检索结果-南通市图书馆

LEGENDRE TRANSFORM-DUAL SOLUTION FOR INVESTMENT AND CONSUMPTION PROBLEM UNDER THE VASICEK MODEL

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2014年第5期27卷 911-927页

作者： chang hao chang Kai Department of Mathematics Tianjin Polytechnic University School of Management Tianjin University School of Finance Zhejiang University of Finance & Economics

This paper studies an investment and consumption problem with stochastic interest rate,where interest rate is governed by the Vasicek *** financial market is composed of one riskfree asset and one risky asset,in which stock price dynamics is assumed to be generally correlated with interest rate *** aim is to maximize expected utility of consumption and terminal wealth in the finite *** transform is used to deal with this investment and consumption problem and the explicit solutions of the optimal investment and consumption strategies with power and logarithm preference are ***,the authors add a numerical example to analyze the effect of market parameters on the optimal investment and consumption strategy and provide some economic implications.

关键词： Dynamic programming investment and consumption Legendre transform the closedform solution the Vasicek model

A Note on the Rank of a Restricted Lie Algebra

在线全文

学校读者我要写书评

暂无评论

Algebra Colloquium 2018年第4期25卷 653-660页

作者： hao chang School of Mathematics and Statistics Central China Normal University Wuhan 430079China

In this short note,we study the rank of a restricted Lie algebra(g,[p]),and give some applications which concern the dimensions of non-trivial irreducible *** also compute the rank of the restricted contact algebra.

关键词： restricted Lie algebra rank contact algebra

Developing Soft Sensors for Polymer Melt Index in an Industrial Polymerization Process Using Deep Belief Networks

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

International Journal of Automation and computing 2020年第1期17卷 44-54页

作者： chang-hao Zhu Jie Zhang School of Engineering Merz Court Newcastle University

This paper presents developing soft sensors for polymer melt index in an industrial polymerization process by using deep belief network(DBN).The important quality variable melt index of polypropylene is hard to measure in industrial *** of online measurement instruments becomes a problem in polymer quality *** effective solution is to use soft sensors to estimate the quality variables from process *** recent years,deep learning has achieved many successful applications in image classification and speech *** as one novel technique has strong generalization capability to model complex dynamic processes due to its deep *** can meet the demand of modelling accuracy when applied to actual *** to the conventional neural networks,the training of DBN contains a supervised training phase and an unsupervised training *** mine the valuable information from process data,DBN can be trained by the process data without existing labels in an unsupervised training phase to improve the performance of *** of DBN structure is investigated in the *** modelling results achieved by DBN and feedforward neural networks are compared in this *** is shown that the DBN models give very accurate estimations of the polymer melt index.

关键词： Polymer melt index soft sensor deep learning deep belief network(DBN) unsupervised training

Defined Contribution Pension Planning with the Return of Premiums Clauses and HARA Preference in Stochastic Environments

在线全文

学校读者我要写书评

暂无评论

Acta Mathematicae Applicatae Sinica 2023年第2期39卷 396-423页

作者： hao chang Xing-jiang CHEN School of Mathematical Sciences Tiangong UniversityTianjin 300387China Department of Mathematical Sciences School of EngineeringComputer and Mathematical SciencesAuckland University of TechnologyAucklandNew Zealand

This paper studies a defined contribution(DC)pension fund investment problem with return of premiums clauses in a stochastic interest rate and stochastic volatility *** practice,most of pension plans were subject to the return of premiums clauses to protect the rights of pension members who died before *** the mathematical modeling,we assume that a part of pension members could withdraw their premiums if they died before retirement and surviving members could equally share the difference between accumulated contributions and returned *** suppose that the financial market consists of a risk-free asset,a stock,and a zero-coupon *** interest rate is driven by a stochastic affine interest rate model and the stock price follows the Heston’s stochastic volatility model with stochastic interest *** fund managers have different risk preferences,and the hyperbolic absolute risk aversion(HARA)utility function is a general one including a power utility,an exponential utility,and a logarithm utility as special *** are concerned with an optimal portfolio to maximize the expected utility of terminal wealth by choosing the HARA utility function in the *** using the principle of dynamic programming and Legendre transform-dual theory,we obtain explicit solutions of optimal *** special cases are also derived in ***,a numerical simulation is provided to illustrate our results.

关键词： defined contribution pension plan return of premiums clauses stochastic interest rate HARA preference Legendre transform-dual theory stochastic optimal control

Cleaning space debris with a space-based laser system

在线全文

学校读者我要写书评

暂无评论

Chinese Journal of Aeronautics 2014年第4期27卷 805-811页

作者： Shen Shuangyan Jin Xing chang hao State Key Laboratory of Laser Propulsion Equipment Academy

High-energy pulsed laser radiation may be the most feasible means to mitigate the threat of collision of a space station or other valuable space assets with orbital debris in the size range of 1–10 cm. Under laser irradiation, part of the debris material is ablated and provides an impulse to the debris particle. Proper direction of the impulse vector either deflects the object trajectory or forces the debris on a trajectory through the upper atmosphere, where it burns up. Most research concentrates on ground-based laser systems but pays little attention to space-based laser *** are drawbacks of a ground-based laser system in cleaning space debris. Therefore the placement of a laser system in space is proposed and investigated. Under assumed conditions,the elimination process of space debris is analyzed. Several factors such as laser repetition frequency, relative movement between the laser and debris, and inclination of debris particles which may exercise influence to the elimination effects are discussed. A project of a space-based laser system is proposed according to the numerical results of a computer study. The proposed laser system can eliminate debris of 1–10 cm and succeed in protecting a space station.

关键词： Laser ablation Laser system Orbital transfer Space-based Space debris

New Discovery of Holocene Activity along the Weixi-Qiaohou Fault in Southeastern Margin of the Tibetan Plateau and its Neotectonic Significance

在线全文

学校读者我要写书评

暂无评论

Acta Geologica Sinica(English Edition) 2018年第6期92卷 2464-2465页

作者： chang Zufeng ZANG Yang and chang hao Yunnan Earthquake Agency Kunming650224China

Objective The lateral extrusion eastward of the Tibetan Plateau leads to the formation of the Sichuan–Yunnan block, which is the most representative active block in the southeastern margin of the Tibetan Plateau, characterized by strong and frequent seismicity(Li Ping et al., 1975; Zhang Peizhen et al., 2003; Li Yong et al., 2017). Its eastern boundary is composed of sinistral faults including the Xianshuihe, Xiaojiang faults, etc., and the western

关键词： New Discovery of Holocene Activity along the Weixi-Qiaohou Fault in Southeastern Margin of the Tibetan Plateau and its Neotectonic Significance

A gauge theory for two-band model of Chern insulators and induced topological defects

在线全文

学校读者我要写书评

暂无评论

Communications in Theoretical Physics 2022年第1期74卷 124-133页

作者： Zhi-Wen chang Wei-chang hao Xin Liu Institute of Theoretical Physics Faculty of SciencesBeijing University of TechnologyBeijing 100124China School of Physics Beihang UniversityBeijing 100191China

In this paper a gauge theory is proposed for the two-band model of Chern *** on the so-calle't Hooft monopole model,a U(1)Maxwell electromagnetic sub-field is constructed from an SU(2)gauge field,from which arise two types of topological defects,monopoles and e2 *** focus on the topological number in the Hall conductance σ_(xy)=e^(2)/hC,where C is the Chern *** is discovered that in the monopole case C is indeterminate,while in the meron case C takes different values,due to a varying on-site energy *** a typical example,we apply this method to the square lattice and compute the winding numbers(topological charges)of the defects;the C-evaluations we obtain reproduce the results of the usual ***,based on the gauge theory we propose a new model to obtain the high Chern numbers|C|=2,4.

关键词： Chern insulator Chern number monopole meron

Commuting variety of Witt algebra

在线全文

学校读者我要写书评

暂无评论

Frontiers of Mathematics in China 2018年第5期13卷 1179-1187页

作者： Yu-Feng YAO hao chang Department of Mathematics Shanghai Maritime University Shanghai 201306 China School of Mathematics and Statistics Central China Normal University Wuhan 430079 China

Let g = W1 be the Witt algebra over an algebraically closed field k of characteristic p 〉 3, and let ∮（g） = {（x,y） ∈ g×g [x,y] = 0} be the commuting variety of g. In contrast with the case of classical Lie algebras of P. Levy [J. Algebra, 2002, 250： 473-484], we show that the variety ∮（g） is reducible, and not equidimensional. Irreducible components of ∮（g） and their dimensions are precisely given. As a consequence, the variety ∮（g） is not normal.

关键词： Witt algebra irreducible component dimension commuting variety

Borel Subalgebras of the Witt Algebra

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

Acta Mathematica Sinica,English Series 2015年第8期31卷 1348-1358页

作者： Yu Feng YAO hao chang Department of Mathematics Shanghai Maritime University Department of Mathematics East China Normal University

Let F be an algebraically closed field of characteristic p 〉 3, and g be the Witt algebra over F. Let N be the nilpotent cone of g. An explicit description of N is given, so that the conjugacy classes of Borel subalgebras of g under the automorphism group of g are determined. In contrast with only one conjugacy class of Borel subalgebras in a classical simple Lie algebra, there are two conjugacy classes of Borel subalgebras in g. The representatives of conjugacy classes of Borel subalgebras, i.e.,the so-called standard Borel subalgebras, are precisely given.

关键词： Witt algebra Borel subalgebra nilpotent element nilpotent cone automorphism group