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.     

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 ...     

Reconsideration on Homogeneous Quadratic Riemann Boundary Value Problem

The homogeneous quadratic Riemann boundary value problem (1) with Hoelder continuous coefficients for the normal case was considered by the author in 1997. But the solutions obtained there are incomplete. Here its general method of solution is obtained.     

"数字电路与系统"多媒体双语教学的体会

“数字电路与系统”具有实践性和离散性等特点;采用多媒体与板书相结合的方法克服多媒体的局限性,发扬板书的优势,取长补短;加强与学生的交流,创建和谐、有序、兴趣盎然的教学氛围。