检索结果-南通市图书馆

Option Pricing Method in a Market Involving interval number Factors

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

Journal of Donghua University(English Edition) 2005年第4期22卷 47-51页

作者：尤苏蓉 College of Science Donghua University Shanghai 200051

The method for pricing the option in a market with interval number factors is proposed. The no-arbitrage principle in the interval number valued market and the rule to judge the reasonability of a price interval are given. Using the method, the price interval where the riskless interest and the volatility under B-S setting is given. The price interval from binomial tree model when the key factors u, d, R are all interval numbers is also discussed.

关键词： interval number Black-Scholes pricing formula binomial tree model no-arbitrage.

EVALUATION ON LOGISTICS CENTER LOCATION BASED ON PROBABILITY DISTRIBUTION OF interval number

在线全文

学校读者我要写书评

暂无评论

EVALUATION ON LOGISTICS CENTER LOCATION BASED ON PROBABILITY...

Study on Plant-Wide Optimization Based on interval number for Gold Hydrometallurgical Process

2005年中国机械工程学会年会

作者： LI Jinying (Dept. of Economic Management, North China Electric power University, 071003)

＜正＞The main indicators that influence the logistics center location are listed. The indicator system composes of qualitative indictors and quantitative indicators. Qualitative indicators are evaluated with expert evaluation model and quantitative indicators are evaluated with index method. Because the information about logistics center location is incomplete for decision-making, a definite number cannot reflect it, in the paper, the logistics center location comprehensive evaluated model is set up which is counting the probability distribution on the basis of considering interval numbers. It makes the evaluation system more practical.

关键词： logistics center location indicator system interval number probability distribution evaluation

来源： cnki会议评论

在线全文

cnki会议

学校读者我要写书评

暂无评论

Study on Plant-Wide Optimization Based on Interval Number fo...

New approach to multiple attribute decision making with interval numbers

第30届中国控制与决策会议

作者： Yadong Liu Yuqing Chang Dapeng Niu Fuli Wang College of Information Science and Engineering Northeastern University State Key Laboratory of Synthetical Automation for Process Industries(Northeastern University)

Considering the difficulty of accurate online-measurement of some key variables in hydrometallurgy plant-wide production process,which leads to process modeling difficult and optimization control based on conventional plant-wide optimization methods is difficult to realize,it is very necessary to establish an accurate plant-wide optimization model of the gold hydrometallurgical process.A plant-wide optimization method based on interval number is proposed for realizing the gold hydrometallurgy plant-wide process modelling and optimization in this *** using interval numbers to replace the key variables that cannot be measured,the established plant-wide optimization model can further satisfy with practical productive ***,considering the optimization solution based on non-linear mechanism model is very time-consuming,a back propagation neural network is constructed and used to represent the local procedures models in this ***,a second-order oscillation partical swarm optimization（PSO） algorithm with high gloval convergence is used to solve the optimization *** results indicate that the proposed model has a better optimization performance in gold hydrometallurgical process.

关键词： hydrometallurgy plant-wide optimization interval number neural network PSO

来源： cnki会议评论

在线全文

cnki会议

学校读者我要写书评

暂无评论

Journal of Systems Engineering and Electronics 2008年第2期19卷 304-310页

作者： Zhang Quan Gao Qisheng Geng Jinhua School of Information Engineering Shenyang Univ. of Technology Shenyang 110023 P. R. China Inst. of Complexity Science Qingdao Univ. Qingdao 266071 P. R. China

In an ambiguous decision domain, the evaluation values of alternatives against attributes would be interval numbers because of the inherent, uncertain property of the problems. By using a number of linear programming models, Bryson and Mobolurin propose an approach to compute attribute weights and overall values of the alternatives in the form of interval numbers. The intervals of the overall values of alternatives are then transformed into points or crisp values for comparisons among the alternatives. However, the attribute weights are different because of the use of linear programming models in Bryson and Mobolurin＇s approach. Thus, the alternatives are not comparable because different attribute weights are employed to calculate the overall values of the alternatives. A new approach is proposed to overcome the drawbacks of Bryson and Mobolurin＇s approach. By transforming the decision matrix with intervals into the one with crisp values, a new linear programming model is proposed, to calculate the attribute weights for conducting alternative ranking.

关键词： multiple attribute decision making interval number normalization programming model ranking.

Multi-attributed decision making for mining methods based on grey system and interval numbers

在线全文

学校读者我要写书评

暂无评论

Journal of Central South University 2013年第4期20卷 1029-1033页

作者：刘浪陈建宏王革民劳德正 School of Resources and Safety Engineering Central South University

In the case of unknown weights, theories of multi-attributed decision making based on interval numbers and grey related analysis were used to optimize mining methods. As the representative of independence for the indicator, the smaller the correlation of indicators is, the greater the weight is. Hence, the weights of interval numbers of indicators were determined by using correlation coefficient. Relative closeness based on positive and negative ideal methods was calculated by introducing distance between interval numbers, which made decision making more rational and comprehensive. A new method of ranking interval numbers based on normal distribution was proposed for the optimization of mining methods, whose basic properties were discussed. Finally, the feasibility and effectiveness of this method were verified by theories and practice.

关键词： mining method interval number multi-attributed decision making grey related analysis correlation coefficient normaldistribution ranking

Combining TOPSIS and GRA for supplier selection problem with interval numbers

在线全文

学校读者我要写书评

暂无评论

Journal of Central South University 2018年第5期25卷 1116-1128页

作者：张萌李国喜 College of Mechatronic Engineering and Automation National University of Defense Technology

Supplier selection can be regarded as a typical multiple attribute decision-making problem. In real-world situation, the values of the alternative attributes and their weights are always being nondeterministic, and as a result of this, the values are considered interval numbers. In addition, the common approach to measure the similarity between alternatives through their distance suffers from some minor shortcomings. To address these problems, this study develops a novel hybrid decision-making method by combining the technique for order preference by similarity to an ideal solution （TOPSIS） with grey relational analysis （GRA） for supplier selection with interval numbers. By introducing the intervals theory, the extensions of Euclidean distance and grey relational grade are defined. And then a new comprehensive closeness coefficient is constituted for supplier alternatives evaluation based on the interval Euclidean distance and the interval grey relational grade, which could indicate the distance-based similarity and the shape-based similarity simultaneously. A mtmerical example is taken to validate the flexibility of the proposed method, and result shows that this method can tackle the uncertainty in real-world supplier selection and also help decision makers to effectively select optimal suppliers.

关键词： supplier selection interval number grey relational analysis (GRA) technique for order preference by similarity to an ideal solution (TOPSIS)

A Method of Synthetical Appraisal With interval numbers

在线全文

学校读者我要写书评

暂无评论

Systems Science and Systems Engineering 1995年第1期5卷 45-48页

作者： CHEN Shilian(Mathematics Department,Qujing Teacher’s College,Qujing,Yunnan,655000,China)

In this paper,A method of synthetical appraisal with interval numbers is given, which combines qualitative analysis with quantitative analysis,and take quantitative analysis as the dominant *** is flexible and conveni... 详细信息

关键词： Appraisal interval number Matrix of interval number

Study on the extending multi-attribute decision model of grey target

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Engineering and Electronics 2009年第5期20卷 985-991页

作者： Wang Zhengxin Dang Yaoguo Wei Jing Yang Hu Coll. of Economics and Management Nanjing Univ. of Aeronautics and Astronautics Nanjing 210016 P. R. China

Based on the distance of interval numbers and the two-stage decision methods, this paper expands the decision model of grey target into some situation under which the decision information and target weights are the interval numbers at the same time. It also gives the optimization method of weights in the grey target. We get the optimum coordinated vector utilizing the combination assigning method, based on the local optimization of various schemes. So it can shift the weights of interval number into real number form and sequence it according to the weighted off-target distance. Finally the effectiveness and practicality of the model is proved by a real project.

关键词： grey system interval number grey target decision optimization.

Environmental stress level evaluation approach based on physical model and interval grey association degree

在线全文

学校读者我要写书评

暂无评论

Chinese Journal of Aeronautics 2013年第2期26卷 456-462页

作者： Deng Guanqian Qiu Jing Liu Guanjun Lv Kehong Laboratory of Science and Technology on Integrated Logistics Support College of Mechatronics Engineering and Automation National University of Defense Technology

Associating environmental stresses （ESs） with built-in test （BIT） output is an important means to help diagnose intermittent faults （IFs）. Aiming at low efficiency in association of traditional time stress measurement device （TSMD）, an association model is built. Thereafter, a novel approach is given to evaluate the integrated environmental stress （IES） level. Firstly, the selection principle and approach of main environmental stresses （MESs） and key characteristic parameters （KCPs） are presented based on fault mode, mechanism, and ESs analysis （FMMEA）. Secondly, reference stress events （RSEs） are constructed by dividing IES into three stress levels according to its impact on faults; and then the association model between integrated environmental stress event （IESE） and BIT output is built. Thirdly, an interval grey association approach to evaluate IES level is proposed due to the interval number of IES value. Consequently, the association output can be obtained as well. Finally, a case study is presented to demonstrate the proposed approach. Results show the proposed model and approach are effective and feasible. This approach can be used to guide ESs measure, record, and association. It is well suited for on-line assistant diagnosis of faults, especially IFs.

关键词： Environmental stress False alarms Intermittent faults interval grey association degree interval number