高外水隧洞变形稳定性的基质压缩效应

深埋水工隧洞通常会面临高地下水位问题,为准确分析高外水隧洞围岩变形稳定性,需合理模拟外水内渗的力学作用。现阶段,学者们虽已认识到在饱和岩体渗流-应力耦合分析中考虑岩石基质压缩的必要性,但针对岩石基质压缩对高外水隧洞变形稳定性影响的相关研究尚未见报道。基于饱和多孔介质有效应力原理和孔压修正系数,并考虑围岩渗透特性动态演化,建立了高外水隧洞渗流-应力耦合分析模型,并在ABAQUS中进行了数值实现。依托某深埋引水隧洞,在分析其渗流场和变形稳定性的基础上,开展了不同岩石基质可压缩性条件下的高外水隧洞渗流-应力耦合分析,揭示了高外水隧洞围岩变形稳定性随岩石基质可压缩性的变化规律。结果表明：岩石基质压缩直接影响着高外水隧洞的外水内渗过程,对高外水隧洞围岩变形稳定性不利,岩石基质可压缩性越大,则围岩变形和塑性区范围越大,在分析中忽略岩石基质压缩将得出偏于危险的结果。     

Disentangling the role of variance and covariance information in portfolio selection problems

The covariation among financial asset returns is often a key ingredient used in the construction of optimal portfolios. Estimating covariances from data, however, is challenging due to the potential influence of estimation error, specially in high-dimensional problems, which can impact negatively the performance of the resulting portfolios. We address this question by putting forward a simple approach to disentangle the role of variance and covariance information in the case of mean-variance efficient portfolios. Specifically, mean-variance portfolios can be represented as a two-fund rule: one fund is a fully invested portfolio that depends on diagonal covariance elements, whereas the other is a long-short, self financed portfolio associated with the presence of non-zero off-diagonal covariance elements. We characterize the contribution of each of these two components to the overall performance in terms of out-of-sample returns, risk, risk-adjusted returns and turnover. Finally, we provide an empirical illustration of the proposed portfolio decomposition using both simulated and real market data.     

码域滤波的基本原理

本文基于DS－CDMA系统中的线性多用户检测提出了码变换、离散码变换的概念，主要阐述码／时域滤波的基本原理，指出线性多用户检测是一种码／时域滤波，但是有关码变换阵的研究有待深入。     

基于细化社会核算矩阵的突发公共事件产业影响分析

根据最新的2007年中国投入产出表,再结合其他数据编制的细化社会核算矩阵,可以用来分析突发公共事件的产业总影响和产业间影响。研究发现:劳动密集型产业以及与其他产业具有较高关联度的产业,受突发公共事件冲击的总产出影响较大;而同一突发公共事件冲击所带来的经济影响在不同产业间的分布差异较大。了解这些影响的大小,对于突发公共事件的优化管理具有重要意义。     

A Unifying Framework and Comparison of Algorithms for Non-negative Matrix Factorisation

Non-negative matrix factorisation (NMF) is an increasingly popular unsupervised learning method. However, parameter estimation in the NMF model is a difficult high-dimensional optimisation problem. We consider algorithms of the alternating least squares type. Solutions to the least squares problem fall in two categories. The first category is iterative algorithms, which include algorithms such as the majorise–minimise (MM) algorithm, coordinate descent, gradient descent and the Févotte-Cemgil expectation–maximisation (FC-EM) algorithm. We introduce a new family of iterative updates based on a generalisation of the FC-EM algorithm. The coordinate descent, gradient descent and FC-EM algorithms are special cases of this new EM family of iterative procedures. Curiously, we show that the MM algorithm is never a member of our general EM algorithm. The second category is based on cone projection. We describe and prove a cone projection algorithm tailored to the non-negative least square problem. We compare the algorithms on a test case and on the problem of identifying mutational signatures in human cancer. We generally find that cone projection is an attractive choice. Furthermore, in the cancer application, we find that a mix-and-match strategy performs better than running each algorithm in isolation.     

河南物流业产业波及效果现状分析

针对河南省物流业产业波及效果动态分析,可以探求物流业同国民经济体系中相关产业的技术经济联系,进而找出物流业发展的一般规律,认清物流业同其他产业的关联度,这对产业结构优化和产业政策的制定是非常重要的。     

Diversity of preferences in an unpredictable environment

The origin of preferences was viewed as related to the dominant eigenvalue of a Leslie matrix modelling reproductive strategies. In a variable environment, however, the coexistence of varying preferences no longer requires optimality, but is identified with the mathematical property of viability: a state of the population is viable if there exists at least one solution starting from it and remaining in the set of constraints until a given time horizon (or forever).The coexistence kernel of two competitors with varying preferences is computed for the case of scalar and 2 × 2 Leslie matrices, with either measurable or differentiable preferences. The homologue of indifference curves is the regulation map, the correspondence associating the set of viable preferences to a given state of the population.Among these viable trajectories, some are also optimal in the sense of dominance discounted in time. These viable optimal solutions are obtained as specific trajectories in an auxiliary dynamic system, and the associated maximal values constitute one boundary of the viability kernel of this auxiliary system (theorem). Hence, the perpetuation of varying preferences allows the diversity of economic preferences, as shown here using the example of the comparative history of fertility from mid-nineteenth century to nowadays in France and England.     

Rejuvenating wood carving industry in Taiwan Sanyi： A perspective of strategic management

This research aimed at providing suggestions to rejuvenate the wood carving industry in Taiwan Sanyi. The authors conducted interviews with representative store keepers and sculptors to gain industrial insights, and applied the strategic matrix analysis developed by Dr. Seetoo to examine industrial conditions and formulate strategic suggestions for wood carving companies. The industry was found lack of market orientation, which was considered as the critical factor of the long term depression. However, a market of tourism for nostalgic and cultural experience started developing in the near area, providing opportunities for Sanyi wood carving industry to recover. The main suggestions the authors made are （1） restructuring the product scope to respond to the market, and （2） branding with resorts in near area.     

解加权约束最小二乘问题的行M-不变方法

本文提出了一种新的求解加权约束线性最小二乘问题方法,即利用行M-不变矩阵得到了求解加权约束线性最小二乘的updating问题的递推方法。     

自重压杆稳定性问题分析

利用传递矩阵法和拟合法,分析了自重压杆的稳定性问题,计算出了临界自重荷载。文章探讨了自重压杆稳定时外加荷载与自重荷载的关系,得出了临界压力近似计算公式。