基于灰色聚类分析的风险评价方法研究——以江苏民间资本进入金融领域风险评价为例

运用灰色系统理论,结合AHP方法,建立灰色聚类分析模型,对风险进行评价,并以江苏民间资本进入金融领域风险评价为例进行研究.结果表明,民间资本进入金融领域的风险属于高风险范畴,其中进入风险中的产业风险和社会风险属于高风险,信用风险属于较高风险,政治风险属于中等风险.并针对上述风险的等级,提出了相应的政策建议.模型具有一定的实用价值,它对于正确认识民间资本进入金融领域的风险和有针对性地制定相应的政策措施具有一定的理论和现实意义.     

Intensity‐based estimation of extreme loss event probability and value at risk

We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd.     

Strongly enhanced quadrupole deformation in a class of N≈Z nuclei driven by large-scale clustering?

The formation of large size clusters,and/or their relative motion as a possible excitation mode,are sugge sted to be closely related to the origin of deformation in specific cases,namely the case of two doubly-magic clusters or two clusters with nearby characterization.New lifetime data in N=Z ~(76)Sr and ~(80)Zr leading to large B(E2) values are reproduced consistently and well within this approach,along with data for a few neighboring N≈Z nuclei.These results are compared to previous studies of ~(32)S and ~(20)Ne and all of them support the ideas of the large-scale cluster approach.     

Simulating ion clustering in potassium thiocyanate aqueous solutions with various ion-water models

Using a molecular dynamics simulation technique,we compared several commonly used ion-water models to describe the microscopic structures and dynamics in KSCN aqueous solutions.Results are compared with observations of femtosecond infrared vibrational-energy transfer and anisotropy measurements.The Jorgensen/TIP4P model is found to provide the best reproduction of clustering properties such as percentage of clustered ions,cluster-size distribution,concentration dependence of the water,and ion-rotation time constants.     

QUANTIS: Data quality assessment tool by clustering analysis

Automatically generated kinetic networks are ideally validated against a large set of accurate, reproducible, and easy-to-model experimental data. However, although this might seem simple, it proves to be quite challenging. QUANTIS, a publicly available Python package, is specifically developed to evaluate both the precision and accuracy of experimental data and to ensure a uniform, quick processing, and storage strategy that enables automated comparison of developed kinetic models. The precision is investigated with two clustering techniques, PCA and t-SNE, whereas the accuracy is probed with checks for the conservation laws. First, the developed tool processes, evaluates, and stores experimental yield data automatically. All data belonging to a given experiment, both unprocessed and processed, are stored in the form of an HDF5 container. The demonstration of QUANTIS on three different pyrolysis cases showed that it can help in identifying and overcoming instabilities in experimental datasets, reduce mass and molar balance closure discrepancies, and, by evaluating the visualized correlation matrices, increase understanding in the underlying reaction pathways. Inclusion of all experimental data in the HDF5 file makes it possible to automate simulating the experiment with CHEMKIN. Because of the employed InChI string identifiers for molecules, it is possible to automate the comparison experiment/simulation. QUANTIS and the concepts demonstrated therein is a potentially useful tool for data quality assessment, kinetic model validation, and refinement.     

基于不同条件的旅游路线规划问题研究

运用2015年全国研究生数学建模竞赛F题的数据资料,针对旅游路线合理规划问题的第一问展开研究.以F题的问题一为起点进行了分析研究,是因为第一问的完成是解决后续问题的关键.首先通过地图搜集并补全了缺失数据并对数据进行合理的处理,然后采用将旅游年数最少目标转化为该最小生成树的"最少圈覆盖"方法来进行对问题一的求解,也可以理解为一个广义的多旅行商问题,以旅行商的人数(即年数)最少为目标.采用Dijkstra算法、最少圈覆盖法、智能算法和图论聚类等方法,通过这些方法建立了单目标优化模型,并运用旅行商问题和模型之间的转换来对问题进行分析与求解.     

Hierarchical Model-Based Clustering for Large Datasets

In recent years, hierarchical model-based clustering has provided promising results in a variety of applications. However, its use with large datasets has been hindered by a time and memory complexity that are at least quadratic in the number of observations. To overcome this difficulty, this article proposes to start the hierarchical agglomeration from an efficient classification of the data in many classes rather than from the usual set of singleton clusters. This initial partition is derived from a subgraph of the minimum spanning tree associated with the data. To this end, we develop graphical tools that assess the presence of clusters in the data and uncover observations difficult to classify. We use this approach to analyze two large, real datasets: a multiband MRI image of the human brain and data on global precipitation climatology. We use the real datasets to discuss ways of integrating the spatial information in the clustering analysis. We focus on two-stage methods, in which a second stage of processing using established methods is applied to the output from the algorithm presented in this article, viewed as a first stage.     

MOEPGA: A novel method to detect protein complexes in yeast protein–protein interaction networks based on MultiObjective Evolutionary Programming Genetic Algorithm

The identification of protein complexes in protein–protein interaction (PPI) networks has greatly advanced our understanding of biological organisms. Existing computational methods to detect protein complexes are usually based on specific network topological properties of PPI networks. However, due to the inherent complexity of the network structures, the identification of protein complexes may not be fully addressed by using single network topological property. In this study, we propose a novel MultiObjective Evolutionary Programming Genetic Algorithm (MOEPGA) which integrates multiple network topological features to detect biologically meaningful protein complexes. Our approach first systematically analyzes the multiobjective problem in terms of identifying protein complexes from PPI networks, and then constructs the objective function of the iterative algorithm based on three common topological properties of protein complexes from the benchmark dataset, finally we describe our algorithm, which mainly consists of three steps, population initialization, subgraph mutation and subgraph selection operation. To show the utility of our method, we compared MOEPGA with several state-of-the-art algorithms on two yeast PPI datasets. The experiment results demonstrate that the proposed method can not only find more protein complexes but also achieve higher accuracy in terms of fscore. Moreover, our approach can cover a certain number of proteins in the input PPI network in terms of the normalized clustering score. Taken together, our method can serve as a powerful framework to detect protein complexes in yeast PPI networks, thereby facilitating the identification of the underlying biological functions.     

Generation of linear and nonlinear waves in numerical wave tank using clustering technique-volume of fluid method

A two-dimensional (2D) numerical model is developed for the wave simulation and propagation in a wave flume.The fluid flow is assumed to be viscous and incompressible,and the Navier-Stokes and continui...     

Handling uncertainties in toxicity modelling using a fuzzy filter

A fundamental concern in the Quantitative Structure-Activity Relationship approach to toxicity evaluation is the generalization of the model over a wide range of compounds. The data driven modelling of toxicity, due to the complex and ill-defined nature of eco-toxicological systems, is an uncertain process. The development of a toxicity predicting model without considering uncertainties may produce a model with a low generalization performance. This study presents a novel approach to toxicity modelling that handles the involved uncertainties using a fuzzy filter, and thus improves the generalization capability of the model. The method is illustrated by considering a data set dealing with the fathead minnow (Pimephales promelas) toxicity of 568 organic compounds.