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基于Bayesian的二叉树期权定价模型 被引量:3
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作者 王军伟 罗纯 《上海应用技术学院学报(自然科学版)》 2009年第2期119-121,共3页
衍生证券中期权的合理定价是困扰着投资者的一个难题,在用二叉树模型进行定价时,模型中波动率的周期间隔是很难确定的,但又是必须面对的问题,相关公司都有自己独到的确定时期间隔的方法。一般对前期的信息和类似股票或相关证券的信息被... 衍生证券中期权的合理定价是困扰着投资者的一个难题,在用二叉树模型进行定价时,模型中波动率的周期间隔是很难确定的,但又是必须面对的问题,相关公司都有自己独到的确定时期间隔的方法。一般对前期的信息和类似股票或相关证券的信息被忽略,这样的处理使我们不能充分利用相关的信息从而不能更加准确的对期权进行定价。利用Bayesian理论和二叉树模型,综合先验信息和人们对期权的已有知识,对期权进行了定价。探讨了基于Bayesian的Binary-tree期权定价模型,使股票的收益率服从正态分布。 展开更多
关键词 BAYESIAN binary-tree期权定价模型 正态分布
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Using genetic/simulated annealing algorithm to solve disassembly sequence planning 被引量:4
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作者 Wu Hao Zuo Hongfu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第4期906-912,共7页
Disassembly sequence planning (DSP) plays a significant role in maintenance planning of the aircraft. It is used during the design stage for the analysis of maintainability of the aircraft. To solve product disassem... Disassembly sequence planning (DSP) plays a significant role in maintenance planning of the aircraft. It is used during the design stage for the analysis of maintainability of the aircraft. To solve product disassembly sequence planning problems efficiently, a product disassembly hybrid graph model, which describes the connection, non-connection and precedence relationships between the product parts, is established based on the characteristic of disassembly. Farther, the optimization model is provided to optimize disassembly sequence. And the solution methodology based on the genetic/simulated annealing algorithm with binaxy-tree algorithm is given. Finally, an example is analyzed in detail, and the result shows that the model is correct and efficient. 展开更多
关键词 disassembly sequence planning disassembly hybrid graph connection matrix precedence matrix binary-tree algorithms simulated annealing algorithm genetic algorithm.
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The combined role of visual and olfactory cues in foraging by Cataglyphis ants in laboratory mazes
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作者 Tomer Gilad Ori Bahar +3 位作者 Malak Hasan Adi Bar Aziz Subach Inon Scharf 《Current Zoology》 SCIE CAS CSCD 2023年第4期401-408,共8页
Foragers use several senses to locate food,and many animals rely on vision and smell.It is beneficial not to rely on a single sense,which might fail under certain conditions.We examined the contribution of vision and ... Foragers use several senses to locate food,and many animals rely on vision and smell.It is beneficial not to rely on a single sense,which might fail under certain conditions.We examined the contribution of vision and smell to foraging and maze exploration under laboratory conditions using Cataglyphis desert ants as a model.Foraging intensity,measured as the number of workers entering the maze and arriving at the target as well as target arrival time,were greater when food,blue light,or both were offered or presented in contrast to a control.Workers trained to forage for a combined food and light cue elevated their foraging intensity with experience.However,foraging intensity was not higher when using both cues simultaneously than in either one of the two alone.Following training,we split between the two cues and moved either the food or the blue light to the opposite maze corner.This manipulation impaired foraging success by either leading to fewer workers arriving at the target cell(when the light stayed and the food was moved)or to more workers arriving at the opposite target cell,empty of food(when the food stayed and the light was moved).This result indicates that ant workers use both senses when foraging for food and readily associate light with food. 展开更多
关键词 binary-tree maze desert ants diet choice FORAGING sensual modality spatial learning
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Leg or antenna injury in Cataglyphis ants impairs survival but does not hinder searching for food
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作者 Tomer Gilad Arik Dorfman +1 位作者 Aziz Subach Inon Scharf 《Current Zoology》 SCIE CAS CSCD 2022年第4期441-450,共10页
Injury is common in nature resulting,for example,from fighting,partial predation,or the wear of body parts.Injury is costly,expressed in impaired performance,failure in competition,and a shorter life span.A survey of ... Injury is common in nature resulting,for example,from fighting,partial predation,or the wear of body parts.Injury is costly,expressed in impaired performance,failure in competition,and a shorter life span.A survey of the literature revealed the frequent occurrence of injury in ants and its various causes.We examined whether leg or antenna injury impacts food-discovery time and reduces the likelihood of reaching food in workers of the desert ant Cataglyphis niger.We examined the search-related consequences of injury in groups of either 4 or 8 workers searching for food in a short arena,a long arena,and a maze.We conducted a small field survey to evaluate the prevalence of injury in the studied population.Finally,we compared the survival rates of injured versus uninjured workers in the laboratory.Injury was common in the field,with almost 9%of the workers collected out of the nest,found to be injured.Injured workers survived shorter than uninjured ones and there was a positive link between injury severity and survival.However,we could not detect an effect of injury on any of the searching-related response variables,neither in the arenas nor in the mazes tested.We suggest that workers that survive such injury are only moderately affected by it. 展开更多
关键词 binary-tree maze desert ants FORAGING INJURY movement review SURVIVAL
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Evidence for the effect of brief exposure to food,but not learning interference,on maze solving in desert ants
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作者 Tomer GILAD Arik DORFMAN +3 位作者 Aziz SUBACH Romain LIBBRECHT Susanne FOITZIK Inon SCHARF 《Integrative Zoology》 SCIE CSCD 2022年第5期704-714,共11页
Theories of forgetting highlight 2 active mechanisms through which animals forget prior knowledge by recipro-cal disruption of memories.According to“proactive interference,”information learned previously interferes ... Theories of forgetting highlight 2 active mechanisms through which animals forget prior knowledge by recipro-cal disruption of memories.According to“proactive interference,”information learned previously interferes with the acquisition of new information,whereas“retroactive interference”suggests that newly gathered information interferes with already existing information.Our goal was to examine the possible effect of both mechanisms in the desert ant Cataglyphis niger,which does not use pheromone recruitment,when learning spatial information while searching for food in a maze.Our experiment indicated that neither proactive nor retroactive interference took place in this system although this awaits confirmation with individual-level learning assays.Rather,the ants’persistence or readiness to search for food grew with successive runs in the maze.Elevated persistence led to more ant workers arriving at the food when retested a day later,even if the maze was shifted between runs.We support thisfinding in a second experiment,where ant workers reached the food reward at the maze end in higher numbers after encountering food in the maze entry compared to a treatment,in which food was present only at the maze end.This result suggests that spatial learning and search persistence are 2 parallel behavioral mechanisms,both assisting foraging ants.We suggest that their relative contribution should depend on habitat complexity. 展开更多
关键词 binary-tree maze desert ants FORGETTING memory MOTIVATION
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Inverted List Kinetic Monte Carlo with Rejection Applied to Directed Self-Assembly of Epitaxial Growth
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作者 Michael A.Saum Tim P.Schulze Christian Ratsch 《Communications in Computational Physics》 SCIE 2009年第8期553-564,共12页
We study the growth of epitaxial thin films on pre-patterned substrates that influence the surface diffusion of subsequently deposited material using a kinetic Monte Carlo algorithm that combines the use of inverted l... We study the growth of epitaxial thin films on pre-patterned substrates that influence the surface diffusion of subsequently deposited material using a kinetic Monte Carlo algorithm that combines the use of inverted lists with rejection.The resulting algorithm is well adapted to systems with spatially heterogeneous hopping rates.To evaluate the algorithm’s performance we compare it with an efficient,binary-tree based algorithm.A key finding is that the relative performance of the inverted list algorithm improves with increasing system size. 展开更多
关键词 Epitaxial growth kinetic Monte Carlo binary-tree search
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