Research on the search ability of Brownian particles on networks with an adaptive mechanism

In this paper, we focus on the search ability of Brownian particles with an adaptive mechanism. In the adaptive mechanism, nodes are allowed to be able to change their own accepting probability according to their congestion states. Two searching-traffic models, the static one in which nodes have fixed accepting probability to the incoming particles and the adaptive one in which nodes have adaptive accepting probability to the incoming particles are presented for testing the adaptive mechanism. Instead of number of hops, we use the traveling time, which includes not only the number of hops for a particle to jump from the source node to the destination but also the time that the particle stays in the queues of nodes, to evaluate the search ability of Brownian particles. We apply two models to different networks. The experiment results show that the adaptive mechanism can decrease the network congestion and the traveling time of the first arriving particle. Furthermore, we investigate the influence of network topologies on the congestion of networks by addressing several main properties: degree distribution, average path length, and clustering coefficient. We show the reason why random topologies are more able to deal with congested traffic states than others. We also propose an absorption strategy to deal with the additional Brownian particles in networks. The experiment results on Barabási–Albert (BA) scale-free networks show that the absorption strategy can increase the probability of a successful search and decrease the average per-node particles overhead for our models.     

Mitigation strategies on scale-free networks against cascading failures

According to the dynamic characteristics of the cascading propagation, we introduce a mitigation mechanism and propose four mitigation methods on four types of nodes. By the normalized average avalanche size and a new measure, we demonstrate the efficiencies of the mitigation strategies on enhancing the robustness of scale-free networks against cascading failures and give the order of the effectiveness of the mitigation strategies. Surprisingly, we find that only adopting once mitigation mechanism on a small part of the overload nodes can dramatically improve the robustness of scale-free networks. In addition, we also show by numerical simulations that the optimal mitigation method strongly depends on the total capacities of all nodes in a network and the distribution of the load in the cascading model. Therefore, according to the protection strength for scale-free networks, by the distribution of the load and the protection price of networks, we can reasonably select how many nodes and which mitigation method to efficiently protect scale-free networks at the lower price. These findings may be very useful for avoiding various cascading-failure-induced disasters in the real world and for leading to insights into the mitigation of cascading failures.     

用于三层有源隔声结构误差传感的压电传感薄膜阵列及其优化设计

基于平面声源的三层有源隔声结构系统易于实现且具有良好的低频隔声性能,实现该系统需解决的关键问题是误差信号的检测.本文将压电传感薄膜聚偏氟乙烯(polyvinylidene fluoride, PVDF)阵列检测简支梁辐射模态的理论拓展到二维结构, 并应用到三层隔声结构实现误差传感的优化设计.根据三层结构中特殊的能量传输规律, 对误差传感方案中目标函数的选取、PVDF数目确定以及传感系统优化等问题进行深入分析.研究表明, 由于辐射板能量主要集中在有限个振动模态上, 只需将少数经固定系数加权的PVDF薄膜输出电流求和即可获得前三阶辐射模态幅值.辐射模态幅值的检测值与理论值符合良好, 保证传感精度的同时有效简化了系统. 关键词： 三层有源隔声结构 误差传感策略 压电传感薄膜阵列 辐射模态     

转让定价视角下的我国企业对外投资战略博弈

我国企业通过对外投资可以拥有在分处国内外的两个实体间开展转让定价的机会,以此来对抗跨国公司在华通过转让定价谋求战略竞争优势,获取公平竞争机会.以单市场双寡头古诺竞争下的转让定价决策模型为基础,构建了我国企业对外投资后在国内和国外两个市场与跨国公司进行战略性转让定价博弈模型,发现无论我国企业与跨国公司相比是否具有成本优势,都应该通过对外投资获取开展战略性转让定价机会,与跨国公司进行公平竞争.     

基于云计算的电子商务解决方案研究

云计算技术的出现,给电子商务的快速发展提供新的增长点.总结了云计算的概念和三种计算形式后,详细探讨了基于云计算环境的电子商务解决方案,主要有,从云计算关键技术实现、标准建立和安全策略三个方面给出了电子商务系统构建的技术应用方案;探讨了基于电子商务云服务的虚拟电子商务系统构建的管理策略.最后,简要探讨了基于云计算的电子商务应用中的的研究问题和思路.     

具有HollingⅡ型功能反应的捕-食模型的定性分析及最优收获策略

利用微分方程的定性理论和Pontryagin最大值原理,讨论了一类食饵-捕食者种群都具有密度制约并且都具有收获的HollingⅡ型功能反应模型的性质,得到了存在边界平衡点、唯一正平衡点及各平衡点全局渐进稳定的条件,分析了相应的生物学意义,给出了最优可持续收获策略,并且用mathematica对特定参数下的系统进行了模拟.     

基于Bertrand模型的企业广告投放策略研究

广告投入水平是企业进行广告竞争战略中的重要决策环节,只有合理的广告投入才能够为企业带来利润的增长.广告投入又分为广告的制作投入和播放投入两部分,因此企业在广告竞争中面临着如何选择最佳的投入策略问题.基于此,构建了生产同一种商品的2家企业,在完全信息静态条件下,广告投放策略选择的博弈模型,并求出其均衡解.通过对相关参数赋值进行模拟分析,分别求出博弈参与双方在广告内容制作投入和广告播放频率投入两方面进行策略选择时的收益矩阵,进而找出企业应对竞争对手广告投放策略发生变化时的最优策略向量,减少广告投入浪费;分析结果还表明企业对产品的广告投放选择策略组合时获得的产品利润高于选择单一策略的利润情况.     

基于Dempster-Shafer证据理论的外汇交易策略研究

自动化交易是现代金融领域的研究热点,而交易策略是其核心。技术指标分析中,每一种指标都有其优势和劣势,单一的指标经常产生导致亏损的虚假信号。为了提高交易信号的质量和可靠性,针对外汇市场的多变性和存在诸多不确定性的客观事实,本文引入证据理论来处理不同技术指标分析方法结论存在的差异;将不同的指标作为独立的证据源,用D-S合成规则对各个指标分析方法的结果予以融合,建立了基于证据理论的多指标融合外汇交易模型,给出了基于证据理论的交易框架。根据技术指标的特点及交易原理,构造了指标证据的基本概率分配函数。最后,通过实例分析验证了该方法的科学性和有效性。     

DEA-based predictors for estimating fleet size changes when modelling the introduction of rights-based management

The introduction of individual transferable quotas (ITQs) into a fishery is going to change not only the amount of catch a fleet can take, but often also changes the fleet structure, particularly if total allowable catches are decreased. This can have an impact on the economic, social and environmental outcomes of fisheries management. Management Strategy Evaluation (MSE) modelling approaches are recognised as the most appropriate method for assessing impacts of management, but these require information as to how fleets may change under different management systems. In this study, we test the applicability of data envelopment analysis (DEA) based performance measures as predictors of how a fishing fleet might change under the introduction of ITQs and also at different levels of quota. In particular, we test the assumption that technical efficiency and capacity utilisation are suitable predictors of which boats are likely to exit the fishery. We also consider scale efficiency as an alternative predictor. We apply the analysis to the Torres Strait tropical rock lobster fishery that is transitioning to an ITQ-based management system for one sector of the fishery. The results indicate that capacity utilisation, technical efficiency and scale efficiency are reasonable indicators of who may remain in the fishery post ITQs. We find that the use of these measures to estimate the impacts of lower quota levels provides consistent fleet size estimates at the aggregate level, but which individual vessels are predicted to exit is dependent on the measure used.     

Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs

Abstract

In 1985 Leland suggested an approach to price contingent claims under proportional transaction costs. Its main idea is to use the classical Black–Scholes formula with a suitably enlarged volatility for a periodically revised portfolio whose terminal value approximates the pay-off h(S _?T )?=?(S _?T ???K)⁺ of the call option. In subsequent studies, Lott, Kabanov and Safarian, and Gamys and Kabanov provided a rigorous mathematical analysis and established that the hedging portfolio approximates this pay-off in the case where the transaction costs decrease to zero as the number of revisions tends to infinity. The arguments used heavily the explicit expressions given by the Black–Scholes formula leaving open the problem whether the Leland approach holds for more general options and other types of price processes. In this paper we show that for a large class of the pay-off functions Leland's method can be successfully applied. On the other hand, if the pay-off function h(x) is not convex, then this method does not work.