凸函数与不等式

本文由凸函数的定义及图象导出某些重要不等式并利用微分知识给予证明,最后用导出的不等式证明另一些重要不等式。     

A simple measure of skewness

Groeneveld (1986) in discussing the skewness for the Weibull family has pointed out the shortcomings of the classical measures of asymmetry—the standardized third moment and the Pearson measure of skewness. He has shown that a modified form of the Pearson measure b₃= (μ-m)/E|X-m| portrays the skewness of Weibull family quite well. We give another competitive measure of skewness T that is easy to interpret and is based on conditional expectations. The proposed measure satisfies the desirable properties of a skewness measure.     

水解酸化工艺在废水处理中的应用实践进展

时水解（酸化）工艺在废水处理工程中的过程、作用和应用进行了总结，指出水解（酸化）工段在对有机废水的处理工程中能优化废水处理工艺，提高处理效率。     

Should Stochastic Volatility Matter to the Cost-Constrained Investor?

Significant strides have been made in the development of continuous-time portfolio optimization models since Merton (1969) . Two independent advances have been the incorporation of transaction costs and time-varying volatility into the investor's optimization problem. Transaction costs generally inhibit investors from trading too often. Time-varying volatility, on the other hand, encourages trading activity, as it can result in an evolving optimal allocation of resources. We examine the two-asset portfolio optimization problem when both elements are present. We show that a transaction cost framework can be extended to include a stochastic volatility process. We then specify a transaction cost model with stochastic volatility and show that when the risk premium is linear in variance, the optimal strategy for the investor is independent of the level of volatility in the risky asset. We call this the Variance Invariance Principle.     

Stochastic Optimization: a Review

We review three leading stochastic optimization methods—simulated annealing, genetic algorithms, and tabu search. In each case we analyze the method, give the exact algorithm, detail advantages and disadvantages, and summarize the literature on optimal values of the inputs. As a motivating example we describe the solution—using Bayesian decision theory, via maximization of expected utility—of a variable selection problem in generalized linear models, which arises in the cost-effective construction of a patient sickness-at-admission scale as part of an effort to measure quality of hospital care.     

浅谈实施和优化企业供应链管理

经济全球化要求企业必须利用计算机网络技术全面规划供应链中的商流、物流、信息流、资金流等,以实现物流快捷高效的配送和生产过程的整合,从而降低交易成本,提高竞争力.     

中美经济普查给我们的启示和思考

现实要求我们在普查实践中优化方法、提高数据质量、改进组织模式、减少投入,以维系和发展我国的大型普查,推进我国统计制度和调查体系的健全和完善.中美两国经济普查的实践给我们提供了一系列改进普查方法和组织的经验和教训,为我们优化大型普查方法和改进大型普查组织的提出了目标和有益的途径.     

城市专业市场发展调研与实证研究

我国将于2004年底全面放开批发、零售等领域,未来市场的竞争将日益白热化。在概述专业批发市场的基本特点后,结合对石家庄专业批发市场发放的200份问卷调查统计结果和多次的实地访谈,分析市场参与者的空间需求和市场空间形态问题,并通过阐述分析市场的本质与类型,提出市场调整更新的策略和空间优化的可行性建议,以更合理的空间组织和市场布局促进此类市场的健康发展。     

商品销售的动态规划模型及应用求解

商品销售公司在销售某种商品时，对不同的销售情况，可采用不同的决策，若每次决策又影响下一次决策，这是一个多阶段决策的问题。因此，可以建立一个马尔可夫过程，用值迭代法和动态规划最优化原理的策略迭代法合理地解决这一问题。