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Search Results: 1 - 10 of 8442 matches for " DENG Guohe "
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Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model
Guoan Huang,Guohe Deng,Lihong Huang
Advances in Decision Sciences , 2009, DOI: 10.1155/2009/215163
Abstract: The valuation for an American continuous-installment put option on zero-coupon bond is considered by Kim's equations under a single factor model of the short-term interest rate, which follows the famous Vasicek model. In term of the price of this option, integral representations of both the optimal stopping and exercise boundaries are derived. A numerical method is used to approximate the optimal stopping and exercise boundaries by quadrature formulas. Numerical results and discussions are provided.
Pricing European discrete barrier option based on Bates model

XUE Guangming
,DENG Guohe

- , 2018,
Abstract: 在标的资产价格满足Bates模型下讨论离散时间情形的欧式障碍期权定价.应用半鞅It?公式、随机过程在不同时间点上的多维联合特征函数、Girsanov测度变换以及Fourier反变换等随机分析方法,给出离散时间情形的欧式障碍期权价格的封闭式解,并利用数值计算实例分析了波动率参数对障碍期权价格的影响.研究结论对连续时间情形的障碍期权定价或其他路径依赖型期权定价十分有借鉴作用.
An Interval Probability-based Inexact Two-stage Stochastic Model for Regional Electricity Supply and GHG Mitigation Management under Uncertainty  [PDF]
Yulei Xie, Guohe Huang, Wei Li, Ye Tang
Energy and Power Engineering (EPE) , 2013, DOI: 10.4236/epe.2013.54B157

In this study, an interval probability-based inexact two-stage stochastic (IP-ITSP) model is developed for environmental pollutants control and greenhouse gas (GHG) emissions reduction management in regional energy system under uncertainties. In the IP-ITSP model, methods of interval probability, interval-parameter programming (IPP) and two-stage stochastic programming (TSP) are introduced into an integer programming framework; the developed model can tackle uncertainties described in terms of interval values and interval probability distributions. The developed model is applied to a case of planning GHG -emission mitigation in a regional electricity system, demonstrating that IP-ITSP is applicable to reflecting complexities of multi-uncertainty, and capable of addressing the problem of GHG-emission reduction. 4 scenarios corresponding to different GHG -emission mitigation levels are examined; the results indicates that the model could help decision makers identify desired GHG mitigation policies under various economic costs and environmental requirements.


Huang Guohe,

环境科学学报 , 1986,
Abstract: The agricultural nonpoint sources of pollution in the basin of the drinking water source of Xiamen was studied systematically. A linear programming model subject to some given pollution control constraints and with an objective of achieving the optimization of economic efficiency was developed by comprehensive surveys and studies on man, livestock and soil/crop subsystems. The optimal agricultural planning was then suggested based on the model.
An Inexact Mix-Integer Two-Stage Linear Programming Model for Supporting the Management of a Low-Carbon Energy System in China
Ye Liu,Guohe Huang,Yanpeng Cai,Cong Dong
Energies , 2011, DOI: 10.3390/en4101657
Abstract: In view of the great contribution of coal-fired units to CO 2 emissions, the coupled coal and power system with consideration of CO 2 mitigation is a typical sub-system of the highly emitting Chinese energy system for low-carbon studies. In this study, an inexact mix-integer two-stage programming (IMITSP) model for the management of low-carbon energy systems was developed based on the integration of multiple inexact programming techniques. Uncertainties and complexities related to the carbon mitigation issues in the coupled coal and power system can be effectively reflected and dealt with in this model. An optimal CO 2 mitigation strategy associated with stochastic power-generation demand under specific CO 2 mitigation targets could be obtained. Dynamic analysis of capacity expansion, facility improvement, coal selection, as well as coal blending within a multi-period and multi-option context could be facilitated. The developed IMITSP model was applied to a semi-hypothetical case of long-term coupled management of coal and power within a low-carbon energy system in north China. The generated decision alternatives could help decision makers identify desired strategies related to coal production and allocation, CO 2 emission mitigation, as well as facility capacity upgrade and expansion under various social-economic, ecological, environmental and system-reliability constraints. It could also provide interval solutions with a minimized system cost, a maximized system reliability and a maximized power-generation demand security. Moreover, the developed model could provide an in-depth insight into various CO 2 mitigation technologies and the associated environmental and economic implications under a given reduction target. Tradeoffs among system costs, energy security and CO 2 emission reduction could be analyzed.
A Review on Optimization Modeling of Energy Systems Planning and GHG Emission Mitigation under Uncertainty
Yong Zeng,Yanpeng Cai,Guohe Huang,Jing Dai
Energies , 2011, DOI: 10.3390/en4101624
Abstract: Energy is crucial in supporting people’s daily lives and the continual quest for human development. Due to the associated complexities and uncertainties, decision makers and planners are facing increased pressure to respond more effectively to a number of energy-related issues and conflicts, as well as GHG emission mitigation within the multiple scales of energy management systems (EMSs). This quandary requires a focused effort to resolve a wide range of issues related to EMSs, as well as the associated economic and environmental implications. Effective systems analysis approaches under uncertainty to successfully address interactions, complexities, uncertainties, and changing conditions associated with EMSs is desired, which require a systematic investigation of the current studies on energy systems. Systems analysis and optimization modeling for low-carbon energy systems planning with the consideration of GHG emission reduction under uncertainty is thus comprehensively reviewed in this paper. A number of related methodologies and applications related to: (a) optimization modeling of GHG emission mitigation; (b) optimization modeling of energy systems planning under uncertainty; and (c) model-based decision support tools are examined. Perspectives of effective management schemes are investigated, demonstrating many demanding areas for enhanced research efforts, which include issues of data availability and reliability, concerns in uncertainty, necessity of post-modeling analysis, and usefulness of development of simulation techniques.
The Empirical Study on Development Value Identity and Requirement of Central Plains Folk Custom Sports Cultural Resources  [PDF]
Deng Fenglian
Creative Education (CE) , 2012, DOI: 10.4236/ce.2012.37B023

Utilizing the methods of documentary research, fieldwork, expert interviwing and so on, this paper have taken much survey in terms of cognition and value identity situation of Central Plains folk custom sports culture, the motivation of attending this activity, the development requirement trend and this culture heritage development and creation requirement trend and so on to realize the value identity and requirement of Central Plains folk custom sports cultural resources development from the public, further to wake up the attention from the public about this cultural resources which provide the culture and heritage protection, ecnomic constructure and culture constrcture with theoretical references and practical instruction.

A Note on a Combinatorial Conjecture  [PDF]
Guixin Deng
Open Journal of Discrete Mathematics (OJDM) , 2013, DOI: 10.4236/ojdm.2013.31010
Abstract: It is difficult to find Boolean functions achieving many good cryptographic properties. Recently, Tu and Deng obtained two classes of Boolean functions with good properties based on a combinatorial conjecture about binary strings. In this paper, using different approaches, we prove this conjecture is true in some cases. This conjecture has resisted different attempts of proof since it is hard to find a recursive method. In this paper we give a recursive formula in a special case.
The Herd Behavior of Risk-Averse Investor Based on Information Cost  [PDF]
Guangming Deng
Journal of Financial Risk Management (JFRM) , 2013, DOI: 10.4236/jfrm.2013.24015
Abstract: In this paper, the traditional model of herd behavior was improved and extended. The herd behavior of risk-averse investor based on information cost was studied in the financial market. By refining the concept of Bayes equilibrium and the analysis of the behavior of investors, it was discovered that the herd behavior of the second risk-averse investor did not produce until the first risk-averse investors chose to buy information.
Why “Ding-Dong Community” Cannot Succeed Like American Version “Nextdoor”?  [PDF]
Pei Deng
Journal of Service Science and Management (JSSM) , 2015, DOI: 10.4236/jssm.2015.84065
Abstract: The conception of community O2O is very popular currently in China, which has become the focus of attention in the field of e-commerce. However, since at the preliminary exploration stage everything in this area changes very quickly, there is not yet mature business model to mimic. Many of the problems should be studied and clarified. Taking the rise and failure of “ding-dong district” as a case, this article attempts to analyze the unsuccessful reason that “ding-dong district” imitates the US version “Nextdoor” in the context of China, and put forward the corresponding countermeasures and suggestions, aiming to provide related reference for Chinese enterprises in the exploration and development of community e-commerce.
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