Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

FMS scheduling based on timed Petri Net model and reactive graph search

This paper presents a new scheduling method for manufacturing system based on the Timed Petri Net model and a reactive fast graph search algorithm. The following two typical problems are addressed in this paper. (1) Minimization of the maximum completion time. (2) Minimization of the total tardiness. As for the problem (1), a new search algorithm which combines the RTA^∗ and a rule-based supervisor is proposed. As for problem (2), the original Petri Net model is converted to its reverse model and the algorithm developed for the problem (1) is applied, regarding the due date as the starting time in the reverse model. Some numerical experiments are carried out to demonstrate usefulness of our algorithm.     

基于单光纤对模型的光纤束调制函数的建模与仿真

基于单光纤对光强调制特性的函数表达式,建立了双束型光纤束的调制函数,并引入一个虚拟轴间距参量,建立了随机型光纤束的光强调制函数.同时又在视内圈光纤束为单根粗光纤的情况下,建立了同轴I型和同轴型光纤束的光调制函数.在随机型和同轴型光纤束模型的基础上建立了双圈型(DC)和同轴随机型(C-R)光纤束的光调制系数.最后对上述光纤束的调制特性函数进行了计算机仿真实验.     

基于目标信息系统学习的多准则决策方法

给出目标信息系统学习的多准则决策方法，建立多准则决策的规则学习模型，讨论该模型的性质。该模型优于Z．Pawlak方法，将规则提取与信息融合为一体。也优于AHP等模型，具有简洁性．通过实例计算，取得了满意结果。     

光纤陀螺随机误差的滤波方案的探讨

范跃祖，宁文如，刘剑．光纤陀螺随机误差的滤波方案的探讨．数理统计与管理，１９９７，１６（４），２９～３２．光纤陀螺是新一代的光学陀螺仪，它的性能决定着惯性参照系统的精度。光纤陀螺的误差分为两大类。一类是有规律的，另一类是随机的。本文提出了两种新的用于光纤陀螺随机误差补偿的Ｋａｌｍａｎ滤波方案，考虑了两种随机模型：（Ⅰ）角速度变化为等随机的；（Ⅱ）角速度变化为等随机加速的。仿真结果表明，第二种方案对噪声起到了很好的抑制作用和滤波效果     

聚醚醚酮链结构与反应的模型化合物的量子化学研究

利用ＡＭ１方法对聚醚醚酮模型化合物全优化，结果为：芳环平均相互扭转角为３３．０度，桥键角１１７．０－１１８．０度，其分子结构拓扑图形表明：所有苯环（核）为平面构型，但其内角扭曲；其氢原子对苯环构型无实质性贡献，在更长链的计算中，冻结苯核与氢原子也得出满意结果，根据Ｍｕｌｌｉｋｅｎ键序与电荷讨论了醚交换与磺化反应。     

A closed-form representation of mixed-integer program value functions

We identify a class of formulas computable in polynomial time such that the functions defined by these formulas are precisely the value functions of mixed-integer programs with rational constraint coefficients.     

用紧耦合方法研究C4+和O6+与He原子碰撞

用双中心原子轨道紧耦合方法计算了C4+-He以及O6+-He碰撞的单俘获总截面,入射离子的能量范围为10～100keV/amu,所得计算结果在实验误差范围内与实验值很好符合.对满壳层入射离子,研究了单俘获截面随入射离子电荷态的变化,并讨论了原子轨道展开波函数数目对计算结果的影响.p     

Improving the neural network method for finite element model updating using homogenous distribution of design points

In developing a neural network technique for a finite element model updating, researchers have been shown that the number of training samples and their quality, significantly affect the accuracy of the NN predication. In this study, based on the genetic algorithm (GA) method, we reduce the number of analyses required to develop the training pairs and reduce the amount of time for training the NN. In the other words, a uniform distribution of design points inside the design space will be obtained by means of this approach. To validate the efficiency of GA sample selection, random generation (RG) method is used for comparison. Two comparisons are made based on a numerical and experimental example. One is updated from 10 degrees of freedom lumped parameters system and the other is updated from a free–free beam using test data. The results indicate that the GA sample selection can reduce the number of training samples without affecting the accuracy of the NN predication. In our present study, also, the advantages of using frequency response function (FRF) data as input to the NN are kept and the drawback of having too many frequency points is overcome by the application of principal component analyses (PCA).     

Improved modeling and solution methods for the multi-resource routing problem

This paper presents modeling and solution method improvements for the Multi-Resource Routing Problem (MRRP) with flexible tasks. The MRRP with flexible tasks is used to model routing and scheduling problems for intermodal drayage operations in which two resources (tractors and trailers) perform tasks to transport loaded and empty equipment. Tasks may be either well defined, in which both the origin and the destination of a movement are given, or flexible, in which the origin or the destination is chosen by the model. This paper proposes methods to effectively manage the number of options considered for flexible tasks (either feasible origins for a known destination or feasible destinations for a known origin). This modeling change generates sufficient options to allow for low-cost solutions while maintaining reasonable computational effort. We also propose a new solution method that uses randomized route generation. Computational results from test cases show that these changes improve the quality of solutions by at least 5% in the test cases as compared to methods from previous studies.