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。     

期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

基于DS/AHP的供应商选择方法

供应商选择方法有很多种，在众多的方法中层次分析法以能够将定性指标定量化而被广泛应用于供应商选择决策中。考虑到供应商选择问题中包含有很多的不确定性而证据理论在处理不确定问题又有着独特的优点，因此本文采用了一种由层次分析法和证据理论结合而产生的DS／AHP决策方法，并将其应用于供应商选择决策问题中，该方法综合了层次分析法和证据理论的优点，可以更科学的进行供应商选择决策，最后通过一个例子说明这种方法在供应商选择中的应用。     

估计死亡率分布的一个最大熵模型

本文提出了一种估计死亡率分布的新模型一最大熵模型。该模型直接从样本信息出发，不需要对待估分布的概率密度函数或先验分布作任何假定，从而克服了极大似然估计和贝叶斯估计的不足。而且通过两个例子的计算结果，表明该方法与样本数据的拟合效果要好于其它两种方法。     

滤波器对偏振模色散的补偿

根据耦合非线性薛定谔方程 ,本文研究了偏振模色散如何影响各种码型的频谱 ,分析了滑频滤波器和固定滤波器对偏振模色散的补偿作用。研究结果表明 :偏振模色散对不同码型的频谱影响是不一样的 ,对色散管理孤子的频谱影响最大 ,产生新的频率分量也最多 ,而且每个新频率分量都较强 ,比入射频谱展宽许多 ;滑频滤波器和固定滤波器对偏振模色散都具有补偿作用 ,使最大可传输距离成倍增加 ,两种滤波器对偏振模色散的补偿作用相差较小 ;但是对色散管理孤子系统中的偏振模色散补偿效果最佳。     

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.     

Poincaré-Hopf inequalities

In this article the main theorem establishes the necessity and sufficiency of the Poincaré-Hopf inequalities in order for the Morse inequalities to hold. The convex hull of the collection of all Betti number vectors which satisfy the Morse inequalities for a pre-assigned index data determines a Morse polytope defined on the nonnegative orthant. Using results from network flow theory, a scheme is provided for constructing all possible Betti number vectors which satisfy the Morse inequalities for a pre-assigned index data. Geometrical properties of this polytope are described.

     

Critical Point Theorems and Applications to Differential Equations

This paper contains a generalization of the well-known Palais-Smale and Cerami compactness conditions. The compactness condition introduced is used to prove some general existence theorems for critical points. Some applications are given to differential equations.     

新核素278113的基态特性及其α衰变链的研究

用形变的相对论平均场模型,Skyrme-Hartree-Fock模型及宏观-微观模型研究了新核素²⁷⁸113及其α衰变链的α衰变能和半衰期.计算的α衰变能同实验数据比较符合,相应的半衰期也在合理的范围内.计算进一步表明形变对超重核的基态性质有重要影响.     

Ergodic isospectral theory of the Lax pairs of Euler equations with harmonic analysis flavor

Isospectral theory of the Lax pairs of both 3D and 2D Euler equations of inviscid fluids is developed. Eigenfunctions are represented through an ergodic integral. The Koopman group and mean ergodic theorem are utilized. Further harmonic analysis results on the ergodic integral are introduced. The ergodic integral is a limit of the oscillatory integral of the first kind.