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大类资产配置策略为资金相对庞大的机构投资者提供了一个有效获取稳健收益的手段,通过因子收益分布及相关性的预测能更好地进行大类资产配置.将大类资产因子配置的思想与机器学习算法预测有机结合,首先筛选宏观因子及风格因子,利用长短记忆神经网络(LSTM)方法预测组合收益,得到最优因子组合;然后结合最优因子组合中蕴含的信息,修正对资产预期收益率的估计并提出了大类资产的权重配置方案.通过在全球18种大类资产上进行的算例分析表明,采用本文模型得到的配置策略相较于其它模型有更高的收益风险比、较低的年化波动以及较小的最大回撤.研究结论可为机构投资者的大类资产配置提供理论借鉴. 相似文献
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针对随机需求下的成品油二次配送库存-路径优化问题,考虑各个加油站的存储容量限制,油罐车满隔舱装卸要求和一对多服务等特点,通过设置各个加油站的实际配送量为油罐车隔舱容量的整数倍,以总配送成本和期望损失之和最小化为目标,建立两阶段随机整数规划模型,并设计了多割L-shaped算法.进一步,基于多割L-shaped算法设计了求解大规模问题的两阶段方法,并引入两种改进策略加快多割L-shaped算法的收敛速度.最后利用不同规模的算例进行模拟计算,分别验证了改进多割L-shaped算法高效性和两阶段方法的快速有效性.相比其它算法,两阶段方法在求解大规模问题时的平均运行时间降低了31.34%,平均成本的Gap值不超过2.63%.文章的研究结果为制定成品油二次配送计划提供了决策依据和算法支持. 相似文献
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建立了火焰原子吸收光谱法测定高铼酸、高铼酸铵、铼粉中痕量钠的方法,对样品的预处理和测定钠的条件进行了研究。结果表明:水溶解法、硝酸溶解法或硝酸-硫酸溶解法溶解样品完全,测得钠的结果吻合;于选定条件下,钠的测定浓度在0.020 0~0.500 0μg/mL范围内线性良好;测定高铼酸、高铼酸铵和铼粉样品中0.27~0.47mg/L、0.000047%~0.00048%和0.000040%~0.00049%的钠含量,检出限、相对标准偏差(RSD,n=7)、加标回收率分别为高铼酸3×10-4μg/mL、6%~10%、98%~102%,高铼酸铵3×10-4μg/mL、8%~9%、96%~102%和铼粉3×10-4μg/mL、5%~9%、96%~103%。方法结果准确、分析快速、操作简便,应用于实际的样品分析,结果满意。 相似文献
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Multiferroic properties in a polycrystalline terbium orthoferrite are investigated. Different thermomagnetic behaviors are observed in different magnetic fields, which is attributed to the suppression of the low temperature magnetic phase by an external magnetic field. Further studies reveal that the ferroelectricity originates from the spin configuration below3.5 K. In addition, the magnetic field control of electric polarization and dielectric constant is observed, which suggests a magnetoelectric effect in TbFeO3. The origin of ferroelectricity in this rare-earth orthoferrite is discussed. 相似文献
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Double perovskite manganite Y2MnCrO6 ceramic Novel multiferroic properties are displayed with respect is synthesized and its multiferroic properties are investigated. to other multiferroics, such as high ferroelectric phase transi- tion temperature, and the coexistence of ferrimagnetism and ferroelectricity. Moreover, the ferroelectric polarization of Y2MnCrO6 below the magnetic phase temperature can be effectively tuned by an external magnetic field, showing a re- markable magnetoelectric effect. These results open an effective avenue to explore magnetic multiferroics with spontaneous magnetization and ferroelectricity, as well as a high ferroelectric transition temperature. 相似文献
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Modulation of magnetic properties and enhanced magnetoelectric effects in MnW_(1-x)Mo_xO_4 compounds 下载免费PDF全文
In this letter, we investigate the magnetic and ferroelectric properties of polycrystalline MnW1-xMoxO4 (x = 0, 0.05, 0.10, 0.20) compounds. The substitution of nonmagnetic Mo6+ ions for W6+ ions modifies the magnetic transition tem- peratures of MnW1-xMoxO4 by changing the Mn-O-Mn bond. As a result, distinct ferroelectric properties and enhanced magnetoelectric effects are observed in Mo6+-doped MnWO4 compounds. The effects of substitution of Mo6+ ions on magnetic properties and magnetoelectric coupling are discussed. 相似文献