多维连续函数求积公式中的Proinov猜测

给出了多维连续函数求积公式中Proinov猜测成立的一个必要条件,并构造反例否定了Proinov的这一猜测.

Linear Error Equation on Field F_2

In this paper, we will give a method to solve linear error equationon on F2, by using linear algebra on fields F2 and partition theory.

A Service Ratio-Based Dynamic Fair Queueing Algorithm for Packet-Switching Networks

A new weighted fair queueing algorithm is proposed, which uses the novel flow-based service ratio parameters to schedule flows. This solves the main drawback of traditional weighted fair queneing algorithms- the packet-based calculation of the weight parameters. In addition, this paper proposes a novel service ratio calculation method and a queue mangement technology. The former adjusts the service ratio parameters adaptively based on the dynamics of the packet lengths and thee solves the unfairness problem induced by the variable packet length. The latter improves the utilization of the server＇s queue buffer and reduces the delay jitter through restricting the buffer length for each flow.

Nonlinear combined forecasting model based on fuzzy adaptive variable weight and its application

In order to enhance forecasting precision of problems about nonlinear time series in a complex industry system,a new nonlinear fuzzy adaptive variable weight combined forecasting model was established by using conceptions of the relative error,the change tendency of the forecasted object,gray basic weight and adaptive control coefficient on the basis of the method of fuzzy variable weight.Based on Visual Basic 6.0 platform,a fuzzy adaptive variable weight combined forecasting and management system was developed.The application results reveal that the forecasting precisions from the new nonlinear combined forecasting model are higher than those of other single combined forecasting models and the combined forecasting and management system is very powerful tool for the required decision in complex industry system.

Importance of Weighting for Multi-Variable Habitat Suitability Index Model: A Case Study of Winter- Spring Cohort of Ommastrephes bartramii in the Northwestern Pacific Ocean

Weighting values for different habitat variables used in multi-factor habitat suitability index (HSI) modeling reflect the relative influences of different variables on distribution of fish species. Using the winter-spring cohort of neon flying squid (Ommastrephes bartramii) in the Northwestern Pacific Ocean as an example, we evaluated the impact of different weighting schemes on the HSI models based on sea surface temperature, gradient of sea surface temperature and sea surface height. We compared differences in predicted fishing effort and HSI values resulting from different weighting. The weighting for different habitat variables could greatly influence HSI modeling and should be carefully done based on their relative importance in influencing the resource spatial distribution. Weighting in a multi-factor HSI model should be further studied and optimization methods should be developed to improve forecasting squid spatial distributions.

Multipliers into Sequence Spaces

This paper describes characteristics of (A p,α,l q) with 0【p≤1,α】0 and p≤q≤∞. As the corollaries, the characteristics of (A p,l q),(H p,l q),(G p,l q) and (B p,l q) with 0【p≤1 and p≤q≤∞ are obtained. (H p,l q) and (H p,H q) with 1【p【∞ and 1≤q≤∞ are also studied.

Ownership Concentration and the Value Effect of Related Party Transactions （RPTs）

This paper investigates 218 related party transactions （RPTs） in Israel, an economy characterized by a high percentage of closely-held finns and identifies a non-linear inverted U connection between the value effect of RPT and the level of finn ownership concentration. This non-linear connection is similar to the worldwide documented quadratic （inverted U） relation between ownership concentration and a finn＇s Tobin＇s Q. The relation becomes even statistically stronger, when measuring ownership concentration using a strategic power approach, in an attempt to identify the source of this puzzling connection.

The Popularization of the Weighting of Chebysher's Inequality

This paper presents the popularization of the weighting of Chebyshev's inequality and discusses the relation between this popularization and some famous inequalities.

Unit Root Analysis of Traffic Time Series in Toll Highways

Concession contracts in highways often include some kind of clauses （for example, a minimum traffic guarantee） that allow for better management of the business risks. The value of these clauses may be important and should be added to the total value of the concession. However, in these cases, traditional valuation techniques, like the NPV （net present value） of the project, are insufficient. An alternative methodology for the valuation of highway concession is one based on the real options approach. This methodology is generally built on the assumption of the evolution of traffic volume as a GBM （geometric Brownian motion）, which is the hypothesis analyzed in this paper. First, a description of the methodology used for the analysis of the existence of unit roots （i.e., the hypothesis of non-stationarity） is provided. The Dickey-Fuller approach has been used, which is the most common test for this kind of analysis. Then this methodology is applied to perform a statistical analysis of traffic series in Spanish toll highways. For this purpose, data on the AADT （annual average daily traffic） on a set of highways have been used. The period of analysis is around thirty years in most cases. The main outcome of the research is that the hypothesis that traffic volume follows a GBM process in Spanish toll highways cannot be rejected. This result is robust, and therefore it can be used as a starting point for the application of the real options theory to assess toll highway concessions.

Strong Convergence for Weighted Sums of Negatively Associated Arrays

Let {Xni} be an array of rowwise negatively associated random variables and Tnk=k∑i=1 i^a Xni for a ≥ -1, Snk =∑｜i｜≤k Ф（i/nη）1/nη Xni for η∈（0,1],where Ф is some function. The author studies necessary and sufficient conditions of ∞∑n=1 AnP（max 1≤k≤n｜Tnk｜〉εBn）〈∞ and ∞∑n=1 CnP（max 0≤k≤mn｜Snk｜〉εDn）〈∞ for all ε 〉 0, where An, Bn, Cn and Dn are some positive constants, mn ∈ N with mn /nη →∞. The results of Lanzinger and Stadtmfiller in 2003 are extended from the i.i.d, case to the case of the negatively associated, not necessarily identically distributed random variables. Also, the result of Pruss in 2003 on independent variables reduces to a special case of the present paper; furthermore, the necessity part of his result is complemented.

A feature selection approach based on a similarity measure for software defect prediction

Software defect prediction is aimed to find potential defects based on historical data and software features. Software features can reflect the characteristics of software modules. However, some of these features may be more relevant to the class （defective or non-defective）, but others may be redundant or irrelevant. To fully measure the correlation between different features and the class, we present a feature selection approach based on a similarity measure （SM） for software defect prediction. First, the feature weights are updated according to the similarity of samples in different classes. Second, a feature ranking list is generated by sorting the feature weights in descending order, and all feature subsets are selected from the feature ranking list in sequence. Finally, all feature subsets are evaluated on a k-nearest neighbor （KNN） model and measured by an area under curve （AUC） metric for classification performance. The experiments are conducted on 11 National Aeronautics and Space Administration （NASA） datasets, and the results show that our approach performs better than or is comparable to the compared feature selection approaches in terms of classification performance.

A CRITERION FOR DISCRETE SPECTRUM OF A CLASS OF DIFFERENTIAL OPERATORS

In this paper,a sufficient and necessary condition is obtained to ensure that the spectrum of a class of 2n-order weighted differential operators is discrete.The proof is based on the method of certain weighted Sobolev spaces to be compactly embedded in weighted L^2(R).

NOTE ON REGULAR D-OPTIMAL MATRICES

Let A be a j x d (0,1) matrix. It is known that if j = 2k - 1 is odd, then det(AAT) ≤ (j+1)((j+1)d/4j)j; if j is even, then det(AAT) ≤ (j+1)((j+2)d/4(j+1))j. A is called a regular D-optimal matrix if it satisfies the equality of the above bounds. In this note, it is proved that if j = 2k - 1 is odd, then A is a regular D-optimal matrix if and only if A is the adjacent matrix of a (2k - 1, k, (j + l)d/4j)-BIBD; if j = 2k is even, then A is a regular D-optimal matrix if and only if A can be obtained from the adjacent matrix B of a (2k + 1,k + 1,(j + 2)d/4(j +1))-BIBD by deleting any one row from B. Three 21 x 42 regular D-optimal matrices, which were unknown in [11], are also provided.

AMERICAN OPTION PRICING UNDER GARCH DIFFUSION MODEL: AN EMPIRICAL STUDY

The GARCH diffusion model has received much attention in recent years, as it describes financial time series better when compared to many other models. In this paper, the authors study the empirical performance of American option pricing model when the underlying asset follows the GARCH diffusion. The parameters of the GARCH diffusion model are estimated by the efficient importance sampling-based maximum likelihood （EIS-ML） method. Then the least-squares Monte Carlo （LSMC） method is introduced to price American options. Empirical pricing results on American put options in Hong Kong stock market shows that the GARCH diffusion model outperforms the classical constant volatility （CV） model significantly.

Pricing Credit Spread Option with Longstaff-Schwartz and GARCH Models in Chinese Bond Market

This paper investigates the mean-reversion and volatile of credit spread time series by using regression and time series analysis in Chinese bond market. Then the Longstaff-Schwartz model and GARCH model are applied to price credit spread put option. The authors compare the features of these two models by employing daily bond prices of government bonds and corporate bonds for the period 2010–2012 in Chinese bond market. The proposed results show that the higher the credit ratings of the corporate bonds are, the lower the prices of the credit spread options are.

Study on the Sequence in Formulating Standards for Acupuncture and Moxibustion

Objective： To study which items need the formulation of national standards and which standards should be first formulated. Methods： Apply the method of the questionnaire survey to collect data, and the statistical analysis adopt the frequency and weighted average method. Results： Propose the items of acupuncture and moxibustion which need the urgent formulation of standards and the sequence in the formulation of standard items. Conclusion： Provid important bases for the follow-up report of national standard items and avoid temporary formulation of standards without plan .