基于改进蚁群算法的商业银行信用风险评估方法

对原蚁群算法的转移概率和信息素更新机制进行改进,并首次将蚁群算法应用于商业银行的信用风险评估问题,取得满意的结果。通过将计算结果与回归分类算法、判别分析和遗传规则进行比较,表明应用该算法解决商业信用风险问题更加有效。     

长江经济带水足迹字典序优化配置研究

针对长江经济带日益突出的人水矛盾,基于水足迹理论,构建基于人口数量的流域水足迹字典序优化配置模型,并提出水资源承载力的平衡指数模型,综合辨识人口结构对长江经济带水足迹字典序优化配置的作用机制。研究表明：人口总量对水足迹字典序优化配置具有显著的正向影响,人类活动强度是影响区域水资源承载力的平衡指数的关键要素;基于人口数量的流域水足迹字典序优化配置方案具有显著的城乡二元结构特征,本质上反映了城乡基础设施及产业结构的空间差异状态。该配置方案还具有人口就业结构特征,本质上反映了产业用水效率的空间差异状态。     

快速傅立叶变换在数字信号处理器上的实现研究

结合数字信号处理器的性能特点,对基2、基4、分裂基和Bruun FFT等快速傅立叶变换算法及其在TMS320C30上的实现进行了研究,开发出高效的FFT算法和程序。     

基于并行遗传算法的去相关多用户检测器

通过将码分多址通信系统中的最佳多用户检测视为组合优化问题,利用遗传算法能全局寻优的优势,提出了一种基于并行遗传算法的去相关多用户检测器。理论分析和仿真表明:该多用户检测器无论是抗多址干扰的能力还是抗远近效应的能力都明显优于传统的检测器和去相关多用户检测器;由于采用了基于“联姻”策略的并行遗传算法,使这种多用户检测器更易于实时应用和硬件实现。     

万物互联时代的“算法”崇拜与资源配置变革

随着万物互联时代的来临,人类资源配置将被各种人工智能“算法”①所取代。万物互联产生的数据将成为社会资源的重要形态,也是支撑人工智能“算法”的重要基础。数据资源的安全、所有权归属、开发利用效率以及保密等重要议题,将成为民族学、经济学、社会学和心理学等相关学科关注和研究的新热点。我国是一个统一的多民族国家,如何将丰富的民族多样化资源转化为支持万物互联资源网络协同优化配置人工智能“算法”的数据,需要从民族历史、文化、生物、信息处理技术等相关学科做深入的理论和实证研究。在万物互联时代,因资源配置方式与配置机制发生变革,经济学一般不再直接求解资源最优配置的策略集,更多是从理论和实证方面研究资源配置中人工智能“算法”的构造原理、构造条件与影响因素。万物互联时代,社会和谐秩序的构建,需要政府建立和维护万物互联网络的安全防护体系,并对资源配置中人工智能技术演变路径作规范和指引。     

应用同伦正则化算法反演二维溶质运移模型中的弥散系数

利用同伦正则化算法探讨了二维对流弥散方程的依赖空间变量的弥散系数反演问题.讨论了初始迭代值、数值微分步长、以及收敛精度对算法实现的影响.数值模拟表明,同伦正则化算法对于此类参数反演问题是一种有效的方法.     

基于数字图像处理的纺织物辅助设计模拟系统开发

文章研究并设计了一种基于数字图像处理技术( DIP)的纺织物辅助设计模拟系统。该系统通过将极大化思想、 K-means聚类以及形态学开闭运算有机结合,成功实现了从实际织物组织图中自动提取组织形态学结构,并提出了一种 全新的组织纱线色彩替换算法,将各种组织结构模拟到纺织物设计图样中。实验证明,该系统能够实现很好的组织模拟 效果。     

MAP segmentation in Bayesian hidden Markov models: a case study

We consider the problem of estimating the maximum posterior probability (MAP) state sequence for a finite state and finite emission alphabet hidden Markov model (HMM) in the Bayesian setup, where both emission and transition matrices have Dirichlet priors. We study a training set consisting of thousands of protein alignment pairs. The training data is used to set the prior hyperparameters for Bayesian MAP segmentation. Since the Viterbi algorithm is not applicable any more, there is no simple procedure to find the MAP path, and several iterative algorithms are considered and compared. The main goal of the paper is to test the Bayesian setup against the frequentist one, where the parameters of HMM are estimated using the training data.     

An oracle-based algorithm for robust planning of production routing problems in closed-loop supply chains of beverage glass bottles

The demand for glass bottles is exhibiting an upward trend over time. The manufacturing of glass bottles is costlier in terms of time and resources and is associated with a higher level of heat generation and environmental pollution compared to recycling processes. In response to the aforementioned challenges, companies that use glass bottles need to implement strategies to manage their reverse supply chains in conjunction with their traditional supply chains, as the economic and environmental benefits of returned products are unquestionable. Closed-loop supply chains (CLSCs) integrate forward and reverse flows of products and information. This integration helps companies to have a broader view of the whole chain. Despite these advantages, managing CLSCs can be challenging as they are exposed to many uncertainties regarding supply and demand processes, travel times, and quantity/quality of returned products.In this study, we consider the production planning, inventory management, and vehicle routing decisions of a CLSC of beverage glass bottles. We propose an MILP model and rely on a multi-stage adjustable robust optimization (ARO) formulation to deal with the randomness in both the demand for filled bottles and the requests for pickups of empty bottles. We develop an exact oracle-based algorithm to solve the ARO problem and propose a heuristic search algorithm to reduce the solution time. Our numerical experiments not only show the incompetency of the customary method, namely the affine decision rule approach, but also illustrate how our algorithms can solve the small-size problems and significantly improve the quality of the obtained solution for large problems. Furthermore, our numerical results show that robust plans tend to be sparse, meaning the routes are chosen so that empty bottles are transported to production sites in such a way that fewer new bottles need to be ordered. Thus, robust planning makes the CLSCs more environmentally friendly.     

A note on the monotonicity of the ES algorithm

In the study of the robust nonparametric regression problem, Oh et al. [The role of pseudo data for robust smoothing with application to wavelet regression, Biometrika 94 (2007), pp. 893–904] developed and named the ES algorithm. In the event that the ES algorithm converges, the robust estimator can be obtained through a sequence of conventional penalized least-squares estimates, the computation of which is fast and straightforward. However, the convergence of the ES algorithm was not established theoretically in Oh et al. In this note, we show that under a certain simple condition, the ES algorithm is monotonic. In particular, the ES algorithm does converge globally in the setting of Oh et al.