Salesforce contracting under model uncertainty

This paper considers a firm's salesforce contracting problem under model uncertainty. Based on the notion of multiplier preferences, we capture model uncertainty and explicitly characterize the structure of the optimal contract. Our findings provide guidelines on the design of salesforce compensation contracts in practical situations.     

SE-MCNN-CTC的中文语音识别声学模型

针对国内外缺少对振动轮噪声预估的问题,以某型振动轮为研究对象,首先基于动力学有限元理论对振动轮进行频率响应分析,其次采用声学边界元技术对振动轮辐射噪声进行了数值模拟,并通过实验验证了仿真结果的准确性,然后比较了垂直振动与圆周振动两种不同激振形式对辐射噪声的影响,得出垂直振动辐射噪声低的结论,最后对驾驶室声腔模态进行了仿真,与振动轮激振频率相近发生共振。通过调整激振频率,降低了司机耳旁噪声。所得研究成果可为振动轮辐射噪声的预估与改进提供一种切实可行的参考依据。     

Cosmic inflation and model comparison

We analyze the implications for inflation of the recently released Planck Cosmic Microwave Background data and explain why the single-field slow-roll scenarios with minimal kinetic terms are favored. Within this class of models, we show how Bayesian model comparison can be used to further exclude about one third of the inflationary scenarios. We also study the end of inflation and show that Planck can already constrain the reheating phase. Finally, we conclude by discussing how future missions will be able to improve our knowledge of the inflationary mechanism.     

Identifying mutated driver pathways in cancer by integrating multi-omics data

Since the driver pathway in cancer plays a crucial role in the formation and progression of cancer, it is very imperative to identify driver pathways, which will offer important information for precision medicine or personalized medicine. In this paper, an improved maximum weight submatrix problem model is proposed by integrating such three kinds of omics data as somatic mutations, copy number variations, and gene expressions. The model tries to adjust coverage and mutual exclusivity with the average weight of genes in a pathway, and simultaneously considers the correlation among genes, so that the pathway having high coverage but moderate mutual exclusivity can be identified. By introducing a kind of short chromosome code and a greedy based recombination operator, a parthenogenetic algorithm PGA-MWS is presented to solve the model. Experimental comparisons among algorithms GA, MOGA, iMCMC and PGA-MWS were performed on biological and simulated data sets. The experimental results show that, compared with the other three algorithms, the PGA-MWS one based on the improved model can identify the gene sets with high coverage but moderate mutual exclusivity and scales well. Many of the identified gene sets are involved in known signaling pathways, most of the implicated genes are oncogenes or tumor suppressors previously reported in literatures. The experimental results indicate that the proposed approach may become a useful complementary tool for detecting cancer pathways.     

Analysis of risk bounds in partially specified additive factor models

The study of worst case scenarios for risk measures (e.g. the Value at Risk) when the underlying risk vector (or portfolio of risks) is not completely specified is a central topic in the literature on robust risk measurement. In this paper we discuss partially specified factor models as introduced in Bernard et al. (2017) in more detail for the class of additive factor models which admit more explicit results. These results allow to describe in more detail the reduction of risk bounds obtainable by this method in dependence on the degree of positive resp. negative dependence induced by the systematic risk factors. The insight may help in applications of this reduction method to get a better qualitative impression on the range of influence of the partially specified factor structure.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

直觉模糊模型检测在工程决策上的应用

将直觉模糊Kripke结构扩展到加权直觉模糊Kripke结构,将直觉模糊计算树逻辑诱导到加权直觉模糊计算树逻辑;研究在此之上的直觉模糊期望测度和多属性工程决策问题。用加权直觉模糊Kripke结构的权值自然地刻画了工程问题中的成本和收益,直觉模糊测度量化工程进展的不确定性,用加权直觉模糊计算树逻辑描述不确定性工程属性约束。给出了基于直觉模糊模型检测的多属性工程寻优算法,并讨论了算法的复杂度。     

The ASBM-SA turbulence closure: Taking advantage of structure-based modeling in current engineering CFD codes

Structure-based turbulence models (SBM) carry information about the turbulence structure that is needed for the prediction of complex non-equilibrium flows. SBM have been successfully used to predict a number of canonical flows, yet their adoption rate in engineering practice has been relatively low, mainly because of their departure from standard closure formulations, which hinders easy implementation in existing codes. Here, we demonstrate the coupling between the Algebraic Structure-Based Model (ASBM) and the one-equation Spalart–Allmaras (SA) model, which provides an easy route to bringing structure information in engineering turbulence closures. As the ASBM requires correct predictions of two turbulence scales, which are not taken into account in the SA model, Bradshaw relations and numerical optimizations are used to provide the turbulent kinetic energy and dissipation rate. Attention is paid to the robustness and accuracy of the hybrid model, showing encouraging results for a number of simple test cases. An ASBM module in Fortran-90 is provided along with the present paper in order to facilitate the testing of the model by interested readers.     

Electronic structure and peculiar bonding properties of NdNiMg5 from first principles

The newly found ternary compound NdNiMg₅ has been studied within DFT based methodologies. Results of cohesive energy, charge transfers, elastic constants and electron localized function mapping as well as electronic structure and bonding properties have been compared with those of isostructural binary NdNi. The calculation results have shown that Mg substructures interlayering NdNi – like slabs exhibit different magnitudes of charge transfers all within range of metallic behavior and the different Mg substructures selectively bind with Nd and Ni substructures. As a consequence an enhanced cohesion with respect to binary intermetallic NdNi is identified. The whole set of elastic constants and their combinations in orthorhombic symmetry confirm the mechanical stability of NdNiMg₅ with larger compressibility and less ductility (more brittleness) with respect substructures to NdNi. While in an intermetallic compound such as NdNi the bonding is ensured mainly by Nd–Ni interaction, in NdNiMg₅ Nd–Ni, Nd–Mg, Ni–Mg as well as Mg–Mg participate to the bonding and the extra electrons brought by Mg are found within bonding states thus illustrating furthermore the enhanced cohesion of the ternary versus the binary systems.     

Incorporating model uncertainty into optimal insurance contract design

In stochastic optimization models, the optimal solution heavily depends on the selected probability model for the scenarios. However, the scenario models are typically chosen on the basis of statistical estimates and are therefore subject to model error. We demonstrate here how the model uncertainty can be incorporated into the decision making process. We use a nonparametric approach for quantifying the model uncertainty and a minimax setup to find model-robust solutions. The method is illustrated by a risk management problem involving the optimal design of an insurance contract.