不确定条件下工程项目的多目标模糊均衡优化

在工程项目多目标优化问题研究基础上,研究不确定环境下工程项目多目标均衡优化问题.利用模糊数表示费用变化率和质量变化率,考虑模糊集的不同可能性水平,建立工程项目多目标模糊均衡优化模型,给出模型的求解方法和步骤,得到不同可能性水平下多目标优化问题的最优折衷解变化范围.优化方法使决策者能够根据决策风险的大小进行最优目标值的确定.     

基于期权思想的封闭式基金管理费率的设计研究

针对目前我国证券投资基金单一的管理费率结构,以封闭式基金为研究对象,根据基金投资者的需求不同提出了在不同收益率目标下的管理费率结构,并借用B-S期权定价模型,计算出封闭式基金的管理费率.     

渡越辐射及其在北京自由电子激光置束测中的应用

 在北京自由电子激光器装置的性能改进中,采用了基于渡越辐射的电子束诊断方法。描述了渡越辐射应用于电子束参数测量的基本理论,介绍了BFEL中利用渡越辐射进行的实验方案,并报导了初步的结果。     

惯性约束聚变靶场激光束精密调焦及诊断技术

主要介绍了惯性约束聚变靶场精密调焦和诊断的实验系统,阐述了系统采用的谐波驱动器、调焦判据、图象处理等关键技术,实验中通过计算机控制采集到一系列轴向位移和相应焦斑面积的数据,可拟合出位移面积的函数变化曲线, 根据此曲线便可快速准确地确定焦面位置。     

新型成像技术的实验系统研究

光学相干层析成像是一种新型成像技术。超辐射发光二极管和超短脉冲飞秒激光是能满足成像系统要求的理想光源。在开展光学相干层析相关技术研究的基础上 ,建立了国内第一台上述两种光源的成像实验研究装置 ,对系统的横向、纵向分辨率等基本性能进行了测定 ;并对多种实际样品进行了层析成像。     

Revised multi-choice goal programming for multi-period,multi-stage inventory controlled supply chain model with popup stores in Guerrilla marketing

In this paper, we consider a supply chain network design problem with popup stores which can be opened for a few weeks or months before closing seasonally in a marketplace. The proposed model is multi-period and multi-stage with multi-choice goals under inventory management constraints and formulated by 0–1 mixed integer linear programming. The design tasks of the problem involve the choice of the popup stores to be opened and the distribution network design to satisfy the demand with three multi-choice goals. The first goal is minimization of the sum of transportation costs in all stages; the second is to minimization of set up costs of popup stores; and the third goal is minimization of inventory holding and backordering costs. Revised multi-choice goal programming approach is applied to solve this mixed integer linear programming model. Also, we provide a real-world industrial case to demonstrate how the proposed model works.     

Incorporating quantity discounts and their inventory impacts into the centralized purchasing decision

Multi-site organizations must balance conflicting forces to determine the appropriate degree of purchasing centralization for their respective supplies. The ability to garner quantity discounts represents one of the primary reasons that organizations centralize procurement. This paper provides methodologies to calculate optimal order quantities and compute total purchasing and inventory costs when products have quantity discount pricing. Procedures for both all-units and incremental quantity discount schedules are provided for four different strategic purchasing configurations (scenarios): complete decentralization, centralized pricing with decentralized purchasing, centralized purchasing with local distribution, and centralized purchasing and warehousing. For ordering decisions under local distribution, procedures to determine optimal order quantities and costs are presented in a precise form that could be easily implemented into spreadsheets by practicing managers. For the more complicated multi-echelon scenarios, we introduce a single-cycle policy with a tailored aggregation refinement step that performs very well under experimentation when compared to a conservative bound.     

A precursor of market crashes: Empirical laws of Japan's internet bubble

In this paper, we quantitatively investigate the properties of a statistical ensemble of stock prices. We focus attention on the relative price defined as X(t) = S(t)/S(0), where S(0), is the stock price for an onset time of the bubble. We selected approximately 3200 stocks traded on the Japanese Stock Exchange, and formed a statistical ensemble of daily relative prices for each trading day in the 3-year period from January 4, 1999 to December 28, 2001, corresponding to the period in which internet Bubble formed and crashed in the Japanese stock market. We found that the upper tail of the complementary cumulative distribution function of the ensemble of the relative prices in the high value of the price is well described by a power-law distribution, P(S>x) ∼x^-α , with an exponent that moves over time. Furthermore we found that as the power-law exponents α approached two, the bubble burst. It is reasonable to suppose that it indicates that internet bubble is about to burst.     

Open dynamic behaviour of financial markets

Open dynamic behaviour of financial markets with internal interactions between agents and with external “fields” from other systems are investigated using the approach of Grossman and Stiglitz for inefficient markets, and Keynes for interference of the market using physics of finance (referred to hereafter as phynance). The simulation results indicate that the NYSE data analyzed in Plerou, V. et al., Nature 421, 130 (2003) can be fitted by an equation of order parameter Φ and local deviation R of type: -(R+0.03) Φ+ 0.6 Φ³ + 0.02 = 0, which is shown to be in remarkable agreement with Plerou's data.     

多光谱成像技术诊断植物病虫害的人工神经网络模型

为了实现可靠的植物病虫害诊断,提出把人工神经网络和多光谱成像技术结合的方法,并将该方法用于常见的三种黄瓜病害的识别研究。在此基础上,实验采用窄带多光谱成像技术获取患病黄瓜叶面的14个可见光通道和近红外通道、全色通道的多光谱图像。利用BP网络对病斑样本的光谱信息进行学习分类。和14通道训练结果比较,增加850nm的近红外通道和全色通道,使网络的训练时间缩短、预测能力提高。实验结果表明,这种方法对植物进行快速、准确和非破坏性诊断提供可靠的技术支持。