Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.     

The categoricity of the group of all computable automorphisms of the rational numbers

We prove that there is a first-order sentence ϕ such that the group of all computable automorphisms of the ordering of the rational numbers is its only model among the groups that are embeddable in the group of all computable permutations. Supported by a Scheme 2 grant from the London Mathematical Society. __________ Translated from Algebra i Logika, Vol. 46, No. 5, pp. 649–662, September–October, 2007.     

Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.     

Simultaneous approximation for the Bézier variant of Baskakov-Beta operators

In the present paper, we study the rate of convergence in simultaneous approximation for the Bézier variant of the Baskakov-Beta operators by using the decomposition technique of functions of bounded variation.     

Nanophotonics and nanometrology with planar X-ray waveguide-resonator

The mechanism of X-ray waveguide-resonance propagation or the radiation superstream model, which can become the ground of X-ray nanophotonics, is discussed briefly. Some attention is devoted to features consideration of the simplest devices characterized by the waveguide-resonance transportation of X-ray beams. The experimental data showing the user possibilities of a simplest waveguide-resonators application for diffractometry are presented. We discuss the main reasons to improve the metrological characteristics for total reflection X-ray fluorescence (TXRF) analytical method in case when the target exciting beam is formed by a waveguide-resonator. Some problems appearing during the waveguide-resonator application are formulated.     

政治学视野中的依法治国与权力制约

近年来“依法治国”的口号响遍神州大地，这在某种程度上反映出中国对法治的重视和需求。然而，口号并不等于实际，法治口号与法治实践之间尚存较大差距，尽管法治口号震天响．公共权力腐败问题仍十分严重，如何防止滥用公共权力和遏制权力腐败，成为当代民主与法治的重大课题，因此要着重从权力制约的价值基础，权力制约在依法治国中的意义及完善我国法治的权力制约机制三方面进行探讨。     

On Basic Constraint Qualifications for Infinite System of Convex Inequalities in Banach Spaces

The BCQ and the Abadie CQ for infinite systems of convex inequalities in Banach spaces are characterized in terms of the upper semi-continuity of the convex cones generated by the subdifferentials of active convex functions. Some relationships with other constraint qualifications such as the CPLV and the Slate condition are also studied. Applications in best approximation theory are provided.     

移民村落的权力博弈与移民的适应——以广东三峡移民村落白村为例

通过对一个安置在广东的三峡移民村落白村首任村长上任、下台的调查与分析,探究了移民村落的乡村权力“博弈”过程,以及这种乡村权力与移民适应的关系,指出帮助移民获得适当的社会资本是帮助移民更好地适应的策略之一。     

二十八天水泥抗压强度动态模型及参数对预测的影响

本文用时间序列分析方法分析水泥生产过程,笔者假设水泥生产过程为一个平稳的随机过程,它的二十八天抗压强度为具有控制项的自回归模型。用30组数据建立了28天水泥抗压强度动态模型,并做了跟踪,分析了七天抗压强度、细度、SO_3等与二十八天抗压强度的关系。最后,把生产中实际值和预测值进行了比较。