基于联合违约概率的资产组合投资优化方法

投资组合的资产联合违约概率(joint,probability of default,JPoD)是一种有效的系统风险测度工具.基于JPoD分析,提出了一种新的资产组合选择优化方法,即通过计算资产池中每两种资产的JPoD值得到JPoD矩阵,利用遍历算法逐次筛选,得出具有最小系统风险的多资产组合.实证分析首先利用2014 2015年的上证综指和深证成指数据验证了JPoD方法的有效性;其次,分别利用中国股票市场数据和美国股票市场数据将所提出的资产组合选择方法与马科维茨均值-方差组合理论、随机组合方法进行比较,结果表明无论是在中国股票市场还是美国股票市场,JPoD方法都明显优于其他两种方法.     

Abrupt climate change：Debate or action

Global abrupt climate changes have been documented by various climate records, including ice cores, ocean sediment cores, lake sediment cores, cave deposits, loess deposits and pollen records. The climate system prefers to be in one of two stable states, i.e. interstadial or stadial conditions, but not in between. The transition between two states has an abrupt character. Abrupt climate changes are, in general, synchronous in the northern hemisphere and tropical regions. The timescale for abrupt climate changes can be as short as a decade. As the impacts may be potentially serious, we need to take actions such as reducing CO2 emissions to the atmosphere.     

Hybrid SVM／HMM Method for Face Recognition

A face recognition system based on Support Vector Machine(SVM) and Hidden Markov Model (HMM) has been proposed. The powerful discriminative ability of SVM is combined with the temporal modeling ability of HMM. The output of SVM is moderated to be probability output, which replaces the Mixture of Gauss (MOG) in HMM. Wavelet transformation is used to extract observation vector, which reduces the data dimension and improves the robustness.The hybrid system is compared with pure HMM face recognition method based on ORL face database and Yale face database. Experiments results show that the hybrid method has better performance.     

恒等式证明的概率模型法

本文利用建立概率模型,证明几个重要的恒等式。有些恒等式用常用的分析方法证明是很不易的,但建立了概率模型后,通过求概率或求数学期望,很方便地把恒等式证明出来。     

U-统计量尾概率级数的收敛性

本文对相当广泛的一类权函数和边界函数给出了U-统计量尾概率级数收敛的充分条件.     

组合期权交易策略的概率分析

在假定股票价格服从Ito过程条件下，讨论了采用组合期权交易策略的投资者获益的概率及损益的数学期望，得到了具体计算式，只要投资者获得相应数据，通过具体计算式加以计算，便可以为期权投资者提供数量上的重要参考依据，对期权投资者具有实用价值。     

Phenological studies of selected savanna mosses of south-western Nigeria

It was established that there is little diversity of bryophytes in the derived savanna. Mosses were found in the sampling sites, whereas liverworts were rarely observed. The reproductive methods of four dominant sexually reproducing savanna mosses —Archidium ohioense, Bryum coronatum, Fissidens minutifolius andTrachycarpidium tisserantii were monitored over two consecutive rainy seasons. Protonemal and gametophyte production were noticed in the field in March/April, and capsule dehiscence and spore dispersal occurred in September/October. The sequential stages of development, starting with gametangial production and ending with the falling of the dehisced capsules, occurred within the rainy season. However,A. ohioense andT. tisserantii did not discharge their spores easily (cleistocarpous), unlike the stegocarpous speciesB. coronatum andF. minutifolius. Water availability and possibly high humidity may have contributed to growth. The short period between sex organ formation and dehiscence of capsule seen in these studies, compared with the longer period in some temperate mosses, may be an advantage for bryophytes in a savanna environment.     

线性谐振子的计算机代数计算

采用计算机代数方法，通过Mathematica软件计算线性谐振子的波函数，几率密度和几率最大值的位置。计算方法简单、通用，易于推广。     

Poisson单和—类广义Poisson单的刻划

讨论了Ｐｏｉｓｓｏｎ单和一类广义Ｐｏｉｓｓｏｎ单的基本刻划问题。     

A Study of Evaluation System of Restricting Factors in Training Students‘ Qualities

This paper studies evaluation system of restricting factors in training students' qualities by modern mathematical method of analysis hierarchy process and principal factor analysis, and to build up a mathematical model of evaluation system.