宏观经济系统的鲁棒控制

考虑参数不确定性对一类宏观经济系统的影响,研究了宏观经济系统的鲁棒控制问题,给出系统的鲁棒控制律以及经济系统鲁棒稳定的条件.鲁棒控制律保证了宏观经济系统稳定的运行,同时可以使国民生产总值在短时间内跟踪总需求.通过仿真验证了该算法的有效性.     

湖南省省属高校经常性财政拨款新模式构建研究

经过近几年来高校管理体制的大幅度调整变化,目前湖南省省属高校所采用的经常性财政拨款方案已不能适应新形式的需要。成为适时之需,构建一种公平合理、简单有效的新模式,既发挥财政拨款在高教事业中的基础作用,又引导高校不断提高办学效益。     

湖南报业资源配置现状与问题分析

以对湖南报业资源配置现状的调查为基础 ,从人力资源、媒体资源、信息资源、广告资源、受众资源等五个方面展开分析 ,探讨了湖南报业资源配置存在的主要问题 ,旨在为湖南报业资源的优化配置和湖南报业的发展提供借鉴。     

对偶线性规划问题性质探析

探讨对偶线性规划的原始问题与对偶问题的属性，阐述两者的区别和内在联系，用较简便的方法论证其重要性质，揭示可行解与目标函数、可行解与最优解的关系，指出线性规划问题最优解从约束条件较少的对偶问题寻求为另一较简便之方法。     

组合预测误差信息矩阵研究

研究组合预测误差信息矩阵的结构与组合预测方法性质之间的联系,首次提出冗余信息概念,对最优组合预测方法的组合结构进行了研究。     

Optimal sampling for repeated binary measurements

The authors consider the optimal design of sampling schedules for binary sequence data. They propose an approach which allows a variety of goals to be reflected in the utility function by including deterministic sampling cost, a term related to prediction, and if relevant, a term related to learning about a treatment effect To this end, they use a nonparametric probability model relying on a minimal number of assumptions. They show how their assumption of partial exchangeability for the binary sequence of data allows the sampling distribution to be written as a mixture of homogeneous Markov chains of order k. The implementation follows the approach of Quintana & Müller (2004), which uses a Dirichlet process prior for the mixture.     

Three-level main-effects designs exploiting prior information about model uncertainty

To explore the projection efficiency of a design, Tsai, et al [2000. Projective three-level main effects designs robust to model uncertainty. Biometrika 87, 467–475] introduced the Q criterion to compare three-level main-effects designs for quantitative factors that allow the consideration of interactions in addition to main effects. In this paper, we extend their method and focus on the case in which experimenters have some prior knowledge, in advance of running the experiment, about the probabilities of effects being non-negligible. A criterion which incorporates experimenters’ prior beliefs about the importance of each effect is introduced to compare orthogonal, or nearly orthogonal, main effects designs with robustness to interactions as a secondary consideration. We show that this criterion, exploiting prior information about model uncertainty, can lead to more appropriate designs reflecting experimenters’ prior beliefs.     

Bayesian locally optimal design of knockout tournaments

The elimination or knockout format is one of the most common designs for pairing competitors in tournaments and leagues. In each round of a knockout tournament, the losers are eliminated while the winners advance to the next round. Typically, the goal of such a design is to identify the overall best player. Using a common probability model for expressing relative player strengths, we develop an adaptive approach to pairing players each round in which the probability that the best player advances to the next round is maximized. We evaluate our method using simulated game outcomes under several data-generating mechanisms, and compare it to random pairings, to the standard knockout format, and to two variants of the standard format.     

政治资源:政治发展的内在基石

政治资源是政治现代化启动和推进的前提和基础;政治发展不仅是一个消耗政治资源的过程,更是一个政治资源配置的过程;政治资源的配置影响政治稳定,往往形成不同的政治形态。中国政治发展的不同阶段需要采取与之相适应的政治资源配置方式。     

关于外汇期货套期保值比率的实证研究

最佳套期保值比率(OHR)的估计方法一直是金融工程理论研究的核心问题,从最开始的幼稚法到JSE法 以及随后的很多其他改进方法,保值效率都有不同程度的提高。使用包含误差修正结构的GARCH模型估计外汇 (澳大利亚元)期货的套期保值比率。通过效率比较,证实该模型所得到的套期保值比率比起传统方法都具有更好 的降低风险能力。