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101.
Wing-Keung Wong Jack Penm Richard Deane Terrell Karen Yann Ching 《Journal of Applied Mathematics and Decision Sciences》2004,8(4):201-218
With the emergence of new capital markets and liberalization of stock markets in recent years, there has been an increase in investors' interest in international diversification. This is so because international diversification allows investors to have a larger basket of foreign securities to choose from as part of their portfolio assets, so as to enhance the reward-to-volatility ratio. This benefit would be limited if national equity markets tend to move together in the long run. This paper thus studies the issue of co-movement between stock markets in major developed countries and those in Asian emerging markets using the concept of cointegration. We find that there is co-movement between some of the developed and emerging markets, but some emerging markets do differ from the developed markets with which they share a long-run equilibrium relationship. Furthermore, it has been observed that there has been increasing interdependence between most of the developed and emerging markets since the 1987 Stock Market Crash. This interdependence intensified after the 1997 Asian Financial Crisis. With this phenomenon of increasing co-movement between developed and emerging stock markets, the benefits of international diversification become limited. 相似文献
102.
Michel Vasquez 《Journal of Heuristics》2004,10(4):407-413
For the Queens_n
2 graph coloring problems no chromatic numbers are available for n > 9 except where n is not a multiple of 2 or 3. In this paper we propose an exact algorithm that takes advantage of the particular structure of these graphs. The algorithm works on the independent sets of the graph rather than on the vertices to be colored. It combines branch and bound, for independent set assignment, with a clique based filtering procedure. A first experimentation of this approach provided the coloring number values ranging for n = 10 to n = 14. 相似文献
103.
Reported are fiber de-multiplexers based on side-polished fibers with a long interaction length and intra-core fiberBragg gratings. In conjunction with the silicon processing technologies, we demonstrate fiber filters and advantages ofour approaches are addressed. 相似文献
104.
105.
In this paper we provide an error bound estimate and an implicit multifunction theorem in terms of smooth subdifferentials and abstract subdifferentials. Then, we derive a subdifferential calculus and Fritz–John type necessary optimality conditions for constrained minimization problems. 相似文献
106.
We study the asymptotic behaviour of the solution of elliptic problems with periodic data when the size of the domain on which the problem is set becomes unbounded. To cite this article: M. Chipot, Y. Xie, C. R. Acad. Sci. Paris, Ser. I 339 (2004). 相似文献
107.
When trains of impulse controls are present on the right-hand side of a system of ordinary differential equations, the solution
is no longer smooth and contains jumps which can accumulate at several points in the time interval. In technological and physical
systems the sum of the absolute value of all the impulses is finite and hence the total variation of the solution is finite.
So the solution at best belongs to the space BV of vector functions with bounded variation. Unless variable node methods are
used, the loss of smoothness of the solution would a priori make higher-order methods over a fixed mesh inactractive. Indeed
in general the order of -convergence is and the nodal rate is . However in the linear case -convergence rate remains but the nodal rate can go up to by using one-step or multistep scheme with a nodal rate up to when the solution belongs to . Proofs are given of error estimates and several numerical experiments confirm the optimality of the estimates.
Received March 15, 1996 / Revised version received January 3, 1997 相似文献
108.
Hans van den Berg Michel Mandjes Rudesindo Núñez-Queija 《Operations Research Letters》2007,35(3):297-307
We study a processor-sharing model in which users choose between a high- and a low-priority service, based on their utility functions and prices charged by the service provider. The latter aims at revenue maximization. The model is motivated by file transmissions in data networks with distributed congestion control. 相似文献
109.
We prove embedding results of weighted W1,p(RN) spaces of radially symmetric functions. The results then are used to obtain ground and bound state solutions of quasilinear equations with unbounded or decaying radial potentials. 相似文献
110.
This paper outlines the results of a study undertaken to investigate the nature of Community Operational Research (COR). The objective was to contact the people involved in COR through a series of personal interviews and a questionnaire survey, in order to clarify many of the issues that have emerged within the profession relating to the practice of OR within the community and voluntary sector. A total of 20 individuals were successfully contacted, and they have been responsible for at least two-thirds of the projects in the COR area. 相似文献