基金最佳使用研究

研究了一类决策问题——基金最佳使用:利用线性规划的知识,建立了三种不同情形下的最优基金使用问题的数学模型,并通过编程计算出最高奖金的数额,得出了最高年奖金的基金使用方法;引入数学期望,成功解决了国库券发行时间不定的问题.     

一类非参数回归函数导数估计的渐近分布

设y_1,…,y_n是在固定点x_1,…,x_n的n个观察值,适合模型y_i=g(x_i)+ε_i,1≤i≤n,这里g是R~1上的未知函数,{ε_i}为零均值、有限方差的i.i.d.序列,设O=x_o≤x_l≤…≤x_(n-1)≤x_n=1我们用作为g~(p)(x)的估计. 本文给出了的渐近分布,其中x~(1),…,x~(m)为(0,1)内的相异点。     

关于Fuzzy综合评价模型的研究

讨论了Fuzzy模型P=A(×)B=(p1,p2,…,pn)的算法规则(×)的三种情形,即Pj=max1≤i≤n[min(αi,rij)],pj=∑n)/(i=1αirij,Pj=∑n)/(i=1min(αi,rij), 以及二种评定法则:(1)简单评定法:当pk=max1≤j≤mpj时定为k级.(2)复合评定法:当∑k-1)/(j=1pj≤∑m)/(j=kpj且∑m)/(j=k+1pj≤∑k-1)/(j=1pj时定为k级,当∑k-1)/(j=1pj≥∑m)/(j=kpj且∑k-2)/(j=1pj≤∑m)/(j=k-1pj时定为(k-1)级,当∑m)/(j=k+1pj≥∑k-1)/(j=1pj且∑k-1)/(j=1pj≤∑m)/(j=kpj时定为(k+1)级.当模糊复杂度rij具有一定实际含义下,可能引发误判的三个定理.在三个定理条件下,一次性判定及联合判定均判定为k级,但当模糊复杂度rij有一定实际含义时,会发生不应判定为k级的现象.同时给出了减少误判的措施.     

矩阵广义对角占优和非奇的判定(Ⅱ)

本文是[1]的继续,进一步给出矩阵广义对角占优某些必要和充分条件,从而也得到M矩阵和非奇矩阵的若干判定准则,推广了[1],[8],[9]的主要结果。 设A=(a_(ij))为n×n阶矩阵,?i=sum from j≠i to |a_(ij)|,1≤i,j≤n。阵A中|a_(ij)|>?_i的行称为占优行,而|a_(ij)|≤?j的行称为非占优行,在非占优行中与占优行对应的列元素不为零的行称为第一级连优行,与第一级连优行对应的列元素不为零的行称为第二级连优行,……,不属于任     

Casàrp平均的带权强求和

设 f(x) ∈LP(Ωn) ,1≤P ≤ 2 ,δ >(n- 1) (1P - 12 ) ,σδN(f) (x)表示 f(x)在n维球面Ωn 上的Ces劋ｒｏ平均っ髁恕　imN→∞1N+ 1ΣNk=0 ｜σδk(f) (x) - f(x) ｜2 ak =0　　a .e .x∈Ωn其中权系数ak >0 ,满足　　 1≤ 1N+ 1ΣNk =0 ak ≤A　　 (A是一个绝对常数 )。     

Cesàro平均的带权强求和

设f(x)∈LP(Ωn),1≤P≤2,δ＞(n-1)(1)/(P)-(1)/(2)),σδN(f)(x)表示f(x)在n维球面Ωn上的Cesàro平均.证明了 limN→∞(1)/(N+1) ΣN)/(k=0|σδk(f)(x)-f(x)| 2ak=0 a.e.x∈Ωn 其中权系数ak＞0,满足 1≤(1)/(N+1)ΣN)/(k=0ak≤A (A是一个绝对常数).     

空气喷射器的设计

空气喷射器广泛应用于抽空工艺容器和维持真空。因为它工作可靠又没有动件。尽管存在着许多可行的资料,但对喷射器的设计仍缺乏简易可行的方法。对于给定的任务,本图对估算喷射器的尺寸,提供了适用而又简捷的方法。 本图是建立在下述方程,而方程来源于文献( 1—4)中的可靠资料。 MA=80Pc 7000CD-6650(1)式中: 3000≤MA≤1300 0.8≤CD≤1.0 50≤PC≤160 1n(50MR)= 5.7122[1一 e-0.8411ln(PR/4.5)](2)式中: 4. 5≤PR≤60 0.02≤MR≤3.25M。=3.25 0.08702(P。一60N)’””‘”(3)式中: 60相似文献   

电动、气动扭矩扳子示值的测量不确定度评定

正一、测量过程1.在电动、气动扭矩扳子使用说明规定的环境条件下,使用示值相对允差δ_(b_rel)的扭矩仪测量电动、气动扭矩扳子在设定扭矩值T_j下扭紧高扭矩率模拟器时输出的扭矩量值,该过程重复进行n次,以n次测量值T_(Hji)(i=1,2,……,n)的算术平均值作为电动、气动扭     

血管切片的三维重建

本文讨论血管的三维重建问题.我们通过研究,证明了以下的定理.定理设C(i)是中轴线和平面Z=i的交点,那么存在以C(i)为中点且端点P1(i),P2(i)在ω(i)上的线段,并且在P1(i),P2(i)处ω(i)的切线相互平行.根据定理,我们找到利用求截面图象边界曲线的平行切线方法找到中轴线和100个截面的交点及管道的直径59.1238pixel.并用这100个交点的数据拟合出中轴线的方程:x(t)=-0.207806-0.610303t+0.206455t2-0.0144935t3+0.000517774t4-8.394241977754047×10-6t5+6.133353112035975×10-8t6-1.6673218267444805×10-10t7y(t)=158.211+1.86595t-0.266798t2+0.0141407t3-0.000325412t4+3.043275597680807×10-6t5-9.899171274615063×10-9t6z(t)=t然后我们用中轴线的方程重建了三维血管,并求出了重建血管在40个平面上的截面ω′(i)(30≤i≤69),并与原始截面ω(i)(30≤i≤69)进行比较,截面平均符合率高达96.8024%.     

恶性大脑中动脉梗死出血性转化的临床与MRI序列诊断分析

目的:分析恶性大脑中动脉梗死的临床特征、出血性转化的相关危险因素、MRI磁敏感加权序列对出血性转化的诊断优势.方法:回顾性分析2014年8月-2019年8月240例MMI患者的临床及影像学资料.分为出血组(HT组,n=56)及非出血组(NHT组,n=184),采用单因素及多变量Logistic回归模型进行多因素分析以确...     

资金约束时零售商融资与订货决策及价值分析

针对供应链中存在资金约束的情形,建立了包含制造商（M）、零售商（R）双层结构、不考虑残次品率、库存成本和融资周期长短的简洁供应链决策模型。研究了当市场需求不确定和零售商资金不足情形下,零售商选择是否融资这两种情况下,其订货决策的变化,以及零售商和制造商的收益变化。通过有无融资条件下零售商不同数量自有资金时订货量和期望收益对比和零售商自有资本一定时订货量随周期变化的数值分析,证明了零售商的融资决策与订货量决策会随着其自有资金及市场需求的变化而变化;验证了融资可以提高零售商和供应链的收益,而且能够使得供应链的总产品尽快达到最佳产量,有效满足消费者需求。     

A supportive pricing model for suppliers with purchase order financing

Traditionally, lowering the purchase price is welcomed by a business buyer since people believe it can reduce the costs. However, it can be another story if her supplier is short of money and applies for purchase order financing to fund the production. This paper identifies the conditions under which a buyer has the motivation of allowing higher purchase price to facilitate the supplier’s loan application and consequently improve the supply availability. We use a Stackelberg model to describe the interaction between the supplier’s plan (deciding the loan amount and production input simultaneously) and the buyer’s order design (deciding the purchase price and order size jointly). We show the buyer’s optimal order design has four kinds of closed-form solutions as the supplier’s operational state follows a two-point distribution. The design choice should depend on the item value and the supplier’s reliability. In short, this research shows when to increase the purchase price and how to coordinate the order size with it. Generally speaking, if the item value is high and the supplier’s reliability is medium, a buyer allowing a premium price can ensure the supply and actually maximise her expected profit.     

Financing of Investment in Eastern Europe: A Theoretical Perspective

Eastern Europe suffers from a worsening capital shortage problem.This paper studies ways to find the needed funds. It is arguedthat firms need funds in order to transform illiquid ideas intoliquid claims, possibly through a chain of intermediaries. Itshows that collateral (proven assets) plays the central rolein increasing liquidity of liabilities and determining the firm'scapacity to fund investments. A model is offered to illustratehow firm growth is limited by the net worth of its marketableassets. The analysis is extended to specialized assets for whichthe liquidation value is less than the ongoing value. The importantsecond variation of intermediation is also examined. A key featureof the intermediation model is that intermediaries themselvesare constrained by their net worth. Some lessons are then drawnregarding the status and future of financing in Eastern Europe.The intermediation model suggests that granted the scarcityof capital, financing of investments will have to be more information-intensive:intermediaries will have to take a more active role in monitoringfirms. Capital formation is likely to be a slow process, sincethe capital base is so small. Private investments will be gearedtowards smaller, safer and shorter-term projects. The logicof liquidity-constrained growth argues for letting small firmscarry the brunt of the responsibility for future prosperityin Eastern Europe.     

A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry

This paper proposes a multistage stochastic programming approach for the asset-liability management of Brazilian pension funds. We generate asset price scenarios with stochastic differential equations—Geometric Brownian Motion model for stocks and Cox–Ingersoll–Ross model for fixed income securities. Intertemporal solvency regulatory rules for Brazilian pension funds are considered endogenously in the model and enforced with a combinatorial constraint. A VaR probabilistic constraint is incorporated to obtain a positive funding ratio at each time period with high probability. Our approach uses multiple trees to provide a representative characterization of the uncertainty and is not computationally prohibitive. We evaluate the insolvency probability under different initial funding ratios through extensive simulations. The study reveals that the likely decrease of interest rate premiums in the next years will force pension fund managers to significantly change their portfolio strategies. They will have to take more risk in order to deliver the cash flows required to cover the liabilities and satisfy the regulatory constraints.     

IR laser extraction technique applied to oxygen isotope analysis of small biogenic silica samples

An IR-laser fluorination technique is reported here for analyzing the oxygen isotope composition (delta18O) of microscopic biogenic silica grains (phytoliths and diatoms). Performed after a controlled isotopic exchanged (CIE) procedure, the laser fluorination technique that allows one to visually check the success of the fluorination reaction is faster than the conventional fluorination technique and allows analyzing delta18O of small to minute samples (1.6-0.3 mg) as required for high-resolution paleoenvironmental reconstructions. The long-term reproducibility achieved with the IR laser-heating fluorination/O2 delta18O analysis is lower than or equal to +/-0.26 per thousand (1 SD; n = 99) for phytoliths and +/-0.17 per thousand (1 SD; n = 47) for diatoms. When several CIE are taken into account in the SD calculation, the resulting reproducibility is lower than or equal to +/-0.51 per thousand for phytoliths (1 SD; n = 99; CIE > 5) and +/-0.54 per thousand (1 SD; n = 47; CIE = 13) for diatoms. A minimum reproducibility of +/-0.5 per thousand leads to an estimated uncertainty on delta18Osilica close to +/-0.5 per thousand. Resulting uncertainties on reconstructed temperature and delta18Oforming water are, respectively, +/-2 degrees C and +/-0.5 per thousand and fit in the precisions required for intertropical paleoenvironmental reconstructions. Several methodological points such as optimal extraction protocols and the necessity or not of performing two CIE prior to oxygen extraction are assessed.     

Current costing models: are they suitable for allocating health resources? The example of fall injury prevention in Australia

The example of fall injury among older people is used to define and illustrate how current Australian systems for allocation of health resources perform for funding emerging public health issues. While the examples are Australian, the allocation and priority setting methods are common in the health sector in all developed western nations. With an ageing population the number of falls injuries in Australia and the cost of treatment will rise dramatically over the next 20-50 years. Current methods of allocating funds within the health system are not well suited to meeting this coming epidemic. The information requirements for cost-benefit and cost-effectiveness measures cannot be met. Marginal approaches to health funding are likely to continue to fund already well-funded treatment or politically driven prevention processes and to miss the opportunity for new prevention initiatives in areas that do not have a high political profile. Fall injury is one of many emerging areas that struggle to make claims for funding because the critical mass of intervention and evidence of its impact is not available. The beneficiaries of allocation failure may be those who treat the disease burden that could have been easily prevented. Changes to allocation mechanisms, data systems and new initiative funding practices are required to ensure that preventative strategies are able to compete on an equal footing with treatment approaches for mainstream health funding.     

最优组合预测方法在家用汽车需求预测中的应用

为了提高预测的准确性,引入了组合预测模型,将几个单一预测模型有机地结合起来,综合各个预测模型的优点,对未来几年内家用轿车需求进行预测.通过使组合预测误差平方和最小,确定各个单一预测方法的权重系数,得出更为准确的预测结果.计算结果表明该方法具有较好的实用性.     

新疆若羌县石门铜金矿地球化学障及找矿方向

石门铜金矿位于塔里木板块北山裂谷西段,区域上分布有多处浅成低温热液型金矿床。石门铜金矿自2002年发现至今的近十年内,仅于普查阶段发现一条含铜金蚀变带之后一直没有突破。笔者结合石门铜金矿地质特征,围岩蚀变,矿体特征,对石门铜金矿中的成因矿物学进行了研究,分析矿体赋存部位的地球化学条件,明确了区内有利于金元素沉淀富集的地球化学障的位置,并提出找矿方向及工程布设建议,以期取得找矿突破。     

Cooperation in capital deposits

The rate of return earned on a deposit can depend on its term, the amount of money invested in it, or both. Most banks, for example, offer a higher interest rate for longer term deposits. This implies that if one individual has capital available for investment now, but needs it in the next period, whereas the opposite holds for another individual, then they can both benefit from cooperation since it allows them to invest in a longer term deposit. A similar situation arises when the rate of return on a deposit depends on the amount of capital invested in it. Although the benefits of such cooperative behavior may seem obvious to all individuals, the actual participation of an individual depends on what part of the revenues he eventually receives. The allocation of the jointly earned benefits to the investors thus plays an important part in the stability of the cooperation. This paper provides a game theoretical analysis of this allocation problem. Several classes of corresponding deposit games are introduced. For each class, necessary conditions for a nonempty core are provided, and allocation rules that yield core-allocations are examined.