基于人工神经网络的商业银行信用风险模型

在对人工神经网络的基本原理进行简要介绍的基础上 ,着重对构建商业银行信用风险的人工神经网络模型进行了研究 ,实证结果表明 ,人工神经网模型具有很高的预测精度     

m阶多时滞中立型微分方程的2T周期解

研究m阶常系数线性多时滞中立型方程的周期解，讨论了2T周期解的存在性和唯一性，得到了2T周期解存在唯一若干新的充分必要条件。所得主要结果适用性更广。它包括了许多相关献的结果为其特例，推广、改进了这些献的主要结果。可对所研究的中立型方程周期解存在的大量情形作出判断，而这些情形用其他献的结果是无法判断的。换言之，对方程（1），主要结果是最一般化的，用同样的方法已不可能得到更好的结果。     

截断光束的广义M2因子

使用渐近分析法、广义截断二阶矩法和自收敛束宽法研究了旋转对称截断光束的广义M2因子，分析了这三种方法的物理联系以及如何惟一确定广义M2因子问题，并用数值计算结果做了说明. 关键词： 广义M2因子 渐近分析 广义截断二阶矩法 自收敛束宽     

二元合金微观偏析的相场法数值模拟

使用耦合溶质场的相场模拟研究了Ni-Cu二元合金枝晶生长过程中固相溶质扩散系数D_s 对枝晶形貌和微观偏析等的影响.计算结果表明，随着D_s的减少，固液界 面前沿溶质扩散层越薄，枝晶生长越有利，枝晶尖端生长的速度越大，侧向分支越发达；D< sub>s越小，固相中溶质成分的波动越强烈，随着D_s的增大，固相中溶质 成分的波动相应减小；溶质微观偏析程度随D_s的增大而减小. 关键词： 相场方法 微观偏析 固相扩散系数 数值模拟     

On the growth strain origin and stress evolution prediction during oxidation of metals

High temperature oxidation of metals leads to residual stresses in the metal and in the oxide. In this work, we try to predict the evolution of the residual stresses in the growing oxides layers, during isothermal oxidation. The origin of these stresses is based on the microstructural model of Clarke, however, another justification is proposed, assuming a proportional dependence of the growth strain with the oxide layer thickness. Using the mechanics of thin layers, as well as the analysis proposed to describe the growth strain, a system of equations are deduced that predict the stresses evolution with oxidation time. Numerical analysis is performed, leading to a set of theoretical curves.     

广义风险过程中渐近方差的非参数估计

本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备．     

Discrete-time GI/Geo/1 queue with multiple working vacations

Consider the discrete time GI/Geo/1 queue with working vacations under EAS and LAS schemes. The server takes the original work at the lower rate rather than completely stopping during the vacation period. Using the matrix-geometric solution method, we obtain the steady-state distribution of the number of customers in the system and present the stochastic decomposition property of the queue length. Furthermore, we find and verify the closed property of conditional probability for negative binomial distributions. Using such property, we obtain the specific expression for the steady-state distribution of the waiting time and explain its two conditional stochastic decomposition structures. Finally, two special models are presented.      

Oscillation of the solutions of parabolic equations with nonlinear neutral terms

In the present paper the oscillatory properties of the solutions of parabolic equations with nonlinear neutral terms are investigated. Our approach is to reduce the multi-dimensional problem to a one-dimensional problem for delay differential inequalities.     

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

In a financial market with one riskless asset and n risky assets whose prices are lognormal, we solve in a closed form the problem of a pension fund maximizing the expected CRRA utility of its surplus till the (stochastic) death time of a representative agent. We consider a unique asset allocation problem for both accumulation and decumulation phases. The optimal investment in the risky assets must decrease during the first phase and increase during the second one. We accordingly suggest it is not optimal to manage the two phases separately, and outsourcing of allocation decisions should be avoided in both phases. JEL: G23, G11 MSC 2000: 62P05, 91B28, 91B30, 91B70, 93E20     

Variable Separation Solutions in (1+1)-Dimensional and (3+1)-Dimensional Systems via Entangled Mapping Approach

In this paper, the entangled mapping approach (EMA) is applied to obtain variable separation solutions of (1 1)-dimensional and (3 1)-dimensional systems. By analysis, we firstly find that there also exists a common formula to describe suitable physical fields or potentials for these (1 1)-dimensional models such as coupled integrable dispersionless (CID) and shallow water wave equations. Moreover, we find that the variable separation solution of the (3 1)-dimensional Burgers system satisfies the completely same form as the universal quantity U1 in (2 1 )-dimensional systems. The only difference is that the function q is a solution of a constraint equation and p is an arbitrary function of three independent variables.