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...     

新趋势下促进河南产业融合发展的总体思路和对策建议

产业融合是在全球经济一体化、高新技术层出不穷迅猛发展的背景下,出现的一种新的发展模式和产业组织形式。推进河南产业融合发展,促进虚拟经济与实体经济深度融合,是培育河南经济新的增长点、提升河南产业竞争力的重大举措。本文给出了新趋势下促进河南产业融合发展的总体思路和对策建议。对丰富产业融合相关理论、为政府提供相应的决策建议有一定的意义。     

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.     

基于语料库的中国理工科大学生英语口语手势的使用研究

以中国理工科大学生为研究对象,运用语料库分析法和统计工具,对英语口语中使用手势的情况进行了研究,探讨在口语中手势的使用特点及形成原因。研究发现,英语水平越高的学生越多使用辅助言语表达的手势,水平较低的学生使用适配性手势时持续时间更长;不同性别学生的手势使用情况无显著差异。     

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 ...