A novel LASSO – TLBO – SVR hybrid model for an efficient portfolio construction

In this study a LASSO – TLBO – SVR hybrid model is used for portfolio construction. Relevant economic parameters are determined and used for stock selection. Along with stock selection, weights for the stocks are obtained by solving a portfolio optimization problem using three methods: GRG Nonlinear, Evolutionary method based on Genetic Algorithm, and Equal weight method. The portfolio return in the proposed model is compared with the return of the Indian market portfolio (NSE and BSE). It is observed that the proposed model outperforms the market portfolio.     

基于IOWGA的汇价预测风险程度的组合预测

通过定义汇价预测风险程度,分析其成分数据性质,运用IOWGA算子对多元线性回归的预测风险程度建立组合预测模型。结果表明:基于IOWGA算子的组合预测具有优越性,对汇价预测风险程度准确预测,为汇率投资者的风险预防与控制提供参考。     

Tour Booking: Do Travelers Respond to Tourism Accreditation and Codes of Ethics Initiatives?

Tourism and hospitality organizations are spending more time and money on corporate social responsibility (CSR) initiatives, but at the same time not fully understanding how such initiatives enhance travelers’ responses. This study investigates the impact of two CSR initiatives that have been widely adopted by many travel organizations: tourism accreditation and codes of ethics. A large-scale survey collected data on how potential travelers responded to an online tour brochure. The results showed that both accreditation and code of ethics information in a brochure have significant but varying impacts on perceived tour value, trust, and tour booking intention.     

An Anticipating Calculus Approach to the Utility Maximization of an Insider

In this paper we consider a financial market with an insider that has, at time   t = 0  , some additional information of the whole developing of the market. We use the forward integral, which is an anticipating integral, and the techniques of the Malliavin calculus so that we can take advantage of the privileged information to maximize the expected logarithmic utility from terminal wealth.     

从服务营销系统模型看电信服务竞争优势

通信业务需求的飞速增长,直接导致异常激烈的电信业竞争。本质上,电信业竞争就是服务的竞争,正确把握这一理念是电信企业成功的关键因素之一。本文首先构造和分析了服务系统。其次,在此基础上分析其营销系统模型,并以中国移动通信公司(CMCC)所提供的服务,对相关问题做了进一步的分析与说明。最后,给出了电信运营企业如何获得服务竞争优势的几点建议。     

单位多圆盘上加权Bergman空间上的紧算子

记Aφ^p（D^n）（p〉1）为单位多圆盘D^n上P次可积解析函数全体组成的加权Bergman空间．该文利用多圆盘函数论及Schur估计，研究了加权Bergman空间Aφ^p（D^n）上有界算子S满足一定可积条件时的紧性刻画，证明了S为紧的当且仅当其Berezin变换在多圆盘的边界趋于零．     

校园用户识别在电信领域的优化方案

在全业务市场竞争的背景下,校园市场将成为各大运营商争夺的焦点。运营商需要及时、准确地了解学生客户的状态和发展趋势。本文针对现有校园用户识别模型提出了优化方案,以便有针对性制定营销方案、促进校园市场的发展。     

探讨模糊算子在遥感图像特征提取中的应用

本文主要阐述了模糊算子在遥感图像特征提取中的一般方法以及利用模糊算子对数据进行融合的应用等内容。     

A functional approach to pricing complex barrier options

In this article, a new method for pricing contingent claims, which is particularly well suited for options with complex barrier and volatility structures, is introduced. The approach is based on a high-precision approximation of the Feynman–Kac equation with distributed approximating functionals. The method is particularly well suited for long maturity valuation problems, and it is shown to be faster and more accurate than conventional solution schemes.     

基于神经网络的专家预测方法研究

针对复杂预测问题的需求,基于神经网络的思想对专家预测方法进行了探讨。首先,在神经元模型的基础上提出了专家预测模型。然后,根据专家预测模型的需要对专家给出的模糊语言判断信息的合成进行了研究,并给出了具体的量化方法。最后,为提高预测方法的精度,提出了一种专家权值的调整方法;算例表明,该方法具有简单实用的特点。