对期望理论的两个重要推进——损失厌恶系数λ及参考点研究

行为金融学是近20年来最为重要的新兴金融理论,期望理论更是其中的亮点,其运用领域之广超乎人们的想象,所以对它的完善改进具有非常重要的意义。本文对期望理论中的损失厌恶系数和参考点问题进行了深入研究,并且得出了创新性的结果:损失厌恶系数不是常数而是动态变量;得出了内生且纳入更多投资者行为特征的参考点。这些结果是对期望理论的重要改善和推进,对其在大量金融领域和涉及到财富偏好的问题的解决中都大有裨益。     

Estimates from Below for the Spectral Function and for the Remainder in Local Weyl’s Law

We obtain asymptotic lower bounds for the spectral function of the Laplacian and for the remainder in local Weyl’s law on manifolds. In the negatively curved case, thermodynamic formalism is applied to improve the estimates. Key ingredients of the proof include the wave equation parametrix, a pretrace formula and the Dirichlet box principle. Our results develop and extend the unpublished thesis of A. Karnaukh [Ka]. The first author was supported by NSERC, FQRNT, Alfred P. Sloan Foundation Fellowship and Dawson Fellowship. The second author was supported by NSERC and FQRNT. Received: April 2006 Revision: October 2006 Accepted: October 2006     

The effect of nanoparticle shape on polymer‐nanocomposite rheology and tensile strength

Nanoparticles can influence the properties of polymer materials by a variety of mechanisms. With fullerene, carbon nanotube, and clay or graphene sheet nanocomposites in mind, we investigate how particle shape influences the melt shear viscosity η and the tensile strength τ, which we determine via molecular dynamics simulations. Our simulations of compact (icosahedral), tube or rod‐like, and sheet‐like model nanoparticles, all at a volume fraction ? ≈ 0.05, indicate an order of magnitude increase in the viscosity η relative to the pure melt. This finding evidently can not be explained by continuum hydrodynamics and we provide evidence that the η increase in our model nanocomposites has its origin in chain bridging between the nanoparticles. We find that this increase is the largest for the rod‐like nanoparticles and least for the sheet‐like nanoparticles. Curiously, the enhancements of η and τ exhibit opposite trends with increasing chain length N and with particle shape anisotropy. Evidently, the concept of bridging chains alone cannot account for the increase in τ and we suggest that the deformability or flexibility of the sheet nanoparticles contributes to nanocomposite strength and toughness by reducing the relative value of the Poisson ratio of the composite. The molecular dynamics simulations in the present work focus on the reference case where the modification of the melt structure associated with glass‐formation and entanglement interactions should not be an issue. Since many applications require good particle dispersion, we also focus on the case where the polymer‐particle interactions favor nanoparticle dispersion. Our simulations point to a substantial contribution of nanoparticle shape to both mechanical and processing properties of polymer nanocomposites. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1882–1897, 2007     

On solving energy-dependent partitioned eigenvalue problem by genetic algorithm: The case of real symmetric Hamiltonian matrices

An energy-dependent partitioning scheme is explored for extracting a small number of eigenvalues of a real symmetric matrix with the help of genetic algorithm. The proposed method is tested with matrices of different sizes (30 × 30 to 1000 × 1000). Comparison is made with Löwdin’s strategy for solving the problem. The relative advantages and disadvantages of the GA-based method are analyzed     

Dielectric properties of KDP-type ferroelectric crystals in the presence of external electric field

Considering external electric field as well as third- and fourth-order phonon anharmonic interaction terms in the pseudospin-lattice coupled mode (PLCM) model Hamiltonian for KDP-type ferroelectrics, expressions for field-dependent shift, width, renormalized soft mode frequency, Curie temperature, dielectric constant and dielectric loss are evaluated. For the calculation, method of statistical double-time temperature-dependent Green’s function has been used. By fitting model values of physical quantities, temperature and electric field dependences of soft mode frequency, dielectric constant and loss have been calculated which compare well with experimental results of Baumgartner [8] and Choi and Lockwood [9]. Both dielectric constant and loss decrease with electric field.     

Extension of Isometries Between the Unit Spheres of Normed Space E and C（Ω）

In this paper, we study the extension of isometries between the unit spheres of normed space E and C（Ω）. We obtain that any surjective isometry between the unit spheres of normed space E and C（Ω） can be extended to be a linear isometry on the whole space E and give an affirmative answer to the corresponding Tingley＇s problem （where Ω be a compact metric space）.     

On a generalization of Pólya’s theorem

We consider generalizations of Pólya’s theorem to the case of entire functions taking algebraic values at natural or integer points.     

艾滋病防治资源投入的效果分析

基于GOALS模型的基本思想,建立了效果分析模型,并针对两种不同的资金分配方案,模拟了两种方案对2006—2010年某地艾滋病流行的影响,并对模拟结果进行了分析.     

Fourier Analysis of Semistable Distributions

We consider the generalized convolution powers G _α ^*u (x) of an arbitrary semistable distribution function G _α (x) of exponent α∈(0,2), and prove that for all j, k∈{0,1,2,…} and u>0 the derivatives G _α ^(k,j)(x;u)=∂ ^k+j G _α ^*u (x)/∂ x ^k ∂ u ^j , x∈ℝ, are of bounded variation on the whole real line ℝ. The proof, along with an integral recursion in j, is new even in the special case of stable laws, and the result provides a framework for possible asymptotic expansions in merge theorems from the domain of geometric partial attraction of semistable laws. An erratum to this article can be found at     

煤矿瓦斯和煤尘监控的数学模型

结合2006年全国大学生数学建模竟赛D题,借助Matlab软件,通过数学建模,计算出有关煤矿瓦斯和煤尘的3个主要安全指标,从而为解决煤矿实际安全生产提供了参考.