(伪)单调集值映射拟均衡问题

主要讨论G-凸上的广义向量拟均衡问题,推广W.O ettli,D.Sch l ger,Q.H.A nsari,I.V.K onnov,和J.C.Y ao的一些主要结果.     

β混合随机变量序列加权和的收敛性

本文研究了混合随机变量序列加权和的收敛性.利用Utev, S.和Peligrad, M不等式得到了混合随机变量序列加权和的收敛性定理及Hajeck-Rènyi型不等式,推广和改进了W.F,Stout,吴群英,J.Hajeck和A.Rènyi.的相应结论.     

股价最简微分方程,其解及与Black-Scholes模型的假设的相互关系

在系数的某种等价关系条件下,股价的两类数学表达式,一类是基于明确型描述的由类似固体力学方法导出的最简微分方程(S.D.E.)的解,另一类是基于不确定型描述(即统计理论)的Black-Scholes模型的假设(A.B-S.M.),即股价密度函数服从对数正态分布,可以是完全相同的.S.D.E.的解仅适用于股市的常规情形(无利好或利空消息,等),因此,A.B-S.M.的适用范围也相同.     

POLES OF ZETA FUNCTIONS OF COMPLETE INTERSECTIONS

51.IntroductionLetF.beafinitefieldofqele~swithcharederisticp.LetXbeanThdilnensionalalgebraicsetdeadedoverF..ThezetafunctionofX/F.isdennedbywhereXOdenotesthesetofclosedpointsOfX/F.and#X(F.d)denotesthenUInberof.F.d-rationalpointsonX.ItiseasytoseethatZ(X,T)isapowerserieswithintegercoefficients.Dwork'srationalltytheoremIg]showsthatthezetafunctionZ(X,T)isrationalinT.ThuS,therearealgebraicintegerspll'.3Pr,pl,'3basuchthatThereisagoodreasonthatwemoantheabovezetafunctionbythepower(--1)"-…     

名人名著谈统计学

W.E.Denting(1940),Discussion of Professor Hottelling's Paper "The Teaching of Statistics"(Ann.Math.Stat.Vol.11,457-470): Above all,a statistician must be a scientist. 最重要的是,统计学家应该是科学家.     

CONVERGENCE RATE OFDISTRIBUTIONS OF TRIMMED SUMS

1.IntroductionLet{Xn,n2l}beasequenceofi.i.d.randomvariableswithnondegeneratedistributionF.Fornonnegativeintegersk.andrn,k. rn相似文献   

CONTINUOUS L-DOMAINS

61.IntroductionConiinuousDCPOisoneofthemostimportantstructuresin-domaintheory.Unfor-tunatelythecategoryofcolltinuousDCPOandtheScottcontinuousfunctionsfailstobeCartesianclosed,soitisaverysignificantproblemtofinditsmakimalCartesianclosedfullsubcategories.ThecategoryofL-domain'swasdiscoveredbyA.JungwhilesolvingtheproblemoffindingmtalmalCartesianclosedcategoriesofalgebraicDCPO's[1l,andrecentworksbyA.JungandG.Gund.r[2]showsthatthecategoryofL-domain'sisaninterestingcategoryOntheotherhand,i…     

仿酉对称矩阵的构造及对称正交多小波滤波带的参数化

仿酉矩阵在小波、多小波、框架的构造中发挥了重要的作用.本文给出仿酉对称矩阵(简记为p.s.m.)的显式构造算法,其中仿酉对称矩阵是元素为对称或反对称多项式的仿酉矩阵.基于已构造的p.s.m.和已知的正交对称多小波(简记为o.s.m.),给出o.s.m.的参数化.恰当地选择一些参数,可得到具有一些优良性质的o.s.m.,例如Armlet.最后作这一个算例,构造出一类对称的Chui-Lian Armlet滤波带.     

实数

中考要求一、实数1.了解平方根、算术平方根、立方根的概念,会用根号表示数的平方根、立方根.2.了解乘方与开方互为逆运算,会用平方运算求百.以内整数的平方根,会用立方运算求百以内整数(对应的负整数)的立方根,会用计算器求平方根和立方根.3.了解无理数和实数的概念,了解实数与数轴上的点一一对应.会求实数的相反数与绝对值.     

中学生中存在的24种不良学习习惯

良好的学习习惯是有效提高学业成绩的保障,不良的学习习惯影响、制约着广大学生的学习效率.现列举24种当代中学生不良学习习惯,愿广大学生、家长对照参考,矫正不足,养成良好习惯,提高学习水平.1.学习、生活、作息不规律,无计划.2.学习用品乱堆乱放,用时又找不到.3.审题不清,随意下笔.4.课堂上不主动回答老师提出的问题.     

沪深股市的相关结构分析与投资组合风险度量——基于ARFIMA-GARCH-Copula模型

金融资产收益率不仅具有尖峰厚尾性、异方差性,还具有长记忆性。基于此,本文建立ARFIMA-GARCH-Copula模型来研究沪深股市的相关结构和等权重投资组合风险值VaR,利用上证指数和深成指数收益率的组合来进行实证研究。首先采用经典R/S分析法检验各个资产收益率的长记忆性,经过分数阶差分后选用GARCH模型建模得到边缘分布。然后选择Copula函数来刻画两资产之间的相关结构,建立联合分布模型。进而采用Monte Carlo方法模拟产生各资产的收益率序列,计算出投资组合的风险值VaR。实证研究表明:沪深股市具有长记忆性,且两者具有对称的尾部相关性;Kupiec检验说明ARFIMA-GARCH-Copula模型较之于GARCH-Copula模型能更准确地度量投资组合风险。     

The impact of consumer returns policies on consignment contracts with inventory control

We consider a consignment contract with consumer non-defective returns behavior. In our model, an upstream vendor contracts with a downstream retailer. The vendor decides his consignment price charged to the retailer for each unit sold and his refund price for each returned item, and then the retailer sets her retail price for selling the product. The vendor gets paid based on net sold units and salvages unsold units as well as returned items in a secondary market. Under the framework, we study and compare two different consignment arrangements: the retailer/vendor manages consignment inventory (RMCI/VMCI) programs. To study the impact of return policy, we discuss a consignment contract without return policy as a benchmark. We show that whether or not the vendor offers a return policy, it is always beneficial for the channel to delegate the inventory decision to the vendor. We find that the vendor’s return policy depends crucially on the salvage value of returns. If the product has no salvage value, the vendor’s optimal decision is not to offer a return policy; otherwise, the vendor can gain more profit by offering a return policy when the salvage value turns out to be positive.     

复杂金融网络收益率加权和的不变性研究

对包含两个子网络的复杂金融网络进行了分析,研究了网络中各节点收益率与资金流通量之间的关系.通过建立数学模型,证明了网络中各节点收益率加权和的不变性.     

基于Clayton Copula-GARCH模型投资组合VaR的度量

运用Copula方法研究了含股指期货的投资组合的风险度量问题.首先采用不同的GARCH模型对单个资产收益率建模,然后选择Clayton Copula函数来描述投资组合各资产之间的相关结构,建立联合分布模型,进而采用Monte Carlo方法模拟产生各资产的收益率序列,计算出投资组合的VaR.Kupiec检验表明,ClaytonCopula-GARCH模型在投资组合风险度量上具有较高的准确性.     

A dynamic pricing approach for returned products in integrated forward/reverse logistics network design

During the last decade, the stringent pressures from environmental and social requirements have spurred an interest in designing a reverse logistics network. In this paper, we address the problem of designing and planning a multi-echelon, multi-period, multi-commodity and capacitated integrated forward/reverse logistics network. Returned products are categorized with respect to their quality levels, and a different acquisition price is offered for each return type. Furthermore, the reservation incentive of customers, the expected price of customers for one unit of used product described by uniform distribution, is applied to model the customers’ return willingness. Due to the fact that the remaining worthwhile value in the used products is the corporation’s key motivation for buying them from customers, a dynamic pricing approach is developed to determine the acquisition price for these products and based on it determine the percentage of returned products collected from customer zones. The used products’ acquisition prices at each time period are determined based on the customers’ return willingness by each collection center.     

Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

This paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.     

Location of a discrete resource and its allocation according to a fractional objective

The problem considered is that of the location of a discrete resource and its allocation to activities with concave return functions in such a way as to maximize the ratio of ‘return’ to ‘cost’, the total cost being the sum of a fixed cost and linearly variable costs. It is assumed that each resource has an effectiveness of 0 or 1 against each activity. It is demonstrated that an optimal solution can be determined by the rounding to integers of the solution of an associated problem in continuous variables. Solutions with objective values arbitrarily close to the optimal value can be generated by resource-wise optimizations. An upper bound of the number of non-zero integer allocations in an optimal solution is derived.     

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In the classical Cram\'{e}r-Lundberg model in risk theory the problem of finding the optimal dividend strategy and optimal dividend return function is a widely discussed topic. In the present paper, we discuss the problem of maximizing the expected discounted net dividend payments minus the expected discounted costs of injecting new capital, in the Cram\'{e}r-Lundberg model with proportional taxes and fixed transaction costs imposed each time the dividend is paid out and with both fixed and proportional transaction costs incurred each time the capital injection is made. Negative surplus or ruin is not allowed. By solving the corresponding quasi-variational inequality, we obtain the analytical solution of the optimal return function and the optimal joint dividend and capital injection strategy when claims are exponentially distributed.     

金融资产收益率尾概率估计研究

在对金融资产进行投资时,投资者所关注的问题往往是金融资产收益率发生大波动的概率,简称尾概率.本文利用大偏差定理对此概率如何进行估计进行深入研究.将收益率按其尾部的分布特征分成三类,分别对其进行研究,得到三种不同的估计公式.本文对收益率序列存在相关性、收益率是多元随机变量情况下的尾概率估计问题也进行了分析.     

资产组合,随机经济增长和政府政策的影响

本文在一个连续时间的经济增长模型中考虑政府政策、投资策略和个体福利 .在给定的生产技术 ,偏好和随机冲击的假设下 ,本文得到了持有资产税后期望回报、随机经济增长率、消费财富比、资产组合份额和各种资产实际回报率的显式解 .