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141.
Numerous empirical studies show that portfolio returns are generally asymmetric. In this paper, skewness is considered to measure the asymmetry of portfolio returns and a mean-risk-skewness model for portfolio selection will be proposed in uncertain environment. Here, the returns of the securities are regarded as uncertain variables which are estimated by experienced experts instead of historical data. Furthermore, the corresponding variations and crisp forms of the model are considered. To solve the proposed optimization models, a hybrid intelligent algorithm is designed. Finally, the feasibility and necessity of the hybrid intelligent algorithm and the application of the proposed models are illustrated by two numerical examples. 相似文献
142.
143.
An investor subject to proportional transaction costs allocates funds to multiple stocks and a bank account, to maximise the
expected growth rate of the portfolio value under Expected Shortfall (ES) constraints. In a numerical example with ten time
steps and one stock important innovations are caused by the introduction of the Expected Shortfall constraint: First, expected
returns are reduced by less than one-tenth when the ES constraint is introduced. In comparison, economic capital as measured
by ES, is reduced to amounts between one-half and three-quarters, when the ES constraint is introduced. Second, the dependence
of expected return and ES on the initial portfolio, in particular when transaction costs are high, is largely removed by the
introduction of the ES constraint. 相似文献
144.
We construct -framed Kripke models of i1 and i1 non of whose worlds satisfies xy(x=2yx=2y+1) and x,yzExp(x, y, z) respectively. This will enable us to show that i1 does not prove ¬¬xy(x=2yx=2y+1) and i1 does not prove ¬¬x, yzExp(x, y, z). Therefore, i1¬¬lop and i1¬¬i1. We also prove that HAl1 and present some remarks about i2.
Mathematics Subject Classification (2000):03F30, 03F55, 03H15. 相似文献
145.
Takagi—Sugeno模糊模型广泛应用于对复杂系统的辨识,但可辨识性问题很少涉及。本文给出在规则数和规则前件确定的情况下,Takagi—Sugeno模糊模型的可辨识性条件。 相似文献
146.
关于期权定价的一点注记 总被引:2,自引:1,他引:1
在介绍由随机波动源和异常波动源共同作用的波动源模型的基础上,对该模型进行了期权定价的研究,结果表明该模型只能比传统的对数正态分布模型更精确地描述现实市场中的股价波动规律而不能改善期权价值。 相似文献
147.
Robert Marschinski Pietro Rossi Massimo Tavoni Flavio Cocco 《Annals of Operations Research》2007,151(1):223-239
Inspired by statistical physics, we present a probabilistic approach to portfolio selection. Instead of seeking the global
extremum of some chosen utility function, we reinterpret the latter as a probability distribution of ‘optimal’ portfolios,
and select the portfolio that is given by the mean value with respect to that distribution. Compared to the standard maximization
of expected utility, this approach has several attractive features. First, it significantly reduces the excessive sensitivity
to external parameters that often plague optimization procedures. Second, it mitigates the commonly observed concentration
on too few assets; and third, it provides a natural and consistent way to account for the incompleteness of information and
the aversion to uncertainty. Supportive empirical evidence is derived by using artificial data to simulate finite-sample behavior
and out-of-sample performance. 相似文献
148.
In portfolio selection, there is often the need for procedures to generate “realistic” covariance matrices for security returns, for example to test and benchmark optimization algorithms. For application in portfolio optimization, such a procedure should allow the entries in the matrices to have distributional characteristics which we would consider “realistic” for security returns. Deriving motivation from the fact that a covariance matrix can be viewed as stemming from a matrix of factor loadings, a procedure is developed for the random generation of covariance matrices (a) whose off-diagonal (covariance) entries possess a pre-specified expected value and standard deviation and (b) whose main diagonal (variance) entries possess a likely different pre-specified expected value and standard deviation. The paper concludes with a discussion about the futility one would likely encounter if one simply tried to invent a valid covariance matrix in the absence of a procedure such as in this paper. 相似文献
149.
150.