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。     

低电压低功耗音频Σ-Δ ADC调制器设计

针对应用于音频设备中的∑-ΔADC,提出一款改进的∑-ΔADC调制器.该调制器结构改进传统调制器的结构并对调制器系数进行优化,克服传统∑-ΔADC调制器结构的缺点,同时对调制器中的两个关键电路即OTA放大器和比较器也进行优化,极大改善了OTA放大器和比较器性能.改进后的调制器具有低电压、低功耗、高精度和较好的鲁棒性的特点.该调制器采用1.2 V低电压供电,过采样比(OSR)为128,采样频率为6.144 MHz,信号带宽为20 kHz.基于SMIC0.11μm的工艺下,完成了∑-ΔADC调制器的版图设计,并最终流片成功.芯片流片后的成测结果表明,调制器的信噪比达到102.4 dB,有效位达到16.7 bit,调制器的整体功耗仅1.17 mW左右,整个调制器的版图的面积仅为0.122 mm2左右.调制器的成测性能指标表明,该调制器是音频芯片中∑-ΔADC电路的良好选择.     

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...     

高校图书馆人力资源建设问题研究

在图书馆的五要素中,人力资源是图书馆的重要组成要素,没有高素质的人力资源队伍,高效图书馆的建设也就成了一句空话,文章论述了人力资源的含义,对人力资源建设的重要性进行了分析,对图书馆人力资源建设方面提出了一些建议和方案。     

高校图书馆文化活动中心建设构想

阐述了高校图书馆建设文化活动中心的意义和作用,分析了目前建设文化活动中心遇到的困境,并提出了解决困难的相应对策。     

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.     

基于计算实验的流感大流行预防策略

流感是人类健康的重大威胁之一.为探索预防新型流感大流行的有效策略,建立了北京市计算流行病模型,评估了边境口岸检疫,病例治疗,病例隔离,社会关系抗病毒预防以及免疫接种措施对四种新型流感大流行的预防效能.结果表明:边境口岸检疫对于预防新型流感大流行的作用非常有限;积极的病例治疗可预防传播能力类似于2009年A(H1N1)的新型流感大流行;高强度的病例治疗和病例隔离可预防传播能力类似于1957年A(H2N2)的新型流感大流行;对于传播能力类似于1918年A(H1N1)的新型流感,在高强度病例治疗和病例隔离的基础上须对病例的社会关系进行抗病毒预防才有可能预防大流行;而对于具有超级传播能力的新型流感(R_03.3),必须依靠有效的广谱疫苗才能预防大流行.研究结果对于进一步完善我国应对流感大流行的应急准备与处置计划具有参考价值.