基于粗糙集的经济预警规则发现

应用粗糙集的理论和方法对经济预警有关数据进行分析,挖掘其中隐含的有用信息,提取规则并对规则进行约简,从而求取表达经济预警信息的最小决策规则,为经济预警有用信息的获取提供一种有效的方法.     

SRK equation of state: Predicting binary interaction parameters of hydrocarbons and related compounds

The parameter mixing rules of the Soave–Redlich–Kwong (SRK) equation of state are rewritten as Huron–Vidal mixing rules, where infinite-pressure activity coefficients are predicted by group contributions. Alkanes are treated as composed by one group type and aromatics by two types, aliphatic and aromatic. Hydrocarbon mixtures can be treated using one universal interaction parameter. Light compounds like methane, N₂, CO₂, H₂S, etc. are treated as separate groups; each one requires a pair of parameters for its interactions with aliphatic and aromatic groups. Group interaction parameters were determined from experimental VLE data. From them, binary interaction constants of the classical quadratic mixing rules can directly be derived.     

Modeling stock index returns by means of partial least‐squares methods: An out‐of‐sample analysis for three stock markets

We analyze the underlying economic forces of the stock markets in Germany, the U.K. and the U.S. Identifying a number of variables evincing return predictability, we follow a partial least‐squares (PLS) approach to combine these observables into a few latent factors. Conditional on European markets, our findings indicate (i) superior prediction performance of PLS‐based schemes in comparison with both, a random walk and a first‐order autoregressive benchmark model, (ii) consistent profitable trading on the German and British market, (iii) profitable linear forecast combinations, (iv) the U.S. stock market is diagnosed as informationally efficient. Copyright © 2010 John Wiley & Sons, Ltd.     

The nucleon wave function at the origin

We calculate the next-to-leading order perturbative corrections to the SVZ sum rules for the coupling fN$f_N$, the nucleon leading twist wave function at the origin. The results are compared to the established Ioffe sum rules and also to lattice QCD simulations.     

Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules

Abstract

Several variations of index selection rules for simplex-type algorithms for linear programming, like the Last-In-First-Out or the Most-Often-Selected-Variable are rules not only theoretically finite, but also provide significant flexibility in choosing a pivot element. Based on an implementation of the primal simplex and the monotonic build-up (MBU) simplex method, the practical benefit of the flexibility of these anti-cycling pivot rules is evaluated using public benchmark LP test sets. Our results also provide numerical evidence that the MBU-simplex algorithm is a viable alternative to the traditional simplex algorithm.     

基于权值编码的组合拍卖竞胜标确定启发式算法研究

针对较大规模组合拍卖竞胜标确定问题(WDP),提出了基于权值编码的竞胜标确定启发式算法.改进了算法编码机制并嵌入基于WDP本质特点的启发式搜索规则,极大地提高了算法进化能力和求解效率.模拟实验结果表明该算法能够在较短时间内求出WDP最优解或满意近似解,为较大规模网上组合拍卖竞胜标确定问题提供了切实可行的求解算法.     

An intractability result for multiple integration

We prove that the problem of multiple integration in the Korobov class is intractable since the number of function evaluations required to achieve a worst case error less than is exponential in the dimension.

     

Modular Branching Rules and the Mullineux Map for Hecke Algebras of Type A

We prove the quantum version - for Hecke algebras H A_n of typeA at roots of unity - of Kleshchev's modular branching rulefor symmetric groups. This result describes the socle of therestriction of an irreducible H A_n-module to the subalgebraH A_n–1. As a consequence, we describe the quantum versionof the Mullineux involution describing the irreducible moduleobtained on twisting an irreducible module with the sign representation.1991 Mathematics Subject Classification: 20C05, 20G05.     

弱形式方程中分片函数奇异性的光滑化分析

研究弱形式方程中的分片光滑函数因求导数出现的奇异性问题，意在为得到离散格式时正确处理这一问题提供依据。在不改变拟合性质的情况下，将分片函数光滑化，则分步积分公式仍然有效。通过光滑后的函数讨论其积分的性质，总结出了几条计算规则。文中的典型例子说明这些计算规则是合理而有效的。