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The Mean-CVaR (Conditional Value-at-Risk) portfolio optimization model is proposed to calculate a globally optimal portfolio under concave transaction costs. A non-decreasing concave function is employed to approximate origin transaction costs function.

研究了当投资组合的风险用条件风险价值(Conditional Value at Risk,简称CVaR)度量,考虑凹交易费用的投资组合选择问题,通过对交易费用采用非线性的凹函数,建立了一个均值-CVaR模型。

In this paper, we focused on the Thermal Power Generator unit commitment optimization. A mathematical model is presented and consuming minimization of generator is chosen for its objective function, with the power balance, generation capacity limits, maximum allowable start and stop times limits and time limits taken into consideration. The unit commitment optimization is constrained minimization problem.

本文主要对火电机组优化组合问题进行了研究,提出了机组优化组合的数学模型,该模型以发电总成本最小为目标函数,同时考虑了功率平衡约束、机组输出功率上、下限约束,机组最大允许启停次数和时间约束等约束条件。

The author points out that the combination of horizontal observable should be used in the form of the complex number in the study of gravity field through an inspection of the principles of torsion balance and rotational gradiometer and the discussion of the acquisition of height anomaly from vertical deflections according to Molodensky's, as well as the fact that some combination of horizontal gradient components are orthogonal functions on a spherical surface.

通过对扭秤、旋转梯度仪工作原理的考察和 Molodensky 关于垂线偏差推求高程异常的论述以及目前业已发现水平梯度分量的某种组合是球面正交函数系的事实,作者明确指出,在地球重力场的研究中,水平方向观测量的组合应作为复数使用。

In modeling heavy tails,we focus on multivariate t distributions and derive the moment generating function of the quadratic approximation.Then we use Fourier transform,Chebychev's Inequality and numerical technique inversion to approximate VaR value of portfolio,compared with Cornish-Fisher Expansions normal model and Delta-Normal model.

在推导出多个外汇期权的投资组合的二次近拟的矩母函数表达式基础上,本文使用傅里叶变换、切比雪夫不等式、数值转换计算求出投资组合的VaR的值,并和基于多元正态分布Cornish-Fisher模型以及基于Delta-正态模型计算所得的VaR值了进行比较。

Based on a quantitative analysis of radiolarian in 80 surface-sediment samples from the northern area of Okinawa Trough, this paper reported the species composition and faunal assemblages characteristic of radiolarian, expounded the distribution pattern of radiolarian abundance and diversity in surface sediments from this area. In this paper, a preliminary study on the relation of the distribution and abundance of radiolarian to environmental factors, such as chemical and physical properties of the overlying masses (sea-surface temperature, salinity, nutrients and primary productivity) and the type and composition of sea-bed sediments was made. The radiolarian data was evaluated using a Q-mode factor analysis to identify different faunal assemblages and their geographic distributions, then the relationship between radiolarian assemblages and distribution of water masses, hydrographic boundaries such as frontal systems was analyzed. A new radiolarian-based transfer function to estimate mean-annual sea surface temperature and seasonal range were examined to test its success in the study area.

本文对冲绳海槽北部80个表层沉积样品中的放射虫进行了系统鉴定和定量统计,研究了放射虫的种类组成与类群特征以及其丰度和分异度的分布;分析了海水温度、盐度、营养盐以及沉积物类型、成分等环境因素对放射虫分布的影响;采用Q-型因子分析,求得放射虫的属种和组合分布特征,探讨了放射虫组合与不同水团、海洋水文结构之间的关系;并对Pisias(1997)建立的估计表层海水年平均温度和其变化范围的放射虫转换函数在研究区的适用性做了检验。

The calculation of an example indicates that the combined optimal model is better than the single one in terms of simul.

大坝安全的组合优化监控模型实际上为一带约束的优化问题,将DNA遗传算法应用于大坝安全监控领域中,用罚函数法将有约束的优化问题转换为无约束的优化问题,建立了大坝安全监控的组合优化模型。

This paper focuses on the relationship between innovation behavior and cognize structural of corporation.

创新就是&执行新的组合&,即建立一种新的生产函数,把一种从来没有过的关于生产要素和生产条件的新组合引入生产体系。

The objective function of the combination optimization problem is set and an improved mutative scale chaos optimization algorithm is employed to search global optimal value. Thereby the optimal parameters combination are obtained.

对组合优化问题建立目标函数,采用一种改进的变尺度混沌优化算法来搜索全局最优值,从而得到最优的参数组合。

Through considering forecast bias, the paper extends theanalysis about diversification e?ect of forecast combination under square loss andfinds the new condition for which simple average weight is optimal weight.

通过考察预测偏差因素,本文拓展了对平方损失函数下组合预测分散化效应的分析,得到了简单平均权重为最优组合预测权重新的条件。

We also study the Husimi distribution of the excited squeezed vacuum state.The theoretical calculation of Husimi function can help experimentalists to judge the quality of the experiment. We solve the problem of the density matrix for two interacting particles with kinetic coupling by using the bipartite entangled state representation.

作为纠缠Husimi算符理论的应用,我们计算并作图研究了单双模组合压缩态的Wigner函数和Husimi函数及其特性;计算并作图研究了激发压缩真空态的Husimi函数及其特性。

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推荐网络例句

On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面,更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值,分为几个相等的区间作为横轴,并将各区间内所测定值依所出现的次数累积而成的面积,用柱子排起来的图形,也叫做柱状图。

You rap, you know we are not so good at rapping, huh?

你唱吧,你也知道我们并不那么擅长说唱,对吧?