Km ∨ -Kn的定向图的最小直径

对于图H(m,n)=Km ∨ -Kn,给图定向,使其直径最小.当m≥2,n≥1时,可以得到如下结论:(1)(m是奇数时)对于m=2p 1,p≥1这种情况,当n≤[m [m/2]]-m时,图的直径是2;当n≥[m [m/2]]时是3.(2)(m是偶数时)对于m=4p 2,p∈N这种情况,如果当n≤[m [m/2]]-m/2,那么直径是2,其他的时候是3;对于m=4p,p≥1这种情况,如果n≤[m m/2]-m/2-1,那么直径是2,其他的时候是3.     

Legislative Bargaining and Coalition Formation

The finite horizon version of D. P. Baron and J. Ferejohn's [1989, Amer. Polit. Sci. Rev.83, 1181-1206] legislative bargaining model is investigated. With three or more periods, a continuum of divisions is supportable as subgame perfect equilib- ria. There exist equilibria where coalitions larger than a minimal winning coalition receive strictly positive shares. With sufficiently patient players and a sufficiently long horizon, any interior distribution is supportable as an equilibrium. In contrast, a generic uniqueness result applies when introducing heterogenous time preferences. The unique backwards induction equilibrium in the perturbed game is nonstationary, and neither the original (symmetric) nor the perturbed game provides guidance for equilibrium selection in the infinite game. Journal of Economic Literature Classification Numbers: C73, C78, D72, D78, H49.     

城市低保制度在邵阳市区的实施情况调查——以对212户低保受助者的调查为例

为了解城市低保制度的实施情况,从中发现存在的问题以及解决这些问题的方法,相关研究机构组织了由大学生组成的调查员对邵阳市城区内多个社区两百余户低保受助者进行了走访调查。调查结果显示,低保制度能发挥居民最低生活保障的作用,是一项完成了基本任务的顶层设计;自谋生计是大部分低保受助者的主要经济来源,而低保制度不具备"养懒汉"的经济可能性。     

The evolution of world trade from 1995 to 2014: A network approach

This paper employs network analysis to study world trade from 1995 to 2014. We focus on the main connective features of the world trade network (WTN) and their dynamics. Results suggest that countries’ efforts to attain the benefits of trade have resulted in an intertwined network that is increasingly dense, reciprocal, and clustered. However, these features do not correspond to a linear aggregation of the characteristics of its constituents (trade sectors). Trade linkages are distributed homogeneously among countries, but their intensity (i.e. their value) is highly concentrated in a small set of countries. The main connective features of the WTN were not affected by the 2007–2008 international financial crisis. However, we find that the crisis marks a turning point in the evolution of the WTN from a two-group (led by the US and Germany) to a three-group (led by the US, Germany, and China) hierarchical structure.     

A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES

We develop a structural risk‐neutral model for energy market modifying along several directions the approach introduced in Aïd et al. In particular, a scarcity function is introduced to allow important deviations of the spot price from the marginal fuel price, producing price spikes. We focus on pricing and hedging electricity derivatives. The hedging instruments are forward contracts on fuels and electricity. The presence of production capacities and electricity demand makes such a market incomplete. We follow a local risk minimization approach to price and hedge energy derivatives. Despite the richness of information included in the spot model, we obtain closed‐form formulae for futures prices and semiexplicit formulae for spread options and European options on electricity forward contracts. An analysis of the electricity price risk premium is provided showing the contribution of demand and capacity to the futures prices. We show that when far from delivery, electricity futures behave like a basket of futures on fuels.     

基于Atmega16L的LCD液晶显示电路设计

文章首先介绍了AVR单片机最小系统的设计,然后基于最小系统阐述了AVR单片机控制的液晶显示电路。     

ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION

We compare two approaches to the coherent risk contribution: the directional risk contribution is defined as where ρ is a coherent risk measure; the linear risk contribution ρ^l(X; Y) is defined through a set of axioms, one of which is the linearity in X . The linear risk contribution exists and is unique for any ρ from the Weighted V@R class. We provide the representation for both risk contributions in the general setting as well as in some examples, including the MINV@R risk measure defined as where X₁, … , X_N are independent copies of X .     

The Relations between Minimal Martingale Measure and Minimal Entropy Martingale Measure

We consider incomplete markets, where each risky asset fluctuation is a continuous semimartingale, and study a subset of Equivalent Local Martingale Measures in which Minimal Martingale Measure minimizes relative entropy.We also discuss, as special cases, some models with the risky assetfluctuation represented as a solution of some stochastic differential equations.Finally, we mention that the predictable representation property is essentialin order that Minimal Martingale Measure coincides with Minimal Entropy Martingale Measure.