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  • 简介:Thispaperconstructedportfoliosaccordingtothegrowthratesandtheirstabilityoffirm'stotalstockholders'equitypershareandnetincomepershare,usingallthefirms'informationofShanghaiA-sharemarket.Wefoundthatthemarketexhibitssomeoverreactiontothegrowthraieoffirm'snetincomepershare,andisn'tsensitivetothestabilityoffirm'sgrowthrates.

  • 标签: 股票市场 企业成长 股东权益共享 纯利共享 代表性 过度反应
  • 简介:ANEFFICINTIMPLEMENTATIONOFMERRILL'SMETHODYANGBing(DepartmentofManagementEngineeringHarbinEngineeringUniversityHarbin150001)Ab...

  • 标签: Piecewise-linear HOMOTOPY ALGORITHMS QUADRATIC PROGRAMMING PENALTY
  • 简介:Let■Ω=Γ=Γ1+Γ2(seeFig.1),meas(Γ1)>0,V={v|v∈H1(Ω),v|Γ1=0},andV0={ω|Δω=hinΩ,ω|Γ=0,(?)h∈V}.LetV0′=thedualspaceofV0,a(u,v)=∫Ω▽u·▽Δvdx,andF(v)=∫Ωfvdx+∫Γ2g1Δvds-∫Γg2(?)ds,f∈V′0,g1∈H-(1/2)(Γ2),g2∈H-(3/2)(Γ).Considerthevariationalproblem:findu∈Vsuchthata(u,v)=F(v),(?)v∈V0.(1)UsingTartar’slemma,weprovethatforproblem(1)thereexistsauniqueu∈Vsatisfying■

  • 标签: Tartar’s LEMMA GENERALIZED Poincaré-Friedrichs INEQUALITY
  • 简介:WU-RITT'SMETHODFORNONLINEARCONTROLSYSTEMS¥LIShurong(InstituteofSystemsScience,AcademiaSinica,Beijing100080,China)Abstract:Thi...

  • 标签: Differential ALGEBRA Wu-Ritt’s zero-decomposition THEOREM PROJECTION
  • 简介:TheanalysisandevaluationofanactualportsystemcontainingRdifferentship’skindsandNsubsystemseachofwhichconsistsofM.(i=1,2,…,N)portsarederived.TheexternalarrivalsofshipstothesystemcomefromRdifferentPoissonsourcesandtheinterarrivalstothequeueofeachportofasubsystemaredeterminedaccordingtoconditionprobabilities.EachporthasmultipleberthswhoseservicetimesaredistributedaccordingtoErlangprobabilitydistributionfunctions.EachportofasubsystemhasRinfinitecapacitybuffersforstoringshipsinterarrived.Thismethodprovidesagoodapproximationprocedureforobtainingsystemperfor-mancemeasuressuchaswaitingtimesofships,averagequeuelengths,etc.Optimumportcapacitycanthusbeevaluatedbyusingthisanalysis.Asimulationisalsopresentedtotestthisapproximateanalysis,andagoodagreementisobserved.Thismodelshallbeusedintheplanningofseveralactualportsystems.Throughtheapplicationofthismodel,itispossibletoanalyzeandevaluateperformancesofthesystems.

  • 标签: PORT system QUEUEING NETWORK simulation and
  • 简介:网络经济是为今天在巨大的连接描绘的经济元素之中的全球关系的一个术语。在资源和活动被分享的地方,新时代的中央行为是在互相相互依赖的关系的许多层次在深网网络把一切连接到一切,市场被扩大,费用和风险被减少。网络系统包含积极、否定的反馈。许多反馈进程创造复杂系统行为。为如此的一个网络,分析网络过程(ANP)途径似乎很适当。ANP方法使系统地与各种依赖和反馈经营系统可能。动态模型试着反映变化在真实或simulatedtimeand考虑网络模型部件常常正在演变。动态模型使用州的变量,流动,和反馈进程的概念。动态网络进程(DNP)是能在联网的经济处理时间依赖者优先级的ANP的扩展。

  • 标签: 网络经济 正反馈 互补性 解析网络处理 动力网络处理 ANP/DNP分析
  • 简介:Abankhadbetterrationitscreditifitfirstentersagraysystemofcreditinformationwhereitcannotdistinguishbetweenthelow-andhigh-riskborrowers.Asthebankkeepsalong-termrelationshipwithitsborrowersthebanklearnsabouttheborrowersthroughtime.WiththehelpoflogitmodelandBayesrule,abankcanprocesscustomer'screditinformationandbuildabettercredittermitgives.

  • 标签: CREDIT RATIONING LOGIT model BAYES rule
  • 简介:根据Brent和WTI原油价格的真实时间序列数据,应用R/S分析方法,分析了国际原油价格系统中存在的分形特征,得到了不同时间标度下Brent和WTI原油价格的Hurst指数,从而发现了系统对信息的长期记忆性;跟踪了不同时延下Hurst指数的演化轨迹,并根据系统不同的动力学行为将其划分为3个阶段;引入V统计量分析了系统的长程记忆机制,并得到了长程记忆的非周期循环长度.

  • 标签: 原油价格 R/S分析 HURST指数 分形特征 长期记忆