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。     

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.     

Batch-Processing Scheduling with Setup Times

The problem is to minimize the total weighted completion time on a single batch-processing machine with setup times. The machine can process a batch of at most B jobs at one time, and the processing time of a batch is given by the longest processing time among the jobs in the batch. The setup time of a batch is given by the largest setup time among the jobs in the batch. This batch-processing problem reduces to the ordinary uni-processor scheduling problem when B = 1. In this paper we focus on the extreme case of B = +, i.e. a batch can contain any number of jobs. We present in this paper a polynomial-time approximation algorithm for the problem with a performance guarantee of 2. We further show that a special case of the problem can be solved in polynomial time.     

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。     

早期工业化时期一般造物设计的发展

明代中叶以来,社会生产力的提高和商品经济的发展使中国城乡手工业的发展达到很高的水平,出现了与近代欧洲早期相似的工场手工业,也就是早期工业化,这意味着在西方以大工业生产为基础的现代设计"冲击"中国造物艺术之前,中国早期工业化的发展已具备了一定的生产基础而非空白,也就是说,西方现代设计的最初引入,中国并不只是处于一种被动的局面,而是在传统设计的积累与工场手工业的基础上作出了一种积极的"回应"。     

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.