Fitting the control parameters of a genetic algorithm: An application to technical trading systems design

This paper studies the problem of how changes in the design of the genetic algorithm (GA) have an effect on the results obtained in real-life applications. In this study, focused on the application of a GA to the tuning of technical trading rules in the context of financial markets, our tentative thesis is that the GA is robust with respect to design changes. The optimization of technical trading systems is a suitable area for the application of the GA metaheuristic, as the complexity of the problem grows exponentially as new technical rules are added to the system and as the answer time is crucial when applying the system to real-time data. Up to now, most of GAs applications to this subject obviated the question of possible “design dependence” in their results. The data we report, based on our experiments, do not allow us to refute the hypothesis of robustness of the GA to design implementation, when applying to technical trading systems tuning.     

环上半线性椭圆型方程正解的存在性和唯一性

本文讨论了半线性椭圆方程△u+f(u)=0在三种边界条件下正解的存在性和唯一性,给出了正解存在和唯一的一些条件.     

Sharp condition of global existence for second-order derivative nonlinear Schrödinger equations in two space dimensions

This paper discusses a class of second-order derivative nonlinear Schrödinger equations which are used to describe the upper-hybrid oscillation propagation. By establishing a variational problem, applying the potential well argument and the concavity method, we prove that there exists a sharp condition for global existence and blow-up of the solutions to the nonlinear Schrödinger equation. In addition, we also answer the question: how small are the initial data, the global solutions exist?     

Revisiting Gouy phase

The aim of this paper is to highlight the added value of the generalized Gouy phase shift introduced by Siegman. Although suited for optical systems study, including those more complex than free space, we note that it did not meet the use that it deserves so far. The analysis of the whole of the ideas and analytical approaches associated to the important concept of the Gouy phase proves its effectiveness.

Usually, the resonance condition is systematically built on the basis of the equivalent empty cavity. Unfortunately, this approach does not cover some of the useful parameters of the real resonator. By means of the generalized Gouy phase and the self-consistent complex parameter q, we derive here a new approach for the calculation of the resonance condition for the real cavity. Moreover, the use of the generalized Gouy phase clearly simplifies the study of resonators, while making it possible to avoid the use of the Huygens’ Fresnel integral.     

Sufficient optimality conditions and duality in vector optimization with invex-convexlike functions

We prove the Kuhn-Tucker sufficient optimality condition, the Wolfe duality, and a modified Mond-Weir duality for vector optimization problems involving various types of invex-convexlike functions. The class of such functins contains many known generalized convex functions. As applications, we demonstrate that, under invex-convexlikeness assumptions, the Pontryagin maximum principle is a sufficient optimality condition for cooperative differential games. The Wolfe duality is established for these games.The author is indebted to the referees and Professor W. Stadler for valuable remarks and comments, which have been used to revise considerably the paper.     

Probabilistic Analysis of Condition Numbers for Linear Programming

In this paper, we provide bounds for the expected value of the log of the condition number C(A) of a linear feasibility problem given by a n × m matrix A (Ref. 1). We show that this expected value is O(min{n, m log n}) if n > m and is O(log n) otherwise. A similar bound applies for the log of the condition number C _R(A) introduced by Renegar (Ref. 2).     

信号、噪声通过线性工作系统设备过程中信噪比的变化

本文就信号、噪声通过线性工作系统设备过程中信噪比变化的问题，提出一个简单和实用的模型，建立相应的计算公式，并在视频领域和音频领域对公式展开讨论，进一步阐述公式的实用性，可作为工作系统的设计和调整的参考，以祈获得更好的社会效益和经济效益．     

常系数线性中立型微分方程周期解存在唯一的充要条件

本文利用Fourier级数讨论具有常系数的任意阶中立型泛函微分方程的周期解，除一种特殊情况外，我们得到了用有限代数方程组描述的周期解存在唯一性的充要条件，对这种特例，我们也得到了若干实用结果．     

广义复合隐迭代格式逼近非扩张映像公共不动点

提出并使用如下广义复合隐迭代格式逼近非扩张映像族{Ti}Ni=1公共不动点:{xn=αnxn-1 (1-αn)Tnyn,yn=rnxn snxn-1 tnTnxn wnTnxn-1,rn sn tn wn=1,{αn},{rn},{sn},{tn},{wn}∈[0,1],这里Tn=TnmodN.该文提出的广义复合隐迭代格式包含了目前多种迭代格式,因此,所得强弱收敛定理推广及发展了Mann,Ishikawa,XuandOri,等许多作者的结果.