Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation

This paper investigates the asymptotic behavior of tail probability of randomly weighted sums of dependent and real-valued random variables with dominated variation, where the weights form another sequence of nonnegative random variables. The result we obtain extends the corresponding result of Wang and Tang[7].     

Existence of solutions for an anisotropic elliptic problem with variable exponent and singularity

In this paper, we study the following anisotropic problem with singularity: where is a bounded domain with smooth boundary. Using the critical point theory, we obtain the existence of weak solutions for the problem under suitable conditions. Copyright © 2015 John Wiley & Sons, Ltd.     

基于模糊博弈视角的企业联盟“双循环”合作对策研究

企业合作在“双循环”新发展格局下呈现出更多的模糊特征,能否形成稳定的模糊合作格局及持续合作的收益再分配策略成为合作联盟的关注点。将广义模糊超量博弈和模糊凸博弈及其广义解集应用到“双循环”新发展格局下企业联盟合作与收益再分配中,提出最大广义模糊超量博弈模型及其广义模糊谈判集,并基于最大广义模糊超量博弈均衡性的视角,对模糊凸博弈下广义模糊谈判集与核心的等价性质进行论证。研究结果不仅满足了“双循环”新发展格局下合作企业以部分资源参与合作的意愿,及企业联盟模糊凸合作博弈下再分配方案等价性证明需求,而且实现了保留部分收益用于联盟再发展的策略。     

一个包含Smarandache函数的方程

对于任意正整数n,我们用S(n)表示Smarandache函数,即S(n)=min{m:n|m!}.本文的主要目的是运用初等方法研究方程∑_(d|n)S(d)=n的可解性,并给出它的所有正整数解.     

供应链金融创新中下侧风险规避银行的贷款额度分析

针对供应链金融创新中季节性存货质押融资业务的重要风险控制指标--贷款额度展开研究,首先借鉴贸易融资中`` 主体＋债项"的风险评估思路,考虑委托监管模式的物流特征及成本收益结构,分析了借款企业的现金流状况及其性质;进而,将已有相关研究关于银行风险中性的假设拓展到银行下侧风险规避,分析了季节性存货质押融资中符合银行风险容忍水平的最高贷款额度.研究表明：下侧风险限制能够有效控制季节性存货质押融资业务的风险,使贷款符合银行设置的风险容忍水平.     

New Solutions of Three Nonlinear Space- and Time-Fractional Partial Differential Equations in Mathematical Physics

Motivated by the widely used ansätz method and starting from the modified Riemann-Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.     

A new direct band gap silicon allotrope o-Si32

Silicon is a preferred material in solar cells, and most of silicon allotropes have an indirect band gap. Therefore, it is important to find new direct band gap silicon. In the present work, a new direct band gap silicon allotrope of o-Si32 is discovered. The elastic constants, elastic anisotropy, phonon spectra, and electronic structure of o-Si32 are obtained using first-principles calculations. The results show that o-Si32 is mechanically and dynamically stable and is a direct semiconductor material with a band gap of 1.261 eV.     

An index tracking model with stratified sampling and optimal allocation

This paper investigates the portfolio strategy problem for passive fund management. We propose a novel portfolio strategy that combines the existing stratified strategy and optimized sampling strategy. The proposed method enables one to include adequate practical information in portfolio decision making, and promotes better out‐of‐sample performance. A mixed‐integer program model is built that captures the stratification information, the cardinality requirement, and other practical constraints. The corresponding model is able to forecast and generate optimal tracking portfolios with high performance, especially in out‐of‐sample time period. As mixed‐integer program is a well‐known NP‐hard problem, to tackle the computational challenge, we propose a stratified hybrid genetic algorithm, in which a novel crossover operator is introduced. To evaluate the proposed strategy and algorithm, we conduct numerical tests on real data sets collected from China Stock Exchange Markets. The experimental results show that the algorithm runs efficiently and the portfolio strategy performs significantly better than other existing strategies.     

Multi-Scale Gaussian Processes： a Novel Model for Chaotic Time Series Prediction

Based on the classical Gaussian process （GP） model, we propose a multi-scale Gaussian process （MGP） model to predict the existence of chaotic time series. The MGP employs a covariance function that is constructed by a scaling function with its different dilations and translations, ensuring that the optimal hyperparameter is easy to determine. Moreover, the scaling function with its different dilations and translations can form a set of complete bases, resulting in the fact that the MGP can acquire better prediction performance than the GP. The experiments can lead to the following conclusions： （i） The MGP gives a relatively better prediction performance in comparison with the classical GP model. （ii） The prediction performance of the MGP is competitive with support vector machine （SVM）. They give better performance as compared to the radial basis function networks.     

Two new 24-hydroxylated asterosaponins from Culcita novaeguineae

Two new 24-hydroxylated asterosaponins,sodium(20R,24S)-6α-O-(4-O-sodiumsulfato-β-D-quinovopyranosyl)-5α-cholest-9(11)-en-3β,24-diol 3-sulfate(1) and sodium(20R,24S)-6α-O-[3-O-methyl-β-D-quinovopyranosyl-(1→2)-β-D-xylopyranosyl-(1→3)-β-D-glucopyranosyl]-5α-cholest-9(11)-en-3β,24-diol 3-sulfate(2),were isolated from the starfish Culcita novaeguineae.Their structures were elucidated by extensive spectral analysis and chemical evidences.