各种指数基金模型的实证比较分析

在指数基金管理方面，存在着多种优化的指数投资组合的构建方法和绩效评估方法，本文以实证研究的形式，比较分析了由5种“选股”方法和5种“资金配置”方法所构成的25种投资组合在各种绩效评估方法下的表现。最终得出结论认为，在遗传算法下利用DMinMax模型配置资产权重将具有较好的投资绩效。     

遗传算法及其在客户关系管理中的应用研究

遗传算法是一种宏观意义下的仿生优化算法，它模拟生物在自然环境中的遗传和进化过程而形成的一种自适应全局优化概率搜索算法。这种算法可以用于对海量的客户信息进行搜索，提取对决策有用的信息，让企业在激烈的市场竞争中处于有利地位，最终达到最高利润。本文还通过一个简单的实例研究将该算法应用在客户关系管理中。     

Learning of cycles and sunspot equilibria by Genetic Algorithms

We analyze the learning behaviour of a Simple Genetic Algorithm in an overlapping generations model with one consumption good and fiat money. It is shown by simulations, that in cases where periodic equilibria exist the equilibrium of period two is learned by a Genetic Algorithm and not the monetary steady state. We further show that proper coding leads to convergence of the GA towards the sunspot equilibrium. If individuals who believe in the impact of sunspots are brought together with individuals who ignore the sunspots, the sunspot believes will in most cases drive the other individuals out of the population.     

Symbolic regression for better specification

This note introduces the concept of symbolic regression (SR) to tourism and hospitality research. SR uses genetic programming to find the model that best fits the data without a need to pre-specify a functional form or to impose a certain model as a starting point. In other words, SR helps to uncover the intrinsic characteristics of the data at hand. Our view is that SR can serve as an improved method of testing for misspecification. In this note, we propose to derive the true functional form of the residual using SR. We then use this information to improve the forecasts of the linear regression model and, to perform hypothesis tests if needed.     

Structured deplaning via simulation and optimization

Deplaning naturally occurs row by row down the length of an aircraft. Using simulation and optimization, we design deplaning strategies (e.g., deplane by group and/or column) that significantly reduce the overall unstructured deplaning time. The evaluations derived from a combination of optimization and simulation were tested across several equipment types using data gathered through field observations for calibration.     

Estimation of interregional input–output table using hybrid algorithm of the RAS method and real-coded genetic algorithm

In this paper, we propose a method for improving the accuracy of the estimation of interregional input–output tables, by combining the RAS method and the real-coded Genetic Algorithm (GA); these are simple representative methods for the estimation of an interregional input–output table. By comparing the performance evaluation results obtained using the proposed method, the RAS method, and Simulated Annealing, we verified that the combination of the genetic algorithm and the RAS method can enhance the estimation accuracy of an interregional input–output table. In addition, performance is further enhanced by adjusting GA parameters.     

机构侵害中小投资者违规监管博弈仿真

本文主要对股票市场中机构投资者侵害中小投资者利益这种违规行为的监管进行了博弈分析,并使用基于主体建模的动态仿真方法在Swarm仿真平台上建立了仿真模型,同时进行了仿真实验。研究指出,严厉的事前监管、完善的上市公司管理制度以及更高的监管者素质可以有效地杜绝机构投资者侵害违规行为的出现。本文通过运用经济仿真方法对股票市场具体违规行为监管问题进行研究,将股票市场监管、博弈论与经济仿真这三个研究领域结合在一起,拓展了对股票市场监管的研究手段,在经济学研究中做出了一定有益的探索。 更多还原     

中国—东盟生物多样性廊道内遗传资源的知识产权保护

中国—东盟自由贸易区内生物遗传资源丰富,但随着区域内经济的发展,生物多样性遭到了威胁,为此双方酝酿建设中国—东盟生物多样性廊道。当前廊道内遗传资源面临盗掘滥用、外来生物入侵、孤立保护、利益归属不清晰等问题。必须把廊道内遗传资源保护同知识产权制度结合起来,加强跨国遗传资源的知识产权保护合作,完善廊道内各国遗传资源的立法和管理体制,并加快廊道内遗传资源的普查、登记、注册等基础工作。     

如何用遗传算法解决公路客运枢纽选址问题

文中首先分析了公路客运交通枢纽选址问题的研究思路.然后从客运枢纽为了达到方便客户、优化路网、减少投资等综合交通最优化的角度建立了教学模型,并给出了用遗传算法求解的程序流程图.最后通过某城市的客运枢纽规划实例,表明此理论型布局能够满足人们的出行需求,显示了该方法的科学性和可行性.     

建筑物结构损伤诊断技术现状与展望

本文介绍了结构损伤诊断技术在土木工程中的重要性,综述了结构损伤诊断的研究现状,特别时结构损伤智能诊断方法做了介绍。最后,展望了结构损伤诊断的研究和发展方向。