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.     

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.     

考虑单元互测的测试性指标分配方法

测试性分配是将系统级测试性指标按照一定规则分配给各组成单元的过程。针对现有主流测试性分配方法未考虑单元之间的互测情形,导致分配结果不合理,尤其是部分单元分配指标虚高,难以实现或代价过高等问题,提出了在综合考虑单元故障率、故障危害度等多重影响因素基础上,进一步考虑单元互测因素的测试性指标分配方法。首先实施考虑多重影响因素的指标初次分配;然后基于单元测试性初步设计结果,实施测试性建模与分析,得到单元自检故障率与他检故障率;再利用这两个数据以及初次分配结果构造分配函数实施再次分配,进而得到最终的分配结果;最后应用该方法进行仿真和实例运算,证明了该方法的有效性和先进性。     

Aristotle Said “Happiness is a State of Activity” — Predicting Mood Through Body Sensing with Smartwatches

We measure and predict states of Activation and Happiness using a body sensing application connected to smartwatches. Through the sensors of commercially available smartwatches we collect individual mood states and correlate them with body sensing data such as acceleration, heart rate, light level data, and location, through the GPS sensor built into the smartphone connected to the smartwatch. We polled users on the smartwatch for seven weeks four times per day asking for their mood state. We found that both Happiness and Activation are negatively correlated with heart beats and with the levels of light. People tend to be happier when they are moving more intensely and are feeling less activated during weekends. We also found that people with a lower Conscientiousness and Neuroticism and higher Agreeableness tend to be happy more frequently. In addition, more Activation can be predicted by lower Openness to experience and higher Agreeableness and Conscientiousness. Lastly, we find that tracking people’s geographical coordinates might play an important role in predicting Happiness and Activation. The methodology we propose is a first step towards building an automated mood tracking system, to be used for better teamwork and in combination with social network analysis studies.     

EVOKE: A Value-Driven Concept Selection Method for Early System Design

The development of new technologically advanced products requires the contribution from a range of skills and disciplines, which are often difficult to find within a single company or organization. Requirements establishment practices in Systems Engineering (SE), while ensuring coordination of activities and tasks across the supply network, fall short when it comes to facilitate knowledge sharing and negotiation during early system design. Empirical observations show that when system-level requirements are not available or not mature enough, engineers dealing with the development of long lead-time sub-systems tend to target local optima, rather than opening up the design space. This phenomenon causes design teams to generate solutions that do not embody the best possible configuration for the overall system. The aim of this paper is to show how methodologies for value-driven design may address this issue, facilitating early stage design iterations and the resolution of early stage design trade-offs. The paper describes how such methodologies may help gathering and dispatching relevant knowledge about the ‘design intent’ of a system to the cross-functional engineering teams, so to facilitate a more concurrent process for requirement elicitation in SE. The paper also describes EVOKE (Early Value Oriented design exploration with KnowledgE maturity), a concept selection method that allows benchmarking design options at sub-system level on the base of value-related information communicated by the system integrators. The use of EVOKE is exemplified in an industrial case study related to the design of an aero-engine component. EVOKE’s ability to raise awareness on the value contribution of early stage design concepts in the SE process has been further verified with industrial practitioners in ad-hoc design episodes.     

塔东热液地质作用机制及对储层的改造意义

塔东地区断裂发育，早期发育的断裂与晚期断裂之间存在相互改造、叠加、复合的过程，深大断裂沟通多套地层，断裂活动期形成的挤压破碎带和断裂裂缝带作为岩浆热液上升通道，为热液溶蚀作用改造储层提供了有利条件，因此，识别出热液期次对塔东白云岩储层成因机制具有重要意义。通过对钻井岩芯、岩屑及岩石薄片、铸体薄片观察鉴定分析，在区内下古生界碳酸盐岩中识别和发现了钠长石化作用和自生羽毛状伊利石沉淀，也是塔里木盆地内的首次发现，并通过对包裹体均一温度，碳氧同位素等地化特征研究，揭示其成岩流体源于岩浆热液，丰富了区内热液作用的矿物学标志，进一步识别出区内存在3期热液作用，通过对3期热液作用的机制及其储渗空间意义的研究，总结出第I期热液作用对于储层形成意义不大，第Ⅱ期热液作用主要发育在局限的沉积环境，第Ⅲ期热液溶蚀形成溶蚀缝孔洞，与天然气运移聚集匹配良好，构成了区内天然气聚集成藏的主要储渗空间。     

基于模糊证据推理的突发事件风险分析模型

突发事件发生、发展和演化过程中的风险属性来源复杂,且相关信息具有不确定、不完备的特点.为准确分析这一特点下的突发事件运行风险问题,引入模糊证据推理构建分析模型.首先根据突发事件的结构化描述框架和故障模式影响危害分析(FMECA)方法构建突发事件风险属性识别框架,获取信息作为风险分析证据并对其进行规范化处理;然后以模糊证据推理构建突发事件风险分析的模型,通过计算,给出事件风险程度的合理判断;最后选取CRH某型动车组行车安全事件进行实例分析.分析结果表明,在分析突发事件风险时,针对信息不确定、不完备特点构建的模糊证据推理模型具有可行性与有效性,同时该模型能够为突发事件风险分析和风险应对决策的制定提供辅助参考.     

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.     

双寡头企业主动开发新产品或拷贝式模仿的博弈分析

主动开发新产品，还是等待其他企业先开发出来新产品然后进行模仿是企业R＆D的一个战略问题。本文在一定时间区间内客户是忠诚的假设下，分别计算主动开发和等待模仿在完全信息动态和不完全信息动态两种情况下双方的利润和利润均衡点，给出企业进行新产品开发或进行拷贝式模仿博弈的量化公式。     

论现代企业技术创新的发展趋势

随着当代世界科技的新发展,现代企业技术创新也步入到一个新的阶段.在此阶段,企业、大学、研究机构和科技人员都成为了创新主体,政府主导作用和市场激励作用愈发突出,创新对象也从产品和工艺转向企业知识,内容更加系统、复杂,不同形式的合作创新成为潮流并造就了产业创新的兴起,而民族性、生态性则已成为技术创新重要的效益评判标准.因此,在此阶段,企业技术创新呈现如下七大趋势:主体多元化、动因外部化、对象知识化、内容系统化、模式合作化、规模产业化、效益社会化.