Linear Transformation of Products: Games and Economies

In this paper, we introduce situations involving the linear transformation of products (LTP). LTP situations are production situations where each producer has a single linear transformation technique. First, we approach LTP situations from a (cooperative) game theoretical point of view. We show that the corresponding LTP games are totally balanced. By extending an LTP situation to one where a producer may have more than one linear transformation technique, we derive a new characterization of (nonnegative) totally balanced games: each totally balanced game with nonnegative values is a game corresponding to such an extended LTP situation. The second approach to LTP situations is based on a more economic point of view. We relate (standard) LTP situations to economies in two ways and we prove that the economies are standard exchange economies (with production). Relations between the equilibria of these economies and the cores of cooperative LTP games are investigated.     

基于属性测度的聚类分析模型及其应用

在属性测度概念的基础上 ,运用属性聚类网络方法解决模式识别问题 .本方法在期货价格趋势分析中有较成功的应用     

分区基准地价评估方法应用于我国基准地价评估的可行性研究

本文在对比分析分类基准地价评估体系和分区基准地价评估体系基础上 ,得出分区基准地价评估体系将是区域基准地价评估的发展方向 ;随着我国土地市场的发展、规范 ,分区基准地价评估方法体系的应用条件逐渐成熟 ,并选择土地市场比较规范的黄岩进行分区基准地价评估试点研究 ,取得了预期的效果 .     

Babassu Nanoemulsions Have Physical and Chemical Stability

Babassu is considered one of the greatest native resources in the world and its oil is used in body and hair formulations. The aim of this study was to evaluate the short-term stability in oil-in-water (O/W) nanoemulsions containing babassu oil prepared by emulsification phase inversion submitted to the centrifugation, thermal stress, and heating/cooling cycle tests. The formulations showed no change compared to the droplet size, polydispersity index, pH, and electrical conductivity values after thermal stress and heating/cooling cycle tests. Based on these results, the nanoemulsions obtained can be considered as promising disperse systems for pharmaceutical and cosmetic applications.     

一般动态市场价格系统的稳定性

研究了一般动态市场价格系统的均衡价格的存在性和稳定性问题,得到了均衡价格稳定的条件.     

基于劳动节约的技术价格模型

本文根据新技术的采用带来劳动时间的节约原理建立技术价格模型，提出建模的理论依据和计算方法，利用生产函数确定模型中的重要参数，并给出参数算法示例。     

VaR风险控制体系的建立与应用

目前VaR作为一种新的风险控制工具得到越来越广泛的应用,投资组合理论则一直沿用经典的σ2风险控制体系,虽说有人已经将VaR引入到了投资组合应用中来,但其风险控制尚未脱离对σ2的分解.将在引入股票相对价格的基础上构建了VaR风险控制体系,将投资风险VaRP分解为大盘指数风险VaRI和股票相对价格的风险VaRS之和,并给出了此风险控制体系在投资组合方面的基本应用方法.     

“政策市”下的中国企业实物投资机理研究

在我国市场经济发展的过程中,某些具有不确定性和投资不可逆性的产业市场容易出现投资过热问题.这时政府往往频繁出台一系列宏观调控政策以规范市场,但效果不佳.为此从研究该类市场的投资主体—企业的投资决策机理的角度出发,通过引入实物期权的理论,给出了在完善和平稳发展的市场条件下及在政府政策冲击的市场条件下,价格分别服从单纯的几何布朗运动及混合的几何布朗运动/泊松跳跃过程的企业最佳投资规则及其临界价格,并进行了比较,结果表明:“政策市”下的企业投资更富“冒进性”.     

二层决策问题的灵敏度分析(2)

二层决策系统包含着两个最优化决策问题,其中上层决策问题的目标值是由下层决策的解所隐含地确定的.本文研究了二层决策问题的另一方面的灵敏度分析问题,讨论了上层决策者的价值系数发生变化而二层决策问题的最优解不变所产生的灵敏度分析问题.为了确定二层决策问题价值系数发生变化的范围,首先我们给出了灵敏度分析的基本方法,结合“k th-best”算法我们又给出了灵敏度分析的操作步骤.在所确定的变化范围内,价值系数的变化,不会引起二层决策问题的全局最优解的变化,从而为决策者提供了相对稳定的决策方案.最后我们给出了数值实例,它表明本文所给出的灵敏度分析的方法是正确的.     

Convergence of Utility Indifference Prices to the Superreplication Price

A discrete-time financial market model is considered with a sequence of investors whose preferences are described by concave strictly increasing functions defined on the positive axis. Under suitable conditions, we show that the utility indifference prices of a bounded contingent claim converge to its superreplication price when the investors’ absolute risk-aversion tends to infinity.