Robust optimization and portfolio selection: The cost of robustness

Robust optimization is a tractable alternative to stochastic programming particularly suited for problems in which parameter values are unknown, variable and their distributions are uncertain. We evaluate the cost of robustness for the robust counterpart to the maximum return portfolio optimization problem. The uncertainty of asset returns is modelled by polyhedral uncertainty sets as opposed to the earlier proposed ellipsoidal sets. We derive the robust model from a min-regret perspective and examine the properties of robust models with respect to portfolio composition. We investigate the effect of different definitions of the bounds on the uncertainty sets and show that robust models yield well diversified portfolios, in terms of the number of assets and asset weights.     

基于TSP问题的一种改进遗传算法

针对传统遗传算法(GA)在解决旅行商问题(TSP)时存在的不足,对初始种群的选取方式和算子的选取进行了改进,设计出了一种能够较好的求解出TSP问题的最优解的算法.计算机仿真实验验证了该算法的有效性.     

Investigation of crystallographic sites of Eu in La2BaZnO5 by site-selective laser-excitation spectroscopy

La₂BaZnO₅:Eu³⁺ (0.05 mol%) was prepared by a solid-state reaction at high temperature. X-ray powder diffraction analysis confirmed the formation of single phase La₂BaZnO₅. Luminescence properties of La₂BaZnO₅:Eu³⁺ are investigated by site-selective laser-excitation and emission spectroscopy at 18 K. Two different crystallographic sites for Eu³⁺ corresponding to the La³⁺ and Ba²⁺ sites are identified from the ⁷F₀→⁵D₀ excitation spectra obtained by monitoring the ⁵D₀→⁷F_J (J=1, 2, …, 6) emissions. It is found that Eu³⁺ substituted for the Ba²⁺ ion experiences stronger crystal-field strength than Eu³⁺ substituted for the La³⁺ ion. Energy transfer between the two crystallographic Eu³⁺ centers is investigated by luminescence decay curves at 18 K.     

基于局部轮廓特征的无人机头部检测跟踪算法

针对无人机的结构特点,提出了一种基于目标轮廓提取、轮廓自动分段、头部定位以及头部模板匹配四个模块的目标头部检测跟踪算法.首先对第一帧图像提取目标轮廓,并通过计算轮廓点的变化率,对轮廓进行自动分段,得到目标的4个局部轮廓点列,进而根据头部轮廓点列的特点,完成头部轮廓筛选,然后利用基于目标中轴的二次曲线拟合,实现头部顶点的...     

电多极矩跃迁选择定则的对称分析

只有由群的对称性才可能导出每个不可约表示的对称性波函数, 即对称化基函数.也只有由群的对称性才可能导出电子状态跃迁的最一般选择定则 , 即电偶极跃迁E1, 电四极跃迁E2 和 电八极跃迁E3跃迁的选择原则. 本文以 和 为例, 导出电多积跃迁的选择原则. 角动量的选择定则只是特例. 并用方法SAC-CI/6-31G 计算了 H2O和 CC的基态以及其激发态的激发能和振子强度.本文只适合单光子过程. 计算都与理论相合.     

On the induced‐fit mechanism of substrate‐enzyme binding structures of nylon‐oligomer hydrolase

We present a detailed computational investigation of the induced‐fit motion in a nylon‐oligomer hydrolase (NylB) upon substrate binding. To this aim, we resort on the recently introduced parallel cascade selection molecular dynamics approach, allowing for an accelerated access to the set of conformational changes from an open‐ to a closed‐state structure to form the enzyme‐substrate complex in a specific induce‐fit mechanism. The structural investigation is quantitatively complemented by free energy analyses within the umbrella sampling algorithm accompanied by weighted histogram analysis. We find that the stabilization free energy is about 1.4 kcal/mol, whereas the highest free energy barrier to be overcome is about 2.3 kcal/mol. Conversely, the energetic contribution for the substrate binding is about 20 kcal/mol, as estimated from Generalized Born/Surface Area. This means that the open‐close induced‐fit motion could occur frequently once the substrate binds to the open state of NylB. © 2014 Wiley Periodicals, Inc.     

食品中合成色素快速检测仪器的研制

基于人工合成色素在可见光区的光吸收及偏最小二乘变量筛选法,研制出合成色素速测仪器,并应用于饮料、糖果、果冻、调色酒等食品中合成色素的快速检测.速测仪具有便携、功耗低、操作简便、检测时间短并可同时对多种人工合成色素进行实时现场快速检测、检测结果准确等优点.对样品中5种食用合成色素柠檬黄、日落黄、胭脂红、苋菜红和亮蓝的检测...     

基于支持向量机的高维特征非线性快速筛选与肽QSAR建模

以氨基酸的531个物理化学性质参数直接表征肽的结构, 基于支持向量回归发展了一种新的高维特征非线性快速筛选方法, 将其应用于苦味二肽和血管紧张素转化酶抑制剂2个肽体系的定量序效关系(QSAR)建模, 各筛选获得10个意义明确的保留描述子. 以保留描述子建立支持向量回归模型, 其拟合精度、留一法交叉测试精度和外部预测精度较文献报道结果均有较大幅度提升, 优势明显; 对所建模型进行了非线性回归显著性测验、单因子相对重要性显著性测验和单因子效应分析, 增强了模型的可解释性. 新方法在肽、蛋白质QSAR建模等高维数据回归预测领域有广泛应用前景.     

SYSTEM OF COINCIDENCE THEOREMS IN PRODUCT TOPOLOGICAL SPACES AND APPLICATIONS (Ⅰ)

A new notion of finite continuous topological space (in short, FC-space) with out convexity structure was introduced. A new continuous selection theorem was established in FC-spaces. By applying the continuous selection theorem, some new coincidence theorems for two families of set-valued mappings defined on product space of noncompact FC-spaces are proved under much weak assumptions. These results generalize many known results in recent literature. Some applications will be given in a follow-up paper.