最优搜索理论及其应用

介绍了最优搜索理论的基本概念,回顾了最优控制理论的产生和发展,综述了最优搜索理论在经济学、生物信息学、医学、图形学和通信等领域内的应用,展望了最优搜索理论在未来的发展趋势,提出了进一步研究的方向和建议。     

Realized Volatility Forecasting of Agricultural Commodity Futures Using Long Memory and Regime Switching

We investigate the dynamic properties of the realized volatility of five agricultural commodity futures by employing the high‐frequency data from Chinese markets and find that the realized volatility exhibits both long memory and regime switching. To capture these properties simultaneously, we utilize a Markov switching autoregressive fractionally integrated moving average (MS‐ARFIMA) model to forecast the realized volatility by combining the long memory process with regime switching component, and compare its forecast performances with the competing models at various horizons. The full‐sample estimation results show that the dynamics of the realized volatility of agricultural commodity futures are characterized by two levels of long memory: one associated with the low‐volatility regime and the other with the high‐volatility regime, and the probability to stay in the low‐volatility regime is higher than that in the high‐volatility regime. The out‐of‐sample volatility forecast results show that the combination of long memory with switching regimes improves the performance of realized volatility forecast, and the proposed model represents a superior out‐of‐sample realized volatility forecast to the competing models. Copyright © 2016 John Wiley & Sons, Ltd.     

山地农业经济资源开发利用的优化模型及人地关系系统结构优化

山地农业经济资源的合理利用是关涉山区农业经济和山区环境可持续发展的重大问题。围绕山地农业经济资源开发利用的优化模型及人地关系系统结构优化为中心,阐述了山地农业经济优化发展的目标与最优方案,进而指出了山地农业经济系统与资源系统的开发程序,最后结论认为,自然技术不是解决社会工程的唯一工具,社会技术与自然技术的结合才是解决社会工程和自然工程的有效途径和方法。     

露天矿土-岩复合边坡形态优化及失稳机理研究

针对露天矿土-岩复合边坡构成及失稳破坏模式的复杂多样性,以依兰露天矿为研究背景,应用极限平衡分析法和强度折减法分别对采场、排土场及二者构成的土-岩复合边坡稳定性进行了分析,优化边坡最终形态,研究其滑坡模式与机制。结果表明：当采场边坡角41°,与排土场相距80m时,复合边坡达最优形态,边坡破坏模式为在自重力作用下,坡面向外蠕变引发的圆弧滑动;极限平衡法简单、可靠,其与强度折减法相结合可弥补各自的不足,结果可靠,便于复合边坡的优化设计。