Computable analogs of cardinal characteristics: Prediction and rearrangement

There has recently been work by multiple groups in extracting the properties associated with cardinal invariants of the continuum and translating these properties into similar analogous combinatorial properties of computational oracles. Each property yields a highness notion in the Turing degrees. In this paper we study the highness notions that result from the translation of the evasion number and its dual, the prediction number, as well as two versions of the rearrangement number. When translated appropriately, these yield four new highness notions. We will define these new notions, show some of their basic properties and place them in the computability-theoretic version of Cichoń's diagram.     

Stylized facts in internal rates of return on stock index and its derivative transactions

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.     

L-Fuzzy伴随的若干特征定理照

研究 Frame格上的一类等价关系 ,给出 L - Fuzzy伴随的若干性质定理及其等价刻画 ,体现了L- Fuzzy伴随的层次伴随特点 ,最后引入广义 L-值偏序集的概念 ,得到了类似经典伴随的若干特征定理。     

Characterization of set‐valued conditional expectation

For an essentially bounded closed‐convex‐nonempty set‐valued random variable, it is shown that the conditional expectation is characterized by its integrals over the sets of the associated σ ‐field. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

模糊推理的变权综合算法及其构造的模糊系统响应能力分析

将变权综合原理应用于模糊推理,提出一种新的模糊推理算法-变权综合推理算法,并给出利用模糊蕴涵算子确定规则变权的方法。证明了由一些正常蕴涵算子如Lukasiewicz蕴涵、Goguen蕴涵、Godel蕴涵、Dubois-Prade蕴涵等确定的变权综合算法是相容的。进一步分析了该变权综合算法构造的模糊系统的响应能力,结果表明:基于这些正常蕴涵算子的变权综合算法构造的模糊系统具有泛逼近性。     

On the equivalence of the parallel channel and the correlated cluster relaxation models

The question of the origins of nonexponential relaxation is addressed in terms of the probabilistic approach to relaxation. The interconnection between two differently rooted probabilistic models, i.e., between the parallel channel and the correlated cluster models, is presented. We show that clearly different probabilistic origins yield in both approaches a well-defined class of universally valid two-power-law responses with the stretched-exponential and exponential decay laws as special cases. The equivalence of both models indicates that variations in the local environment of the relaxing configurational units (parallel channel relaxation) can provide a basis for self-similar relaxation dynamics without the need for hierarchically constrained dynamics (correlated clusters relaxation).     

基于覆盖粗糙集理论中的约简与求核

提出基于分辨矩阵的求覆盖粗糙集约简与核的方法,在Zakowski提出的覆盖粗糙集模型的基础上,利用分辨矩阵的一些性质,把文献[10]中的粗糙集理论中的约简与求核方法应用到基于覆盖的粗糙集理论中,既简化了覆盖粗糙集理论中的约简与求核过程,又推广了文献[10]的方法,最后举例说明此方法的有效性。     

An effective and simple heuristic for the set covering problem

This paper investigates the development of an effective heuristic to solve the set covering problem (SCP) by applying the meta-heuristic Meta-RaPS (Meta-heuristic for Randomized Priority Search). In Meta-RaPS, a feasible solution is generated by introducing random factors into a construction method. Then the feasible solutions can be improved by an improvement heuristic. In addition to applying the basic Meta-RaPS, the heuristic developed herein integrates the elements of randomizing the selection of priority rules, penalizing the worst columns when the searching space is highly condensed, and defining the core problem to speedup the algorithm. This heuristic has been tested on 80 SCP instances from the OR-Library. The sizes of the problems are up to 1000 rows × 10,000 columns for non-unicost SCP, and 28,160 rows × 11,264 columns for the unicost SCP. This heuristic is only one of two known SCP heuristics to find all optimal/best known solutions for those non-unicost instances. In addition, this heuristic is the best for unicost problems among the heuristics in terms of solution quality. Furthermore, evolving from a simple greedy heuristic, it is simple and easy to code. This heuristic enriches the options of practitioners in the optimization area.     

命题逻辑系统L*的有效集

针对命题逻辑系统L*,以及增加一元联结词△后的系统L*△,研究了该逻辑系统有效集的特征,进而以有效集为工具得到公式集F(S)的一类分划,即可将L*与L*△中的公式集F(S)分别分为16和20个等价类;最后给出了L*中对M P规则封闭的有效集的特征。     

基于模糊二元运算的直觉模糊群

为了使直觉模糊群也具有经典的结构,首先给出经典集合G的一种直觉模糊二元运算,利用这种直觉模糊二元运算定义了直觉模糊群,讨论这种直觉模糊群的一些性质,并给出直觉模糊群的两种等价定义。由于直觉模糊群具有和群一样经典的结构,因此,使直觉模糊代数的深入研究有了充分的理论基础。