多心理账户下机构投资者的风险优化研究

从决策有限理性角度，引入行为金融理论于机构投资风险优化系统，对多心理账户条件下机构投资的风险优化设计进行了研究。以Friedman和Savage之谜为释例，对机构投资风险优化中的诸多非标准金融异像进行了解释。以Shefrin和Statman行为证券组合理论为核心，建立了多心理账户条件下机构投资的风险优化模型，为机构投资的风险优化实践提供了一种量化分析工具。     

期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

基于DS/AHP的供应商选择方法

供应商选择方法有很多种，在众多的方法中层次分析法以能够将定性指标定量化而被广泛应用于供应商选择决策中。考虑到供应商选择问题中包含有很多的不确定性而证据理论在处理不确定问题又有着独特的优点，因此本文采用了一种由层次分析法和证据理论结合而产生的DS／AHP决策方法，并将其应用于供应商选择决策问题中，该方法综合了层次分析法和证据理论的优点，可以更科学的进行供应商选择决策，最后通过一个例子说明这种方法在供应商选择中的应用。     

估计死亡率分布的一个最大熵模型

本文提出了一种估计死亡率分布的新模型一最大熵模型。该模型直接从样本信息出发，不需要对待估分布的概率密度函数或先验分布作任何假定，从而克服了极大似然估计和贝叶斯估计的不足。而且通过两个例子的计算结果，表明该方法与样本数据的拟合效果要好于其它两种方法。     

Poincaré-Hopf inequalities

In this article the main theorem establishes the necessity and sufficiency of the Poincaré-Hopf inequalities in order for the Morse inequalities to hold. The convex hull of the collection of all Betti number vectors which satisfy the Morse inequalities for a pre-assigned index data determines a Morse polytope defined on the nonnegative orthant. Using results from network flow theory, a scheme is provided for constructing all possible Betti number vectors which satisfy the Morse inequalities for a pre-assigned index data. Geometrical properties of this polytope are described.

     

Critical Point Theorems and Applications to Differential Equations

This paper contains a generalization of the well-known Palais-Smale and Cerami compactness conditions. The compactness condition introduced is used to prove some general existence theorems for critical points. Some applications are given to differential equations.     

新核素278113的基态特性及其α衰变链的研究

用形变的相对论平均场模型,Skyrme-Hartree-Fock模型及宏观-微观模型研究了新核素²⁷⁸113及其α衰变链的α衰变能和半衰期.计算的α衰变能同实验数据比较符合,相应的半衰期也在合理的范围内.计算进一步表明形变对超重核的基态性质有重要影响.     

Ergodic isospectral theory of the Lax pairs of Euler equations with harmonic analysis flavor

Isospectral theory of the Lax pairs of both 3D and 2D Euler equations of inviscid fluids is developed. Eigenfunctions are represented through an ergodic integral. The Koopman group and mean ergodic theorem are utilized. Further harmonic analysis results on the ergodic integral are introduced. The ergodic integral is a limit of the oscillatory integral of the first kind.

     

Statistical thermodynamics evaluation of polymer–polymer miscibility

The Simha and Somcynsky (S–S) statistical thermodynamics theory was used to compute the solubility parameters as a function of temperature and pressure [δ = δ(T, P)], for a series of polymer melts. The characteristic scaling parameters required for this task, P*, T*, and V*, were extracted from the pressure–temperature–volume (PVT) data. To determine the potential polymer–polymer miscibility, the dependence of δ versus T (at ambient pressure) was computed for 17 polymers. Close proximity of the δ versus T curves for four miscible polymer pairs: PPE/PS, PS/PVME, and PC/PMMA signaled the usefulness of this approach. It is noteworthy, that the tabulated solubility parameters (derived from the solution data under ambient conditions) propounded the immiscibility of the PVC/PVAc pair. The computed values of δ also suggested miscibility for polymer pairs of unknown miscibility, namely PPE/PVC, PPE/PVAc, and PET/PSF. In recognizing the limitations of the solubility parameter approach (the omission of several thermodynamic contributions), these preliminary results are auspicious because they indicate a new route for estimating the miscibility of any polymeric material at a given temperature and pressure. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2909–2915, 2004     

Kinetic Studies on the Reaction of Sodium Hexa-cyanoferrate(II) Complex with Peroxydisulfate Anion

Introduction In the previous studies on the oxidation reaction,peroxydisulfate was widely used as an oxidizingagent.1-5 One of the advantages of this oxidant lies in itsstability in a wide range of pH values. The reaction be-tween Fe(CN)5L3- (L=N-aromatic heterocyclic li-gands) and S2O8 2- has been proved to proceed throughan outer-sphere electron transfer mechanism.5 For a re-action [(Eq. (1)] to be under an outer-sphere mechanismthe steps involved are the formation of a reactant …