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.     

Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm

In this paper, we propose a Weighted Stochastic Mesh (WSM) algorithm for approximating the value of discrete‐ and continuous‐time optimal stopping problems. In this context, we consider tractability of such problems via a useful notion of semitractability and the introduction of a tractability index for a particular numerical solution algorithm. It is shown that in the discrete‐time case the WSM algorithm leads to semitractability of the corresponding optimal stopping problem in the sense that its complexity is bounded in order by with being the dimension of the underlying Markov chain. Furthermore, we study the WSM approach in the context of continuous‐time optimal stopping problems and derive the corresponding complexity bounds. Although we cannot prove semitractability in this case, our bounds turn out to be the tightest ones among the complexity bounds known in the literature. We illustrate our theoretical findings by a numerical example.     

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     

联网型智能通风节能控制系统的设计与实现

文章针对通信基站机房节能降耗的需求,设计并实现了一种联网型的智能通风节能控制系统。系统采集机房内外环境温、湿度实时监测数据,采用智能逻辑算法,控制进风机、出风机和机房空调设备的运行,充分利用机房室内外的温差,依靠大量的空气流通实现室内散热,以达到节能降耗的目的。联网型的设计保证了系统灵活的组网方式,更适合全程控制和集中维护。通过一年多的运行证明,系统能够在保证通信机房设备运行工作环境的同时,大幅降低机房空调的耗电,使设备维护方便、运行稳定,达到了设计目的。     

联网型智能通风节能控制系统的设计与实现

文章针对通信基站机房节能降耗的需求,设计并实现了一种联网型的智能通风节能控制系统。系统采集机房内外环境温、湿度实时监测数据,采用智能逻辑算法,控制进风机、出风机和机房空调设备的运行,充分利用机房室内外的温差,依靠大量的空气流通实现室内散热,以达到节能降耗的目的。联网型的设计保证了系统灵活的组网方式,更适合全程控制和集中维护。通过一年多的运行证明,系统能够在保证通信机房设备运行工作环境的同时,大幅降低机房空调的耗电,使设备维护方便、运行稳定,达到了设计目的。