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。     

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.     

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.     

Lamination Design Optimization for Continuous Fiber Reinforced Composites of Variable Thicknesses北大核心CSCD

由于具备高的比强度、比刚度,利用连续纤维增强复合材料代替传统金属材料以实现结构轻量化正受到设计者们的广泛关注。然而,结构的复杂性给复合材料的铺层设计与优化带来了很大的挑战。针对航空用复合材料铺层设计约束多的问题,通过逐步构建设计变量准确表达结构的铺层信息。基于经典遗传算法框架,结合各设计变量特点,定义了铺层优化算法中的遗传算子,通过引入“修复”策略保证了每一代解都能满足设计约束,分布在可行域区间内。最后利用精英保留策略提高了算法的局部寻优能力,可以降低复杂复合材料结构铺层设计的计算成本。通过解决经典benchmark问题并与已有优化结果的比较,验证了前述铺层优化算法的全局、局部寻优能力,为工程实际中的复合材料铺层设计优化提供了理论支撑。     

汽车制造商分时租赁模式采用及产品线策略研究

考虑自有平台和第三方平台两种分时租赁方式,将汽车质量划分为性能质量和环境质量,构建销售模式、纯分时租赁模式和混合模式下的产品线策略模型,研究制造商产品线策略与商业模式之间的相互作用。研究发现,同品牌产品间竞争和合并效应是分时租赁模式影响产品线策略的两个关键因素。同品牌产品间竞争的加剧和合并效应的增大都会激励企业选择性能更好的车型而忽略其环境表现。分时租赁模式能同时改进利润与产品环境表现,但存在条件:当消费者价格敏感性较低时,使用成本高且合并效应小是实现同时改进的条件;当消费者价格敏感较高时,使用成本低且合并效应小则是同时改进的条件。