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...     

具有Logistic增长项的两种群竞争Keller-Segel模型的稳定性分析

应用线性化方法研究两种群竞争的Keller-Segel模型常数平衡解的个数及其稳定性问题.     

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.     

Predicting Initial Formation Temperature for Deep Well Engineering with a New Method

With the progress of science and technology, human beings explore the energy under-ground with thousands of meters. As a thermophysical parameter, initial formation temperature (IFT) plays an essential...     

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 ...     

三维打印器件后处理液研究

分析了不同的填充强化剂(后处理A液)、不同的后处理B液基料、后处理B液中水性环氧乳液的掺量及后处理液浸泡时间对石膏基打印器件耐水性、抗压强度、尺寸偏差、表面微观结构的影响.结果表明:经纳米硅超硬固化剂处理后的打印器件抗压强度大幅提高,纳米硅超硬固化剂最适宜作为后处理A液;水性聚氨酯乳液PU-202B最适宜作为后处理B液的基料;后处理B液中加入水性环氧乳液,处理后打印器件的抗压强度增加、吸水率降低,但水性环氧乳液含量增加到一定程度后会出现尺寸偏差;后处理A、B液最佳浸泡时间分别为130 s和35 s;先浸泡后处理A液、后浸泡后处理B液的打印器件具有抗压强度高、吸水率小、表面较光滑、不脱粉等优良性能.