基于DEA模型的最优基金投资策略研究

为慈善基金提出了最优投资策略,定义了投资回报率的度量,投资回报率分别由主成分分析以及数据包络分析模型测量得到,并根据投资回报率选择了10个最优投资的大学.根据马克维茨投资组合理论确定高校投资额,用目标院校近5年投资回报率的平均值和标准差构建了投资组合模型,资金分配的具体比例能唯一确定.根据规模报酬估计投资时间,帮助慈善基金实现利益最大化.     

Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

If past prices can successfully predict future price movements, it would contradict the notion of weak‐form market efficiency. Return predictability can be assessed via a variety of random walk statistical tests or via the application of mechanical trading rules. Findings of return predictability and state of market efficiency are compared by applying a battery of popular random walk statistical tests and a large set of mechanical trading rules to a family of equity indexes in Asia–Pacific equity markets over a 20‐year period of time. Inferences drawn from different random walk based econometric tests of market efficiency often disagree among themselves and tend to exaggerate the extent of predictability in returns. Testing of return predictability via a set of mechanical trading rules allows one to account for a possible data snooping bias, error measurements due to nonsynchronous trading and market frictions such as trading costs. Persistent predictability of returns that cannot be explained by the combination of data snooping bias, nonsynchronicity bias and moderate level of transaction costs is found in just two emerging equity markets in the region. Copyright © 2016 John Wiley & Sons, Ltd.     

现实主义诗歌的个人化表达——李皓诗歌论

通过对李皓诗歌的文本细读,阐述了李皓作为现实主义诗人,他的诗歌关注乡土与都市的现实世界,感时忧国,多角度、多侧面地书写生活,同时又拥有纯正的个人情怀的表达,对自我的言说、独特的情感体验和生活阅历建构了属于诗人自己的时间与空间之维。     

Multicategory Purchase Incidence Models for Partitions of Product Categories

We analyze multicategory purchases of households by means of heterogeneous multivariate probit models that relate to partitions formed from a total of 25 product categories. We investigate both prior and post hoc partitions. We search model structures by a stochastic algorithm and estimate models by Markov chain Monte Carlo simulation. The best model in terms of cross‐validated log‐likelihood refers to a post hoc partition with two groups; the second‐best model considers all categories as one group. Among prior partitions with at least two category groups a five‐group model performs best. Effects on average basket value differ for the model with five prior category groups from those for the best‐performing model in 40% and 24% of the investigated categories for features and displays, respectively. In addition, the model with five prior category groups also underestimates total sales revenue across all categories by about 28%. Copyright © 2016 John Wiley & Sons, Ltd.     

档案管理中文件漏归现象的对策研究

档案资源建设是档案工作的关键,但是很多单位都或多或少地存在着文件漏归现象,这在一定程度上影响了单位的档案资源建设;产生这种现象的原因是多方面的,我们档案工作者应当明确分工、加强联系、量化管理、创新方法,积极探索文档资源管理的有效工作方式,促进档案资源建设的发展。     

无穷水平倒向双重随机微分方程解的存在唯一性及比较定理

研究无穷区间上的倒向双重随机微分方程,在一类Lipschitz条件下,通过有限区间的逼近,运用Gronwall不等式和It公式,证明了方程解的存在性、唯一性以及比较定理.     

执行器饱和的随机Markov切换系统的观测器设计

利用直接法对转移概率是部分未知的,并且具有执行器饱和现象的随机Markov切换系统进行稳定性分析.通过引入自由连接权矩阵降低系统的保守性.首先,针对此类随机Markov切换系统,充分考虑转移概率中元素之间的特性,通过构建参数依赖型Lyapunov函数,并设计观测器确保闭环饱和系统的随机稳定性.然后,在线性矩阵不等式的框架下,得到均方意义下的最大不变吸引域,并将其归结为求解一组线性矩阵不等式的可行性问题.最后,数值仿真算例验证本方法的有效性.     

内燃机配气机构传动链脱节概率

以某型发动机配气机构传动链为研究对象,应用随机摄动和概率可靠性等分析方法,建立了配气机构脱节概率可靠性数学模型.当配气机构基本随机变量为正态分布时,提出了传动链脱节的可靠性分析方法.通过算例分析获得了凸轮在不同运动阶段的传动链脱节概率,以及在不同转速下的脱节失效概率,并且随着转速升高传动链发生脱节的概率也会升高,与实际情况相符合,进一步表明了所提方法的正确性.此外,通过分析脱节的原因,提出了为降低脱节概率而应采取的方法,为今后内燃机配气机构传动链的可靠性设计提供了理论依据.     

随机多智能体系统一致增益问题分析

在随机多智能体系统一致增益函数为一常数函数不满足鲁棒性条件下,把现有文献中一致稳定性鲁棒性增益条件加以拓展,得到了保证系统趋于一致稳定性的新条件,分析了随机多智能体系统一致稳定性问题.运用代数图理论和随机稳定性理论,把随机多智能体系统的一致稳定性问题通过系统变换转化为闭环随机多智能体系统状态差为变量的随机微分方程的稳定性问题;然后运用随机稳定性系统理论来分析闭环随机多智能体系统状态差系统是一致稳定的,从而得到了随机多智能体系统一致稳定性的条件.最后通过实例来验证所提系统的可行性和有效性.     

白高斯噪声对肿瘤增长系统的影响

目的研究受白高斯噪声驱动的肿瘤细胞增长系统的定态性质。方法从理论和数值两方面对系统的定态进行分析。结果该系统的定态概率密度随乘性噪声强度D的增长而减小,而加性噪声强度α对定态概率密度几乎没有影响。结论乘性噪声强度D的增长能够引起肿瘤数的减少。