A Metaheuristic Approach to Optimize European Call Function with Boundary Conditions

The purpose of this paper is to investigate the pricing European call option valuation problems under the exercise price,maturity,risk-free interest rate,and the volatility function. An advance methodology,Chebyshev simulated annealing neural network(Ch SANN),is enforced for the Black-Scholes(B-S) model with boundary conditions. Our scheme is stable and easy to implement on B-S equation,for arbitrary volatility and arbitrary interest rate values. Also,the comparative results demonstrate that the attained approximate solutions are converging towards the exact solution. The graphical results show that the increasing flow of the European call option as the exponential increase takes place in assets. The presented algorithm can be further applied to other financial models with certain boundary conditions. The algorithm of the method shows that the approach can also be easily employed on time-fractional B-S equation.     

普遍的量子非简谐振子

文中研究了与速度有关的受迫非简谐振子，利用叠代技术和积分算符获得了它的严格解，研究中利用了振子的升降算符的算子形式，得到了振子位置和动量算符时间演化的表达式，它是以适当函数的拉普拉斯变换和随后的拉普拉斯逆变换的形式出现的。     

3,4-二氢吡咯[2,1-c][1,4](噁)嗪-1-酮及其7-芳酰基衍生物的设计与合成

以2-吡咯基三氯乙酮为主要原料,经过乙二醇单酯化、羟基氯取代、环合三步反应制得了3,4-二氢吡咯[2,1-c][1,4](噁)嗪-1-酮;又经过Friedel-Crafts酰基化和环合反应制得了未见文献报道的7-芳酰基-3,4-二氢吡咯[2,1-c][1,4](噁)嗪-1-酮.它们及其某些重要中间体的结构分别采用红外光谱、质谱、核磁共振氢谱、核磁共振碳谱以及高分辨率质谱进行了表征.     

On the Benefits of Equicorrelation for Portfolio Allocation

The importance of modelling correlation has long been recognised in the field of portfolio management, with large‐dimensional multivariate problems increasingly becoming the focus of research. This paper provides a straightforward and commonsense approach toward investigating a number of models used to generate forecasts of the correlation matrix for large‐dimensional problems. We find evidence in favour of assuming equicorrelation across various portfolio sizes, particularly during times of crisis. During periods of market calm, however, the suitability of the constant conditional correlation model cannot be discounted, especially for large portfolios. A portfolio allocation problem is used to compare forecasting methods. The global minimum variance portfolio and Model Confidence Set are used to compare methods, while portfolio weight stability and relative economic value are also considered. Copyright © 2015 John Wiley & Sons, Ltd.     

Biochemical differentiation in the Idaho ground squirrel, Spermophilus brunneus (Rodenta: Scuridae)

Spermophilus brunneus is restricted to a 90 × 125-km area of west central Idaho, with two distinct (northern and southern) groups of populations within this limited range. Morphological differences in pelage length and coloration, external and cranial measurements, and bacula suggest that these groups are either very distinct subspecies or species. We used starch-gel electrophoresis to estimate the amount of genetic differentiation accompanying these morphological differences by assaying genetic variation at 31 loci in the two geographic groups. Fifteen loci were polymorphic (13 in the northern group, 12 in the southern), and mean heterozygosity (H) was high (12.3% northern and 10.8% southern). Nei's genetic distance (0.057) is in the range usually associated with subspecific differences. However, Jaccard's association coefficient (0.893) is about the same as that found between several ground squirrel taxa currently recognized as species. The high levels of heterozygosity suggest that S. brunneus is a neoendemic rather than a paleoendemic species.     

(√3)细分曲面的误差界

给出了(√3)细分曲面和其k次细分后控制网之间的误差界估计.误差界是用初始控制点序列的一阶向前极大差分和常数表示的.采用的方法是对四边形细分框架中已有技术的推广.