有色金属循环利用技术进展

随着社会的发展,资源、能源、环境问题日益突出,资源循环利用越来越受到人们的关注.分析了我国有色金属循环利用领域的现状及存在问题,对当前有色金属循环利用领域最新发展趋势进行了讨论,并提出了建议.     

Marginal consistent dependence modelling using weak subordination for Brownian motions

We present an approach for modelling dependencies in exponential Lévy market models with arbitrary margins originated from time changed Brownian motions. Using weak subordination of Buchmann et al. [Bernoulli, 2017], we face a new layer of dependencies, superior to traditional approaches based on pathwise subordination, since weakly subordinated processes are not required to have independent components considering multivariate stochastic time changes. We apply a subordinator being able to incorporate any joint or idiosyncratic information arrivals. We emphasize multivariate variance gamma and normal inverse Gaussian processes and state explicit formulae for the Lévy characteristics. Using maximum likelihood, we estimate multivariate variance gamma models on various market data and show that these models are highly preferable to traditional approaches. Consistent values of basket-options under given marginal pricing models are achieved using the Esscher transform, generating a non-flat implied correlation surface.     

基于正态云模型与熵权法的景泰县耕地后备资源开发潜力评价

耕地后备资源开发是关乎粮食安全的重要议题,耕地后备资源开发潜力评价是耕地后备资源开发的基础性工作。针对传统土地评价综合指数法、模糊综合法无法同时兼顾评价指标模糊性与随机性以及特尔菲法、层次分析法确定权重主观性过强的问题,研究以景泰县为例,将正态云模型与熵权法引入区域耕地后备资源开发潜力评价,建立综合考虑生态、自然、社会经济3方面的评价指标体系,对区域耕地后备资源开发潜力进行定量测度,并提出了针对性的政策建议。研究结果表明:景泰县各乡镇耕地后备资源开发潜力从2.200 3到3.988 0不等,潜力等别包括较低、中等和较高,对潜力等别为较高的上沙沃镇、寺滩乡、芦阳镇可作为耕地后备资源开发优先区域,对潜力等别为较低的五佛乡建议暂不考虑进行耕地后备资源开发。正态云模型与熵权法有效降低了偶然误差,提高了耕地后备资源开发潜力评价的准确性,该研究可为区域耕地后备资源开发潜力评价提供一定借鉴与参考。     

回归正常增长与保持稳定增长——当前国际国内宏观经济形势及政策建议

当前中国经济不会出现危机或"硬着陆",正在进入"正常的高增长"时期。中国需要积极化解消极因素,以实现7%~8%的潜在增长率(目前应该在7.5%以上)。市场经济中政府也要履行应尽的职责。目前亟需推进三方面的改革:加快资本市场建设,扩大直接融资渠道与规模;加快城市化,促进劳动力从农业向非农产业转移;通过普惠式政策鼓励企业专注、专业的发展,持续提升竞争力和创新能力。     

夏普概率值：一种新的测度投资绩效的方法

夏普概率值即收益率满足非正态分布时计算得到的夏普比率高于给定基准值的概率,该指标可以从三个层面有效的降低夏普比率存在的“虚高”现象。一是通过比较夏普概率值与给定的置信水平,筛选出夏普比率“虚高”的投资组合;二是通过对夏普概率值公式的进一步推导,得到拒绝夏普比率存在“虚高”的原假设所需的最小样本量公式,即门槛样本量公式,将计算得到的门槛样本量与样本区间作比较,同样可以筛选得到“虚高”夏普比率投资组合;三是通过对夏普概率值公式和门槛样本量公式的进一步分析发现,延长样本区间或提高抽样频率可以有效降低收益率满足非正态分布时夏普比率出现的“虚高”现象。在夏普概率值的基础上,我们结合马克维茨的投资组合理论推导得到夏普比率有效前沿并得到收益率服从非正态分布下的投资组合最优配置。     

Optimization of a vendor managed inventory supply chain with guaranteed stability and robustness

In this work we address the steady state optimization of a supply chain model that belongs to the class of vendor managed inventory, automatic pipeline, inventory and order based production control systems (VMI-APIOBPCS). The supply chain is optimized with the so-called normal vector method, which has specifically been developed for the economic optimization of uncertain dynamical systems with constraints on dynamics. We demonstrate that the normal vector method provides robust optimal points of operation for a number of scenarios. Since the method strictly distinguishes economic optimality, which is treated as the optimization objective, from dynamical requirements, which are incorporate by appropriate constraints, it provides a measure for the cost of stability and robustness as a desired side-effect.     

Product selection for newsboy-type products with normal demands and unequal costs

In this paper, we consider two newsboy-type products with unequal prices and costs. Both demands are independent and follow normal distributions with unknown parameters μ and σ. We study the product selection problem which deals with comparing two products and selecting the one that has a significantly higher profitability, in which the profitability is defined to the probability of achieving a target profit under the optimal ordering policy. The statistical hypothesis testing methodology is performed to tackle this selection problem. Critical value of the test is calculated to determine the selection decision. Sample size required for a designated power and confidence level is also investigated. An application example on comparing English-teaching magazines is presented to illustrate the practicality of our approach.     

Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)

The approach to modelling uncertainty of the international index portfolio by the value at risk (VAR) methodology under soft conditions by fuzzy-stochastic methodology is described in the paper. The generalised term uncertainty is understood to have two aspects: risk modelled by probability (stochastic methodology) and vagueness sometimes called impreciseness, ambiguity, softness is modelled by fuzzy methodology. Thus, hybrid model is called fuzzy-stochastic model. Input data for a stochastic model are unique distribution functions and crisp (real) data. Input data for fuzzy model are fuzzy numbers and crisp (real) data. Input data for hybrid model are fuzzy probability distribution functions, unique distribution functions, and crisp (real) data. Softly defined VAR model is constructed as hybrid model because it is supposed that the input data are difficult to determine as crisp numbers or as some unique distribution functions. Risk is modelled by stochastic methodology on the VAR basis and vagueness is modelled through the fuzzy numbers. The analytical delta normal VAR methodology for international index portfolio under soft conditions is described including illustrative example. It is shown, that methodology described could be considered to be generalised sensitivity analysis.     

What do uncertainty-averse decision-makers believe?

Summary. This paper introduces the concept of firm belief, which is proposed as a new epistemic model for a wide class of preferences. In particular, firm beliefs are shown to have the following desirable properties: (i) they are derived from preferences according to a plausible rule of epistemic inference; (ii) they satisfy standard logical properties; and (iii) tractable representations of firm belief are available for all (suitably continuous) biseparable preferences [13, 14], including the Choquet expected utility [30] and maxmin expected utility [16] classes. We also use firm belief to construct a generalization of Nash equilibrium for (two-player) normal form games. Received: December 14, 1999; revised version: February 26, 2001     

图书馆数字资源建设的问题与对策研究--以沈阳师范大学图书馆为例

知识信息的时代,随着网络化和信息化的飞速发展,在图书馆数字资源建设蓬勃发展的大背景下,地方高校图书馆数字资源如何建设才能体现地方的特色,兼顾地方资源的共享和共建,迅速地适应当代社会和形势的需要以及满足本校师生和地方高校相关读者对知识、信息的需求成为我们共同关注和思考的课题。以沈阳师范大学图书馆为个案,重点论述了我国高校图书馆数字资源建设发展的现状、存在的问题及解决的对策,以期对于加快我国高校图书馆数字资源建设的发展步伐起到一定的积极作用,进而促进我国教育事业的健康长远发展。