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最佳均值-VAR投资组合问题的研究 被引量:14
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作者 屠新曙 王春峰 《湘潭大学自然科学学报》 CAS CSCD 2002年第2期13-17,共5页
(ValueatRisk)是一个在当前的金融市场条件下 ,各种不同的风险测量一个确定投资的获利的重要方法 .近年来 ,套利研究被用来开发这种风险的可行方法 .文中提出了VAR估计并提出新问题 .假设给定一个可接受的VaR ,如何确定一组给定证券的... (ValueatRisk)是一个在当前的金融市场条件下 ,各种不同的风险测量一个确定投资的获利的重要方法 .近年来 ,套利研究被用来开发这种风险的可行方法 .文中提出了VAR估计并提出新问题 .假设给定一个可接受的VaR ,如何确定一组给定证券的组合投资的最大收益 ,并且同时满足VaR的约束条件 .假设市场条件是变化的 ,如何在保证的投资组合下 ,在给定的VaR范围内 ,获得一个投资重组 (重新平衡 )策略 ,使其在一系列投资组合中相应的收益最大 .为了解决这些问题 。 展开更多
关键词 最佳均值 VAR 投资组合 权重
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Heavy Metal Contamination of Well Water in the Kipushi Mining Town (Democratic Republic of Congo) 被引量:1
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作者 Bamba Bukengu Muhaya Rachel Mulunda Numbi: +2 位作者 Francois Toto Lubala Joel Bacirheba Mugisho Dieudonne Kabumana Tshibanda 《Journal of Environmental Science and Engineering(B)》 2015年第8期403-418,共16页
Concentrations of eleven heavy metals (AI, Cd, Co, Cu, Cr, Fe, Mn, Mo, Ni, Pb and Zn) and pH determination in water from nine spade-sunk wells of 2-15 meter depth, five drilled wells of 30-72 meter depth, and two wa... Concentrations of eleven heavy metals (AI, Cd, Co, Cu, Cr, Fe, Mn, Mo, Ni, Pb and Zn) and pH determination in water from nine spade-sunk wells of 2-15 meter depth, five drilled wells of 30-72 meter depth, and two water supply faucets in the Kipushi mining town, south-east of the Democratic Republic of Congo, were investigated from February to July 2011. The results were compared with the World Health Organization (WHO) drinking water pH and heavy metal guidelines. Mean concentrations of Pb in water from four spade-sunk wells and three drilled wells, those of A1 and Fe in water from four and two spade-sunk wells, and those of Cd in water from four drilled wells were higher than the WHO drinking water maximum permissible contaminant limits of 0.01 mg/L, 0.2 mg/L, 0.3 mg/L and 0.003 mg/L respectively, probably due to the mining activities carried out in Kipushi for about 90 years. The pH mean values of water from five spade-sunk wells and three drilled wells were lower than the WHO drinking water pH optimum of 6.5-9.5, suggesting that the water from those eight wells was not conform to the chemical quality of water for human consumption. 展开更多
关键词 Heavy metals PH drinking water well water WHO guidelines Kipushi.
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ADAPTIVE TRIMMED MEAN AS A LOCATION ESTIMATE
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作者 Siming LI Yong LI Jiao JIN 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第5期973-986,共14页
The trimmed mean is one of the most common estimators of location for symmetrical distributions, whose effect depends on whether the trim rate matches the proportion of contaminated data. Based on the geometric charac... The trimmed mean is one of the most common estimators of location for symmetrical distributions, whose effect depends on whether the trim rate matches the proportion of contaminated data. Based on the geometric characteristics of the curve of the trimmed variance function, the authors propose two kinds of adaptive trimmed mean algorithms. The accuracy of the estimators is compared with that of other often-used estimates, such as sample mean, trimmed mean, trimean, and median, by means of simulation method. The results show that the accuracy of the adaptive derivative optimization trimmed mean method is close to the optimum performance in case of medium contamination (the contamination rate is less than 50%). Under high contamination situation (the contamination rate equals 8070), the performance of the estimates is comparable to that of the median and is superior to other counterparts. 展开更多
关键词 ADAPTIVE location parameter ROBUST trimmed mean.
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