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1.
2.
本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel
Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用. 相似文献
3.
This paper proposes a model for the parametric representation of linguistic hedges in Zadeh’s fuzzy logic. In this model each linguistic truth-value, which is generated from a primary term of the linguistic truth variable, is identified by a real number r depending on the primary term. It is shown that the model yields a method of efficiently computing linguistic truth expressions accompanied with a rich algebraic structure of the linguistic truth domain, namely De Morgan algebra. Also, a fuzzy logic based on the parametric representation of linguistic truth-values is introduced. 相似文献
4.
Kj?rand Iversen Per Nilsson 《International Journal of Computers for Mathematical Learning》2007,12(2):113-133
This paper focuses on the different ways in which students in lower secondary school (14–16 year olds) experience compound
random events, presented to them in the form of combined junctions. A carefully designed ICT environment was developed enabling
the students to interact with different representations of such structures. Data for the analysis was gathered from two interview
sessions. The analysis of the interaction is based on constructivist principles on learning; i.e. we adopted a student-oriented
perspective, taking into consideration the different ways students try to make sense of chance encounters.
Our results show how some students give priority to geometrical and physical concerns, and we discuss how seeking causal explanations
of random phenomena may have encouraged this. With respect to numerically oriented models a division strategy appears to stand
out as the preferred one. 相似文献
5.
本文用凸函数的方法研究了概率测度的矩母函数和由C.J.Stone提出的拟对称性,并刻画了Martin边界的法向量.拟对称性在随机游动的比例极限定理中是一个重要的概念.这些结果可应用于Levy过程的研究. 相似文献
6.
一种供应链中的知识管理绩效评价方法研究 总被引:7,自引:0,他引:7
作为知识管理的重要组成部分,知识管理绩效评价旨在帮助企业找出影响绩效提高的关键因素并及时采取有效措施,提高知识管理水平。本文从创造顾客价值、知识的获取能力、知识的共享与传播能力、知识的运用水平、知识的存量水平和知识管理平台等六个方面,分析了评价供应链的知识管理绩效应考虑的主要因素,建立了供应链的知识管理绩效评价指标体系,在此基础上,提出了运用D-S证据推理方法,对供应链知识管理绩效进行评价,并给出了证据推理的算法步骤,最后通过算例分析,说明该方法的有效性、实用性。 相似文献
7.
近些年来,许多处理近似问题的方法陆续被提出,其中利用Rough集理论计算两个集合的并和交的Rough隶属函数方法是被用较多的一种方法,但毕竟该方法精度较差。为此,介绍了一种精度较高的计算两个集合的并和交的Rough隶属函数方法,它克服了前者利用Rough集理论计算Rough隶属函数的复杂性,而迎来了简单和高精度的特点。 相似文献
8.
D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):125-137
We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of
a string. We derive the general condition that the partial differential equations governing the motion of such string must
obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a
fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation
fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial
(possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate
derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation
of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation.
Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998 相似文献
9.
Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback–Leibler distance or relative entropy as a selection criterion. Yet that will raise two questions, why use this criterion and are there any other criteria. Besides, conventional approaches require a reference prior, which is usually difficult to get. Following the logic of inductive inference proposed by Caticha [Relative entropy and inductive inference, in: G. Erickson, Y. Zhai (Eds.), Bayesian Inference and Maximum Entropy Methods in Science and Engineering, AIP Conference Proceedings, vol. 707, 2004 (available from arXiv.org/abs/physics/0311093)], we show relative entropy to be a unique criterion, which requires no prior information and can be applied to different fields. We examine this criterion by considering a physical problem, simple fluids, and results are promising. 相似文献
10.
Eric Cancès Renaud Keriven François Lodier Andreas Savin 《Theoretical chemistry accounts》2004,111(2-6):373-380
Efficient formulas for computing the probabilities of finding exactly electrons in an arbitrarily chosen volume 3 for Hartree–Fock wavefunctions are presented. These formulas allow the use of shape optimization techniques, such as level set methods, for optimizing with respect to various criteria involving such probabilities. The criterion defined as the difference between the Hartree–Fock and the independent-particle model probabilities of finding electrons in stresses the quantum effects due to the Pauli principle. We have implemented a 2D level set method for optimizing this criterion in order to study spatial separation of electron pairs in linear molecules. The method is described and the illustrative example of the BH molecule is reported.Contribution to the Jacopo Tomasi Honorary Issue 相似文献