Optimal Investment Strategies for an Insurer with SAHARA Utility

In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent.     

Effect of the subdivision strategy on convergence and efficiency of some global optimization algorithms

We investigate subdivision strategies that can improve the convergence and efficiency of some branch and bound algorithms of global optimization. In particular, a general class of so called weakly exhaustive simplicial subdivision processes is introduced that subsumes all previously known radial exhaustive processes. This result provides the basis for constructing flexible subdivision strategies that can be adapted to take advantage of various problem conditions.     

线性方程组通解并行数值方法

1预备知识 线性方程组消息传递MIMD算法是20世纪90年代至今的活跃课题，但尚无此问题 的通用有效算法发表.用!.}.}表示矩阵列分块划分，记AX=b为[AI司.定理1、2是文 {l]、[s]成果综述和推广. 定理i[‘]设有线性方程组!e}己l，e〔尺”“m，d〔R”“‘，rank(e)=r.当且仅当rank(!     

加热炉热过程动态操作数学模型

根据加热炉生产特点,建立了钢坯加热过程的动态操作数学模型,分析了待轧时间变化时炉内钢坯温度分布情况。并针对加热炉待轧的灰色性,采用多目标灰色局势决策方法,得出了相应合理的待轧优化控制策略。模拟结果表明:该方法具有良好的动态性能,适合于在线控制。     

Interpolation by a Game

We introduce a notion of a real game (a generalisation of the Karchmer-Wigderson game (cf. [3]) and of real communication complexity, and relate this complexity to the size of monotone real formulas and circuits. We give an exponential lower bound for tree-like monotone protocols (defined in [4, Definition 2.2]) of small real communication complexity solving the monotone communication complexity problem associated with the bipartite perfect matching problem. This work is motivated by a research in interpolation theorems for prepositional logic (by a problem posed in [5, Section 8], in particular). Our main objective is to extend the communication complexity approach of [4, 5] to a wider class of proof systems. In this direction we obtain an effective interpolation in a form of a protocol of small real communication complexity. Together with the above mentioned lower bound for tree-like protocols this yields as a corollary a lower bound on the number of steps for particular semantic derivations of Hall's theorem (these include tree-like cutting planes proofs for which an exponential lower bound was demonstrated in [2]).     

光致变色多阶游程光存储研究

多阶游程存储是一种不改变光学系统而显著提高光存储容量和数据传输率的新方法.介绍了光致变色多阶游程存储原理和实验系统.提出了基于光致变色原理的多阶游程存储数学模型，该模型反映了记录符反射率与曝光功率、曝光时间之间的非线性关系，并在此基础上确定了光致变色多阶游程存储的写策略.基于650nm光致变色材料进行了4阶游程存储的动态实验.结果表明，实验中采用的650nm光致变色材料可用于多阶游程存储，采用的写策略能够有效地使记录信道线性化，利于采用适合线性系统的信号处理方法. 关键词： 多阶游程 光致变色 光存储 写策略     

投资组合保险CPPI策略研究

随着期权理论应用的发展,投资组合保险在国外已成为一种盛行的资产配置策略, 常数比例投资组合保险策略(CPPI)以其模型简单、参数的设置又能充分反映投资人不同的风险偏好、而且易于实施,成为大型安全型基金的基金经理首选的投资策略.本文研究并推广了CPPI策略,找出CPPI与期权的关系,讨论了借贷限制对(CPPI策略的影响,最后对CPPI策略在中国市场的可投资性进行了评测.     

A four-parameter partition identity

We present a new partition identity and give a combinatorial proof of our result. This generalizes a result of Andrews in which he considers the generating function for partitions with respect to size, number of odd parts, and number of odd parts of the conjugate. 2000 Mathematics Subject Classification Primary—05A17; Secondary—11P81     

Drug metabolite cluster centers-based strategy for comprehensive profiling of Neomangiferin metabolites in vivo and in vitro and network pharmacology study on anti-inflammatory mechanism

Neomangiferin (NMF) is an extremely special xanthone that could be simultaneously attributed to C-glycoside and O-glycoside with a variety of biological activities, such as anti-inflammatory, antitumor, antipyretic, and so on. So far as we know, the metabolism profiling has been insufficient until now. Herein, Drug Metabolite Cluster Centers (DMCCs)-based Strategy has been developed to profile the NMF metabolites in vivo and in vitro. Firstly, the DMCCs was proposed depending on literature-related and preliminary analysis results. Secondly, the specific metabolic rule was implemented to screen the metabolites of candidate DMCCs from the acquired Ultra High Performance Liquid Chromatography Quadrupole Exactive Orbitrap Mass Spectrometry (UHPLC-Q-Exactive Orbitrap MS) data by extracted ion chromatography (EIC) method. Thirdly, candidate metabolites were accurately and tentatively identified according to the pyrolysis law of mass spectrometry, literature reports, comparison of reference substances, and especially the diagnostic product ions (DPIs) deduced preliminarily. Finally, network pharmacology was adopted to elucidate the anti-inflammatory action mechanism of NMF on the basis of DMCCs. As a result, 3 critical metabolites including NMF, Mangiferin (MF) and Norathyriol (NA) were proposed as DMCCs, and a total of 61 NMF metabolites (NMF included) were finally screened and characterized coupled with 3 different biological sample preparation methods including solid phase extraction (SPE), acetonitrile precipitation and methanol precipitation. Among them, 32 metabolites were discovered in rat urine, 30 in rat plasma, 12 in rat liver, 9 metabolites in liver microsomes and 8 in rat faeces, respectively. Our results also illustrated that NMF primarily underwent deglucosylation, glucuronidation, methylation, sulfation, dihydroxylation and their composite reactions in vivo and in vitro. Additionally, network pharmacology analysis based on DMCCs revealed 85 common targets of disease-metabolites, and the key targets were TNF, EGFR, ESR1, PTGS2, HIF1A, IL-2, PRKCA and PRKCB. They exerted anti-inflammatory effects mainly through the pathways of inflammatory response, calcium-dependent protein kinase C activity, nitrogen metabolism, pathways in cancer and so on. In general, our study constructed a novel strategy to comprehensive elucidate the biotransformation pathways of NMF in vivo and in vitro, and provided vital reference for further understanding its anti-inflammatory action mechanism. Moreover, the established strategy could be generalized to the metabolism and action mechanism study of other natural products.     

Development and prevalidation of a method for phenol determination by solid-phase spectrophotometry

A simple, sensitive and rapid solid-phase spectrophotometric procedure was developed for the determination of traces of phenol with 4-aminoantipyrine as a reagent (AAP-SPS), and the optimal experimental conditions were established. This method was performed by sorption and direct absorbance measurements of the product phenol-AAP sorbed on the anion-exchanger Dowex 1-X4 (0.2 g) at 495 nm (absorption maximum) and 700 nm (non-absorption wavelength). The sensitivity offered by the AAP-SPS procedure was higher by a factor of 40 compared with the respective conventional spectrophotometric method. Metrological characteristics were established using a prevalidation strategy. The AAP-SPS procedure is characterized by a linear calibration function in the working range of 0.05–0.50 μmol, low standard deviation of procedure (±0.012), low limit of determination (0.021 μmol), and favorable random (±0.85 to ±11.27%) and systematic deviations (−4.55 to +11.50%). Moreover, the accuracy of the system investigated by the recovery test is acceptable (99–102%). Favorable working and performance characteristics make the new SPS method ideal for phenol monitoring in pharmaceutical preparations as well as other matrices.