上证指数的预测分析

本文根据上海股市2005年6月到2009年8月的上证指数数据,通过建立数学模型的方法,对上海股票市场的走势情况作出了综合评价,建立短期内预测股市发展趋势模型对上证指数进行预测,并通过历史实际数据对模型进行了验证。     

Regularity of Keldys-Fichera Boundary Value Problem for Degenerate Elliptic Equations

The authors discuss the W1,p-solutions and the interior regularity of weak solutions for the Keldys-Fichera boundary value problem using the acute angle principle,the reversed Hlder inequality and the generalized poincar'e inequalities.     

Dynamic analysis and system identification of an LCD glass-handling robot driven by a PMSM

In this paper, Hamilton’s principle is employed to derive Lagrange’s equations of an liquid crystal display (LCD) glass-handling robot driven by a permanent magnet synchronous motor (PMSM). The robot has three arms driven by two timing belts. The dynamic formulations can be expressed by one and four independent variables, which are named as the rigid and flexible models, respectively. In order to verify the dynamic formulation is correct, we reduce the flexible model to the rigid one under some assumptions. In this paper, we adopt the real-coded genetic algorithm (RGA) to identify all the parameters of the robot and PMSM simultaneously. It is found that the RGA can identify system parameters which are difficult to be measured in practical problems, for examples, the inductance, stator resistance, motor torque constant, damping coefficient of the motor and timing belts. In numerical simulations, vibrations due to flexibility of the timing belts are investigated for the angular displacements, speeds, accelerations of arms, and the horizontal and vertical displacements of the robot. The angular displacements of the robot arm and the translational positions of the robot end are obtained in the numerical simulations and experimental results. From their comparisons, it is demonstrated that identification results of the dynamic model with four independent variables present the better matching with experimental results of the system.     

An inequality model for solving interval dynamic response of structures with uncertain-but-bounded parameters

In this paper, we look into the dynamic response of structures with uncertain-but-bounded parameters. A new inequality model for determining the interval dynamic response is presented. First we propose an interval dynamic response solution theorem. An inequality model which is a mathematics programming problem is suggested by the presented theorem. Using the central difference method, we substitute the differential items of the inequality model by difference items. By solving them, the interval dynamic response can be obtained. Two examples are used to illustrate the feasibility and the efficiency of the model.     

Dynamic analysis of multi-directional functionally graded annular plates

Dynamic analysis of multi-directional functionally graded annular plates is achieved in this paper using a semi-analytical numerical method entitled the state space-based differential quadrature method. Based on the three-dimensional elastic theory and assuming the material properties having an exponent-law variation along the thickness, radial direction or both directions, the frequency equations of free vibration of multi-directional functionally graded annular plates are derived under various boundary conditions. Numerical examples are presented to validate the approach and the superiority of this method is also demonstrated. Then free vibration of functionally graded annular plates is studied for different variations of material properties along the thickness, radial direction and both directions, respectively. And the influences of the material property graded variations on the dynamic behavior are also investigated. The multi-directional graded material can likely be designed according to the actual requirement and it is a potential alternative to the unidirectional functionally graded material.     

A dynamically optimized finite difference scheme for Large-Eddy Simulation

A low-dispersive dynamic finite difference scheme for Large-Eddy Simulation is developed. The dynamic scheme is constructed by combining Taylor series expansions on two different grid resolutions. The scheme is optimized dynamically through the real-time adaption of a dynamic coefficient according to the spectral content of the flow, such that the global dispersion error is minimal. In the case of DNS-resolution, the dynamic scheme reduces to the standard Taylor-based finite difference scheme with formal asymptotic order of accuracy. When going to LES-resolution, the dynamic scheme seamlessly adapts to a dispersion-relation preserving scheme. The scheme is tested for Large-Eddy Simulation of Burgers equation. Very good results are obtained.     

Dynamic portfolio optimization with risk control for absolute deviation model

In this paper, we present a new multiperiod portfolio selection with maximum absolute deviation model. The investor is assumed to seek an investment strategy to maximize his/her terminal wealth and minimize the risk. One typical feature is that the absolute deviation is employed as risk measure instead of classical mean variance method. Furthermore, risk control is considered in every period for the new model. An analytical optimal strategy is obtained in a closed form via dynamic programming method. Algorithm with some examples is also presented to illustrate the application of this model.     

Cyber Swarm Algorithms – Improving particle swarm optimization using adaptive memory strategies

Particle swarm optimization (PSO) has emerged as an acclaimed approach for solving complex optimization problems. The nature metaphors of flocking birds or schooling fish that originally motivated PSO have made the algorithm easy to describe but have also occluded the view of valuable strategies based on other foundations. From a complementary perspective, scatter search (SS) and path relinking (PR) provide an optimization framework based on the assumption that useful information about the global solution is typically contained in solutions that lie on paths from good solutions to other good solutions. Shared and contrasting principles underlying the PSO and the SS/PR methods provide a fertile basis for combining them. Drawing especially on the adaptive memory and responsive strategy elements of SS and PR, we create a combination to produce a Cyber Swarm Algorithm that proves more effective than the Standard PSO 2007 recently established as a leading form of PSO. Applied to the challenge of finding global minima for continuous nonlinear functions, the Cyber Swarm Algorithm not only is able to obtain better solutions to a well known set of benchmark functions, but also proves more robust under a wide range of experimental conditions.     

A new dynamic programming formulation for scheduling independent tasks with common due date on parallel machines

This paper deals with a scheduling problem of independent tasks with common due date where the objective is to minimize the total weighted tardiness. The problem is known to be ordinary NP-hard in the case of a single machine and a dynamic programming algorithm was presented in the seminal work of Lawler and Moore [E.L. Lawler, J.M. Moore, A functional equation and its application to resource allocation and sequencing problems, Management Science 16 (1969) 77–84]. In this paper, this algorithm is described and discussed. Then, a new dynamic programming algorithm is proposed for solving the single machine case. These methods are extended for solving the identical and uniform parallel-machine scheduling problems.     

Measuring dynamic efficiency: Theories and an integrated methodology

Almost all dynamic production systems are subject to lagged productive effects, which are an often-ignored latent source of interference in the efficiency measuring process. Existing data envelopment analysis (DEA) approaches rely on a static production environment. They can easily lead to biased evaluation results due to the erroneous assumption. To tackle this issue, this paper develops a dynamic DEA model that allows intertemporal effects in efficiency measuring. Specifically, the dynamic DEA model incorporates dynamic factors via a linear parametric formulation. Our model can be applied in place of static DEA models to a wide range of applications, such as analyzing longitudinal firm performance and productivity changes. As for the empirical efficiencies, we demonstrate how the lag parameters in the dynamic model can be estimated by the panel vector autoregressive model (PVAR). We use our methodology to evaluate advertising efficiencies of several major automobile and pharmaceutical firms in North America. The result shows that using static DEA in dynamic production can lead to both rank reversals and changes in efficiency scores.