简介:Assetallocationisanimportantissueinfinance,andbothriskandreturnareitsfundamentalingredients.Ratherthanthereturn,themeasureoftheriskiscomplicatedandofcontroversy.Inthispaper,weproposeanappropriateriskmeasurewhichispreciselyaconvexcombinationofmeansemi-deviationandconditionalvalue-at-risk.Basedonthisriskmeasure,investorscantrade-offflexiblybetweenthevolatilityandthelosstotackletheincurringriskbychoosingdifferentconvexcoefficients.Asthepresentedriskmeasurecontainsnonsmoothterm,theassetallocationmodelbasedonitisnonsmooth.Toemploytraditionalgradientalgorithms,wedevelopauniformsmoothapproximationoftheplusfunctionandconvertthemodelintoasmoothone.Finally,anillustrativeempiricalstudyisgiven.Theresultsindicatethatinvestorscancontrolriskefficientlybyadjustingtheconvexcoefficientandtheconfidencelevelsimultaneouslyaccordingtotheirperceptions.Moreover,theeffectivenessofthesmoothingfunctionproposedinthepaperisverified.
简介:Thearticleisaboutsolvingthelastmiledeliveryprobleminruraltownorvillage.Wewanttotestthedrone’spotentialinparceldelivery.Theobjectivesare1)tointroducetheclusterandtruck-droneintandemdeliverymethod,2)tocomparethenewmethodwiththetraditionalTSPmethodinaspectoftruckrunningdistance,energyusingandtimeoccupation.Theparceldeliverydemandissparse,soitisnotdenseenoughforatrucktocarryondelivery.Wetrytoidentifythebestrouteforthedronetodeliverthegoods.Weusek-meanmethodtocarryonclustering,thenweuseenumerationmethodtofulfillthecentroidsdelivery,whichcomesfromthedepot.Wedesignamodelandcalculatetheenergy,timeanddistancesavingbetweendroneusingmethod(DTSP)andtraditionalTSPmethod.Thedroneattendeddeliverysavestruckdeliverydistance,energyconsumptionandtime.ThetruckrunningdistanceofDTSPmethodsaves91.87%,thetruckrunningdistanceisshortenedfrom189.69kmto15.4252km.TheDTSPmethodsaves90.45%ofenergy.TheDTSPmethodbringsa29.75%cutoffintimeaspectwhentherearetwodroneinrunning.TheresearchintroducestheclusterandTSPcombinationmethod,whichisagoodwaytocarryonlastmiledelivery.Theresultshowsabrightfuturefordronetoattendparceldelivery.Thee-commercecorporationcanapplythismethodinpractice.
简介:ThispaperanalyzesthequeuingproblemthatwasexperiencedduringtheShanghaiWorldExpoof2010.Thequeuingproblemwillbediscussedatthreelevels.Thethreelevelsincludethephysical,psychological,andsocialaspectsofthequeuingproblem.Thecollectivebehaviorofvisitorsisstudiedthroughanalyzingtheinformationfromthedifferentsources,suchas,thenetworkofelectroniceyes,theevaluationplatformbasedonmobilephonesystemandtheInternet.Ahybridinformationnetworktechnologyisimplemented.BasedontheWuli-Shili-Renli(WSR)systemmethodology,anewtheoreticalanalysisframeworkforthequeuingproblemisproposed.
简介:Aparallelalgorithmforsolvingblock-diagonalstructuredlargelinearsystemispresented.Thisalgorithmisbasedonthe"gradient-simplex"method.Itpartitionsalargelinearsystemintoseveralsmalllinearsubsystemssothattheycanbesolvedinparallel.Thealgorithmhasthemeritofhighspeedandissuitableforthelargelinearsystemswithlesscouplingconstrains.Theefficiencyandapplicabilityofthemethodisalsoanalyzed.
简介:perspective-three-point(P3P)的一个完全的答案分类问题被使用Gr给?bner基础方法。P3P问题推出的多项式系统的解决方案空格的结构能被计算全面Gr获得?bner系统。与概括判别式的性质结合定序,作者给明确的条件决定P3P问题的不同真实积极答案的数字。几个例子被提供说明建议条件的有效性。
简介:ThispaperaddressestheintegratedEarthobservationsatelliteschedulingproblem.Itisacomplicatedproblembecauseobservinganddownloadingoperationsarebothinvolved.Weuseanacyclicdirectedgraphmodeltodescribetheobservinganddownloadingintegratedschedulingproblem.Basedonthemodelwhichconsideringenergyconstraintsandstoragecapacityconstraints,wedevelopanefficientsolvingmethodusinganovelquantumgeneticalgorithm.Wedesignanewencodinganddecodingschemethatcangeneratefeasiblesolutionandincreasethediversityofthepopulation.TheresultsofthesimulationexperimentsshowthattheproposedmethodsolvestheintegratedEarthobservationsatelliteschedulingproblemwithgoodperformanceandoutperformsthegeneticalgorithmandgreedyalgorithmonallinstances.
简介:Forill-posedbilevelprogrammingproblem,theoptimisticsolutionisalwaysthebestdecisionfortheupperlevelbutitisnotalwaysthebestchoiceforbothlevelsiftheauthorsconsiderthemodel'ssatisfactorydegreeinapplication.Toacquireamoresatisfyingsolutionthantheoptimisticonetorealizethetwolevels'mostprofits,thispaperconsidersbothlevels'satisfactorydegreeandconstructsaminimizationproblemofthetwoobjectivefunctionsbyweightedsummation.Then,usingthedualitygapofthelowerlevelasthepenaltyfunction,theauthorstransferthesetwolevelsproblemtoasingleoneandproposeacorrespondingalgorithm.Finally,theauthorsgiveanexampletoshowamoresatisfyingsolutionthantheoptimisticsolutioncanbeachievedbythisalgorithm.