A interior point scaling projected reduced Hessian method with combination of nonmonotonic backtracking technique and trust region strategy for nonlinear equality constrained optimization with nonegative constraint on...A interior point scaling projected reduced Hessian method with combination of nonmonotonic backtracking technique and trust region strategy for nonlinear equality constrained optimization with nonegative constraint on variables is proposed. In order to deal with large problems, a pair of trust region subproblems in horizontal and vertical subspaces is used to replace the general full trust region subproblem. The horizontal trust region subproblem in the algorithm is only a general trust region subproblem while the vertical trust region subproblem is defined by a parameter size of the vertical direction subject only to an ellipsoidal constraint. Both trust region strategy and line search technique at each iteration switch to obtaining a backtracking step generated by the two trust region subproblems. By adopting the l 1 penalty function as the merit function, the global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. A nonmonotonic criterion and the second order correction step are used to overcome Maratos effect and speed up the convergence progress in some ill-conditioned cases. MR Subject Classification 90C30 - 65K05 - 49M40 Keywords trust region method - backtracking step - reduced Hessian - nonmonotonic technique - interior point Supported partially by the National Natural Science Foundation of China (10071050), Science Foundation (02ZA14070) of Shanghai Technical Sciences Committee and Science Foundation (02DK06) of Shanghai Education Committee.展开更多
Discovering and preventing the frauds which affect the business organizations negatively require a greater degree of specialism. Detecting a fraud in the organizations is very hard, because not only such a fraud is ex...Discovering and preventing the frauds which affect the business organizations negatively require a greater degree of specialism. Detecting a fraud in the organizations is very hard, because not only such a fraud is exercised by the people who have deep professional knowledge, but they also use some peculiar methods to hide their tricky activities. Therefore, it is obvious that it is necessary to have the fraud examiners and especially fraud auditors who should have deep professional knowledge and experience. The aim of this study is to give some general information about employee fraud, which targets the different functions of the companies, takes many forms, and reaches important levels in recent years, in qualitative point. In this study, firstly, forensic accounting is a highly dynamic area in nowadays which is related to fraud auditing and its profession, and its search area of frauds and employee frauds subjects have been reviewed. Finally, qualitative data were collected about fraud incidents which had occurred and been sent to the court in the province of Kars in Turkey. Actual case analysis method has been used in this study. The obtained data have been analyzed by using Statistical Package for the Social Sciences （SPSS） 17 statistics package program. Results of the study have been discussed and interpreted in details.展开更多
Finding semiparametric bounds for option prices is a widely studied pricing technique.We obtain closed-form semiparametric bounds of the mean and variance for the pay-off of two exotic(Collar and Gap) call options giv...Finding semiparametric bounds for option prices is a widely studied pricing technique.We obtain closed-form semiparametric bounds of the mean and variance for the pay-off of two exotic(Collar and Gap) call options given mean and variance information on the underlying asset price.Mathematically,we extended domination technique by quadratic functions to bound mean and variances.展开更多
基金Supported partially by the National Natural Science Foundation of China( 1 0 0 71 0 5 0 ) ScienceFoundation ( 0 2 ZA1 4 0 70 ) of Shanghai Technical Sciences Committee and Science Foundation ( 0 2 DK0 6) ofShanghai Education Committee.
文摘A interior point scaling projected reduced Hessian method with combination of nonmonotonic backtracking technique and trust region strategy for nonlinear equality constrained optimization with nonegative constraint on variables is proposed. In order to deal with large problems, a pair of trust region subproblems in horizontal and vertical subspaces is used to replace the general full trust region subproblem. The horizontal trust region subproblem in the algorithm is only a general trust region subproblem while the vertical trust region subproblem is defined by a parameter size of the vertical direction subject only to an ellipsoidal constraint. Both trust region strategy and line search technique at each iteration switch to obtaining a backtracking step generated by the two trust region subproblems. By adopting the l 1 penalty function as the merit function, the global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. A nonmonotonic criterion and the second order correction step are used to overcome Maratos effect and speed up the convergence progress in some ill-conditioned cases. MR Subject Classification 90C30 - 65K05 - 49M40 Keywords trust region method - backtracking step - reduced Hessian - nonmonotonic technique - interior point Supported partially by the National Natural Science Foundation of China (10071050), Science Foundation (02ZA14070) of Shanghai Technical Sciences Committee and Science Foundation (02DK06) of Shanghai Education Committee.
文摘Discovering and preventing the frauds which affect the business organizations negatively require a greater degree of specialism. Detecting a fraud in the organizations is very hard, because not only such a fraud is exercised by the people who have deep professional knowledge, but they also use some peculiar methods to hide their tricky activities. Therefore, it is obvious that it is necessary to have the fraud examiners and especially fraud auditors who should have deep professional knowledge and experience. The aim of this study is to give some general information about employee fraud, which targets the different functions of the companies, takes many forms, and reaches important levels in recent years, in qualitative point. In this study, firstly, forensic accounting is a highly dynamic area in nowadays which is related to fraud auditing and its profession, and its search area of frauds and employee frauds subjects have been reviewed. Finally, qualitative data were collected about fraud incidents which had occurred and been sent to the court in the province of Kars in Turkey. Actual case analysis method has been used in this study. The obtained data have been analyzed by using Statistical Package for the Social Sciences （SPSS） 17 statistics package program. Results of the study have been discussed and interpreted in details.
基金supported by National Science Foundation of the United States (Grant Nos.DMS-0720977 and DMS-0805929)
文摘Finding semiparametric bounds for option prices is a widely studied pricing technique.We obtain closed-form semiparametric bounds of the mean and variance for the pay-off of two exotic(Collar and Gap) call options given mean and variance information on the underlying asset price.Mathematically,we extended domination technique by quadratic functions to bound mean and variances.
