检索结果-南通市图书馆

Empirical analysis on risk of security investment

同方期刊数据库博看期刊评论

在线全文

学校读者我要写书评

暂无评论

Applied Mathematics(A Journal of Chinese Universities) 2009年第2期24卷 127-134页

作者： AN Peng li sheng-hong Antai College of Economics & Management Shanghai Jiao Tong Univ. Shanghai 200052 China Dept. of Math. Zhejiang Univ. Hangzhou 310027 China

The paper analyzes the theory and application of Markowitz Mean-Variance Model and CAPM model. Firstly, it explains the development process and standpoints of two models and deduces the whole process in detail. Then 30 stocks are choosen from Shangzheng 50 stocks and are testified whether the prices of Shanghai stocks conform to the two models. With the technique of time series and panel data analysis, the research on the stock risk and effective portfolio by ORIGIN and MATLAB software is conducted. The result shows that Shanghai stock market conforms to Markowitz Mean-Variance Model to a certain extent and can give investors reliable suggestion to gain higher return, but there is no positive relation between system risk and profit ratio and CAPM doesn＇t function well in China＇s security market.

关键词： Markowitz Mean-Variance Model Capital Asset Pricing Model time series analysis regressive analysis securities market

改进YOLOv5算法对售药机中药盒检测计数

在线全文

学校读者我要写书评

暂无评论

计算机工程与设计 2024年第5期45卷 1572-1579页

作者：李宏生陈波钱俊磊曾凯华北理工大学电气工程学院河北唐山063210

为解决自动售药机中药盒传统机器视觉算法检测正确率低的问题,提出一种改进的YOLOv5-CBE算法。通过Imgaug数据增强方法对现有682张自动售药机拍摄的药品图片数据集进行数据增强,训练前采用Mosaic算法,对数据集裁剪、拼接,生成新的样本... 详细信息

为解决自动售药机中药盒传统机器视觉算法检测正确率低的问题,提出一种改进的YOLOv5-CBE算法。通过Imgaug数据增强方法对现有682张自动售药机拍摄的药品图片数据集进行数据增强,训练前采用Mosaic算法,对数据集裁剪、拼接,生成新的样本图片。在YOLOv5的backbone中嵌入CA机制提升对药盒特征的提取能力;在head层中使用BIFPN结构,实现双向跨尺度连接和加权特征融合;采用EIOU替代CIOU提升算法的收敛速度和检测精度。经过682张数据样本150轮的测试,改进后的YOLOv5-CBE算法平均精度达到了98.7%,相比于YOLOv5s准确率提高了3.0%,召回率提高了2.6%。

关键词：药盒计数目标检测加权双向金字塔坐标注意力机制 EIOU损失函数马赛克增强

CCRC社区智能化技术的应用与挑战——以某CCRC社区为例

在线全文

学校读者我要写书评

暂无评论

智能建筑与智慧城市 2024年第2期 6-9页

作者：李鸿生赵锴中国电子工程设计院股份有限公司昆澜信息系统(北京)有限公司

文章以某CCRC社区项目为例，探讨了CCRC社区智能化的应用场景、发展趋势和面临的挑战。智能化技术为CCRC社区有效缓解养老服务压力、提升服务质量及效率提供了更多的可能性，同时也带来了一些新的挑战。文章首先介绍了CCRC社区和智能化... 详细信息

文章以某CCRC社区项目为例，探讨了CCRC社区智能化的应用场景、发展趋势和面临的挑战。智能化技术为CCRC社区有效缓解养老服务压力、提升服务质量及效率提供了更多的可能性，同时也带来了一些新的挑战。文章首先介绍了CCRC社区和智能化技术的相关概念，然后分析了智能化技术在某CCRC社区的应用场景，最后讨论了面临的挑战和未来发展方向。

关键词： CCRC社区配套服务空间智能化技术

来源：博看期刊

European option pricing model in a stochastic and fuzzy environment

在线全文

学校读者我要写书评

暂无评论

Applied Mathematics(A Journal of Chinese Universities) 2013年第3期28卷 321-334页

作者： liU Wen-qiong li sheng-hong Department of Mathematics Huzhou Teachers College Department of Mathematics Zhejiang University

The primary goal of this paper is to price European options in the Merton＇s frame- work with underlying assets following jump-diffusion using fuzzy set theory. Owing to the vague fluctuation of the real financial market, the average jump rate and jump sizes cannot be recorded or collected accurately. So the main idea of this paper is to model the rate as a triangular fuzzy number and jump sizes as fuzzy random variables and use the property of fuzzy set to deduce two different jump-diffusion models underlying principle of rational expectations equilibrium price. Unlike many conventional models, the European option price will now turn into a fuzzy number. One of the major advantages of this model is that it allows investors to choose a reasonable European option price under an acceptable belief degree. The empirical results will serve as useful feedback information for improvements on the proposed model.

关键词： European option price Fuzzy random variable rational expectations price jump-diffusion process.

When q theory meets large losses risks and agency conflicts

在线全文

学校读者我要写书评

暂无评论

Applied Mathematics(A Journal of Chinese Universities) 2017年第4期32卷 477-492页

作者： WANG Ying HUANG Wen-li li sheng-hong School of Mathematics Science Zhejiang University China Academy of Financial Research Zhejiang University of Finance and Economics

We incorporate large losses risks into the DeM arzo et al.(2012) model of dynamic agency and the q theory of *** large losses risks induce losses costs and losses arising from agency conflicts during the large losses prevention *** of them reduce firm’s value,distort investment policy and generate a deeper wedge between the marginal and average *** addition,we study the implementation of the contract to enhance the practical utility of our *** agent optimally manages the firm’s cash flow and treats the cash reservation and credit line as the firm’s financial slack,and hedges the productivity shocks and large losses shocks via futures and insurance contracts,respectively.

关键词： agency problem large losses q theory investment

不同入路单孔胸腔镜手术治疗双侧肺大泡对患者疼痛、肺功能恢复的影响

在线全文

学校读者我要写书评

暂无评论

四川生理科学杂志 2024年第3期46卷 566-568,635页

作者：李红胜赵建鹤滑县人民医院胸外科河南安阳456400

目的:探讨不同入路单孔胸腔镜手术治疗双侧肺大泡对患者疼痛、肺功能恢复的影响.方法:对本院2019年10月至2022年10月收治的62例双侧肺大泡患者的临床资料进行回顾性分析,将其按照手术入路的不同分为A组(31例)和B组(31例).给予A组患者经... 详细信息

目的:探讨不同入路单孔胸腔镜手术治疗双侧肺大泡对患者疼痛、肺功能恢复的影响.方法:对本院2019年10月至2022年10月收治的62例双侧肺大泡患者的临床资料进行回顾性分析,将其按照手术入路的不同分为A组(31例)和B组(31例).给予A组患者经肋间入路单孔胸腔镜手术治疗,给予B组患者经剑突下入路单孔胸腔镜手术治疗.将两组患者出血情况、手术情况、不同时间点视觉模拟疼痛量表(Value Added Service,VAS)评分、血清学指标,肺功能指标,以及并发症发生情况进行对比.结果:B组患者术中出血量、出血量总量比A组少,手术时间、保留引流管时间、住院时间均比A组短(P<0.05);两组患者术后6 h至术后3 d VAS评分均逐渐下降,且B组各时间点均比A组低(P<0.05);相较于术前,术后1 d至3 d两组患者血清C反应蛋白(C-reactive protein,CRP)、白细胞介素-6(Interleukin-6,IL-6)、肌酸激酶(Creatine Kinase,CK)均呈先升后降趋势,且B组各时间点上述指标均比A组低(P<0.05);术后1 m两组患者肺功能指标均比术前下降(P<0.05),但组间上述指标对比无显著差异;术后7 d,B组患者并发症总发生率低于A组(P<0.05).结论:相较于经肋间入路手术,剑突下单孔电视辅助胸腔镜手术治疗双侧肺大泡可减少患者出血量,缩短手术时间、保留引流管时间,减轻对机体的损伤,降低并发症的发生率,且不会增加对肺功能的损伤.

关键词：单孔腹腔镜手术双侧肺大泡疼痛肺功能影响

Pricing VIX options with stochastic skew and asymmetric jumps

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Applied Mathematics(A Journal of Chinese Universities) 2020年第1期35卷 33-56页

作者： JING Bo li sheng-hong TAN Xiao-yu Department of Mathematics Zhejiang UniversityHangzhou 310027China

This paper performs several empirical exercises to provide evidence that the stochas-tic skew behavior and asymmetric jumps exist in VIX *** order to adequately capture all of the features,we develop a general valuation model and obtain quasi-analytical solutions for pricing VIX *** addition,we make comparative studies of alternative models to illustrate the e ects after taking into account these features on the valuation of VIX options and investigate the relative value of an additional volatility factor and jump *** empirical results indicate that the multi-factor volatility structure is vital to VIX option pricing due to providing more exibility in the modeling of VIX dynamics,and the need for asymmetric jumps cannot be eliminated by an additional volatility factor.

关键词： VIX options stochastic skew multi-factor volatility jumps

Harmonic Retrieval in Colored ARMA Noise

在线全文

学校读者我要写书评

暂无评论

Wuhan University Journal of Natural Sciences 2000年第4期5卷 451-456页

作者： li sheng-hong Pan li Zhu hong-wen Xue Zhi Shanghai Jiaotong Univ Shanghai China

We propose a new approach to harmonic retrieval in colored ARMA noise. A suitable filter is first used to remove all the sharp power spectrum peaks of the noisy observed process, then some kinds of cross correlation is employed to identify the noise characteristics. After filtering the noisy observed process with the identified noise characteristics again, SVD-TLS method can be applied to retrieve the harmonics. The proposed approach can be used to retrieve real-valued harmonic signals in colored ARMA noise with no restrictions on the phase coupling of harmonics and the distribution of the noise. Simulation examples show its effectiveness.

关键词： ARMA process harmonic retrieval phase coupling correlation

Analysis and Improvement of TCP Congestion Control Mechanism Based on Global Optimization Model

在线全文

学校读者我要写书评

暂无评论

Wuhan University Journal of Natural Sciences 2001年第3期6卷 694-698页

作者： Pan li li sheng-hong Gu Shang-jie Department of Electronic Engineering Shanghai Jiaotong University Shanghai 200030 China

Network flow control is formulated as a global optimization problem of user profit. A general global optimization flow control model is established. This model combined with the stochastic model of TCP is used to study the global rate allocation characteristic of TCP. Analysis shows when active queue management is used in network TCP rates tend to be allocated to maximize the aggregate of a user utility functionU s (called,U s fairness). The TCP throughput formula is derived An improved TCP congestion control mechanism is proposed. Simulations show its throughput is TCP friendly when competing with existing TCP and its rate change is smoother. Therefore, it is suitable to carry multimedia applications.

关键词： global optimization additive increase multiplicative decrease congestion control