基于遗传算法的装备采购决策优化研究

在装备采购中，由于需求单位地域分布和担负的任务各不相同，对装备的品种、数量、时限要求也就不一样，如何使装备采购科学化、合理化，是一个涉及多变量、多目标的复杂系统问题。在综合考虑装备采购各项因素的基础上，构建多约束条件下的多目标模糊指派模型，提出了基于遗传算法的解决方案，最后通过案例进行仿真实验，验证该算法的可行性和有效性，解决了采用传统优化方法难以解决的装备采购优化决策问题。     

Holistic trajectories: a study of combined employment, housing and family careers by using multiple-sequence analysis

Summary.  Social science applications of sequence analysis have thus far involved the development of a typology on the basis of an analysis of one or two variables which have had a relatively low number of different states. There is a yet unexplored potential for sequence analysis to be applied to a greater number of variables and thereby a much larger state space. The development of a typology of employment experiences, for example, without reference to data on changes in housing, marital and family status is arguably inadequate. The paper demonstrates the use of sequence analysis in the examination of multivariable combinations of status as they change over time and shows that this method can provide insights that are difficult to achieve through other analytic methods. The data that are examined here provide support to intuitive understandings of clusters of common experiences which are both life course specific and related to socio-economic factors. Housing tenure is found to be of key importance in understanding the holistic trajectories that are examined. This suggests that life course trajectories are sharply differentiated by experience of social housing.     

基于可达性的用户最优动态交通配流模型研究

以多种已有模型为基础，建立了动态配流流量细化原则，并依据这一原则，在避免估算路段走行时间的情况下构造了一个改进的新模型．该模型的解释性强，具有全局收敛性，并考虑了距离不同带来的可达性的影响．在对该模型最优解条件的充要性进行说明的同时，对新模型的择路机理也予以了推证．     

On calculating the fisher information in order statistics

This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated. We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator. This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056)     

Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?

This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process on two different time scales, namely, transaction time where prices are sampled with every transaction and tick time where prices are sampled with every price change. Both sampling schemes have been used in the literature on realized variance, but a formal investigation into their properties has been lacking. Our empirical and theoretical results indicate that the return dynamics in transaction time are very different from those in tick time and the choice of sampling scheme can therefore have an important impact on the properties of realized variance. For RV we find that tick time sampling is superior to transaction time sampling in terms of mean-squared-error, especially when the level of noise, number of ticks, or the arrival frequency of efficient price moves is low. Importantly, we show that while the microstructure noise may appear close to IID in transaction time, in tick time it is highly dependent. As a result, bias correction procedures that rely on the noise being independent, can fail in tick time and are better implemented in transaction time.     

A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time

American options in discrete time can be priced by solving optimal stopping problems. This can be done by computing so-called continuation values, which we represent as regression functions defined recursively by using the continuation values of the next time step. We use Monte Carlo to generate data, and then we apply smoothing spline regression estimates to estimate the continuation values from these data. All parameters of the estimate are chosen data dependent. We present results concerning consistency and the estimates’ rate of convergence.     

动结式的事件结构和句法生成

在语言使用过程中,动结式逐渐被语法化成表示致使—结果的特定语法形式,被语法化了的不是具体的词汇单位,而是一种语法结构或构式,即任何两个没有语义关联的动词只要并列出现在一个句子里就会形成致使—结果的语义关系。动结式里的两个动词各自表示一个事件,每个事件都能表述为一个独立的句子,通过移位和融合等句法操作合并在一起,临时构成独立的动词单位,从而在句法上把分别表示不同事件的两个句子合并为一个,实现表达的简约性。因为题元指派首先在底层结构完成,而动结式是表层句法操作的结果,所以动结式的语义关系仍需回到合并前的两个句子里确认。这种追根溯源的底层结构解释,清晰地揭示了动结式表层所呈现的复杂的句法和语义关系,是一种对于动结式的句法派生和形成机制提出的全新看法。     

Sample selection in radiocarbon dating

Archaeologists working on the island of O'ahu, Hawai'i, use radiocarbon dating of samples of organic matter found trapped in fish-pond sediments to help them to learn about the chronology of the construction and use of the aquicultural systems created by the Polynesians. At one particular site, Loko Kuwili, 25 organic samples were obtained and funds were available to date an initial nine. However, on calibration to the calendar scale, the radiocarbon determinations provided date estimates that had very large variances. As a result, major issues of chronology remained unresolved and the archaeologists were faced with the prospect of another expensive programme of radiocarbon dating. This paper presents results of research that tackles the problems associated with selecting samples from those which are still available. Building on considerable recent research that utilizes Markov chain Monte Carlo methods to aid archaeologists in their radiocarbon calibration and interpretation, we adopt the standard Bayesian framework of risk functions, which allows us to assess the optimal samples to be sent for dating. Although rather computer intensive, our algorithms are simple to implement within the Bayesian radiocarbon framework that is already in place and produce results that are capable of direct interpretation by the archaeologists. By dating just three more samples from Loko Kuwili the expected variance on the date of greatest interest could be substantially reduced.     

Minimum power assignment in wireless ad hoc networks with spanner property

Power assignment for wireless ad hoc networks is to assign a power for each wireless node such that the induced communication graph has some required properties. Recently research efforts have focused on finding the minimum power assignment to guarantee the connectivity or fault-tolerance of the network. In this paper, we study a new problem of finding the power assignment such that the induced communication graph is a spanner for the original communication graph when all nodes have the maximum power. Here, a spanner means that the length of the shortest path in the induced communication graph is at most a constant times of the length of the shortest path in the original communication graph. Polynomial time algorithm is given to minimize the maximum assigned power with spanner property. The algorithm also works for any other property that can be tested in polynomial time and is monotone. We then give a polynomial time approximation method to minimize the total transmission radius of all nodes. Finally, we propose two heuristics and conduct extensive simulations to study their performance when we aim to minimize the total assigned power of all nodes. The author is partially supported by NSF CCR-0311174.     

One-dimensional optimal bounded-shape partitions for Schur convex sum objective functions

Consider the problem of partitioning n nonnegative numbers into p parts, where part i can be assigned n_i numbers with n_i lying in a given range. The goal is to maximize a Schur convex function F whose ith argument is the sum of numbers assigned to part i. The shape of a partition is the vector consisting of the sizes of its parts, further, a shape (without referring to a particular partition) is a vector of nonnegative integers (n₁,..., n_p) which sum to n. A partition is called size-consecutive if there is a ranking of the parts which is consistent with their sizes, and all elements in a higher-ranked part exceed all elements in the lower-ranked part. We demonstrate that one can restrict attention to size-consecutive partitions with shapes that are nonmajorized, we study these shapes, bound their numbers and develop algorithms to enumerate them. Our study extends the analysis of a previous paper by Hwang and Rothblum which discussed the above problem assuming the existence of a majorizing shape. This research is partially supported by ROC National Science grant NSC 92-2115-M-009-014.