Using components of mathematical ability for initial development and identification of mathematically promising students

Kruteskii's work on the mathematical abilities of school children is a seminal work on the nature of mathematical ability. However, the task of developing methods for the practical application of his work is still a significant problem in mathematics education. The authors have developed a practical application of Kruteskii's approach to the important problem of initially developing components of mathematical ability in student and thereafter identifying mathematically promising students. Examples of problems that were designed to develop ability to generalize, flexibility and reversibility of mental processes are presented. A practical guide for determining the level of development of components of mathematical abilities in individual students, in terms of specified observables, is presented as a set of structured reference tables. The authors set out a practical application protocol that combines use of the tables and sets of specially developed problems for initial development of mathematical abilities prior to identification of mathematically promising students in the general classroom. A significant motivation for this work is the desire to avoid time-consuming and resource intensive practices such as interviews and summer schools which therefore have been used successfully because these practices are now out of reach for all but very wealthy countries or highly ideologically driven systems. On the other hand, special examinations heavily depend on the level of preparedness of the students for the particular examination, and therefore some students with high abilities but with fewer opportunities to prepare could be overlooked.     

Entropy squeezing of an atom with a k-photon in the Jaynes--Cummings model

The entropy squeezing of an atom with a k-photon in the Jaynes-Cummings model is investigated. For comparison, we also study the corresponding variance squeezing and atomic inversion. Analytical results show that entropy squeezing is preferable to variance squeezing for zero atomic inversion. Moreover, for initial conditions of the system the relation between squeezing and photon transition number is also discussed. This provides a theoretical approach to finding out the optimal entropy squeezing.     

大气湍流对激光通信系统的影响

从分析激光在大气湍流场中的传输方程出发,忽略系统中的其它噪声,仅考虑由大气喘流引起的系统误码率,讨论了激光信号在传输过程中的振幅起伏以及强度起伏;推导出由大气湍流引起的光强起伏和系统误码率的关系,结果表明:在弱起伏条件下,对于系统误码率为10－9以下的要求,光强起伏应小于0.67;随着湍流强度C2n的增大,误码率增加很快;采用长波长的激光进行传输可以有效地降低系统误码率.     

求解全局最优问题的多重点样本水平值估计的相对熵算法

研究有界闭箱约束下的全局最优化问题,利用相对熵及广义方差函数方程的最大根与全局最小值之间的等价关系,设计求解全局最优值的积分型水平值估计算法.对采用重点样本采样技巧产生的函数值按一定规则进行聚类,从而在各聚类中产生的若干新重点样本,结合相对熵算法,构造出多重点样本进行全局搜索的新算法.该算法的优点在于每次迭代选用当前较好的函数值信息,以达到随机搜索到更好的函数值信息.同时多重点样本可有利挖掘出更好的全局信息.一系列的数值实验表明该算法是非常有效的.     

A Penalized Likelihood Approach to Rotation of Principal Components

A new paradigm for enhancing the interpretability of principal components through rotation is presented within the framework of penalized likelihood. The rotated components are computed as the maximizers of a Gaussian-based profile log-likelihood function plus a penalty term defined by a standard rotation criterion. This method enjoys a number of advantages over other methods for principal component rotation, notably (1) the rotation specifically targets ill-defined principal components, which may benefit the most from rotation, and (2) the connection with likelihood allows assessment of the fidelity of the rotated components to the data, thereby guiding the choice of penalty parameter. The method is illustrated with an application to a small functional dataset. Efficient computation of the penalized likelihood solution is possible using recently developed algorithms for optimization under orthogonality constraints.     

Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies

ABSTRACT

We compare optimal liquidation policies in continuous time in the presence of trading impact using numerical solutions of Hamilton–Jacobi–Bellman (HJB) partial differential equations (PDEs). In particular, we compare the time-consistent mean-quadratic-variation strategy with the time-inconsistent (pre-commitment) mean-variance strategy. We show that the two different risk measures lead to very different strategies and liquidation profiles. In terms of the optimal trading velocities, the mean-quadratic-variation strategy is much less sensitive to changes in asset price and varies more smoothly. In terms of the liquidation profiles, the mean-variance strategy is much more variable, although the mean liquidation profiles for the two strategies are surprisingly similar. On a numerical note, we show that using an interpolation scheme along a parametric curve in conjunction with the semi-Lagrangian method results in significantly better accuracy than standard axis-aligned linear interpolation. We also demonstrate how a scaled computational grid can improve solution accuracy.     

Expected utility approximation and portfolio optimisation

Classical portfolio selection problems that optimise expected utility can usually not be solved in closed form. It is natural to approximate the utility function, and we investigate the accuracy of this approximation when using Taylor polynomials. In the important case of a Merton market and power utility we show analytically that increasing the order of the polynomial does not necessarily improve the approximation of the expected utility. The proofs use methods from the theory of parabolic second-order partial differential equations. All results are illustrated by numerical examples.     

Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence

In this paper, we study the optimal investment–reinsurance problems in a risk model with two dependent classes of insurance business, where the two claim number processes are correlated through a common shock component. Under the criterion of mean–variance, two cases are considered: One is the optimal mean–variance problem with bankruptcy prohibition, i.e., the wealth process of the insurer is not allowed to be below zero at any time, which is solved by standard martingale approach, and the closed form solutions are derived; The other is the optimal mean–variance problem without bankruptcy prohibition, which is discussed by a very different method—stochastic linear–quadratic control theory, and the explicit expressions of the optimal results are obtained either. In the end, a numerical example is given to illustrate the results and compare the values in the two cases.     

Bayesian sequential testing for Lévy processes with diffusion and jump components

We study the Bayesian problem of sequential testing of two simple hypotheses about the Lévy-Khintchine triplet of a Lévy process, having diffusion component, represented by a Brownian motion with drift, and jump component of finite variation. The method of proof consists of reducing the original optimal stopping problem to a free-boundary problem. We show it is characterized by a second order integro-differential equation, that the unknown value function solves on the continuation region, and by the smooth fit principle, which holds at the unknown boundary points. Several examples are presented.     

关于线性回归模型的有偏估计

有偏估计方法是近代回归分析的常用方法．本文研究了几种常用的有偏估计方法，澄清了这些方法的区别和联系．对有偏估计的一些关键点进行研究，给出了一种新的岭参数确定法和一种新的主成分概念，并讨论了这些方法的优良性．为了提高有偏估计的效率，提出了用比例因子规范模型的方法．最后，给出了说明本文方法的数值例子．