既有结构可靠度的模糊算法

基于结构抗力和荷载效应的不确定性，提出了一种既有结构工程可靠度的模糊算法。该方法利用模糊算法可以反映客观事物因素的层次性，又便于比较和考虑各层次中诸因素作用的大小以决定可靠度。算例结果表明该方法简单实用，其模型可以很好地拟合真实的极限状态函数，是解决既有结构体系可靠度问题的有效方法。     

软件项目进度估算的模糊方法

软件项目进度的估算是软件项目管理的重要组成部分,当开发新型项目时,由于没有历史经验,精确的甚至基于概率的估算方法都比较困难,而且可信度也较低,文章采用了模糊-概率的方法来进行进度的估算,在模糊运算中采用基于卷积的模糊算子,该算子具有扩散性较低的特点。     

Arithmetic versus geometric mean estimators: Setting discount rates for capital budgeting

This paper addresses an issue central to the estimation of discount rates for capital budgeting: should the geometric mean or arithmetic mean of past data be used when estimating the discount rate? the use of the arithmetic mean ignores estimation error and serial correlation in returns. Unbiased discount factors have been derived that correct for both these effects. In all cases, the corrected discount rates are closer to the arithmetic than the geometric mean.     

Hedging of Asian options under exponential Lévy models: computation and performance

In this paper we consider the problem of hedging an arithmetic Asian option with discrete monitoring in an exponential Lévy model by deriving backward recursive integrals for the price sensitivities of the option. The procedure is applied to the analysis of the performance of the delta and delta–gamma hedges in an incomplete market; particular attention is paid to the hedging error and the impact of model error on the quality of the chosen hedging strategy. The numerical analysis shows the impact of jump risk on the hedging error of the option position, and the importance of including traded options in the hedging portfolio for the reduction of this risk.     

程序代码转换技术的研究与实现

程序代码转换技术是程序代码抄袭检测技术中的一个重要部分。程序代码转换技术就是把一个程序看作一个文本串,然后再通过一定的文法分析将这个文本串转换成描述程序基本信息的标记串的过程。目前已有多个较有效的抄袭检测系统,如：Jplag,MOSS,YAP等等,但是这些系统中对如何把程序代码进行转换成串的,并没有详细的介绍。本文针对这种情况设计了一个实验系统来实现程序代码转换技术,并进行了验证。     

Estimating cost of capital in firm valuations with arithmetic or geometric mean – or better use the Cooper estimator?

We test the extent and determinants of bias effects of the arithmetic as well as the geometric mean estimator and the estimator of Cooper [1996. Arithmetic versus geometric mean estimators: Setting discount rates for capital budgeting. European Financial Management 2 (July): 157–67] regarding discount rate estimation for firm valuation by way of a bootstrap approach for 13 different countries. The Cooper estimator is superior to both the geometric and the (conventional) arithmetic mean estimator. However, a ‘truncated’ version of the arithmetic mean estimator leads generally to better estimation outcomes than the Cooper estimator. This means that, in order to reduce problems of upward-biased firm value estimates, expected cash flows beyond a certain time horizon are completely neglected in terminal value estimation. Such an approach seems particularly reasonable for the valuation of young growth companies as well as for companies from quickly developing countries such as Brazil, China, or Thailand, because the bias in terminal value estimation is increasing in the growth rate of future expected cash flows.     

Fiscal Fan Charts: A Tool for Assessing Member States' (Likely?) Compliance with EU Fiscal Rules

This paper sets out a methodology for constructing fan charts for the government deficit and debt ratios over the medium term. It relies on information contained in Stability/Convergence Programme Updates, a model of the relevant stochastic process (for example, that of real GDP) or processes, and a parameter estimate of the sensitivity of the primary budget balance to the output gap for the member state under consideration. A model of the dynamic deficit–debt relationship allows the impact of random output growth to work its way through the fiscal arithmetic in a consistent and traceable way to produce fan charts over a five‐year forecast horizon. The initial set of fiscal fan charts included here for Ireland use the indicative public finance projections set out in its 2011 Update. The methodology makes the standard assumption of no fiscal policy response to any change in the budgetary position over the period such as could arise from changes in growth rates. Governments will, however, generally be in a position to adjust fiscal policy towards meeting a specific target, such as the 3 per cent Maastricht Treaty deficit target. A second set of fan charts is included that indicates how the probabilistic range of fiscal outcomes could be affected by a tightening of fiscal policy in 2013–15.     

算术四则运算智能测试教学软件的设计

采用UML建模和ActionScript技术,为小学数学的加减乘除四则运算设计制作了一种能随机出题、交互解答、智能评测、图音并茂的教学软件。该教学软件克服了传统多媒体教学软件缺乏交互性、随机性的缺点。该软件既可用作小学数学课堂教学,也可放到网页里让学生们自行测试练习。     

基于层次聚类推理的在线品牌诊断研究及其服装系统实现

本文从服装品牌在线评估与诊断的实际需要出发,研究了面向服装品牌的在线诊断评价体系,给出了在线品牌诊断模型,提出案例推理与规则推理相结合的一种层次聚类推理方法,并根据品牌诊断流程和映射算法设计了品牌诊断推理机制,给出了一个服装在线品牌诊断系统的实现。