投资者有限理性对股价波动影响的实证分析——以建筑业个股为样本

行为金融学家认为,有限理性的投资都是起作用的,而非传统金融理论中的非理性投资者最终将被赶出市场,理性投资者最终决定价格。投资者在作出投资决策时通常是在有限理性的条件下,一方面利用直觉、系统分析以及启发式判断等方法来进行决策,另一方面仍受决策者情绪的影响。通常情绪存在个体差异,因而很多经济和决策模型无法包含情绪变量,但这并不能成为忽视情绪变量在决策中重要作用的理由。选取换手率作为代表有限理性的解释变量,采取实证分析的方式验证"有限理性对股价波动具有显著影响"这一论点。     

2—范空间上有界2—线性泛函的保范延拓

研究了２－范空间具有保范延拓性质的一个必要条件，以及一个子空间上的有界２－线性泛函可保范延拓的一个充分必要条件，并导出相应的一些推论。     

考虑停车位不足的出发时刻选择问题

针对目的地停车位不足,出行者如何选择出发时刻的问题,在有限理性视野下综合考虑道路拥堵状况、出行者个人感知差异、目的地车位供给状况以及无法停入合法停车位后将受到惩罚等因素对出行者出发时刻选择的影响.依据前景理论设计实验,通过调查获取出行者出发时刻选择意向数据,构建出行者出发时刻选择模型.研究结果表明:停车位剩余状况影响出行者对出行结果的满意程度以及下一次出行决策.出行者出行结果满意度随着目的地剩余车位的减少而降低,当出行者的出行结果为满意时,出行者下一次出行由倾向于早到逐渐变为倾向于晚到.在车位不足,不能合法停车的情况下,不同的惩罚措施会影响到出行者下一次出发时刻的决策结果,惩罚越严重,出行者越倾向于早出发.     

Signalling chains with probe and adjust learning

Many models explain the evolution of signalling in repeated stage games on social networks, differently in this study each signalling game evolves a communication strategy to transmit information across the network. Specifically, I formalise signalling chain games as a generalisation of Lewis' signalling games, where a number of players are placed on a chain network and play a signalling game in which they have to propagate information across the network. I show that probe and adjust learning allows the system to develop communication conventions, but it may temporarily perturb the system out of conventions. Through simulations, I evaluate how long the system takes to evolve a signalling convention and the amount of time it stays in it. This discussion presents a mechanism in which simple players can evolve signalling across a social network without necessarily understanding the entire system.     

Mappings of Bounded Φ-Variation with Arbitrary Function Φ

We develop the general theory of mappings of bounded -variation in the sense of L. C. Young that are defined on a subset of the real line and take values in metric or normed spaces. We single out the characterizing properties for these mappings, prove the structural theorem for them, and study their continuity properties. We obtain the existence of a geodesic path of bounded -variation between two points of a compact set with certain regularity of its modulus of continuity. The classical Helly selection principle from the theory of functions of bounded variation is generalized for mappings of bounded -variation. Under natural restrictions on the function , we show that the space of all normed space-valued mappings under consideration can be endowed with a metric. Finally, we consider the problem of existence of selections of a continuous set-valued mapping Fof bounded -variation with respect to the Hausdorff distance. We show that if (0) is finite> 0, then Fhas a continuous selection of bounded -variation; if (0) = , then Fis a constant mapping; and if (0) = 0, then, under additional assumptions on , we give examples of mappings Fwith no continuous selection and with no selection of bounded -variation.     

快沿电磁脉冲模拟器传输线宽高比对脉冲上升沿影响研究

采用基于矩量法电磁仿真软件FEKO,对快沿电磁脉冲模拟器内部场波形进行数值计算,研究模拟器传输线的宽高比对电磁脉冲上升沿的的影响.对计算结果进行一元线性回归分析,并对回归方程进行显著性检验,结果表明:模拟器内部电磁脉冲场的上升沿与模拟器宽高比存在着密切的正相关关系,即内部脉冲场的上升时间随传输线宽高比的增大而延长.     

不确定系统的稳定广义预测控制

针对一类有界不确定线性离散被控对象,采用Min-Max优化方法,提出一种新的稳定广义预测控制(MMSGPC)算法.引入内模控制结构,将干扰和不确定性从被控对象中分离出来,并利用局部反环节对其进行补偿;采用Min-Max优化方法,将终端约束条件转化为有界不确定性最差情况时应的线性方程;通过引入矩阵的Moore-Penrose逆,得到了终端约束线性方程的通解,并结合性能指标函数求得了最优控制律.通过仿真实例验证了该方法的稳定效果.     

A New Diffusion-Based Variational Model for Image Denoising and Segmentation

In this paper we propose a new variational model for image denoising and segmentation of both gray and color images. This method is inspired by the complex Ginzburg–Landau model and the weighted bounded variation model. Compared with active contour methods, our new algorithm can detect non-closed edges as well as quadruple junctions, and the initialization is completely automatic. The existence of the minimizer for our energy functional is proved. Numerical results show the effectiveness of our proposed model in image denoising and segmentation. Fang Li received the MSc degree in Mathematics from the South West China Normal University in 2004 and from then on she works in the South West University. Meanwhile, she studies mathematics at the East China Normal University as a doctoral student. Her research interests include anisotropic diffusion filtering, the variational methods and PDEs in image processing. Chaomin Shen received the MSc degree in Mathematics from the National University of Singapore (NUS) in 1998. He worked in the Centre for Remote Imaging, Sensing and Processing (CRISP), NUS as an associate scientist during 1998 to 2004. Currently he is a lecturer in Joint Laboratory for Imaging Science & Technology and Department of Computer Science, East China Normal University. His research interests include remote sensing applications and variational methods in image processing. Ling Pi received her MSc degree from the Department of Mathematics, East China Normal University in 2003. She is currently a lecturer in the Department of Applied Mathematics, Shanghai Jiaotong University. Her work involves the application of geometric and analytic methods to problems in image processing.     

String and graph grammar characterizations of bounded regular languages

Two grammatical characterizations of the bounded regular languages are presented: one in terms of graph grammars, the other using string grammars. First it is shown that a class of state graphs recognizing the bounded regular languages can be generated by a particular second-order contextfree graph grammar. Next we call uniquely recursive a right-linear (string) grammar having at most one right-recursive production for each of its nonterminals. It is then established that the class of languages generated by uniquely recursive, sequential right-linear grammars is exactly the bounded regular languages. Some comments on the relationship between string and graph grammars are made.     

有界对称域Cn中全纯多调和函数的自共轭性质

Axler猜想当0＜p＜1时ap为自共轭空间,随后已证明此猜想成立,并证明了单位圆盘D及有界对称域Cn下加权空间也为自共轭空间ap,q,α也为自共轭空间.该文考虑并证明把单位圆盘推广到有界对称域Cn时,拟正规加权空间ap,ψq,α的自共轭性质.并通过证明单位圆盘下成立的几个引理,在推广到有界对称域Cn情形时仍然成立的方法,证明了命题的成立.