基于免疫记忆克隆算法的指数化投资组合优化构建策略

本文基于克隆选择学说及基于克隆选择学说及生物免疫响应过程的相关机理,提出用于指数化投资的免疫记忆克隆算法,并将其应用于指数化投资组合优化构建模型的求解,旨在探索指数化投资的优化构建策略。文章首先提出多目标的指数化投资组合构建模型。其次,分别设计了适用于指数化投资组合构建策略的抗原、抗体、亲和度函数、克隆选择算子、免疫记忆算子和相应的进化算法。该算法有效避免了传统遗传算法所存在的计算后期解的多样性差、易早熟以及收敛速度慢等缺点。同时,提出了限制投资组合中股票数量的启发式算法。最后,使用包括上证180指数在内的6组世界主要股票市场指数及其成份股的历史数据对模型及算法进行测算,结果表明算法具有良好的求解能力和收敛速度,所建模型的合理性和有效性亦被论证,模型和算法均具有很强的实践价值;     

基于风险-均值分析的供应商选择与订单分配集成优化模型与求解

针对不确定环境下具有不同供应合约的供应商选择与订单分配问题,本文构建了基于风险-均值分析的模糊两阶段多周期集成优化模型。与传统的该问题研究并未充分考虑供应商选择与订单分配两阶段决策的交互影响不同,在该模型中,第一阶段供应商选择的评价目标依赖于后期实际运营中的订单分配决策;并考虑未来需求和实际运营成本的不确定性,引入在险价值和期望值两种决策准则对供应商选择方案的绩效进行评价。提出了该模型的分析求解方法,在险价值得以精确评估,期望值被控制在确定的误差范围内,并可以达到足够的精度要求。     

基于属性识别准则大学生思想品德量化的数学模型

依据一定的社会评价标准,建立大学生思想品德评价的指标体系,利用现代数学方法——属性识别理论和层次分析方法,建立定量研究模型.     

基于遗传算法的波长选择方法在绿茶近红外光谱分析模型中的应用

利用遗传算法(GA)提取茶叶的近红外吸收特征波长的方法,研究建立了绿茶水分和氨基酸的近红外分析模型,并对波长选择前后两种成分的模型进行了比较分析。结果表明,经遗传算法波长选择后,简化了分析模型,同时模型的稳健性增强。氨基酸预测集的均方根误差(SEP)减小82.1%,水分预测集的均方根误差减小(SEP)76.6%,它们在波长选择前后对应的分析波长数之比分别为995∶7和1990∶33。     

基于次梯度选取的非光滑优化强次可行方向法

本文结合次梯度选取技术及割平面法和强次可行方向法的思想,提出了一个求解目标函数非光滑约束优化问题的强次可行方向算法.通过设计一个新的寻找搜索方向子问题和构造新型线搜索,算法不仅能接受不可行的初始点,而且能保持迭代点的强次可行性,同时避免在可行域外目标函数值的不适度增加.算法具备全局收敛性,且初步的数值试验表明算法是稳定有效的.     

Weak temperature gradient effect on the stability of the circular Couette flow

We have investigated the influence of a weak radial temperature gradient in a wide gap and large aspect ratio Couette-Taylor system. The inner cylinder is rotating and can be heated or cooled, the outer cylinder is at rest and immersed in a large thermal bath. We found that a radial temperature gradient destabilizes the Couette flow leading to a pattern of traveling helicoidal vortices occurring only near the bottom of the system. The size of the pattern increases as the rotation frequency of the cylinder is increased. We have characterized the spatiotemporal properties of the pattern and we have shown that it behaves as a wall mode found in the simulation of the complex Ginzburg-Landau equation with homogeneous boundary conditions.     

Transitions in a genotype selection model driven by coloured noises

This paper investigates a genotype selection model subjected to both a multiplicative coloured noise and an additive coloured noise with different correlation time τ1 and τ2 by means of the numerical technique. By directly simulating the Langevin Equation, the following results are obtained. （1） The multiplicative coloured noise dominates, however, the effect of the additive coloured noise is not neglected in the practical gene selection process. The selection rate μ decides that the selection is propitious to gene A haploid or gene B haploid. （2） The additive coloured noise intensity and the correlation time τ2 play opposite roles. It is noted that α and τ2 can not separate the single peak, while can make the peak disappear and ~-2 can make the peak be sharp. （3） The multiplicative coloured noise intensity D and the correlation time τ1 can induce phase transition, at the same time they play opposite roles and the reentrance phenomenon appears. In this case, it is easy to select one type haploid from the group with increasing D and decreasing τ1.     

A Strong Limit Theorem on Random Selection

In this paper, the idea of random selection in the theorem on gambling system is extended to Markov chains, by using the notion likelihood ratio and an analytic technique. A strong limit theorem on the relative frequency of ordered couple under random selection is established.AMS Subject Classification (2001) primary 60F15 Secondary 60J10     

A stochastic model for the HIV epidemic in homosexual populations involving age and race

In this paper, we derive a stochastic model for the HIV epidemic in homosexual populations involving age and race. To account for effects of different mixing patterns, a low risk selection rule is introduced. The model is then formulated in terms of chain multinomial distributions by means of which the means are derived. Some simulation studies by computer indicate clearly that age and race have a significant impact on the HIV epidemic.