Fuzzy Views on Black-Litterman Portfolio Selection Model

In this paper, views of investor are described in fuzzy sets, and two fuzzy Black-Litterman models are constructed with fuzzy views and fuzzy random views respectively. In the models, expected returns and uncertainty matrix of views are redefined and the views are formulated by fuzzy approaches suitably. Then the models are tested with data from Chinese financial markets. Empirical results show that the fuzzy random views model performs the best, and both the fuzzy models are better than the traditional ones, demonstrating that the fuzzy approaches can contain more information in the views and measure the uncertainty more correctly.     

新生代农民工收入消费统计分析——基于郑州市817位新生代农民工调查数据

近年来,我国农民工群体正处在代际更替的阶段,新生代农民工有其独特的消费观念、消费结构和消费行为。同时,新生代农民工也面临生产生活方式和消费方式的变化,其收入提高与消费行为转变更是实现我国经济转型的重要推动力。基于此,本文选取郑州市作为样本地区,对新生代农民工的收入状况、消费观念和消费行为进行实地调查,运用Logist模型分析其收入状况、消费观念对其消费行为选择的影响。最后,从改善新生代农民工收入状况、人力资本提升和消费观念的引导等方面提出科学、合理的建议。     

Speeding Up the GVW Algorithm via a Substituting Method

Journal of Systems Science and Complexity - The GVW algorithm is an efficient signature-based algorithm for computing Gröbner bases. In this paper, the authors consider the implementation of...     

Simultaneous anti-windup synthesis for linear systems subject to actuator saturation

A synthesis method for global stability and performance of input constrained linear systems, which uses a linear outputfeedback controller and a static anti-windup compensator is investigated. Different from the traditional two-step anti-windup design procedure, the proposed method synthesizes all controller parameters simultaneously. Sufficient conditions for global stability and minimizing the induced L2 gain are formulated and solved as a linear matrix inequalities(LMIs) optimization problem, which also provides an opportunity to search for a better performance tradeoff between the linear controller and the anti-windup compensator.The well-posedness of the close-loop system is also guaranteed.Simulation results show the effectiveness of the proposed method.     

文化线路遗产旅游体验影响因素研究——以丝绸之路为例

通过文献分析法以及访谈法拟定和选取了文化线路遗产旅游体验测评的潜变量和相应的测量变量,并基于陕西,甘肃两地丝绸之路世界遗址点景区的游客调研数据对丝绸之路文化线路遗产旅游体验评价维度进行验证性因子分析,构建了丝绸之路旅游体验影响因素的二阶五因素结构模型。结果显示:影响丝绸之路文化线路遗产旅游体验的因素并非是由资源主导,而是综合因素共同导向;遗产地旅游设施服务水平、遗产资源品质、遗产解说、活动参与感知以及遗产地环境氛围均显著影响旅游者体验质量,且以旅游设施服务能力的影响程度最大。     

Notch Effect and Frequency Compensation of Dual-Sensor OBC Data in Shallow Water

Reverberation is significant in shallow water and produces obvious notches in OBC spec-tra. It also degrades the quality of sections and increases the difficulty of processing and interpretation. This ...     

适用于混沌密钥分发的新误码协调方法

对于现有的密钥分发中的误码协调方法的复杂性和多次传输的问题，使用倒三角类坐标定位法来解决。将所得裸钥放置于下三角矩阵中，三边分别进行奇偶比较并互相传输计算结果，以达到定位错误比特位的目的。使用互注入光反馈激光器产生相关性高的混沌态来提取裸钥，通过该协调方法，最终可以达到10－8～10－10量级的误码率。通过该方法可以简单、有效地删除裸钥中的误码，满足现实通信对误码率的容忍度。