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Considering that the trade's price impact function includes the trade size and the liquidity discount of security market at that time,under the assumption that the risky asset's price follows the arithmetic Brown motion,and based on the none-shape,L shape or U shape of intraday liquidity patterns,this paper introduced the Lagrange equation of motion and the method of Frobenius,and found out the optimal intraday liquidation strategies of large security positions.

考虑到交易的价格影响是该时刻的交易量与市场流动性折扣的函数,假设风险资产价格服从算术布朗运动,以及分别在不考虑日内流动性模式,考虑L形和U形日内流动性模式的基础上,采用拉格朗日运动方程以及Frobenius方法,得到了大额风险头寸的日内最优变现策略。

A modified Particle Swarm Optimization algorithm is proposed and used to optimize the sidelobe level of plane arrays, in which special techniques as global best perturbation and jumped inertia weight strategy are adopted. The PSO algorithm is also used to select a better combination of optimal parameters for itself.

摘要该文运用一种改进的粒子群优化算法对不等幅激励的矩形平面阵列天线的最大旁瓣电平进行了优化,采用对全局最优粒子微扰和跳变的惯性权重策略,并使用粒子群算法本身对参数组合进行了优化选择。

Finally, we use adverse selection and game theory methods to analyze an optimal environmental regulation policy under limited budgets.

最后,我从实际预算的角度出发,利用逆向选择、博弈论与信息经济学的思想,研究政府对环境保护的最优监管策略。

By a given example optimal mixed strategy is obtained by the method of linear programming.

给出了一个实例,并用线性规划方法得到了最优混合策略。

Taking software testing process as a Markov decision process,a Markov decision model of software testing is proposed in this paper,and by using a learning strategy based on the cross-entropy method to optimize the software testing,this paper obtains the optimal testing profile.

将软件测试过程处理成马尔可夫决策过程,给出了软件测试的马尔可夫决策模型,运用交叉熵方法,通过一种学习策略获得软件测试的最优测试剖面,用于优化软件测试。

In order to improve the comprehensive performance of power converter system, a randomized carried modulation strategy based on Markov chain for four-leg matrix converter was proposed.

为了提高功率变换系统的综合性能,提出一种基于最优马尔可夫链的随机载波四脚矩阵变换器调制策略。

The optimal policy is also investigated by using Pontryagin's maximal principle.

最后运用Pontryagin最大值原理,给出系统的最优捕获策略。

Then consider the existence of a bionomic equilibrium. The optimal harvesting policy is studied by using Pontryagin's maximal principle.

讨论了这个系统的动力学行为和生态经济平衡点的存在性,最后得到了最优捕获策略。

The local and global stabilities are examined. The possibility of existence of a bionomic equilibrium is considered. The optimal harvesting policy is studied by using Pontryagin's maximal principle.

证明了系统的局部稳定性、全局稳定性和生态经济平衡点的存在性,最后得到最优的捕获策略。

Optimal operation of this process was determined by the continuous maximum principle.

运用连续最大值原理,求解并确定了过程的最优操作策略。

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推荐网络例句

Breath, muscle contraction of the buttocks; arch body, as far as possible to hold his head, right leg straight towards the ceiling (peg-leg knee in order to avoid muscle tension).

呼气,收缩臀部肌肉;拱起身体,尽量抬起头来,右腿伸直朝向天花板(膝微屈,以避免肌肉紧张)。

The cost of moving grain food products was unchanged from May, but year over year are up 8%.

粮食产品的运输费用与5月份相比没有变化,但却比去年同期高8%。

However, to get a true quote, you will need to provide detailed personal and financial information.

然而,要让一个真正的引用,你需要提供详细的个人和财务信息。