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A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time‐dependent parameters 下载免费PDF全文
K. Charalambous C. Sophocleous J. G. O'Hara P. G. L. Leach 《Mathematical Methods in the Applied Sciences》2015,38(17):4448-4460
In a fairly recent paper (2008 American Control Conference, June 11‐13, 1035‐1039), the problem of dealing with trading in optimal pairs was treated from the viewpoint of stochastic control. The analysis of the subsequent nonlinear evolution partial differential equation was based upon a succession of Ansätze, which can lead to a solution of the terminal‐value problem. Through an application of the Lie Theory of Continuous Groups to this equation, we show that the Ansätze are based upon the underlying symmetries of the equation (their (14)). We solve the problem in a more general context by allowing the parameters to be explicitly time dependent. The extension means thatmore realistic problems are amenable to the samemode of solution. Copyright © 2014 JohnWiley & Sons, Ltd. 相似文献
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独立高校数学课程的开设旨在让学生掌握数学知识的基础上,提高数学应用能力.然而现行的考核方式存在重考试结果,轻学习过程等问题.从传统考核方式入手,指出其不足之处,基于模糊综合评判法建立新型评价体系和数学模型,通过试点运行验证了新的考核方式的可行性、客观性、合理性和科学性. 相似文献
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Masoumeh Ghasempour Alireza Iranbakhsh Mostafa Ebadi Zahra Oraghi Ardebili 《等离子体物理论文集》2020,60(4):e201900159
The plasma-primed seeds of Catharanthus roseus were cultured in a hormone-free culture medium under sterile conditions. Plasma of 30 or 60 s improved root length (mean = 41.4%) and biomass (mean = 47%), whereas plasma of 90 s delayed plant growth. The plasma treatments enhanced concentrations of photosynthetic pigments and soluble phenols. Plasma of 90 s increased the proline level. With a similar trend, plasma priming induced activities of phenylalanine ammonia-lyase, catalase (about twofold) and peroxidase (31%) enzymes. Plasma also upregulated the expressions of deacetylvindoline O-acetyltransferase gene by an average of 7.8 times. Similarly, the plasma-treated seedlings contained higher concentrations of alkaloids (mean = 72%). Here, molecular evidence is provided on the plasma-associated modifications in secondary metabolism. 相似文献
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Yuqiang Ding Yaxian Zhu Lijuan Song Wei Liu Xiaozhen Liu Jichuan Huo Huaiguo Xue Rong Guo Qing Liao Zheming Ni Liya Zhou Jing Lu 《大学化学》1986,35(10):33-39
This "emerging engineering education (3E)" project "Upgrade and Practice of Chemistry-related Majors of Local and/or Specialized University Responding to the Industry Changes" was supported by the Ministry of Education. To aim at the issue of how to upgrade the chemistry-related majors of a local and/or specialized university responding to industry changes, an investigation on local regional economy and industry changes was carried out, the capability requirements of 3E for talents were analyzed, and the training objectives, graduation requirements as well as the new teaching models were also studied for the major to meet the future requirements. The practical experience for 3E construction of chemistry-related majors by selected universities was suggested. 相似文献
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本文在分析2003年诺贝尔经济学奖学术贡献的基础上,阐述了数学思维方式和数学方法对经济问题的解决、经济理论的发展等方面的作用. 相似文献
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通过具体实例分析、讨论了高等数学中常微分方程的通解、特解和微分方程的所有解之间的区别与联系,并对高等数学教材中二阶线性微分方程的降阶法与二阶常系数非齐次线性微分方程特解求解过程中的作法进行了说明. 相似文献