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基于区间规划的方法,研究了带固定交易费用下的模糊投资组合模型.在模型中引进正态隶属函数;考虑投资组合风险偏好时,修改了一般投资组合中风险偏好方法定义方法,使其更符合区间规划;在考虑未来回报率时,考虑了符合实际情况的因素--涨跌停板;引进新的流动性的定义方法,改正了以往用换手率带来的缺陷. 相似文献
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在过去的十多年中,对随机共振现象的研究,无论在理论上还是在实验上都引起了人们极大的兴趣和关注[1].随机共振现象可解释为在非线性系统中一个很小的周期性信号在噪声的协助下被放大,并在双稳环流激光、半导体装置、化学反应等不同系统中被观测到. 相似文献
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高校是培养高级专门人才的主阵地,有责任和义务培养大量的实践型人才来满足社会需求。因此,高校必须转变教育理念,充分认识到实践型人才培养的重要性,开拓各种有效途径培养大学生的实践能力。 相似文献
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Stochastic properties of tumor growth with coupling between non-Gaussian and Gaussian noise terms
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Dynamical behavior of tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect. 相似文献
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The phenomenon of entropic stochastic resonance (ESR) in a two-dimensional confined system driven by a transverse periodic force is investigated when the colored fluctuation is included in the system. Applying the method of unified colored noise approximation, the approximate Fokker-Planck equation can be derived in the absence of the periodic force. Through the escaping rate of the Brownian particle from one well to the other, the power spectral amplification can be obtained. It is found that increasing the values of the noise correlation time and the signal frequency can suppress the ESR of the system. 相似文献
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当双稳光学系统中包含有一个微弱的周期性信号,且系统中乘性噪声是色噪声,加性噪声是白噪声,而且两种噪声之间的耦合为色噪声并具有不同的噪声相关时间τ1和τ2时,我们研究了两种不同种类的色噪声对随机共振的影响. 相似文献
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