基于贝叶斯极值估计的商业银行内部欺诈风险度量研究

内部欺诈风险是我国商业银行面临的一个重大风险来源。本文针对内部欺诈具有的低频率高损失的特点,采用不同分布分段刻画其损失统计分布规律,对于低于和高于门限值的样本点,采用Box-Cox变换和全Paretian分布模型进行分析,然后采用贝叶斯估计对全Paretian分布模型的参数进行估计,接着在此基础上对建立了一个内部欺诈风险度量模型,然后使用所构建的风险度量模型对操作风险在险风险值、经济资本和最大可能损失进行了测算,最后提出了防范操作风险的政策建议。     

Well-Posedness in Critical Spaces for the Full Compressible Mhd Equations

In this paper we prove local well-posedness in critical Besov spaces for the full compressible MHD equations in ?N, N≥ 2${?}^N,\hspace{0.17em}N\ge \hspace{0.17em}2$ under the assumptions that the initial density is bounded away from zero. The proof relies on uniform estimates for a mixed hyperbolic/parabolic linear system with a convection term.     

Superconvergence of a full‐discrete combined mixed finite element and discontinuous Galerkin method for a compressible miscible displacement problem

An efficient time‐stepping procedure is investigated for a two‐dimensional compressible miscible displacement problem in porous media in which the mixed finite element method with Raviart‐Thomas space is applied to the flow equation, and the transport one is solved by the symmetric interior penalty discontinuous Galerkin approximation on Cartesian meshes. Based on the projection interpolations and the induction hypotheses, a superconvergence error estimate is obtained. During the analysis, an extension of the Darcy velocity along the Gauss line is also used in the evaluation of the coefficients in the Galerkin procedure for the concentration. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Travel Time Tomography

We survey some results on travel time tomography. The question is whether we can determine the anisotropic index of refraction of a medium by measuring the travel times of waves going through the medium. This can be recast as geometry problems, the boundary rigidity problem and the lens rigidity problem. The boundary rigidity problem is whether we can determine a Riemannian metric of a compact Riemannian manifold with boundary by measuring the distance function between boundary points. The lens rigidity problem problem is to determine a Riemannian metric of a Riemannian manifold with boundary by measuring for every point and direction of entrance of a geodesic the point of exit and direction of exit and its length. The linearization of these two problems is tensor tomography. The question is whether one can determine a symmetric two-tensor from its integrals along geodesics. We emphasize recent results on boundary and lens rigidity and in tensor tomography in the partial data case, with further applications.     

Prospective elementary teachers’ claiming in responses to false generalizations

When faced with a false generalization and a counterexample, what types of claims do prospective K-8 teachers make, and what factors influence the type and prudence of their claims relative to the data, observations, and arguments reported? This article addresses that question. Responses to refutation tasks and cognitive interviews were used to explore claiming. It was found that prospective K-8 teachers’ claiming can be influenced by knowledge of argumentation; knowledge and use of the mathematical practice of exception barring; perceptions of the task; use of natural language; knowledge of, use of, and skill with the mathematics register; and abilities to technically handle data or conceptual insights. A distinction between technical handlings for developing claims and technical handlings for supporting claims was made. It was found that prudent claims can arise from arguer-developed representations that afford conceptual insights, even when searching for support for a different claim.     

矩阵的满秩正交分解

旨在给出矩阵一种新分解(满秩正交分解).分解简单易求,且与矩阵的奇异值分解有类似的性质和应用.     

Interactions of delta shock waves for the relativistic Chaplygin Euler equations with split delta functions

In this article, we are concerned with the interactions of delta shock waves with contact discontinuities for the relativistic Euler equations for Chaplygin gas by using split delta functions method. The solutions are obtained constructively and globally when the initial data consists of three piecewise constant states. The global structure and large time‐asymptotic behaviors of the solutions are analyzed case by case. During the process of the interaction, the strengths of delta shock waves are computed completely. Moreover, it can be found that the Riemann solutions are stable for such small perturbations with special initial data by letting perturbed parameter ε tends to zero. Copyright © 2014 John Wiley & Sons, Ltd.     

求解非线性规划问题的光滑路径跟踪方法

通过对非线性规划问题的K-T点的光滑路径跟踪方法研究，得出一种针对于既有不等式约束条件又有等式约束条件的优化问题光滑路径跟踪方法，证明了光滑跟踪路径的存在性。     

一种基于集成学习的试题多知识点标注方法

个性化试题推荐、试题难度预测、学习者建模等教育数据挖掘任务需要使用到学生作答数据资源及试题知识点标注,现阶段的试题数据都是由人工标注知识点。因此,利用机器学习方法自动标注试题知识点是一项迫切的需求。针对海量试题资源情况下的试题知识点自动标注问题,本文提出了一种基于集成学习的试题多知识点标注方法。首先,形式化定义了试题知识点标注问题,并借助教材目录和领域知识构建知识点的知识图谱作为类别标签。其次,采用基于集成学习的方法训练多个支持向量机作为基分类器,筛选出表现优异的基分类器进行集成,构建出试题多知识点标注模型。最后,以某在线教育平台数据库中的高中数学试题为实验数据集,应用所提方法预测试题考察的知识点,取得了较好的效果。     

自然场景文本区域定位

自然场景文本区域定位是场景图像内容分析的重要步骤,文本区域定位能够为后续的文本识别提供便利.从场景文本特性出发,提出了一种基于最大极值稳定区域(maximally stable extremal regions,MSER)、颜色聚类和视觉显著性的鲁棒性文本定位方法.为了尽可能多地提取出潜在的文本区域,分别在灰度图像和彩色图像上采用最大极值稳定区域和颜色聚类来进行连通域的分析.对于得到的候选连通域,利用自然场景文本的显著性特征和少量的先验信息来滤除其中的非文本区域.将保留的文本区域用数学形态学水平膨胀的方法连成文本行输出.显著性评估的引入使得该方法能够减少大量参数的设定.标准数据集上的实验结果表明,在没有额外的训练数据和少量先验信息的情况下,该方法可以获得较好的正确率和召回率.