全文获取类型
收费全文 | 164篇 |
免费 | 8篇 |
专业分类
财政金融 | 42篇 |
工业经济 | 8篇 |
计划管理 | 54篇 |
经济学 | 17篇 |
综合类 | 6篇 |
运输经济 | 9篇 |
旅游经济 | 1篇 |
贸易经济 | 35篇 |
出版年
2024年 | 1篇 |
2023年 | 3篇 |
2022年 | 1篇 |
2021年 | 3篇 |
2020年 | 4篇 |
2019年 | 7篇 |
2018年 | 10篇 |
2017年 | 9篇 |
2016年 | 12篇 |
2015年 | 4篇 |
2014年 | 5篇 |
2013年 | 22篇 |
2012年 | 8篇 |
2011年 | 8篇 |
2010年 | 3篇 |
2009年 | 7篇 |
2008年 | 8篇 |
2007年 | 4篇 |
2006年 | 10篇 |
2005年 | 2篇 |
2004年 | 4篇 |
2003年 | 6篇 |
2002年 | 5篇 |
2001年 | 4篇 |
2000年 | 5篇 |
1999年 | 1篇 |
1998年 | 3篇 |
1997年 | 2篇 |
1996年 | 2篇 |
1995年 | 1篇 |
1994年 | 1篇 |
1993年 | 1篇 |
1992年 | 2篇 |
1991年 | 3篇 |
1988年 | 1篇 |
排序方式: 共有172条查询结果,搜索用时 15 毫秒
51.
Models with expectational leads typically admit multiple rational expectations solutions. Based on the ordinary least-squares algorithm, this paper provides an adaptive learning scheme which allows a forecasting agent to select a particular solution on economic grounds. Conditions are given under which this scheme converges to rational expectations solutions globally for all initial conditions. We strengthen convergence results in relaxing standard assumptions and in providing conditions ensuring algorithm convergence which are easier to verify and to interpret than those previously known. 相似文献
52.
A general class of adaptive processes in games is developed, which significantly generalises weakened fictitious play [Van der Genugten, B., 2000. A weakened form of fictitious play in two-person zero-sum games. Int. Game Theory Rev. 2, 307–328] and includes several interesting fictitious-play-like processes as special cases. The general model is rigorously analysed using the best response differential inclusion, and shown to converge in games with the fictitious play property. Furthermore, a new actor–critic process is introduced, in which the only information given to a player is the reward received as a result of selecting an action—a player need not even know they are playing a game. It is shown that this results in a generalised weakened fictitious play process, and can therefore be considered as a first step towards explaining how players might learn to play Nash equilibrium strategies without having any knowledge of the game, or even that they are playing a game. 相似文献
53.
We consider a risk process R t where the claim arrival process is a superposition of a homogeneous Poisson process and a Cox process with a Poisson shot noise intensity process, capturing the effect of sudden increases of the claim intensity due to external events. The distribution of the aggregate claim size is investigated under these assumptions. For both light-tailed and heavy-tailed claim size distributions, asymptotic estimates for infinite-time and finite-time ruin probabilities are derived. Moreover, we discuss an extension of the model to an adaptive premium rule that is dynamically adjusted according to past claims experience. 相似文献
54.
增量神经网络(IncNet)的结构是由增长和剪枝控制,并且与训练数据的复杂性相匹配。用扩展卡尔曼滤波算法作为其学习算法。双径向转移函数比其它常用于人工神经网络的转移函数更具有灵活性。最新的改进是在多维空间中(具有N-1个参数)增加转移函数的旋转常数值。通过对逼近基准和心理分类问题的结果分析,清楚地表明比其他分类网络模型具有更强的泛化性。 相似文献
55.
A test statistic is considered for testing a hypothesis for the mean vector for multivariate data, when the dimension of the vector, p, may exceed the number of vectors, n, and the underlying distribution need not necessarily be normal. With n,p→∞, and under mild assumptions, but without assuming any relationship between n and p, the statistic is shown to asymptotically follow a chi‐square distribution. A by product of the paper is the approximate distribution of a quadratic form, based on the reformulation of the well‐known Box's approximation, under high‐dimensional set up. Using a classical limit theorem, the approximation is further extended to an asymptotic normal limit under the same high dimensional set up. The simulation results, generated under different parameter settings, are used to show the accuracy of the approximation for moderate n and large p. 相似文献
56.
Ben Pelzer 《Statistica Neerlandica》2013,67(2):190-201
We discuss saddlepoint approximations to the distribution of the sum of independent non‐identically distributed binomial random variables. We examine the accuracy of the saddlepoint methods for a sum of 10 binomials with different sets of parameter values. The numerical results indicate that the saddlepoint approximations provide very accurate estimates for the probability mass function and the right‐tail probabilities for the cumulative distribution function of the sum. 相似文献
57.
58.
Since the pioneering paper of Black and Scholes was published in 1973, enormous research effort has been spent on finding a multi-asset variant of their closed-form option pricing formula. In this paper, we generalize the Kirk [Managing Energy Price Risk, 1995] approximate formula for pricing a two-asset spread option to the case of a multi-asset basket-spread option. All the advantageous properties of being simple, accurate and efficient are preserved. As the final formula retains the same functional form as the Black–Scholes formula, all the basket-spread option Greeks are also derived in closed form. Numerical examples demonstrate that the pricing and hedging errors are in general less than 1% relative to the benchmark results obtained by numerical integration or Monte Carlo simulation with 10 million paths. An implicit correction method is further applied to reduce the pricing errors by factors of up to 100. The correction is governed by an unknown parameter, whose optimal value is found by solving a non-linear equation. Owing to its simplicity, the computing time for simultaneous pricing and hedging of basket-spread option with 10 underlying assets or less is kept below 1 ms. When compared against the existing approximation methods, the proposed basket-spread option formula coupled with the implicit correction turns out to be one of the most robust and accurate methods. 相似文献
59.
When the underlying stock price is a strict local martingale process under an equivalent local martingale measure, the Black–Scholes PDE associated with a European option may have multiple solutions. In this paper, we study an approximation for the smallest hedging price of such an European option. Our results show that a class of rebate barrier options can be used for this approximation. Among them, a specific rebate option is also provided with a continuous rebate function, which corresponds to the unique classical solution of the associated parabolic PDE. Such a construction makes existing numerical PDE techniques applicable for its computation. An asymptotic convergence rate is also studied when the knock-out barrier moves to infinity under suitable conditions. 相似文献
60.
PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES 总被引:2,自引:0,他引:2
Fabio Maccheroni Massimo Marinacci Aldo Rustichini Marco Taboga 《Mathematical Finance》2009,19(3):487-521
We propose a portfolio selection model based on a class of monotone preferences that coincide with mean-variance preferences on their domain of monotonicity, but differ where mean-variance preferences fail to be monotone and are therefore not economically meaningful. The functional associated with this new class of preferences is the best approximation of the mean-variance functional among those which are monotonic. We solve the portfolio selection problem and we derive a monotone version of the capital asset pricing model (CAPM), which has two main features: (i) it is, unlike the standard CAPM model, arbitrage free, (ii) it has empirically testable CAPM-like relations. The monotone CAPM has thus a sounder theoretical foundation than the standard CAPM and a comparable empirical tractability. 相似文献