简介：

简介：这篇论文论述一个模型在限制顺序书描述动态做贸易过程。由与时间和限制顺序书的深度学习限制订单的实行可能性的动态模式，作者与下列性质得出结论：市场的到达率作为深度买订单增加作为深度在书增加和减少买队列卖队列增加，并且反过来也如此；为市场的到达率的类似的整齐卖订单；两市场的到达率买顺序和市场以一样的数量在书增加作为双方的深度卖订单增加。而且，作者在订单的到达率上描述暂时的详细说明的更多和市场深度的永久效果。

简介：

简介：为随机的系统的噪音顺序的加权的和的顺序被在概率使用限制理论估计。然后，鞅差别顺序的噪音驾驶的不稳定的ARsystem的状态的分叉率被建立。

简介：

简介：Inthispaper,aKELM-basedensemblelearningapproach,integratingGrangercausalitytest,greyrelationalanalysisandKELM(KernelExtremeLearningMachine),isproposedfortheexchangerateforecasting.Thestudyusesasetofsixteenmacroeconomicvariablesincluding,import,export,foreignexchangereserves,etc.Furthermore,theselectedvariablesarerankedandthenthreeofthem,whichhavethehighestdegreesofrelevancewiththeexchangerate,arefilteredoutbyGrangercausalitytestandthegreyrelationalanalysis,torepresentthedomesticsituation.Then,basedonthedomesticsituation,KELMisutilizedformedium-termRMB/USDforecasting.TheempiricalresultsshowthattheproposedKELM-basedensemblelearningapproachoutperformsallotherbenchmarkmodelsindifferentforecastinghorizons,whichimpliesthattheKELM-basedensemblelearningapproachisapowerfullearningapproachforexchangeratesforecasting.

简介：

简介：Artificialneuralnetworks(ANNs)havebeenwidelyusedasapromisingalternativeapproachforforecasttaskbecauseoftheirseveraldistinguishingfeatures.Inthispaper,weinvestigatetheeffectofdifferentsamplingintervalsonpredictiveperformanceofANNsinforecastingexchangeratetimeseries.Itisshownthatselectionofanappropriatesamplingintervalwouldpermittheneuralnetworktomodeladequatelythefinancialtimeseries.Tooshortortoolongasamplingintervaldoesnotprovidegoodforecastingaccuracy.Inaddition,wediscusstheeffectofforecastinghorizonsandinputnodesonthepredictionperformanceofneuralnetworks.

简介：

简介：Thispaperstudiesadynamicmean-varianceportfolioselectionproblemwithrandomliabilityintheaffineinterestrateenvironment,wherethefinancialmarketconsistsofthreeassets:onerisk-freeasset,oneriskyassetandonezero-couponbond.AssumethatshortrateisdrivenbyaffineinterestratemodelandliabilityprocessisdescribedbythedriftedBrownianmotion,inaddition,stockpricedynamicsisaffectedbyinterestratedynamics.Theinvestorsexpecttolookforanoptimalstrategytominimizethevarianceoftheterminalsurplusforagivenexpectedterminalsurplus.TheefficientstrategyandtheefficientfrontierareexplicitlyobtainedbyapplyingdynamicprogrammingprincipleandLagrangedualitytheorem.Anumericalexampleisgiventoillustrateourresultsandsomeeconomicimplicationsareanalyzed.

简介：这份报纸建议一个间隔方法对美元和金价格探索在澳大利亚的美元的汇率之间的关系，用每周、每月、季度的数据。与间隔方法，间隔样品数据被形成介绍变量的轻快。ILS途径被扩大到多模型评价，计算计划被提供。实验证据建议ILS估计很好描绘汇率怎么联系到金价格，两个在长期间并且短期。在间隔和点方法之间的比较显示OLS和ILS估计之间的差别从每周的数据正在增加到季度的数据，自从最低频率点数据失去了轻快的大多数信息。

简介：Adual-ratepreviewcontrolstrategyforatypeofdiscrete-timesystemisproposedbasedonthetheoryofmultiratecontrol.First,byusingthediscreteliftingtechnique,thegeneraldual-ratediscrete-timesystemisconvertedintoasingle-rateaugmentedsystem.Onthisbasis,theaugmentederrorsystemisconstructedbyintroducingafirst-orderdifferenceoperatorandthepreviewablereferencesignal.Thenthetrackingproblemistransformedintoaregulatorproblemoftheaugmentederrorsystem.Theoptimalpreviewcontrollawoftheaugmentederrorsystemisobtainedbyusingstandardlinearquadraticoptimalpreviewcontroltheory,andthentheoptimalpreviewcontrolleroftheoriginalsystemisderived.Inaddition,thenecessaryandsufficientconditionsforthecontrolleraregiven.Finally,simulationresultsshowtheeffectivenessoftheproposedmethod.

简介：

简介：

简介：

简介：Fromtheviewpointofservicelevelagreements,thetransmissionaccuracyrateisoneofcriticalperformanceindicatorstoassessinternetqualityforsystemmanagersandcustomers.Undertheassumptionthateacharc'scapacityisdeterministic,thequickestpathproblemistofindapathsendingaspecificofdatasuchthatthetransmissiontimeisminimized.However,inmanyreal-lifenetworkssuchascomputernetworks,eacharchasstochasticcapacity,leadtimeandaccuracyrate.Suchanetworkisnamedamulti-statecomputernetwork.Underbothassuredaccuracyrateandtimeconstraints,weextendthequickestpathproblemtocomputetheprobabilitythatdunitsofdatacanbesentthroughmultipleminimalpathssimultaneously.Suchaprobabilitynamedsystemreliabilityisaperformanceindicatortoprovidetomanagersforunderstandingtheabilityofsystemandimprovement.Anefficientalgorithmisproposedtoevaluatethesystemreliabilityintermsoftheapproachofminimalpaths.

简介：Thispaperdealswithadiscrete-timeGeo/Geo/1queueingsystemwithworkingbreakdownsinwhichcustomersarriveatthesysteminvariableinputratesaccordingtothestatesoftheserver.Theservermaybesubjecttobreakdownsatrandomwhenitisinoperation.Assoonastheserverfails,arepairprocessimmediatelybegins.Duringtherepairperiod,thedefectiveserverstillprovidesserviceforthewaitingcustomersatalowerservicerateratherthancompletelystoppingservice.Weanalyzethestabilityconditionfortheconsideredsystem.Usingtheprobabilitygeneratingfunctiontechnique,weobtaintheprobabilitygeneratingfunctionofthesteady-statequeuesizedistribution.Also,variousimportantperformancemeasuresarederivedexplicitly.Furthermore,somenumericalresultsareprovidedtocarryoutthesensitivityanalysissoastoillustratetheeffectofdifferentparametersonthesystemperformancemeasures.Finally,anoperatingcostfunctionisformulatedtomodelacomputersystemandtheparabolicmethodisemployedtonumericallyfindtheoptimumservicerateinworkingbreakdownperiod.