偏微分积分方程的周期边值问题

本文用上下解方法结合特征线理论讨论了形如 U_t+f(t,x)U_x=g(t,x,u,Tu) u(0,x)=u(2π,x) (1)的一阶偏微分积分方程解的存在性与唯一性,进而用双边迭代的方法给出其求解的程序。     

具有卖空总量限制的多阶段M—SAD投资组合优化

文章提出具有卖空总量限制、阈值约束和V型交易成本的多阶段均值—半绝对偏差（M-SAD）投资组合优化模型。该模型分别运用均值和半绝对偏衡量资产的收益率和风险。由于交易成本的存在,该模型不满足无后效性的动态优化问题。文章将该模型近似为一般动态规划问题,提出一种新的离散迭代方法,并证明该算法是线性收敛的。最后,文章通过实证研究比较分析卖空总量限制和风险偏好系数取不同值时对投资组合最优策略的影响,验证模型和算法的有效性。     

复调和函数的混合边值问题

利用Ｆｏｕｒｉｅｒ方法得到复调和函数的混合边值问题解的表示式及解的存在性定理并讨论了解的唯一性．     

Application of Markov chain Monte Carlo methods to modelling birth prevalence of Down syndrome

Data collected before the routine application of prenatal screening are of unique value in estimating the natural live-birth prevalence of Down syndrome. However, much of these data are from births from over 20 years ago and they are of uncertain quality. In particular, they are subject to varying degrees of underascertainment. Published approaches have used ad hoc corrections to deal with this problem or have been restricted to data sets in which ascertainment is assumed to be complete. In this paper we adopt a Bayesian approach to modelling ascertainment and live-birth prevalence. We consider three prior specifications concerning ascertainment and compare predicted maternal-age-specific prevalence under these three different prior specifications. The computations are carried out by using Markov chain Monte Carlo methods in which model parameters and missing data are sampled.     

曲线箱梁桥实用设计方法的研究

曲线箱梁桥目前还缺乏比较实用的设计方法．本文对曲线箱梁桥的现有设计方法作了研究，并推荐一种实用设计方法：采用空间梁单元，每个节点取六个自由度；等效梁格的模拟考虑了横向梁格附近有无横隔梁的情况．结果证明，这是一种简便、较精确的设计方法．     

On the Effect of Probability Distributions of Input Variables in Public Health Risk Assessment

A central part of probabilistic public health risk assessment is the selection of probability distributions for the uncertain input variables. In this paper, we apply the first-order reliability method (FORM)^(1–3) as a probabilistic tool to assess the effect of probability distributions of the input random variables on the probability that risk exceeds a threshold level (termed the probability of failure) and on the relevant probabilistic sensitivities. The analysis was applied to a case study given by Thompson et al. ⁽⁴⁾ on cancer risk caused by the ingestion of benzene contaminated soil. Normal, lognormal, and uniform distributions were used in the analysis. The results show that the selection of a probability distribution function for the uncertain variables in this case study had a moderate impact on the probability that values would fall above a given threshold risk when the threshold risk is at the 50th percentile of the original distribution given by Thompson et al. ⁽⁴⁾ The impact was much greater when the threshold risk level was at the 95th percentile. The impact on uncertainty sensitivity, however, showed a reversed trend, where the impact was more appreciable for the 50th percentile of the original distribution of risk given by Thompson et al. ⁴ than for the 95th percentile. Nevertheless, the choice of distribution shape did not alter the order of probabilistic sensitivity of the basic uncertain variables.     

金融工程中资产收益的连续时间模型评述

总结了在过去30年中金融资产收益连续时间模型的发展及主要成果,讨论了迄今连续时间模型参数估计的主要方法,其中特别讨论了MCMC方法;最后指出了现在和未来该领域研究所面临的主要课题。     

基于向量夹角余弦的组合预测模型的性质研究

基于向量夹角余弦的组合预测是一种相关性的组合预测模型,它是研究组合预测方法的一个新途经.针对基于向量夹角余弦准则下组合预测模型,研究它的基本结构特征.首先提出新的优性组合预测、预测方法优超、冗余度等概念.然后探讨了非劣性组合预测、优性组合预测以及冗余预测方法的存在性,并给出冗余信息的判定定理.最后进行实例分析,表明该方法有较大的实际应用价值.     

供应链绩效评价指标体系与评价方法研究

供应链管理(SCM)与现行企业模式有较大区别,其绩效评价指标体系的建立与评价方法也就有其特殊性,目前这方面的研究还略显不足。本文在综合分析现有的SCM评价指标体系的基础上,初步建立了一套适合我国SCM绩效评价的指标体系。同时,给出了SCM绩效评价的多级动态模糊综合评价方法。     

人力资源个体价值计量方法——当期实现价值系数法

由于人力资源自身具有复杂性、不确定性的特点,使得人力资源价值难以计量。而准确的计量人力资源价值,尤其是人力资源的个体价值是人力资源会计能否实施的关键因素。针对这个问题,本文在分析前人成果的基础上提出了人力资源当期实现价值系数法计量模型。并通过实例验证了计量模型的实用性。