Study on the Investment Behavior under Transaction Cost in Futures Market

1　IntroductionAfter10yearsdevelopment,thestockmarketsofchinaarewaitingtoseestock-indexfu-turesinthenewcentury.Itisofgreatimportantforbothsmallinvestorsandlargeinvest-menthousestoadjusttheirbehaviorincasetheyenterintomarketswithnewinstruments.Inrecentyears,speculatingwithfutureswasdiscussedinsomepapers[1～4],andtheresultsachievedroutinelyholdtheassumptionsasnotransactioncosts(TC),nodifferentbetweenborrowingandlandingrates,andalltradingprofitsbeingsubjecttothesametaxrate.Themainproblemisthatne…     

Primary Structural and Quantitative Analysis of Infeasible Solution to Job shop Scheduling Problem

1　IntroductionTheJobShopSchedulingProblemisawell-knownNP-hardproblem,whichattractslotsofmathematiciansallovertheworldspendingmuchtimeandenergyinthisfield.Uptonowtherearemanyefficientheuristicalgorithms,whichhadalreadybeendeveloped,buttheinfeasiblesolutioncertainlypossessesthemajorityofsearchspacewhichhasinfluencedtheefficiencyofthesealgorithms.Atthemoment,noonehasbeenfoundtobededicatingtothequantitativeanalysisoftheinfeasiblesolutionproblem.InthispaperthestructureofinfeasiblesolutiontoJSS…     

The System Dynamics (SD) is used for researching on battle simulation

1　ＩｎｔｒｏｄｕｃｔｉｏｎＩｎ 1 95 6 ,ｔｈｅＳｙｓｔｅｍＤｙｎａｍｉｃｓ (ＳＤ)ｗａｓｓｅｔｕｐｂｙＰｒｏｆｅｓｓｏｒＪａｙ .Ｗ .Ｆｏｒｒｅｓｔｅｒ,ｗｈｏｗｏｒｋｅｄｉｎＡｍｅｒｉｃａＭａｓｓａｃｈｕｓｅｔｔｓＩｎｓｔｉｔｕｔｅｏｆｔｅｃｈｎｏｌｏｇｙ .ＡｎｄＳＤｗａｓｄｅｎｏｍｉｎａｔｅｄａｓ″ｓｔｒａｔｅｇｉｃａｎｄｓｔｒａｔａｇｅｍｌａｂｏｒａｔｏｒｙ″ .ＳＤｕｎｄｅｒｓｔａｎｄ ,ｔｈａｔｓｙｓｔｅｍａｔｉｃａｃｔｉｏｎｍｏｄｅａｎｄｍａｉｎｐｅｃｕｌｉａｒｉｔｙｇｏｖｅｒｎｂｙｉｔ′ｓ…     

Stability analysis of the simplest Takagi-Sugeno fuzzy control system using circle criterion

A frequency-domain-based sufficient condition is derived to guarantee the globally asymptotic stability of the simplest Takagi-Sugeno (T-S) fuzzy control system by using the circle criterion. The analysis is performed in the frequency domain, and hence the condition is of great significance when the frequency-response method, which is widely used in the linear control theory and practice, is employed to synthesize the simplest T-S fuzzy controller. Besides, this sufficient condition is featured by a graphical interpretation, which makes the condition straightforward to be used. Comparisons are drawn between the performance of the simplest T-S fuzzy controller and that of the linear compensator. Two numerical examples are presented to demonstrate how this sufficient condition can be applied to both stable and unstable plants.     

从距离矩阵看层次分析法

从距离矩阵的角度出发,通过对比较矩阵各元素取对数,构成只与方案之间得分差有关,而与方案得分无关的决策距离矩阵,变ＡＨＰ在实数平面上的相对比较为准则平面上的绝对比较。从而使得计算ＡＨＰ问题不存在保序性问题。并以此距离矩阵为基点,分析ＡＨＰ存在的问题,指出ＡＨＰ的问题是因准则权重概念的模糊而引起的,其“保序性”问题实际上是一种不可比较的现象。     

改进的质量功能配置模型——模糊质量功能配置

在分析了质量功能配置（ＱＦＤ）基本原理和框架的基础上,针对传统ＱＦＤ理论与方法存在的缺陷和不足,提出了模糊质量功能配置的概念,并讨论了模糊质量功能配置的理论框架。     

Robust Stabilization Control for a Class of Nonlinear Measure Differential Systems with Delay

ＲｏｂｕｓｔＳｔａｂｉｌｉｚａｔｉｏｎＣｏｎｔｒｏｌｆｏｒａＣｌａｓｏｆＮｏｎｌｉｎｅａｒＭｅａｓｕｒｅＤｉｆｅｒｅｎｔｉａｌＳｙｓｔｅｍｓｗｉｔｈＤｅｌａｙ⒇ＹＵＥＤｏｎｇＸＵＳｈｉｆａｎＣｏｌｅｇｅｏｆＩｎｆｏｒｍａｔｉｏｎａｎｄＥｌｅｃｔｒｉｃ...     

Multiple Criteria Decision Making with Respect to Multiple Experts *

１ＩｎｔｒｏｄｕｃｔｉｏｎＩｎｔｈｅｓｔｕｄｙｏｆｄｅｃｉｓｉｏｎｍａｋｉｎｇｉｎａｃｏｍｐｌｅｘｅｎｖｉｒｏｎｍｅｎｔ,ｔｈｅｔｅｒｍ“ＭｕｌｔｉｐｌｅＯｂｊｅｃｔｉｖｅＤｅｃｉｓｉｏｎＭａｋｉｎｇ（ＭＯＤＭ）”ｉｓａｌｓｏｆｒｅｑｕｅｎｔｌｙｃｉ...     

有交易成本的期权定价模拟组合证券法

完全市场条件下的欧式期权定价已有受欢迎的Ｂ－Ｓ定价公式,有交易成本的不完全市场期权定价还没有解决。本文用组合证券模拟期权收益构造定价基本方程式,设计循环计算程序计算期权价格,并提出它的Ｂ－Ｓ定价公式的修正形式。