全文获取类型
收费全文 | 124篇 |
免费 | 1篇 |
国内免费 | 5篇 |
专业分类
综合类 | 4篇 |
数学 | 108篇 |
物理学 | 18篇 |
出版年
2022年 | 4篇 |
2020年 | 4篇 |
2019年 | 2篇 |
2018年 | 2篇 |
2017年 | 3篇 |
2016年 | 7篇 |
2015年 | 1篇 |
2014年 | 11篇 |
2013年 | 16篇 |
2012年 | 15篇 |
2011年 | 3篇 |
2010年 | 7篇 |
2009年 | 8篇 |
2008年 | 8篇 |
2007年 | 12篇 |
2006年 | 1篇 |
2004年 | 3篇 |
2003年 | 3篇 |
2002年 | 8篇 |
2001年 | 1篇 |
1999年 | 4篇 |
1997年 | 2篇 |
1996年 | 2篇 |
1992年 | 1篇 |
1991年 | 1篇 |
1989年 | 1篇 |
排序方式: 共有130条查询结果,搜索用时 437 毫秒
31.
Regime-switching models can be used to describe stochastic movements of electricity prices in deregulated markets. This paper shows that regime-switching dynamics arise quite naturally in an equilibrium context in which the functional form of the supply curve is described by a two-state Markov process. This mechanism is responsible for random switches between regimes and it allows one to describe the main features of the price-formation process. With the interplay between demand and supply, the proposed methodology can be used to capture shortages in electricity generation, forced outages, and peaks in electricity demand. As an example of application, a two-regime model specification is proposed, and it will be shown that the empirical analysis, performed by estimating using the model on the California power market, offers an interesting agreement with observed data. 相似文献
32.
Sjur Didrik Flåm 《Annals of Operations Research》2009,165(1):145-160
Exchange of risks is considered here as a transferable-utility, cooperative game, featuring risk averse players. Like in competitive
equilibrium, a core solution is determined by shadow prices on state-dependent claims. And like in finance, no risk can properly
be priced merely in terms of its marginal distribution. Pricing rather depends on the pooled risk and on the convolution of
individual preferences. The paper elaborates on these features, placing emphasis on the role of prices and incompleteness.
Some novelties come by bringing questions about existence, computation and uniqueness of solutions to revolve around standard
Lagrangian duality. Especially outlined is how repeated bilateral trade may bring about a price-supported core allocation. 相似文献
33.
34.
两个或多个几何平均价格的最小或最大值期权是金融领域极具应用前景的新型复合期权.提出了一种新方法,简单而巧妙地得到了两个几何平均价格的最小值期权价格的解析公式.将该法直接推广,首次得到多个几何平均价格的最小和最大值期权的解析公式.首次给出的数值算例表明两个几何平均价格的最小值期权要比相应的最大值期权便宜,而它们都要比两资产的最大值期权便宜.若考虑红利率,则它们两者的价格都会减少. 相似文献
35.
George Kozanidis 《Computational Optimization and Applications》2009,43(2):261-294
In this paper, we study an extension of the Linear Multiple Choice Knapsack (LMCK) Problem that considers two objectives.
The problem can be used to find the optimal allocation of an available resource to a group of disjoint sets of activities,
while also ensuring that a certain balance on the resource amounts allocated to the activity sets is attained. The first objective
maximizes the profit incurred by the implementation of the considered activities. The second objective minimizes the maximum
difference between the resource amounts allocated to any two sets of activities. We present the mathematical formulation and
explore the fundamental properties of the problem. Based on these properties, we develop an efficient algorithm that obtains
the entire nondominated frontier. The algorithm is more efficient than the application of the general theory of multiple objective
linear programming (MOLP), although there is a close underlying relationship between the two. We present theoretical findings
which provide insight into the behavior of the algorithm, and report computational results which demonstrate its efficiency
for randomly generated problems.
Electronic Supplementary Material The online version of this article () contains supplementary material, which is available to authorized users. 相似文献
36.
本文在对旧城改造有关理论问题分析的基础上,系统地研究了旧城改造区地价评估方法及其在旧城改造资金平衡过程中的作用.并提出了实现旧城改造资金平衡的途径、原则和思路;并进一步阐述了城镇地价因素在旧城改造中的政策性意义. 相似文献
37.
VaR风险控制体系的建立与应用 总被引:3,自引:0,他引:3
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. 相似文献
38.
网上分批拍卖中的保留价比较分析 总被引:6,自引:0,他引:6
本文以Onsale网上拍卖公司的拍卖方式为背景,研究了在给定拍卖时间长度与拍卖总供给量的条件下,将拍卖品分若干批拍卖这一问题.建立了其马尔可夫决策过程模型,分别在公开保留价与不公开保留价的两种情况下,研究了每批拍卖品数量的最优问题,并证明了网上拍卖中商家不公开保留价时获得的最大期望利润多于公开时的最大期望利润. 相似文献
39.
We examine the effectiveness of frequently used technical indicators for intra-day forecast by applying them on the tick data of various stock prices. We show that the optimal combination of a few indicators chosen for each stock by using evolutional computation provides us a good forecast on the level of the future price at several ticks ahead. 相似文献
40.
Pablo Dorta-González Dolores-Rosa Santos-Peñate Rafael Suárez-Vega 《Annals of Operations Research》2002,116(1-4):129-152
A spatial competition model involving decisions made by consumers and firms is proposed. A regulating agent assigns the demand, taking into account the price, transport and externality cost, and minimizing the joint consumer cost to obtain a Pareto optimal allocation. Assuming the Pareto optimal allocation, firms fix prices in order to maximize the profit. An equilibrium problem is studied and some results are presented. The problem and results are illustrated with an example. 相似文献