基于VAR和DAG的中国经济增长实证研究

本文利用近年来新发展的DAG方法对我国的GDP、投资、消费和出口的因果关系进行研究.与以前的研究方法相比较,DAG方法可为宏观经济变量的结构VAR模型的过度识别提供限制,同时能给出经济变量的同期和动态因果关系.实证研究表明,投资和消费既是我国GDP增长的同期原因,又是经济增长的短期和长期原因,而且实证结论不支持我国的出口导向型经济增长假设.     

多维时间序列Granger因果性的一种图模型学习方法

传统的两变量Granger因果分析法容易产生伪因果关系,且不能刻画变量间的同期因果性.利用图模型方法研究多维时间序列变量间Granger因果关系,通过Granger因果图的建立将问题转化为Granger因果图结构的辨识问题,利用局部密度估计法构造相应的辨识统计量,采用bootstrap方法来确定检验统计量的原分布.模拟分析以及对于中国股市间Granger因果关系的研究说明了该方法的有效性.     

Global approximation of CR functions on Bloom-Graham model graphs in

We define a class of generic CR submanifolds of of real codimension , , called the Bloom-Graham model graphs, whose graphing functions are partially decoupled in their dependence on the variables in the real directions. We prove a global version of the Baouendi-Treves CR approximation theorem for Bloom-Graham model graphs with a polynomial growth assumption on their graphing functions.

     

云南省就业问题的趋势与控制模型研究

基于因果关系理论、因子分析理论、协整分析、自回归分布滞后模型和误差修正模型,对云南省就业问题进行了研究.建立了云南省就业的趋势和控制模型,揭示了云南省就业发展的内在规律及其与各宏观因素之间的系统作用关系.     

Modeling Discrete Event Systems With Faults Using a Rules-based Modeling Formalism

Obtaining accurate models of systems which are prone to failures and breakdowns is a difficult task. In this paper we present a methodology which makes the task of modeling failure prone discrete event systems (DESs) considerably less cumbersome, less error prone, and more user-friendly. The task of obtaining commonly used automata models for DESs is non-trivial for most practical systems, owing to the fact that the number of states in the commonly used automata models is exponential in the number of signals and faults. In contrast a model of a discrete event system, in the rules based modeling formalism proposed by the co-authors of this paper, is of size polynomial in the number of signals and faults. In order to model failures, we augment the signals set of the rules based formalism to include binary valued fault signals, the values representing either a non-faulty or a faulty state of a certain failure type. Addition of new fault signals requires introduction of new rules for the added fault signal events, and also modification of the existing rules for non-fault events. The rules based modeling formalism is further extended to model real-time systems, and we apply it to model delay-faults of the system as well. The model of a failure prone DES in the rules based can automatically be converted into an equivalent (timed)-automaton model for a failure analysis in the automaton model framework.     

Forbidden induced subgraph characterizations of subclasses and variations of perfect graphs: A survey

A graph is perfect if the chromatic number is equal to the clique number for every induced subgraph of the graph. Perfect graphs were defined by Berge in the sixties. In this survey we present known results about partial characterizations by forbidden induced subgraphs of different graph classes related to perfect graphs. We analyze a variation of perfect graphs, clique-perfect graphs, and two subclasses of perfect graphs, coordinated graphs and balanced graphs.     

On the Zagreb indices of the line graphs of the subdivision graphs

The aim of this paper is to investigate the Zagreb indices of the line graphs of the tadpole graphs, wheel graphs and ladder graphs using the subdivision concepts.     

On minimal forbidden subgraph characterizations of balanced graphs

A graph is balanced if its clique-matrix contains no edge–vertex incidence matrix of an odd chordless cycle as a submatrix. While a forbidden induced subgraph characterization of balanced graphs is known, there is no such characterization by minimal forbidden induced subgraphs. In this work, we provide minimal forbidden induced subgraph characterizations of balanced graphs restricted to graphs that belong to one of the following graph classes: complements of bipartite graphs, line graphs of multigraphs, and complements of line graphs of multigraphs. These characterizations lead to linear-time recognition algorithms for balanced graphs within the same three graph classes.     

Line-graphs of cubic graphs are normal

A graph is called normal if its vertex set can be covered by cliques Q₁,Q₂,…,Q_k and also by stable sets S₁,S₂,…,S_l, such that S_i∩Q_j≠∅ for every i,j. This notion is due to Körner, who introduced the class of normal graphs as an extension of the class of perfect graphs. Normality has also relevance in information theory. Here we prove, that the line graphs of cubic graphs are normal.     

Partial characterizations of clique-perfect graphs II: Diamond-free and Helly circular-arc graphs

A clique-transversal of a graph G is a subset of vertices that meets all the cliques of G. A clique-independent set is a collection of pairwise vertex-disjoint cliques. A graph G is clique-perfect if the sizes of a minimum clique-transversal and a maximum clique-independent set are equal for every induced subgraph of G. The list of minimal forbidden induced subgraphs for the class of clique-perfect graphs is not known. Another open question concerning clique-perfect graphs is the complexity of the recognition problem. Recently we were able to characterize clique-perfect graphs by a restricted list of forbidden induced subgraphs when the graph belongs to two different subclasses of claw-free graphs. These characterizations lead to polynomial time recognition of clique-perfect graphs in these classes of graphs. In this paper we solve the characterization problem in two new classes of graphs: diamond-free and Helly circular-arc () graphs. This last characterization leads to a polynomial time recognition algorithm for clique-perfect graphs.     

Partial characterizations of clique-perfect graphs I: Subclasses of claw-free graphs

A clique-transversal of a graph G is a subset of vertices that meets all the cliques of G. A clique-independent set is a collection of pairwise vertex-disjoint cliques. The clique-transversal number and clique-independence number of G are the sizes of a minimum clique-transversal and a maximum clique-independent set of G, respectively. A graph G is clique-perfect if these two numbers are equal for every induced subgraph of G. The list of minimal forbidden induced subgraphs for the class of clique-perfect graphs is not known. In this paper, we present a partial result in this direction; that is, we characterize clique-perfect graphs by a restricted list of forbidden induced subgraphs when the graph belongs to two different subclasses of claw-free graphs.     

A Multinomial Model for a Bond Market

In this paper, we generalize the classical binomial bond market model of Ho and Lee [2] to the multinomial model. We establish necessary and sufficient conditions for such a bond market model to be arbitrage-free and path independent. We study the bond option pricing and forward-rate equation in the trinomial case.Research is supported by the Lithuanian State Science and Studies Foundation, program Mathematical models of Lithuanian economy for forecasting of the macroeconomic processes (registration No C-03004).__________Translated from Lietuvos Matematikos Rinkinys, Vol. 44, No. 4, pp. 413–428, October–December, 2004.     

On conservative and supermagic graphs

A graph is called supermagic if it admits a labelling of the edges by pairwise different consecutive positive integers such that the sum of the labels of the edges incident with a vertex is independent of the particular vertex. A graph G is called conservative if it admits an orientation and a labelling of the edges by integers {1,…,|E(G)|} such that at each vertex the sum of the labels on the incoming edges is equal to the sum of the labels on the outgoing edges. In this paper we deal with conservative graphs and their connection with the supermagic graphs. We introduce a new method to construct supermagic graphs using conservative graphs. Inter alia we show that the union of some circulant graphs and regular complete multipartite graphs are supermagic.