分层基法对差分方程的应用

设Ａｕ＝ｂ是二阶椭圆方程的差分逼近，熟知矩阵Ａ的条件数ｃｏｎｄ（Ａ）＝Ｏ（ｈ￣（－２））（ｈ→０）．将差分方程表为ＧＤＭ（广义差分法）形式，并利用分层基法将它化为等价方程Ｂｖ＝ｃ，使ｃｏｎｄ（Ｂ）＝Ｏ（（Ｉｇｈ￣（－１））￣２）．然后用某些迭比法（包括Ｒｉｃｈａｒｄｓｏｎ迭氏、共轭斜量法和Ｃｈｅｂｙｓｈｖ半迭代）解Ｂｖ＝ｃ。理论分析和数值试验证明有高敛速。     

重论如何培养运动员的篮球意识

意识是行动的前导,决定行动的方向与质量。基于篮球运动项目本身特点和运动员实际的比赛意识状态,本文提出了运动员的篮球意识分为即成的篮球心理定势反应和篮球痕迹的专项智能两部分,并进一步提出了在这一理论指导下的运动员篮球意识的培养原则和策略。     

条件推理中前提顺序效应再探

为了进一步检验模型理论的观点并深入揭示条件推理的认知机制,以大学生为被试,探讨了交换推理的前提顺序以及推理内容对条件推理的影响,结果发现:交换条件推理的前提顺序的确不能促进MT推理,不支持心理模型观点.     

均值-CVaR模型下的两基金分离定理

两基金分离定理对资本资产定价模型的研究有重要意义.经典的理论以方差为风险度量方法,而CVaR是近年来提出的一种新的风险度量方法.本文基于CVaR风险度量方法,研究了正态情形下风险资产组合的均值-CVaR模型,得到了此模型下的两基金分离定理及其有关性质,并与均值-方差模型进行了比较.最后通过实例分析表明均值-CVaR模型下的两基金分离定理更能满足投资者不同的风险忍受水平.     

Bias in the estimation of non‐linear transformations of the integrated variance of returns

Volatility models such as GARCH, although misspecified with respect to the data‐generating process, may well generate volatility forecasts that are unconditionally unbiased. In other words, they generate variance forecasts that, on average, are equal to the integrated variance. However, many applications in finance require a measure of return volatility that is a non‐linear function of the variance of returns, rather than of the variance itself. Even if a volatility model generates forecasts of the integrated variance that are unbiased, non‐linear transformations of these forecasts will be biased estimators of the same non‐linear transformations of the integrated variance because of Jensen's inequality. In this paper, we derive an analytical approximation for the unconditional bias of estimators of non‐linear transformations of the integrated variance. This bias is a function of the volatility of the forecast variance and the volatility of the integrated variance, and depends on the concavity of the non‐linear transformation. In order to estimate the volatility of the unobserved integrated variance, we employ recent results from the realized volatility literature. As an illustration, we estimate the unconditional bias for both in‐sample and out‐of‐sample forecasts of three non‐linear transformations of the integrated standard deviation of returns for three exchange rate return series, where a GARCH(1, 1) model is used to forecast the integrated variance. Our estimation results suggest that, in practice, the bias can be substantial. Copyright © 2006 John Wiley & Sons, Ltd.     

信息理论及其在分类学中的应用

主要讨论信息理论的有关知识 ,及其在分类学中的应用 .我们首先给出了信息的概念、性质 ,以及信息与相关、χ2 分布、信息比等之间的关系 ,利用这些理论定义了交互信息的概念 ,并利用交互信息分析了两种分类之间的相依性问题 .     

一个条件不等式与两道竞赛题

建立一个含指数参数的条件不等式 ,并利用它对两个代数不等式作指数推广。     

数据库中的因果规则挖掘

传统的因果规则挖掘算法仅能在简单变量间挖掘因果规则 ,本文给出了一个能够在多值变量X与Y间挖掘形如X →Y的因果规则 ,且有一条件概率矩阵MY｜X .     

Integrating Multi-Source Web Records into Relational Database

How to integrate heterogeneous semi-structured Web records into relational database is an important and challengeable research topic. An improved model of conditional random fields was presented to combine the learning of labeled samples and unlabeled database records in order to reduce the dependence on tediously hand-labeled training data. The pro- posed model was used to solve the problem of schema matching between data source schema and database schema. Experimental results using a large number of Web pages from diverse domains show the novel approach＇s effectiveness.     

一种给出方案偏好信息的多属性决策方法

本文针对决策者给出决策方案偏好程度的条件概率的多属性决策问题，给出了一种逼近于决策偏好信息的决策分析方法，并以实例说明该方法的合理性．