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500 个结果
  • 简介:在这份报纸,一个统一方法为重申的对数(LIL)和功能的LIL(FLIL)的法律基于更新过程(RP)的强壮的近似(SA)被开发,它确定在在数字、功能的形式的RP的吝啬的价值附近的增加的可变性的asymptotic率的大小分别地。为GI/G/1队列,方法为四个性能函数为LIL和FLIL限制提供完全的分析:队列长度,工作量,忙时间和闲散时间处理,盖住交通紧张划分的三政体。

  • 标签: 队列长度 迭代函数 逼近法 重对数律 更新过程 速度变化
  • 简介:Chainreactionbankruptcyisregardedascommonphenomenonanditseffectistobetakenintoaccountwhencreditriskportfolioisanalyzed.Butconsiderationandmodelingofitseffectleavemuchroomforimprovement.Thatismainlybecausemethodforgraspingrelationsamongcompanieswithlimiteddataisunderdeveloped.Inthisarticle,chancediscoverymethodisappliedtoestimateindustrialrelationsthataretoincludecompanies'relationsthattransmitchainreactionofbankruptcy.TimeordermethodanddirectedKeyGrapharenewlyintroducedtodistinguishandexpressthetimeorderamongdefaultsthatisessentialinformationfortheanalysisofchainreactionbankruptcy.ThestepsforthedataanalysisareintroducedandresultofexampleanalysiswithdefaultdatainKyushu,Japan,2005ispresented.Thestructureestimatedbythenewmethodiscomparedwiththestructureofactualaccountreceivableholdersofbankruptedcompaniesforevaluation.

  • 标签: 信用风险 机遇发现 连锁反应 破产
  • 简介:ANEFFICINTIMPLEMENTATIONOFMERRILL'SMETHODYANGBing(DepartmentofManagementEngineeringHarbinEngineeringUniversityHarbin150001)Ab...

  • 标签: Piecewise-linear HOMOTOPY ALGORITHMS QUADRATIC PROGRAMMING PENALTY
  • 简介:2005年,国际纯粹与应用化学联合会(Inter—nationalUnionofPureandAppliedChemistry,IUPAC)与国际纯粹与应用物理联合会(Internation—alUnionofPureandAppliedPhysics,IUPAP)抽调专家成立了联合工作小组(jointworkingparty,JWP),并授权由其确定发现原子数大于111的新元素的声明优先权。

  • 标签: 新元素 中文命名 PURE 应用化学 应用物理 联合工作
  • 简介:当处理回归分析时,heteroscedasticity是作者不得不面对的一个问题。特别如果很少信息都不能预先被得到,heteroscedasticity的察觉以及统计模型的评价能是甚至更困难的。到这个目的,这份报纸建议能有效地估计heteroscedastic功能的一个quantile差别方法(QDM)。这个方法,从吝啬的回归的评价是完全自由的工作,简单、柔韧、容易实现。而且,没有任何限制,QDM方法在错误术语启用heteroscedasticity的察觉,因而是广泛地适用。值得提及的,基于建议途径评估者是那两个都,吝啬的回归功能和heteroscedastic功能能被获得。最后,作者进行一些模拟检验建议方法的表演并且使用一个真实数据做一幅插图。

  • 标签: 估计方法 异方差 分位数 检测 统计模型 方差函数
  • 简介:Thispaperproposesaprojectionprogrammingmethodofcombinationweighting.Themethodcombinessubjectiveweightsandobjectiveweights,andderivestheweightsofattributesbysolvingaprojection-programmingmodel.Themethodissimple,practicalandeasytoimplementoncomputer.Anumericalexampleisalsogiven.

  • 标签: 混合加权 决策学 程序设计 多特征判定
  • 简介:Thesystemwhichconsistsofareliablemachine,anunreliablemachineandastoragebufferwithinfinitemanyworkpieceshasbeenstudied.Theexistenceofauniquepositivetime-dependentsolutionofthemodelcorrespondingtothesystemhasbeenobtainedbyusingC0-semigrouptheoryoflinearoperatorsinfunctionalanalysis.

  • 标签: STEADY-STATE SOLUTION TIME-DEPENDENT SOLUTION C0-SEMIGROUP DISPERSIVE
  • 简介:Portfoliomanagementisatypicaldecisionmakingproblemunderincomplete,sometimesunknown,information.Thispaperconsiderstheportfolioselectionproblemsunderageneralsettingofuncertainstateswithoutprobability.Theinvestor'spreferenceisbasedonhisoptimumdegreeaboutthenature,andhisattitudecanbedescribedbyanOrderedWeightedAveragingAggregationfunction.WeconstructtheOWAportfolioselectionmodel,whichisanonlinearprogrammingproblem.Theproblemcanbeequivalentlytransformedintoamixedintegerlinearprogramming.Anumericalexampleisgivenandthesolutionsimplythattheinvestor'sstrategiesdependnotonlyonhisoptimumdegreebutalsoonhispreferenceweightvector.Thegeneralgame-theoreticalportfolioselectionmethod,max-minmethodandcompetitiveratiomethodareallthespecialsettingsofthismodel.

  • 标签: 指数加权平均集结法 非线性规划 整数线性规划 证券管理
  • 简介:Assetallocationisanimportantissueinfinance,andbothriskandreturnareitsfundamentalingredients.Ratherthanthereturn,themeasureoftheriskiscomplicatedandofcontroversy.Inthispaper,weproposeanappropriateriskmeasurewhichispreciselyaconvexcombinationofmeansemi-deviationandconditionalvalue-at-risk.Basedonthisriskmeasure,investorscantrade-offflexiblybetweenthevolatilityandthelosstotackletheincurringriskbychoosingdifferentconvexcoefficients.Asthepresentedriskmeasurecontainsnonsmoothterm,theassetallocationmodelbasedonitisnonsmooth.Toemploytraditionalgradientalgorithms,wedevelopauniformsmoothapproximationoftheplusfunctionandconvertthemodelintoasmoothone.Finally,anillustrativeempiricalstudyisgiven.Theresultsindicatethatinvestorscancontrolriskefficientlybyadjustingtheconvexcoefficientandtheconfidencelevelsimultaneouslyaccordingtotheirperceptions.Moreover,theeffectivenessofthesmoothingfunctionproposedinthepaperisverified.

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  • 简介:现代术语学的创始人欧根·维斯特(EugenWaster)的《普通术语学和术语词典编纂学导论》(EinfǔrungindieallgemeineTerminologieundterminologischeLexikographie)的德文版第三版(1991年在波恩出版)①,讨论了术语学的主题与分类的问题。笔者根据该书中“3.5,3.6,3.7”的内容,写成了这篇读书札记。

  • 标签: 分类 allgemeine 术语学 词典编纂 创始人 DIE
  • 简介:本文重点探讨了从信息活动的性质和方式的角度对系统所作的分类问题,文章依据信息活动的等级把系统分为9类;依据信息演化方式把系统分为4类;依据系统选择信息模式的概率特征对随机性系统和决定性系统,以及二者间的关系进行了分析,并相应给出了系统内在随机性和决定性、绝对随机性和决定性的信息量判据.文章还在对某些关于系统分类的差异观点的比较性研究的基础上,依据现代科学的相关成果,提出了关于开放系统分类的一些独到见解.

  • 标签: 内在随机性 比较性研究 概率特征 现代科学 信息活动 谢多夫
  • 简介:Inthispaper,atrustregionmethodforequalityconstrainedoptlmizationbasedonnondiferentiableexactpenaltyisproposed.Inthisalgorithin,thetrailstepischaracterizedbycomputationofitsnormalcomponentbeingseparatedfromcomputationofitstangentialcomponent,i.e.,onlythetangentialcomponentofthetrailstepisconstrainedbytrustradiuswhilethenormalcomponentandtrailstepitselfhavenoconstraints.Theothermaincharacteristicofthealgorithmisthedecisionoftrustregionradius.Here,thedecisionoftrustregionradiususestheinformationofthegradientofobjectivefunctionandreducedHessian.However,Maratoseffectwilloccurwhenweusethenondifferentiableexactpenaltyfunctionasthemeritfunction.Inordertoobtainthesuperlinearconvergenceofthealgorithm,weusethetwiceordercorrectiontechnique.Becauseofthespecialityoftheadaptivetrustregionmethod,weusetwiceordercorrectionwhenp=0(thedefinitionisasinSection2)andthisisdifferentfromthetraditionaltrustregionmethodsforequalityconstrainedopthnization.Sothecomputationofthealgorithminthispaperisreduced.Whatismore,wecanprovethatthealgorithmisgloballyandsuperlinearlyconvergent.

  • 标签: 等式约束最优化 适应性 信赖域方法 整体收敛 超线性收敛 罚函数
  • 简介:Calculatingandmeasuringcreditriskisthekeytechniqueofcommercialbankmanagement.InternationalrelativeachievementsmainlyincludeZandZETAmodelofAltman,Standard&poolexternalratingsystem,Moodyexternalratingsystem,KMVmodel,CreditMetricsmodel,CreditRiskmodel,McKinseymodelandsoon.Chineserelativeachievementsmainlyincludes:creditscoremethod,comprehensiveestimatingmethod,discriminativeanalysismethod,artificialneuralnetworkmethodetc.Thispaperanalyzestherelativeresearchachievementsofcreditriskmeasurementandthefutureresearchtrend.

  • 标签: 商业银行 信用风险 风险管理 管理策略