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…     

Fuzzy Mathematical Model for Comprehensive Evaluation on Schemes of Coal Mine Design

1　IntroductionAtpresenttheschemecomparisonmethodiswidelyusedinchoosingdesignplansinChinacoalmineengineeringprojects,i.e.,afterseveraldifferentplansarelistedaccordingtoknownconditions,theconcretetechnicalanalysisandeconomiccomparisonarecarriedoutinordertochooserelativelyoptimumschemeamongthem.Generallyspeaking,someevaluatedfactorsofdesignplansarehardlyexpressedquantitativelyandcanonlybedescribedqualitatively.Therefore,itisverydifficultforustouseconcreteevaluationvaluetoappraiseeachdesignscheme…     

基于最小生成树与概率松弛结合的谱匹配算法

提出了一种基于最小生成树与概率松弛结合的谱匹配算法。该算法分别对给定的两个待匹配的特征点集构建最小生成树,通过最小生成树构造Laplace矩阵,由奇异值分解该矩阵得到的特征值和特征向量,计算出特征点匹配的初始概率,利用概率松弛迭代法,获得最终匹配结果。用大量的真实序列图像进行比较实验,结果验证了该算法的有效性和准确性。     

从众心理引起博弈策略的同步振荡

在著名的博弈模型"石头-布-剪刀"模型中加入从众心理的影响,考察从众心理对系统动力学的影响. 其中对利益的渴求和从众心理两个机制相互竞争.从复杂系统科学的角度来看,从众心理在网络中的个体之间起到了很好的耦合作用.当从众心理占据上风时,这种耦合作用可以引起个体之间博弈策略的同步振荡,进而形成宏观的振荡现象.在社会学的某些领域中,这种宏观振荡往往造成不良的后果.所以,如果期望一个稳定的多样策略共存的状态,就要尽力降低从众心理对策略选择的影响.     

Single foggy image restoration based on spatial correlation analysis of dark channel prior

Focusing on the degradation of foggy images, a restora- tion approach from a single image based on spatial correlation of dark channel prior is proposed. Firstly, the transmission of each pixel is estimated by the spatial correlation of dark channel prior. Secondly, a degradation model is utilized to restore the foggy image. Thirdly, the final recovered image, with enhanced contrast, is obtained by performing a post-processing technique based on just-noticeable difference. Experimental results demonstrate that the information of a foggy image can be recovered perfectly by the proposed method, even in the case of the abrupt depth changing scene.     

An analytic hierarchy process model of group consensus

In group decision making, a certain degree of consensus is necessary to derive a meaningful and valid outcome. This paper proposes a consensus reaching model for a group by using the Analytic Hierarchy Process （AHP）. It supports people to improve their group consensus level through an updating of their judgments. In this model, a moderator suggests the most discoraant aeclslon manet to update his judgment in each step. The proposed consensus reaching model allows decision makers to accept or reject the suggestion from the moderator. This model ensures that the judgment updating is effective and the final solution will be of acceptable consistency. Finally, a numerical example is given to illustrate the validity of the proposed consensus reaching model.     

外汇风险的极值相关模型

研究在已知某一分量极值出现的情况下,通过多维随机向量的联合条件分布的近似分布,利用半参数方法,给出一个极值相关模型,估计多维随机向量的任意尾部事件概率.应用该方法估计加元和日元资产组合一天的99.9%,99.99%,99.999%VaR值分别为0.0321,0.0439,0.0598.     

苹果供求关系计量模型构建及实证研究

基于预期理论,采用理论演绎与经验归纳相结合的方法,建立了反映苹果供求关系计量模型;运用相关的统计数据,对中国苹果供求关系进行了实证分析。结果表明:苹果供给和需求量受前期的影响最大;苹果加工业对苹果需求总量增长有带动作用;苹果加工量增长以及加工品价格变动并没有抑制苹果价格的下跌;另外,苹果进口量的增长已经对中国苹果价格产生了消极影响。表4,参13。     

基于熵理论的上市公司信息披露质量测度

上市公司信息披露质量的测度关系到资本市场稳定、健康发展。通过建立二层结构的信息披露质量测度指标体系，应用熵理论构建了信息披露质量测度模型，提高了信息质量测度结果的客观性和有效性，并得到实证结果的支持。     

单通道干涉相位无模糊估计快速动目标速度

为了解决合成孔径雷达-地面动目标检测系统中快速运动目标径向速度过大导致模糊的问题,提出一种基于单通道两视干涉相位无模糊估计方法。该方法首先在距离频率构造两视数据,再将两视数据进行干涉处理。利用两视干涉相位与方位慢时间的关系无模糊估计径向速度,该方法具有不受相位缠绕影响的优点。分析了所提算法在杂波背景和多目标情况下的应用,并研究了所提算法应用条件和最大不模糊速度。通过仿真和实测数据处理验证了所提方法的有效性。与基于包络的单通道方法对比分析,所提算法具有估计精度高和运算复杂度低的优点。