多心理账户下的群体投资决策规则优化研究

从决策者有限理性角度,引入行为金融于群体投资决策系统,研究了多心理账户下群体投资决策规则优化问题。研究给出了群体投资决策系统诸多非标准金融实证异象行为的金融解释,并指出了决策者金字塔式心理账户结构;研究提出了各个心理账户下离散随机变量的信息度量方法,以行为证券组合理论为内核进行集成建模,揭示了多心理账户下群体投资决策规则的优化机理。     

An environmental life cycle optimization model for the European pulp and paper industry

Will paper recycling reduce the environmental impact of the European pulp and paper sector? If so, is maximal paper recycling the best policy to optimize the life cycle of the pulp and paper sector? We explore these questions using an approach that combines materials accounting methods and optimization techniques. Environmental impact data are inputs for a linear programming network flow model to find optimal configurations for the sector. These configurations consist of a mix of different pulping technologies, a geographical distribution of pulp and paper production, and a level of recycling consistent with the lowest environmental impacts. We use the model to analyse scenarios with different recycling strategies. Recycling offers a reduction in environmental impact in regions with a high population and a large production of paper and board products. Regions with a large production of graphic products should focus on cleaner virgin pulp production with energy recovery. We conclude that relocation of paper production also offers a reduction in environmental impact. However, the severe effects on the economy make this policy less attractive than a combination of recycling, cleaner pulp production and energy recovery.     

论政府生态规制的制度优化

生态市场由于产权不安全或不存在、外部性与公共性等原因失灵,需要政府生态规制的介入,以求提高生态市场的运行效率。但现实情况是,作为一个公共产权机构,政府的生态规制运行机制也常常出现失灵。因此,应针对政府生态规制失灵的主要原因,探讨其优化的制度安排,包括强化对生态规制者的规制、建立公共租金消散机制、放松生态规制和优化生态规制。     

基于多目标规划的中国可持续发展模式优化研究

本文以人口(Population)、资源(Resource)、经济(Economy)、环境(Environment)和科技(Science & Technolo gy)为核心,构造了PREEST系统模型。以PREEST系统为对象,运用主成分分析法对1987-2001年度中国的可持续发展水平进行了综合评价;借助多目标规划理论,构建了中国可持续发展多目标集成模型,并以"十五"计划纲要为基准,开展了中国可持续发展规划研究的实证分析。在此基础上,通过对"十五"期间中国可持续发展传统模式和规划模式的对比分析,就中国人口、资源、经济、环境和科技等领域的协调发展提出了政策建议。     

On Approximability of Boolean Formula Minimization

For a Boolean function given by a Boolean formula (or a binary circuit) S we discuss the problem of building a Boolean formula (binary circuit) of minimal size, which computes the function g equivalent to , or -equivalent to , i.e., . In this paper we prove that if P NP then this problem can not be approximated with a good approximation ratio by a polynomial time algorithm.     

On Combinatorial Approximation of Covering 0-1 Integer Programs and Partial Set Cover

The problems dealt with in this paper are generalizations of the set cover problem, min{cx | Ax b, x {0,1}ⁿ}, where c Q₊ⁿ, A {0,1}^{m × n}, b 1. The covering 0-1 integer program is the one, in this formulation, with arbitrary nonnegative entries of A and b, while the partial set cover problem requires only m–K constrains (or more) in Ax b to be satisfied when integer K is additionall specified. While many approximation algorithms have been recently developed for these problems and their special cases, using computationally rather expensive (albeit polynomial) LP-rounding (or SDP-rounding), we present a more efficient purely combinatorial algorithm and investigate its approximation capability for them. It will be shown that, when compared with the best performance known today and obtained by rounding methods, although its performance comes short in some special cases, it is at least equally good in general, extends for partial vertex cover, and improves for weighted multicover, partial set cover, and further generalizations.     

The ℓ1 oblique procrustes problem

In this paper, we reconsider the well-known oblique Procrustes problem where the usual least-squares objective function is replaced by a more robust discrepancy measure, based on the ₁ norm or smooth approximations of it.We propose two approaches to the solution of this problem. One approach is based on convex analysis and uses the structure of the problem to permit a solution to the ₁ norm problem. An alternative approach is to smooth the problem by working with smooth approximations to the ₁ norm, and this leads to a solution process based on the solution of ordinary differential equations on manifolds. The general weighted Procrustes problem (both orthogonal and oblique) can also be solved by the latter approach. Numerical examples to illustrate the algorithms which have been developed are reported and analyzed.     

以素质教育为目标的古代汉语教学初探——“古代汉语”教学优化研究之一

提高学生综合素质,是"古代汉语"教学的出发点和终极目标。为此,应以创新的思维,调动一切积极手段,强化教学中获取知识的实践性、学科知识的功用性、教学手段的创新性,使素质教育在"古代汉语"教学中真正得到落实。     

一种求解双目标flow shop排序问题的进化算法

提出一种求解双目标flow shop排序的递进多目标进化算法.算法采用改进的精英复制策略,在实现精英保留的前提下降低了计算复杂性;通过递进进化模式增加群体多样性,改善了算法收敛性;通过群体进化过程中对非劣解集进行竞争型可变邻域启发式搜索,增强了算法局部搜索性能.采用新算法和参照算法NSGA-II对31个标准双目标flow shop算例进行优化.研究结果表明,新算法在所有算例的求解中均获得了优于NSGA-II的非劣解集,验证了算法的有效性.     

Robust portfolio planning in the presence of market anomalies

In this study, a short-term portfolio modeling formulation is developed using existing anomalies as a single determinant for daily Istanbul Stock Exchange National 100 Composite Index (ISE) and US dollars (USD) returns in a Robust optimization (RO) framework. Using anomalies in planning within an RO framework establishes a balance between risk seeking and risk averse behaviors, as generating profit from anomalies is risky and RO enables to settle down the extreme risk seeking behavior. Applications of the model using various data sets result in real profit generation such that terminal wealth figures increase considerably more than Wholesale Price Index (WPI). This study demonstrates that RO is a viable approach to make use of anomaly information for short-term profits.