Algorithmic estimation of risk factors in financial markets with stochastic drift

We assume a financial market governed by a diffusion process reverting to a stochastic mean which is itself governed by an unobservable ergodic diffusion, similar to those observed in electricity and other energy markets. We develop a moment method algorithm for the estimation of the parameters of both the observable process and the unobservable stochastic mean. Our approach is contrasted with other methods for parameter estimation of partially observed diffusions, and applications to the modelling of interest rates and commodity prices are discussed.     

基于Q学习的企业信息化冲突研究

信息化作为当前企业提升竞争能力的重要手段，在实施的过程中会面临多种技术和管理上的冲突。而对这些冲突缺乏足够的认识和有效的解决机制，会直接影响到信息化项目的成败。为此从信息化冲突产生的原因入手，建立信息化冲突的模型，剖析问题的实质，并构建了基于Q学习的冲突解决机制，为企业信息化过程中的冲突化解提供一定的指导。     

基于Q学习的企业信息化冲突研究

信息化作为当前企业提升竞争能力的重要手段,在实施的过程中会面临多种技术和管理上的冲突。而对这些冲突缺乏足够的认识和有效的解决机制,会直接影响到信息化项目的成败。为此从信息化冲突产生的原因入手,建立信息化冲突的模型,剖析问题的实质,并构建了基于Q学习的冲突解决机制,为企业信息化过程中的冲突化解提供一定的指导。     

A partial binary tree DEA-DA cyclic classification model for decision makers in complex multi-attribute large-group interval-valued intuitionistic fuzzy decision-making problems

This paper proposes the idea of combining “interest groups” with the practical decision information to classify the decision makers (DMs) in complex multi-attribute large-group decision-making (CMALGDM) problems in interval-valued intuitionistic fuzzy (IVIF) environment. It constructs a partial binary tree DEA-DA cyclic classification model to achieve the multiple groups’ classification of DMs. Not only does this method provide references for the classification of DMs when the decision information is known, but it also lays foundations for DMs’ effective weight determination and the aggregation of decision information. First, this paper normalizes all of the cost attributes into benefit attributes to avoid the wrong decision result. Second, it employs the C-OWA operator to transform IVIF number (IVIFN) samples into single-valued samples. With respect to this transformation, this paper provides the corresponding BUM functions of DMs according to their risk attitudes; therefore, the preference information of DMs can be more objectively aggregated. Third, this paper adopts the partial binary tree DEA-DA cyclic classification model to present an accurate classification of DMs. Thus, for each interest group, group members with different interest preferences can be distinguished and distributed to the appropriate groups. Finally, to show the feasibility and validity of the model, we give an illustrative example.     

Total project cost: a simplified model for decision makers

A simplified model for total project cost is developed in this paper to meet the numerous requests from decision makers for a model that can be used to estimate the total project cost from the estimated cash flows and, more importantly, to check the accuracy of the project cost estimates in feasibility studies that require prudent decisions. It begins with a base cost estimate in constant dollars and discrete cash flows with discrete inflation rates as practised by the construction industry. The discrete inflation rates are used to estimate the current dollar costs of the project. The effects of inflation are estimated as escalation during construction. Using the future value concept, interest during construction is estimated, in a simplified approach, to estimate the total project cost. Data from an actual feasibility study is used to highlight the strengths and weaknesses of the simplified model. The model is extended to treat discrete cash flows with continuous inflation rates.     

分布式虚拟环境的可扩充性研究

讨论了与分布式虚拟环境系统扩充性相关的两类技术,一类是通过简单的硬件并行来实现系统扩容,典型的例子是多服务器并行分区技术。这类技术能够支持大规模的分布式虚拟环境(DVE)系统,缺点是费用太高;另一类技术试图通过减少服务器通信负载来实现系统容量的增加,主要包括感兴趣区域（AOI）技术,DR算法和组播技术。此外,还讨论了一些复合方法：如基于AOI的组播技术等。网络负载的减少意味着相同的硬件条件可以支持更大规模的客户,从而有助于解决大规模DVE系统的扩充性问题。     

染整专业《染色》课程教学的思考与实践

在中专染色课的教学工作中,应合理安排课程内容,突出应用性,加强实践性。学生提高动手能力,激发学生的学习兴趣,培养学生热爱专业的思想。     

高等学校文科数学教学改革与实践

本文结合南京工业大学十多年来文科数学课程的教学实践,围绕大学文科专业开设数学课程的必要性和重要性以及文科数学的课程体系、教学内容、教学方法、教学手段等方面,作了初步的探讨和研究。     

医学影像多尺度压缩传输方法的研究

医学影像数字化后需要的存储量很大且要求的精确度高,为了保证医学影像的使用质量,现在的医学影像在传输时常需采用无损压缩。但是,这样的医学影像传输方法会占用相当大的带宽,也大大降低了传输速度。提出一种对医学影像的感兴趣区域和非感兴趣区域进行多尺度压缩的方法实现有损压缩传输,获得了良好的效果,并且把实验结果与其他方法进行了对比,结果表明该方法可以有效提高压缩率,提高传输速率。     

分布式虚拟环境中兴趣管理技术的分类研究

分布式虚拟环境作为虚拟现实与网络技术的结合有着广泛的应用，但却面临着扩展性的问题。而兴趣管理正是解决这一问题的有效技术之一。本文提出了基于(表示模型、过滤规则、体系结构)三个要素对兴趣管理进行分类的新方法，并据此对以往的分布式虚拟环境系统中采用的兴趣管理技术进行了分析和总结，籍以促进兴趣管理技术的进一步发展，此外简要介绍了南京大学AIMNET中所采用的兴趣管理技术。