than the social welfare levels associated with both open-loop and closed-loop noncooperative settings. 相似文献
18.
鲁文龙 《数学的实践与认识》2007,37(11):44-51
在纵向产品差异化的双寡头竞争的框架下,对政府的贸易和产业政策做了分析,得到的主要结论为,只要国内企业生产低质量的产品,则贸易自由化会导致国内企业的产出水平下降和所有产品价格的提高;在贸易和产业政策一定的情况下,当国内企业的技术水平比较低时,国内企业生产低质量产品可以使社会福利达到最大化;另外,政府可以通过关税和补贴的干预使企业的产品质量产生跃进,超过国外竞争者. 相似文献
19.
Dwight Read 《Computational & Mathematical Organization Theory》2012,18(2):232-253
A key change in the evolution of our species from a common ancestor with the chimpanzees was the shift to a field of social interaction no longer dependent upon face-to-face interaction for the maintenance of social coherency. Our hunter-gatherers ancestors made a radical shift to social relations based on a culturally constructed system of kinship relations. Unlike biological kinship that reflects the facts of biological reproduction, cultural kinship is a constructed, computational system that enables symbolic computation of kinship relations that are expressed through the kin terms of a kinship terminology. The system of kin terms is analogous to arithmetic as a computational system for computing quantities with symbols instantiated by the counting numbers. The internal logic of a kinship terminology ensures consistency both in kinship relation computations and translation of kin term computations to the perspective of each person who culturally shares the same kinship terminology. The constraint of internal and external consistency does not lead to a single kinship terminology computational system, hence there are a variety of kinship terminology systems across human societies. In this paper I outline a theory for the generative structure of kinship terminology systems and briefly discuss the implications this for explaining structural differences between kinship terminologies and how structure relates to social organization. 相似文献