漂浮基空间机器人固定时间收敛主动容错控制

针对载体位置不控、姿态受控的空间机器人存在执行机构存在失效及偏置故障的轨迹跟踪问题,设计了基于固定时间收敛的主动容错滑模控制算法。首先结合拉格朗日法推导出了包含力矩偏置及力矩失效故障的空间机器人系统动力学方程;其次,为消除故障对系统稳定性的影响,引入扩张状态观测器,以实现对故障的动态观测,并在此基础上设计基于固定时间收敛滑模控制器以实现主动容错控制。所提方法具备收敛时间与系统初始状态无关,仅需调节控制参数即可保证系统轨迹在固定时间内收敛的优点。最后通过仿真验算,仿真结果表明所提算法能对故障进行精确观测并在失效故障和偏置故障发生条件下保证系统轨迹精确跟踪及稳定控制,同时相较于其他算法所提算法收敛时间更短,稳态误差更小以及拥有出色的故障观测能力和更强的容错控制能力。     

随机凸幂凝聚算子的随机不动点定理

在Banach空间研究了随机凸幂凝聚算子不动点的存在性问题,获得了几个新的不动点定理.并推广了随机凝聚算子的不动点定理.     

带有仿射扰动混合单调算子的不动点定理及应用

利用半序的方法研究了一类具有某种凹凸性的混合单调算子,在非紧非连续的假设下证明了不动点的唯一性,并且应用到非线性积分方程中.     

四阶奇异微分方程边值问题的多重正解

利用锥上的不动点指数原理研究了一类四阶奇异微分方程边值问题正解及多重正解的存在性,得到当参数λ属于某一区间时,算子方程x(t)=λAx(t)正解的存在性理论.     

二维非线性退化椭圆问题广义解的存在唯一性

具有退化(奇异)系数的椭圆及抛物方程是一类很重要的方程，本文利用Banach不动点定理，得到了一类二维非线性退化椭圆边值问题的广义解的存在唯一性．     

不同策略条件下的投资组合平均风险比较与分散

针对中国股市的现实, 根据投资者的投资偏好, 首先确定4个投资策略分别构造投资组合, 实证研究不同策略下投资组合平均风险的差异;其次,利用改进的间接分解模型分别计算各投资策略对应样本股的风险构成, 考察各策略的分散化效果．研究发现：不同策略组成的投资组合的平均风险存在明显差异;与从沪深两市中随机选择股票构造投资组合相比, 投资大盘蓝筹股能够使投资组合平均风险明显下降．对策略3和策略4而言, 30个股票构成的投资组合已经基本消除所有非系统风险,但协方差风险被分散掉的证据不足．     

Enhancing momentum investment strategy using leverage

Previous studies examine investment strategies based on leverage and momentum; none investigates both variables jointly as an investment strategy. This paper is the first incorporating leverage and momentum together. We show that low past returns (losers) forecast future negative abnormal returns only among stocks with high leverage levels, but not among stocks with low leverage levels. However, high past returns (winners) forecast future positive abnormal returns independently of leverage level. As a result, the negative relation between leverage and future abnormal returns is only observed among loser stocks, and the positive relation between past returns and future abnormal returns is only shown among non‐low leverage stocks. Our results are important in achieving better investment strategies: buying winners' stocks (independently of their level of leverage) and short‐selling losers' stocks with high leverage yield higher abnormal returns than strategies based on only one of these variables. Our two‐dimensional strategy yields risk‐adjusted abnormal returns of 15.66% per annum, whereas the single leverage or momentum strategies yield 7.70% and 7.96% per annum, respectively. The difference is nearly 8% and economically significant. If leverage is considered as proxy for default risk, our results, contrary to previous evidence, show that momentum profits are not exclusive of default stocks, and that momentum returns are not only driven by negative returns yielded by distress stocks.     

Forecasting of dependence,market, and investment risks of a global index portfolio

This paper undertakes an in-sample and rolling-window comparative analysis of dependence, market, and portfolio investment risks on a 10-year global index portfolio of developed, emerging, and commodity markets. We draw our empirical results by fitting vine copulas (e.g., r-vines, c-vines, d-vines), IGARCH(1,1) RiskMetrics value-at-risk (VaR), and portfolio optimization methods based on risk measures such as the variance, conditional value-at-risk, conditional drawdown-at-risk, minimizing regret (Minimax), and mean absolute deviation. The empirical results indicate that all international indices tend to correlate strongly in the negative tail of the return distribution; however, emerging markets, relative to developed and commodity markets, exhibit greater dependence, market, and portfolio investment risks. The portfolio optimization shows a clear preference towards the gold commodity for investment, while Japan and Canada are found to have the highest and lowest market risk, respectively. The vine copula analysis identifies symmetry in the dependence dynamics of the global index portfolio modeled. Large VaR diversification benefits are produced at the 95% and 99% confidence levels by the modeled international index portfolio. The empirical results may appeal to international portfolio investors and risk managers for advanced portfolio management, hedging, and risk forecasting.     

复域微分方程解的不动点与迭代级

文中引入了亚纯函数f(z)的不动点i级收敛指数的概念,并用以研究系数为超越整函数且级无穷的n阶线性微分方程解的不动点与迭代级,得到了一些相关的性质与结果。     

随机混合单调算子的不动点及应用

研究了随机混合单调算子的随机不动点问题,把郭大钧文中的一些混合单调算子不动点定理进行了随机化．