Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays.     

Variance analysis of identified linear MISO models having spatially correlated inputs,with application to parallel Hammerstein models

This contribution concerns variance analysis of linear multi-input single-output models when the inputs are temporally white but where different inputs may be correlated. An expression is provided for the variance of a linearly parametrized estimate of the frequency response function from one block, i.e. from one input to the output. In particular, this expression reveals that the variance increases in one block when the number of estimated parameters in another block is increased, but levels off when the number of parameters in the other block reaches the number of parameters in the block in question. It also quantifies exactly how correlation between inputs affects the resulting accuracy and a graphical representation is provided for this purpose. The results are applicable to parallel MISO Hammerstein models when the nonlinearities are known and generalize an existing variance expression for this type of model.     

基于FPGA实现AES的侧信道碰撞攻击

为了解决攻击点在能量迹中具体位置的识别问题,在对侧信道碰撞攻击技术研究的基础上,提出了通过计算能量迹中每个采样点的方差来识别攻击点的方差检查技术。并利用基于相关系数的碰撞检测方法,对一种AES的FPGA实现实施了攻击。实验结果表明,方差检查技术可以有效地识别攻击点在能量迹中的具体位置。     

Experimental design in soap manufacturing for optimization of fuzzified process capability index

In manufacturing industries, the quality of a product depends on the combined effect of multiple input variables working singly or together and therefore attention has been given on process capability indices to shift from single to multivariate domain. In case of multivariable domain the capability to incorporate uncertainties at the time of decision making becomes necessary. Fuzzy system is introduced to take care of this requirement. In this article the process parameters of soap manufacturing industries have been analyzed. The process capability is determined using Fuzzy Inference System rule editor based on a set of justified if then statements as applicable for the process. The data has been collected in linguistic form to derive its process capability, using a set of justified rules and the effect of each factor has been determined using Design of Experiments (DoE) and analysis of variance technique (ANOVA) for improving the soap quality from perspective of its softness. This article ventures to propose a new methodology by integrating Fuzzy with DoE providing better result followed by DoE and Fuzzy Inference system in isolation.     

An efficient procedure for finding best compromise solutions to the multi-objective assignment problem

In this paper, we consider the problem of determining a best compromise solution for the multi-objective assignment problem. Such a solution minimizes a scalarizing function, such as the weighted Tchebychev norm or reference point achievement functions. To solve this problem, we resort to a ranking (or k-best) algorithm which enumerates feasible solutions according to an appropriate weighted sum until a condition, ensuring that an optimal solution has been found, is met. The ranking algorithm is based on a branch and bound scheme. We study how to implement efficiently this procedure by considering different algorithmic variants within the procedure: choice of the weighted sum, branching and bounding schemes. We present an experimental analysis that enables us to point out the best variants, and we provide experimental results showing the remarkable efficiency of the procedure, even for large size instances.     

炭黑－环氧树脂导电复合材料的研究

本文研究了炭黑－环氧树脂复合材料的制备工艺及炭黑填充率对材料电阻率的影响。实验结果表明，加入表面活性剂，明显改善了炭黑在环氧树脂中分布的均匀性。炭黑－环氧树脂材料具有明显的渗流效应，正温度系数效应即ＰＴＣ效应，非线性伏安特性和电磁波屏蔽效应。     

A fuzzy DEA model with undesirable fuzzy outputs and its application to the banking sector in India

Data envelopment analysis (DEA) is a widely used technique for measuring the relative efficiencies of decision making units (DMUs) with multiple inputs and multiple outputs. However, in real life applications, undesirable outputs may be present in the production process which needs to be minimized. The present study endeavors to propose a DEA model with undesirable outputs and further to extend it in fuzzy environment in view of the fact that input/output data are not always available in exact form in real life problems. We propose a fuzzy DEA model with undesirable fuzzy outputs which can be solved as crisp linear program for each α in (0, 1] using α-cut approach. Further, cross-efficiency technique is applied to increase the discrimination power of the proposed models and to rank the efficient DMUs at every α in (0, 1]. Moreover, for better understanding of the proposed methodology, we present a numerical illustration followed by an application to the banking sector in India. This is the first study which attempts to measure the performance of public sector banks (PuSBs) in India using fuzzy input/output data for the period 2009–2011. The results obtained from the proposed methodology not only depict the impact of undesirable output on the performance of PuSBs but also analyze efficiently the influence of the presence of uncertainty in the data over the efficiency results. The findings show that the efficiency results of many PuSBs vary with the variation in α during the selected period.     

Web软件可信性的模糊评价方法

在对ISO/IEC 9126模型及Web软件属性图进行改进和扩充后,应用因子分析法构建了Web软件可信性评价指标体系,运用结构熵值法确定了各个可信指标的权重,并运用改进的证据合成方法构造专家评价信息的模糊评价矩阵;最后,运用置信度识别准则对软件可信性进行等级评价和得分计算,对应可信性决策规则集得出相应的策略。结合对Web软件中网上银行项目的实例分析说明了该方法的实用性和有效性。     

基于中心复合设计的振荡热管传热性能分析

Oscillating heat pipes （OHPs） are very promising cooling devices. Their heat transfer performance is affected by many factors, and the form of the relationship between the performance and the factors is complex and non-linear. In this paper, the effects of charging ratio, inclination angle, and heat input and their interaction effects on heat transfer performance of a looped copper-water OHP are analyzed. First, suppose that the relationship between the response and the variables approximates a second-order model. And use the central composite design to arrange the experiment. Then, the method of least squares is used to estimate the parameters in the second-order model. Finally, multivariate variance analysis is used to analyze the model. The results show that the assumption is right, that is to say, the re- lationship is well modeled by a second-order function. Among the three main effect variables, the effect of inclination angle is the most significant, but their interaction effects are not significant. In the range of the considered factors, both the optimum charging ratio and the optimum inclination angle increase as the heating water flow rate increases.     

云计算环境中高效可扩展的元数据管理方法

针对现有元数据管理方法存在可扩展性差或访问效率低的问题,提出一种高效可扩展的元数据管理方法.基于可扩展哈希方法实现元数据系统动态可扩展,使用并行定位方法实现元数据服务器高效定位,提出动态K叉树的元数据组织方法以提高元数据服务器扩展时选择迁移元数据的速度.实验结果表明,该方法具有近似线性扩展性能,其选择迁移元数据的时间几乎为零,有效解决了云计算环境中元数据管理系统的高效动态可扩展问题.