多心理账户下机构投资者的风险优化研究

从决策有限理性角度，引入行为金融理论于机构投资风险优化系统，对多心理账户条件下机构投资的风险优化设计进行了研究。以Friedman和Savage之谜为释例，对机构投资风险优化中的诸多非标准金融异像进行了解释。以Shefrin和Statman行为证券组合理论为核心，建立了多心理账户条件下机构投资的风险优化模型，为机构投资的风险优化实践提供了一种量化分析工具。     

The spectrum of Nd in rare earth orthoaluminates. The trigonal to orthorhombic transition study of the level

Some structural and spectroscopic features of rare earth orthoaluminates are examined.The trigonal→ orthorhombic transition is studied in a series of Nd_xSm_1−xAlO₃ compounds. The evolution of the crystal structure is followed by X-ray analysis and optical absorption. The free ion and crystal field parameters of Nd³⁺ (4f³ configuration) are determined in LuAlO₃:Nd³⁺.The anomaly of the calculated splitting of the levels is slight, but well characterized in NdAlO₃. The spin correlated crystal field and orbitally correlated crystal field models are tested as well as an empirical correction which was proposed earlier.     

Calculation of Normal Vibrations of Chlorin by the Method of Density Functionals

Using the DFT/B3LYP method with a 6-31G(d) basis set, the structure, normal vibration frequencies, and the absolute band intensities in the IR spectra of the chlorin molecule and its four symmetric isotopomers have been calculated. Scaling of the force field by the Pulay method in independent and natural coordinates has been carried out. A method for obtaining effective force fields without using experimental data on the fundamental vibration frequencies is proposed. By comparing the vibration modes and constructing special matrices, complete assignment of the fundamental frequencies of porphin and chlorin has been carried out. It has been shown that the majority of porphin macroring vibrations upon pyrrolenine ring hydrogenation are frequency-characteristic and only 12 vibrations change considerably. A frequency correlation with regard for the mode transition between chlorin and all its isotopomers under consideration has been established. Comparative analysis of the force fields of porphin and chlorin in dependent natural coordinates has revealed the unique nonlocal character of the change in force constants of the macroring upon hydrogenation of one pyrrolenine ring. Modeling of the IR spectra of chlorin and its isotopomers has been performed. Assignment and interpretation of the normal vibrations of the molecules under consideration have been carried out.     

Density-Functional Theory Calculations of Normal Modes and Raman Intensities for Tetraazaporphin

The structure, harmonic frequencies, and nonresonance Raman intensities for porphin, tetraazaporphin (TAP), and three of its isotopomers are calculated by the density-functional theory of B3LYP/6-31G(d). Scaling of force constants for porphin in nonredundant natural coordinates is performed. The scaling factors obtained were used to predict the force field and normal modes of TAP and three of its isotopomers. Two alternative methods are used to carry out reliable assignment of the TAP frequencies: wavenumber-linear scaling method and frequency-shift method. There is good agreement between the frequencies predicted within the framework of the three methods used. The conservativeness of the out-of-plane B _2g - and B _3g -modes for porphin and TAP is examined. The Raman spectrum for TAP is simulated. A refinement of the assignment of the experimental frequencies for TAP of even symmetry types on the basis of the calculations performed is made.     

放射性9C束流不同贯穿深度上的线能谱测量

为阐述放射性⁹C束流应用于治癌的物理基础, 运用一个球形生物组织等效正比计数器测量了⁹C束流不同贯穿深度上的线能谱, 得到了沿束流贯穿深度上的剂量平均线能分布. 将实验测量得到的线能谱转换成为不同传能线密度在吸收剂量中所占份额的分布, 得到了该⁹C束流在不同贯穿深度上的剂量平均传能线密度分布. 将生物组织等效正比计数器测量得到的与先前通过平行板正比计数器测量得到的该⁹C束流的剂量平均传能线密度分布进行比较, 发现: 在束流入射通道上, 两者测量数据符合很好, 而在束流Bragg峰附近⁹C离子的沉积区域, 由组织等效正比计数器测量得到的剂量平均传能线密度值大于由平行板正比计数器测量得到的值.     

线性均衡约束最优化的一个广义投影强次可行方向法

本文讨论带线性均衡约束最优化问题,首先利用摄动技术和一个互补函数将问题等价转化为一般约束最优化问题,然后结合广义投影技术和强次可行方向法思想,建立了问题的一个新算法.算法在迭代过程中保证搜索方向不为零,从而使得每次迭代只需计算一次广义投影.在适当的条件下,证明了算法的全局收敛性,并对算法进行了初步的数值试验.     

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

129Xe30+轰击Ni表面激发靶原子偶极跃迁和禁戒 (M1和E2)跃迁的特征光谱线

报道了用高电荷态离子129Xe30+(150keV) 轰击金属Ni表面，激发的200—1000nm NiⅠ和NiⅡ的特征光谱线的实验结果.实验结果表明：用电荷态足够高的离子作光谱 激发源，无需很强的束流强度（nA量级），便可有效地产生原子和离子的复杂组态间跃迁所 形成的可见光波段的特征谱线，特别是NiⅠ和NiⅡ偶极禁戒的电四极跃迁E2和磁偶极跃迁M1 的特征光谱线.通过分析发现，在禁戒跃迁的谱线中，有些是电子组态相同而原子态不同的 偶极禁戒跃迁光谱线而且NiⅡ的684.84nm谱线较强. 关键词： 光谱 禁戒跃迁 电子组态 高电荷态离子     

二维椭圆型方程反问题中优化算法的比较

近年来，决定椭圆型方程系数反问题在地磁、地球物理、冶金和生物等实际问题上有着广泛的应用．本文讨论了二维的决定椭圆型方程系数反问题的数值求解方法．由误差平方和最小原则，这个反问题可化为一个变分问题，并进一步离散化为一个最优化问题，其目标函数依赖于要决定的方程系数．本文着重考察非线性共轭梯度法在此最优化问题数值计算中的表现，并与拟牛顿法作为对比．为了提高算法的效率我们适当选择加快收敛速度的预处理矩阵．同时还考察了线搜索方法的不同对优化算法的影响．数值实验的结果表明，非线性共轭梯度法在这类大规模优化问题中相对于拟牛顿法更有效．     

Robust handling of non‐linear constraints for GA optimization of aerodynamic shapes

A new approach to the robust handling of non‐linear constraints for GAs (genetic algorithms) optimization is proposed. A specific feature of the approach consists of the change in the conventional search strategy by employing search paths which pass through both feasible and infeasible points (contrary to the traditional approach where only feasible points may be included in a path). The method (driven by full Navier–Stokes computations) was applied to the problem of multiobjective optimization of aerodynamic shapes subject to various geometrical and aerodynamic constraints. The results demonstrated that the method retains high robustness of conventional GAs while keeping CFD computational volume to an acceptable level, which allowed the algorithm to be used in a demanding engineering environment. Copyright © 2004 John Wiley & Sons, Ltd.