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Search Results: 1 - 10 of 10792 matches for " 周荣喜 "
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基于多因子仿射利率期限结构模型的国债定价
周荣, 王晓光
中国管理科学 , 2011,
Abstract: ?本文构建了具有平方根扩散特征的三因子仿射利率期限结构模型,给出了基于卡尔曼滤波法的模型参数估计过程,利用蒙特卡罗模拟对我国国债进行定价预测,并与Longstaff-Schwartz模型、Vasicek模型、Cox-Inger-soll-Ross模型的定价效果进行实证比较.结果表明多因子模型要优于单因子模型,双因子模型要略优于三因子模型,从而为我国国债合理定价提供技术支持.
补肾降浊法配合西药治疗痛风性关节炎49例
,周荣
中国中医药信息杂志 , 2002,
Abstract:
基于仿射过程的企业债信用价差期限结构模型
周荣,杨杰,杨丰梅
系统工程理论与实践 , 2013,
Abstract: ?本文选取上海证券交易所2003年至2010年国债和企业债交易数据,通过遗传算法求解五因子利率期限结构模型,分别得到不同期限国债和企业债的收益率时间序列,然后分别用两因子与四因子仿射过程来刻画国债收益率与企业债收益率的动态变化,从而构建债券信用价差的两因子仿射期限结构模型,并运用卡尔曼滤波法求解模型参数,进而预测出企业债信用价差序列.实证结果表明,该仿射模型能够较好地描述企业债信用价差的动态变化,可为企业债及其衍生产品的定价提供方法支持.
基于4类神经网络的国债利率期限结构预测
刘晓,周荣,李杰
- , 2017, DOI: 10.13543/j.bhxbzr.2017.03.019
Abstract: 以2011年1月至2016年7月的国债月度数据为样本,研究了在利率期限结构预测中,反向传播神经网络(BPNN)、小波神经网络(WNN)、径向基神经网络(RBFNN)和广义回归神经网络(GRNN)4种网络中相关参数的设定对精度的影响,并对预测效果进行实证比较。研究结果表明:广义回归神经网络预测效果较好,反向传播神经网络预测结果波动性较小,小波神经网络和径向基神经网络预测结果波动性较大。
Abstract:The study sample selected in this paper is the monthly government bonds data from January 2011 to July 2016. We study the effect of related parameters which are selected for back propagation neural network (BPNN), wavelet neural network (WNN), radial basis function neural network (RBFNN) and generalized regression neural network (GRNN) on the prediction accuracy, and compare the prediction results of the four types of neural networks empirically. The results demonstrate that the GRNN performs best and the prediction results of the BPNN have smaller volatility, whilst the WNN and RBFNN prediction results are more volatile.
带有Yager熵约束的方差-混合熵投资组合优化模型
李静怡,周荣,王迪,张强
- , 2017, DOI: 10.13543/j.bhxbzr.2017.04.017
Abstract: 通过引入可信性方法和Yager熵约束,建立以方差-混合熵(VHE)为风险度量的投资组合优化模型,通过上海证券交易所数据对均值-方差-混合熵模型(MVHEM)、均值-方差模型(MVM)和均值-混合熵(MHEM)模型进行实证比较分析。结果表明,本文所构建的模型可以较好地均衡方差和混合熵在风险控制方面的作用,Yager熵约束的引入可以进一步增强模型的稳定性,在控制风险水平的条件下实现了相对更高的累计收益。
Abstract:By introducing the concept of credibility measure and Yager's entropy constraint, this paper proposes a novel portfolio model with risk measured by variance-hybrid entropy (VHE). Empirical comparisons are made with the mean-variance-hybrid entropy model (MVHEM), the mean-variance model (MVM) and the mean-hybrid entropy model (MHEM) based on data from Shanghai stock exchange from 2013 to 2015. The results show that the model can effectively balance the effect of variance and hybrid entropy and that Yager's entropy constraint can enhance the stability of the model and succeed in maximizing the accumulative yield under controlled risk.
基于可信性均值-方差-偏度-正弦熵的投资组合模型
蔡小龙,周荣,郑庆华
- , 2017, DOI: 10.13543/j.bhxbzr.2017.02.019
Abstract: 通过引入可信性理论和偏度约束,分别建立了同时满足随机不确定和模糊不确定情形的均值-方差-偏度-正弦熵多目标投资组合优化模型(Mult-M-V-S-SE)和含有收益及风险系数的单目标投资组合优化模型(M-V-S-SE);然后运用马尔科夫方法预测模糊收益率,利用遗传算法优化模型投资策略,通过上海证券交易所数据进行实证比较。结果表明:Mult-M-V-S-SE和M-V-S-SE两模型效果均超过均匀投资策略(MEAN);M-V-S-SE模型灵活且稳定,更具有优势,在满足投资者需求的同时可实现更高的累计收益。
Abstract:By introducing the credibility theory and skewness, a multi-objective mean-variance-skewness-sine entropy (mult-M-V-S-SE) portfolio selection model considering random uncertainty and fuzzy uncertainty and a single objective portfolio selection model containing return and risk factors are proposed. The Markov method is employed to forecast the fuzzy yield, and genetic algorithms are introduced in order to obtain the optimal portfolio. An empirical comparison was conducted by employing the 2015 stock price data from the Shanghai stock exchange. The results illustrate that the two models perform better than the average investment strategy, and the single objective model is more flexible and stable, which will afford higher cumulative yield rates which meet the needs of investors.
基于区间数的项目财务评价指标研究
刘晓,周荣,展宇
- , 2017, DOI: 10.13543/j.bhxbzr.2017.01.021
Abstract: 将区间数引入项目财务评价,对传统财务评价指标进行拓展,给出了区间净现值、区间终值、区间内部收益率、区间投资回收期和区间收益-成本比率的计算公式,并通过一些算例验证公式的可行性和有效性,从而为不确定型项目财务评价提供一种新方法。
Abstract:Developing ways of project financial evaluation in uncertain environment is an urgent problem to be solved. This paper introduces an interval number into the financial evaluation of a project and thus expands the traditional financial evaluation index. Formulae for interval net present value, interval future value, interval equivalent uniform annual value, interval internal rate of return, interval payback period and interval benefit-cost ratio have been developed. Some numerical examples are presented to illustrate the feasibility and effectiveness of these indexes. This paper provides new methods for financial evaluation under uncertain conditions.
罗勒挥发油超临界CO2萃取及GC-MS分析
周荣
湖南农业大学学报(自然科学版) , 2010,
Abstract: 采用超临界CO2萃取技术,利用正交设计,对影响罗勒挥发油萃取工艺参数(萃取压力、萃取温度、萃取时间)以及挥发油成分进行了研究.结果表明,罗勒挥发油超临界CO2萃取工艺参数的最佳组合是:萃取压力为12 MPa,萃取温度为45 ℃,萃取时间为2 h,萃取率达0.761%.所获得的挥发油呈黄色半透明状,具芳香味.采用GC-MS对挥发油进行分析,共鉴定出30种化合物,主要成分为萜类物质,占总量的96.64%.相对含量最高的是芳樟醇,占69.83%,其次分别是(+)表-双环倍半水芹烯(6.73%)和1,8-桉叶油素(5.01%).
基于单片机控制的fpga芯片数据加载
周荣
武汉理工大学学报 , 2002,
Abstract: ?为了解决fpga数据加载所面临的问题,提出了采用单片机控制的fpga数据加载方法。并以80c188ec微处理器对xilinx公司xcs10型fpga芯片数据的串行加载为例,解决了采用单片机控制对fpga芯片数据加载的软硬件设计问题。该设计已经成功地应用于实践中
等离子体浸没离子注入与沉积合成TiN薄膜的滚动接触疲劳寿命和机械性能
刘洪,蒋业华,周荣,周荣,金青林,汤宝寅
金属学报 , 2008,
Abstract: 用等离子体浸没离子注入与沉积(PIII&D)技术在AISI52100轴承钢表面成功合成了高硬耐磨的氮化钛(TiN)薄膜。膜层元素分布、化学组成和表面形貌分别用X射线衍射(XRD)、X光电子能谱(XPS)和原子力显微镜(AFM)表征。合成薄膜前后试样的滚动接触疲劳寿命和摩擦磨损性能分别由球棒疲劳磨损试验机和球-盘磨损试验机测定;疲劳破坏后的微观形貌通过扫描电镜(SEM)观察;薄膜力学性能经纳米压痕和纳米划痕试验评价。结果表明,表面膜层中主要存在TiN相,同时含有少量的TO2和钛氮氧的化合物;在优化条件下,氮化钛膜层致密均匀,与基体结合良好,具有很高的硬度和杨氏模量,分别达到25GPa和350GPa;最低摩擦系数由基体的0.92下降到0.2。被处理薄膜试件在90%置信区间下的最大L10、L50、La和L寿命较基体分别提高了5.5倍、2.8倍、2.3倍和2.2倍,疲劳寿命的分散性得到了显著改善.
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