开展数学建模活动,提高学生创新能力

结合我校参加数学建模竞赛的具体实践活动,阐述了数学建模在培养学生综合运用知识与解决实际问题的能力中的重要作用,给出了我校在数学建模竞赛过程中的具体做法,论证了开展数学建模竞赛活动对推动高等院校数学教学体系、教学内容和教学方式改革的重要意义。     

涡旋压缩机径向间隙的泄漏

建立了涡旋压缩机径向间隙泄漏的数学模型和模拟压缩机热力过程的计算模型。分析了不同的径向间隙量对其泄漏量的影响，以及对压缩机性能的影响。     

卡塞格伦天线系统中波束指向角度和天线座机械角度关系的研究与分析

文中介绍的卡塞格伦天线系统中,波束指向角度和天线座机械角度有着复杂的数学关系.采用球面三角法推导了这些关系,作为雷达伺服系统测量和控制波束指向角度的基础.     

What Can Acreage Allocations Say about Crop Supply Elasticities? A Convex Programming Approach to Supply Response Disaggregation

This article has two goals. The first is to extend previous results regarding calibration of land‐constrained programming models of agricultural supply against supply elasticities to the general case of multiple constraints. The second goal is to demonstrate how the resulting calibration conditions can be used as a source of identification to disaggregate crop supply elasticities down to the level at which static information on acreage allocations is available. We propose an information‐based disaggregation algorithm to systematically generate regionalised elasticities from a single prior, and provide an empirical illustration.     

STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS

We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present. Small misspecifications of preferences (as modeled via expected utility), as well as views of the world or the market model (as modeled via subjective probabilities) are considered. Simple sufficient conditions are given for the problem to be well posed, in the sense that the optimal wealth and the marginal utility‐based prices are continuous functionals of preferences and probabilistic views.     

数学建模教学改革的探索与实践

传统的教学模式具有较强的封闭性和保守性,忽略了数学思想的建立、数学方法的使用和学习能力的培养。《数学建模》具有难度大、涉及面广、形式灵活等特点,不易于培养学生的自主精神。学生普遍反映概念难懂,习题难做,方法不易掌握,自己建模有难度。虽然这门课程越来越受重视,但在教学中存在着问题。因此,在有限的课时内,如何组织安排好课堂的教学,进行教学方法的改革十分必要,且势在必行。     

Hospitality Programs in Korean Graduate Schools

ABSTRACT

This study compared student, academy, and industry views of graduate school-level curriculum issues in hospitality programs. Research findings revealed that with regard to reasons for student's entry into graduate programs, the academy placed higher importance on raising the academic background through the obtaining of a master's degree than did students and industry groups while students put higher emphasis on networking with industry people than the other two groups. However, students expressed less interest in the “benefit of promotion in the workplace” variable than did the other two groups. With respect to competencies needed by graduate students, industry placed higher importance on leadership, company loyalty, and service-mindedness than did the other two groups. This study concludes with a discussion of the implications of these findings for graduate curriculum development.     

Optimal high-frequency trading with limit and market orders

We propose a framework for studying optimal market-making policies in a limit order book (LOB). The bid–ask spread of the LOB is modeled by a tick-valued continuous-time Markov chain. We consider a small agent who continuously submits limit buy/sell orders at best bid/ask quotes, and may also set limit orders at best bid (resp. ask) plus (resp. minus) a tick for obtaining execution order priority, which is a crucial issue in high-frequency trading. The agent faces an execution risk since her limit orders are executed only when they meet counterpart market orders. She is also subject to inventory risk due to price volatility when holding the risky asset. The agent can then also choose to trade with market orders, and therefore obtain immediate execution, but at a less favorable price. The objective of the market maker is to maximize her expected utility from revenue over a short-term horizon by a trade-off between limit and market orders, while controlling her inventory position. This is formulated as a mixed regime switching regular/impulse control problem that we characterize in terms of a quasi-variational system by dynamic programming methods. Calibration procedures are derived for estimating the transition matrix and intensity parameters for the spread and for Cox processes modelling the execution of limit orders. We provide an explicit backward splitting scheme for solving the problem and show how it can be reduced to a system of simple equations involving only the inventory and spread variables. Several computational tests are performed both on simulated and real data, and illustrate the impact and profit when considering execution priority in limit orders and market orders.     

模糊综合评价在企业战略定位中的应用研究

根据企业经营战略SWOT矩阵分析原理设计了一套用于企业经营战略选择和评价体系，并利用模糊综合评价模型给出企业经营战略评价的方法。