基于逐次逼近遗传算法的梯级水库优化调度

利用传统遗传算法求解水库优化调度问题时,经过遗传操作产生的新个体可能是不可行解,因此需要对其进行修正.但在梯级水库调度中,由于各时段间、水库间存在的水力电力联系,使这种修正变得复杂困难.鉴于此,提出了逐次逼近遗传算法(GASA),它可在包含不可行解的空间中寻优,并通过搜索空间的不断改变,逐渐逼近最优解.最后通过一个算例,并与离散微分动态规划法(DDDP)和逐步优化法(POA)的优化结果进行比较,说明了该方法的可行性与有效性.     

广西电网水电经济运行评价和统计系统及应用

依据2011年中国南方电网有限责任公司制定并颁布的《中国南方电网水电经济运行指标规范(试行)》,广西电网开发了水电经济运行评价和统计系统,该系统包括针对水电厂的3个评价指标、7个统计指标和针对电网的4个评价指标、6个统计指标。采用该系统对广西电网2010年水库调度工作进行了指标统计计算和分析,结果表明该系统可有效地对水电优化调度和经济运行工作业绩进行全面、客观评价,对改进水电运行调度和管理工作具有重要的现实意义。     

基于优化拟合的梯形明渠临界水深简化算法

针对现有梯形断面,临界水深计算方法的公式表达形式不简捷、计算精度不高等问题,采用优化拟合方法,提出一种更加简捷实用的简化算法。实例计算分析及比较结果表明,该算法在工程实用参数范围内,可获得较高的计算精度,最大拟合误差小于0．556％,平均相对误差仅为．0．001％,相对误差小于0．5％的点占总比较点数的89．3％,完全能够满足实际工程的设计精度要求。     

青海省海东地区JDZ—1型固态存储雨量器应用分析

对JDZ一1型固态存储雨量器与虹吸自记雨量计平行观测资料进行了系统分析,分析了两者存在误差的影响因素。对JDZ一1型固态存储雨量器在北方高海拔地区使用过程中存在的问题提出了解决方法,以保证和提高JDZ一1型固态存储雨量器资料质量。     

梯级水电站群优化调度算法研究

根据梯级水电站群远程集控调度的特点,研究了适用于梯级水电站群的优化调度算法。讨论了梯级水电站群优化调度准则,对几种典型优化算法的适应性和局限性进行了分析比较。结果表明,在流域梯级电站数量较少时可采用动态规划算法,在流域梯级电站规模较大时可采用基于遗传算法的改进型优化算法。按照流域梯级水电站的实际情况采用适应的优化算法,才能发挥梯级水电站远程集控优化调度系统的优势。     

Intraday Empirical Analysis and Modeling of Diversified World Stock Indices

This paper proposes an approach to the intraday analysis of diversified world stock accumulation indices. The growth optimal portfolio (GOP) is used as reference unit or benchmark in a continuous financial market model. Diversified portfolios, covering the world stock market, are constructed and shown to approximate the GOP, providing the basis for a range of financial applications. The normalized GOP is modeled as a time transformed square root process of dimension four. Its dynamics are empirically verified for several world stock indices. Furthermore, the evolution of the transformed time is modeled as the integral over a rapidly evolving mean-reverting market activity process with deterministic volatility. The empirical findings suggest a rather simple and robust model for a world stock index that reflects the historical evolution, by using only a few readily observable parameters. Mathematics Subject Classification: (1991) primary 90A12, secondary 60G30,62P20 JEL Classification: G10, G13     

Pollution Externalities in a Model of Endogenous Fertility and Growth

An endogenous growth model with human capital formation, pollution caused by production of consumption goods, and endogenous fertility decisions made by altruistic agents with infinite horizons is presented. Consequences for optimal policy of modelling fertility as an explicit decision variable are examined. Because ordinary lump-sum transfers to individuals are no longer neutral, either revenue from a pollution tax must be redistributed to dynasties (working as an implicit tax on child births), or lump-sum transfers must be supplemented with an explicit fertility tax. Alternatively, the government can avoid distortions of the fertility decisions by maintaining an appropriate public debt. When abatement is highly productive, it can be optimal to subsidize fertility in order to increase total production.     

产权改革是经营改革的基础--论我国国有商业银行改革的关键

一般认为 ,产权改革是我国国有企业改革的关键。但对于同样属于国有企业的国有商业银行的改革 ,人们却往往把重点放在经营问题上 ,以至无法从根本上提高国有商业银行的效率。本文以我国国有商业银行的贷款量为切入点 ,运用模型和数据说明在产权关系不明晰的前提下 ,政府运用行政手段对银行经营者进行监管的不良效果 ,同时论证了产权关系对委托—代理问题的决定性作用     

Investment Horizon and Composition of Optimal Portofolio: International Evidence

Little attention has been paid in the literature to the impact of different investment horizons on the portfolio compositiondespite its importance to portfolio managers. One exception isthe study by Gunthorpe and Levy (1994) on the U.S. stock market.Our paper extends the same study to the stock markets of Japan,Hong Kong and Korea. Using 40 individual stocks in each market,our results support those of Gunthorpe and Levy (1994) in thatthe composition of an optimal portfolio depends heavily on theinvestment horizon. When the investment horizon lengthens, theproportion of defensive stocks becomes larger while that ofaggressive stocks becomes smaller.     

我国个人所得税后续改革中必须考虑的若干问题

我国工资薪金个人所得税扣除额宜实行分地区浮动制度,而扣除额的调整必须与扣除方式的改革相结合才具有实质意义。从目前的征管实践来看,加强个人所得税管理、有效控制税源是确保改革目标实现的关键。此外,单纯追求个人所得税的公平功能而忽视其效率的作用,对我国社会政治经济的发展将产生不利的影响,也不符合改革的目标。