基于有限感知的决策理性模型

通过分析和比较完全感知和有限感知下决策的理性差别,将有限感知定义为一种偏好关系具有非一致性特点的有限理性;讨论了内在偏好、显示偏好、局部偏好和有限感知关系系统等概念,以及有限感知决策的一些理性条件和模型;并论证了诸如Proto序、偏序、弱序等一类偏好序下相应决策函数或规则的性质、特点及其存在性.研究结果诠释了具有有限感知偏好关系系统的决策主体的决策行为的内在机理和规律,可作为不确定性决策研究的一个理论基础.     

A Multistep Finite Volume Method with Penalty for Thermal Convection Problems in Two or Three Dimensions

The author considers a thermal convection problem with infinite Prandtl number in two or three dimensions. The mathematical model of such problem is described as an initial boundary value problem made up of three partial differential equations. One equation of the convection-dominated diffusion type for the temperature, and another two of the Stokes type for the normalized velocity and pressure. The approximate solution is obtained by a penalty finite volume method for the Stokes equation and a multistep upwind finite volume method for the convection-diffusion equation. Under suitable smoothness of the exact solution, error estimates in some discrete norms are derived.     

船舶运动与受扰Kalman估计精度的统计分析

考察船舶水动力参数在标称值附近按均匀分布发生随机变化时,船舶纵向运动姿态及受扰Kalman估计的统计性能.针对某船,在5级海情,18节航速及45度航向常规工况下,当船舶水动力系数按均匀分布发生士10%、±20%随机变化时,给出船舶姿态及受扰Kalman估计精度的概率建模方法及应用.仿真结果表明,当水动力系数出现摄动时,估计精度服从对数正态分布,平均估计精度与未出现摄动时相比无显著变化.     

高速磁浮曲线地段简支轨道梁墩体系动力响应仿真

应用桥梁动力学、车辆动力学和电磁相互作用原理建立了高速常导磁浮交通车-梁-墩体系动力分析模型,利用数值积分求解了大规模非线性耦合动力方程.在此基础上结合具体线路条件进行了车线耦合动力学检算,得到了曲线地段车辆及梁墩体系动力响应基本规律.该部分的研究为制订合理的高速磁浮线路设计标准提供了理论依据.     

周内效应在牛市、熊市中的异化现象——关于中国证券市场的一个实证研究

基于行为金融学理论,考虑到不同市场环境下投资者的行为模式会存在差异,提出在研究日历效应时应将牛市和熊市区别对待.针对中国股票市场和基金市场的6个指数,按市场走势分为牛市、熊市两个时期,分别根据French的周内效应模型,运用EGARCH模型进行回归分析,然后依次采用日收益率差异检验和符号秩检验对回归结果进行分析.实证结果显示,牛市和熊市中的周内效应存在着显著差异.牛市时期表现出显著正向的周一效应,其收益率显著高于其他四个交易日,周四的收益率低于其他四个交易日;而在熊市时期则同时存在着显著为负的周一、周四效应,以及正向的弱周二效应.     

中国大额实时支付系统参与者的流动性管理

文章度量了中国主要商业银行在RTGS系统中流动性管理水平,通过与发达国家商业银行的流动性管理状况比较,发现我国商业银行在流动性管理方面存在很大差距,并深入分析了造成这种状况的主要原因.文章进一步讨论了提高流动性管理水平的方法,建立了单个商业银行流动性管理的理论模型,最后给出了流动性管理的最优水平.     

基于加权最小二乘拟蒙特卡罗的美式期权定价

美式期权定价具有后向迭代搜索特征, 在最小二乘拟蒙特卡罗模拟(least-squares quasi-Monte Carlo, LSM)方法的基础上, 本文通过随机Faure序列以及对偶变数法增加抽样数目, 达到减小模拟方差的目的,用其计算标的资产价格, 然后用加权最小二乘法进行回归, 得到了加权最小二乘拟蒙特卡罗(weighted least-squares quasi-Monte Carlo, WLSQM)方法. 从期权价值、标准差、运行时间几个方面比较方法的优劣, 得出WLSQM 方法比LSM 方法估计效果更优的结果, 验证了WLSQM方法在美式期权定价上的有效性.     

Hybrid particle swarm optimization for multiobjective resource allocation

Resource allocation （RA） is the problem of allocating resources among various artifacts or business units to meet one or more expected goals, such a.s maximizing the profits, minimizing the costs, or achieving the best qualities. A complex multiobjective RA is addressed, and a multiobjective mathematical model is used to find solutions efficiently. Then, all improved particie swarm algorithm （mO_PSO） is proposed combined with a new particle diversity controller policies and dissipation operation. Meanwhile, a modified Pareto methods used in PSO to deal with multiobjectives optimization is presented. The effectiveness of the provided algorithm is validated by its application to some illustrative example dealing with multiobjective RA problems and with the comparative experiment with other algorithm.     

复杂网络演化博弈理论研究综述

综述复杂网络的结构特性对演化博弈动力学的影响的最新研究成果,研究个体在相互作用和冲突中的策略选择和演化问题,关注自私个体中合作现象的涌现。着重介绍了受到广泛关注的囚徒困境和雪堆博弈两个简单的博弈模型,并利用复杂网络刻画了个体间的联系,研究了空间结构与博弈动力学之间的关系,探讨了未来工作的研究方向。     

Simplified calculation of UWB signal transmitting through a finitely conducting slab

A simplified closed-form analytic solution for UWB impulse signal transmitting through a finitely conducting slab is proposed. The approach first requires evaluating the impulse response of the slab and then convolving it with the specified incident field waveform. To obtain the impulsive transmitting field, either for vertical or horizontal polarization, approximations to the refraction coefficients and propagation loss are made, which can be proved to be accurate enough, comparing with their frequency domain solutions. Thereby, it permits simplified closed-form expressions in the time domain for both terms. The resulting transient response for the transmitting impulse field is then given by convolution of the time domMn refraction coefficients and time domain propagation loss. A numerical example of an incident monocyele transmitting through a slab using this technique, is presented, to illustrate the effective use of the method.