This study embarks on a comprehensive examination of optimization techniques within GPU-based parallel programming models,pivotal for advancing high-performance computing(HPC).Emphasizing the transition of GPUs from g...This study embarks on a comprehensive examination of optimization techniques within GPU-based parallel programming models,pivotal for advancing high-performance computing(HPC).Emphasizing the transition of GPUs from graphic-centric processors to versatile computing units,it delves into the nuanced optimization of memory access,thread management,algorithmic design,and data structures.These optimizations are critical for exploiting the parallel processing capabilities of GPUs,addressingboth the theoretical frameworks and practical implementations.By integrating advanced strategies such as memory coalescing,dynamic scheduling,and parallel algorithmic transformations,this research aims to significantly elevate computational efficiency and throughput.The findings underscore the potential of optimized GPU programming to revolutionize computational tasks across various domains,highlighting a pathway towards achieving unparalleled processing power and efficiency in HPC environments.The paper not only contributes to the academic discourse on GPU optimization but also provides actionable insights for developers,fostering advancements in computational sciences and technology.展开更多
In order to address the output feedback issue for linear discrete-time systems, this work suggests a brand-new adaptive dynamic programming(ADP) technique based on the internal model principle(IMP). The proposed metho...In order to address the output feedback issue for linear discrete-time systems, this work suggests a brand-new adaptive dynamic programming(ADP) technique based on the internal model principle(IMP). The proposed method, termed as IMP-ADP, does not require complete state feedback-merely the measurement of input and output data. More specifically, based on the IMP, the output control problem can first be converted into a stabilization problem. We then design an observer to reproduce the full state of the system by measuring the inputs and outputs. Moreover, this technique includes both a policy iteration algorithm and a value iteration algorithm to determine the optimal feedback gain without using a dynamic system model. It is important that with this concept one does not need to solve the regulator equation. Finally, this control method was tested on an inverter system of grid-connected LCLs to demonstrate that the proposed method provides the desired performance in terms of both tracking and disturbance rejection.展开更多
Due to the fact that headway is a key factor to be considered in bus scheduling, this paper proposes a bi-level programming model for optimizing bus headway in public transit lines. In this model, with the interests o...Due to the fact that headway is a key factor to be considered in bus scheduling, this paper proposes a bi-level programming model for optimizing bus headway in public transit lines. In this model, with the interests of bus companies and passengers in mind, the upper-level model's objective is to minimize the total cost, which is affected by frequency settings, both in time and economy in the transit system. The lower-level model is a transit assignment model used to describe the assignment of passengers' trips to the network based on the optimal bus headway. In order to solve the proposed model, a hybrid genetic algorithm, namely the genetic algorithm and the simulated annealing algorithm (GA-SA), is designed. Finally, the model and the algorithm are tested against the transit data, by taking some of the bus lines of Changzhou city as an example. Results indicate that the proposed model allows supply and demand to be linked, which is reasonable, and the solving algorithm is effective.展开更多
Genetic Programming (GP) is an important approach to deal with complex problem analysis and modeling, and has been applied in a wide range of areas. The development of GP involves various aspects, including design of ...Genetic Programming (GP) is an important approach to deal with complex problem analysis and modeling, and has been applied in a wide range of areas. The development of GP involves various aspects, including design of genetic operators, evolutionary controls and implementations of heuristic strategy, evaluations and other mechanisms. When designing genetic operators, it is necessary to consider the possible limitations of encoding methods of individuals. And when selecting evolutionary control strategies, it is also necessary to balance search efficiency and diversity based on representation characteristics as well as the problem itself. More importantly, all of these matters, among others, have to be implemented through tedious coding work. Therefore, GP development is both complex and time-consuming. To overcome some of these difficulties that hinder the enhancement of GP development efficiency, we explore the feasibility of mutual assistance among GP variants, and then propose a rapid GP prototyping development method based on πGrammatical Evolution (πGE). It is demonstrated through regression analysis experiments that not only is this method beneficial for the GP developers to get rid of some tedious implementations, but also enables them to concentrate on the essence of the referred problem, such as individual representation, decoding means and evaluation. Additionally, it provides new insights into the roles of individual delineations in phenotypes and semantic research of individuals.展开更多
The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts.However,only a limited number of free tools are...The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts.However,only a limited number of free tools are available for this purpose.Given this lack of tools,the present study provides two approaches to facilitate the implementa-tion of an event study.The first approach consists of a set of MS Excel files based on the Fama–French five-factor model,which allows the application of the event study methodology in a semi-automatic manner.The second approach is an open-source R-programmed tool through which results can be obtained in the context of an event study without the need for programming knowledge.This tool widens the calculus possibilities provided by the first approach and offers the option to apply not only the Fama–French five-factor model but also other models that are common in the finan-cial literature.It is a user-friendly tool that enables reproducibility of the analysis and ensures that the calculations are free of manipulation errors.Both approaches are freely available and ready-to-use.展开更多
Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level progra...Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level programming model for reconstructing the branch roads was set up. The upper level model was for determining the enlarged capacities of the branch roads, and the lower level model was for calculating the flows of road sections via the user equilibrium traffic assignment method. The genetic algorithm for solving the bi-level model was designed to obtain the reconstruction capacities of the branch roads. The results show that by the bi-level model and its algorithm, the optimum scheme of urban branch roads reconstruction can be gained, which reduces the saturation of arterial roads apparently, and alleviates traffic congestion. In the data analysis the arterial saturation decreases from 1.100 to 0.996, which verifies the micro-circulation transportation's function of urban branch road network.展开更多
A novel Parsimonious Genetic Programming (PGP) algorithm together with a novel aero-engine optimum data-driven dynamic start process model based on PGP is proposed. In application of this method, first, the traditio...A novel Parsimonious Genetic Programming (PGP) algorithm together with a novel aero-engine optimum data-driven dynamic start process model based on PGP is proposed. In application of this method, first, the traditional Genetic Programming(GP) is used to generate the nonlinear input-output models that are represented in a binary tree structure; then, the Orthogonal Least Squares algorithm (OLS) is used to estimate the contribution of the branches of the tree (refer to basic function term that cannot be decomposed anymore according to special rule) to the accuracy of the model, which contributes to eliminate complex redundant subtrees and enhance GP's convergence speed; and finally, a simple, reliable and exact linear-in-parameter nonlinear model via GP evolution is obtained. The real aero-engine start process test data simulation and the comparisons with Support Vector Machines (SVM) validate that the proposed method can generate more applicable, interpretable models and achieve comparable, even superior results to SVM.展开更多
This paper addresses the issue of checking consistency in information models. A method based on constraint programming is proposed for identifying inconsistency or proving consistency in information models. The system...This paper addresses the issue of checking consistency in information models. A method based on constraint programming is proposed for identifying inconsistency or proving consistency in information models. The system described here checks information models written in the ISO standard information modelling language EXPRESS. EXPRESS is part of the ISO STEP standard used in the manufacturing and process industries. This paper describes the checking procedure, including EXPRESS model formalization, constraint satisfaction problem (CSP) derivation from the formalized model and satisfaction checking of the derived CSPs. This paper shows a new domain in which constraint programming can be exploited as model verification and validation.展开更多
The current portfolio model for property-liability insurance company is only single period that can not meet the practical demands of portfolio management, and the purpose of this paper is to develop a multiperiod mod...The current portfolio model for property-liability insurance company is only single period that can not meet the practical demands of portfolio management, and the purpose of this paper is to develop a multiperiod model for its portfolio problem. The model is a multistage stochastic programming which considers transaction costs, cash flow between time periods, and the matching of asset and liability; it does not depend on the assumption for normality of return distribution. Additionally, an investment constraint is added. The numerical example manifests that the multiperiod model can more effectively assist the property-liability insurer to determine the optimal composition of insurance and investment portfolio and outperforms the single period one.展开更多
Partial cooperation models are studied for many years to solve the bilevel programming problems where the follower’s optimal reaction is not unique. However, in these existed models, the follower’s cooperation level...Partial cooperation models are studied for many years to solve the bilevel programming problems where the follower’s optimal reaction is not unique. However, in these existed models, the follower’s cooperation level does not depend on the leader’s decision. A new model is proposed to solve this deficiency. It is proved the feasibility of the new model when the reaction set of the lower level is lower semicontinuous. And the numerical results show that the new model has optimal solutions when the reaction set of the lower level is discrete, lower semi-continuous and non-lower semi-continuous.展开更多
The developments of modern mathematics and computer science make artificial neural networks become most useful tools in wide range of fields. Modeling methods of artificial neural networks are described in this paper...The developments of modern mathematics and computer science make artificial neural networks become most useful tools in wide range of fields. Modeling methods of artificial neural networks are described in this paper. The programming technique by using Matlab neural networks toolbox is discussed. The application in Material Hot Working of neural networks is also introduced.展开更多
Estimation of the rock mass modulus of deformation(Em)is one of the most important design parameters in designing many structures in and on rock.This parameter can be obtained by in situ tests,empirical relations betw...Estimation of the rock mass modulus of deformation(Em)is one of the most important design parameters in designing many structures in and on rock.This parameter can be obtained by in situ tests,empirical relations between deformation modulus and rock mass classifcation,and estimating from laboratory tests results.In this paper,a back analysis calculation is performed to present an equation for estimation of the rock mass modulus of deformation using genetic programming(GP)and numerical modeling.A database of 40,960 datasets,including vertical stress(rz),horizontal to vertical stresses ratio(k),Poisson’s ratio(m),radius of circular tunnel(r)and wall displacement of circular tunnel on the horizontal diameter(d)for input parameters and modulus of deformation for output,was established.The selected parameters are easy to determine and rock mass modulus of deformation can be obtained from instrumentation data of any size circular galleries.The resulting RMSE of 0.86 and correlation coeffcient of97%of the proposed equation demonstrated the capability of the computer program(CP)generated by GP.展开更多
The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and wate...The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and water sectors within a basin. With the precondition of strictly controlling maximum emissions rights, initial water rights were allocated between the first and the second levels of the hierarchy in order to promote fair and coordinated development across different regions of the basin and coordinated and efficient water use across different water sectors, realize the maximum comprehensive benefits to the basin, promote the unity of quantity and quality of initial water rights allocation, and eliminate water conflict across different regions and water sectors. According to interactive decision-making theory, a principal-subordinate hierarchical interactive iterative algorithm based on the satisfaction degree was developed and used to solve the initial water rights allocation model. A case study verified the validity of the model.展开更多
This study presented a simulation-based two-stage interval-stochastic programming (STIP) model to support water resources management in the Kaidu-Konqi watershed in Northwest China. The modeling system coupled a dis...This study presented a simulation-based two-stage interval-stochastic programming (STIP) model to support water resources management in the Kaidu-Konqi watershed in Northwest China. The modeling system coupled a distributed hydrological model with an interval two-stage stochastic programing (ITSP). The distributed hydrological model was used for establishing a rainfall-runoff forecast system, while random parameters were pro- vided by the statistical analysis of simulation outcomes water resources management planning in Kaidu-Konqi The developed STIP model was applied to a real case of watershed, where three scenarios with different water re- sources management policies were analyzed. The results indicated that water shortage mainly occurred in agri- culture, ecology and forestry sectors. In comparison, the water demand from municipality, industry and stock- breeding sectors can be satisfied due to their lower consumptions and higher economic values. Different policies for ecological water allocation can result in varied system benefits, and can help to identify desired water allocation plans with a maximum economic benefit and a minimum risk of system disruption under uncertainty.展开更多
Cooperation among enterprises can bring overall and individual performance improvement,and a smooth coordination method is indispensable.However,due to the lack of customized coordination methods,cooperation in the do...Cooperation among enterprises can bring overall and individual performance improvement,and a smooth coordination method is indispensable.However,due to the lack of customized coordination methods,cooperation in the downstream oil supply chain cannot be carried out smoothly.This paper intends to propose a multi-party coordination method to promote cooperation between oil shippers and pipeline operator by optimizing oil transportation,oil substitution and pipeline pricing schemes.An integrated game-theoretic modeling and analysis approach is developed to characterize the operation behaviors of all stakeholders in the downstream oil supply chain.The proposed mixed integer nonlinear programming model constrains supply and demand capacity,transportation routes,oil substitution rules and pipeline freight levels.Logarithm transformation and price discretization are introduced for model linear approximation.Simulation experiments are carried out in the oil distribution system in South China.The results show that compared to the business-as-usual scheme,the new scheme saves transportation cost by 3.48%,increases pipeline turnover by 5.7%,and reduces energy consumption and emissions by 7.66%and 6.77%.It is proved that the proposed method improves the revenue of the whole system,achieves fair revenue distribution,and also improves the energy and environmental benefits of the oil supply chain.展开更多
In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of ...In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.展开更多
A quadratic programming model is established to choose the blocks to be blasted in a given period. The length of this period depends on the production planning requirements. During the given period, the blocks' pa...A quadratic programming model is established to choose the blocks to be blasted in a given period. The length of this period depends on the production planning requirements. During the given period, the blocks' parameters are available from the geological database of the mine. The objective is to minimize the deviation of the average ore grade of blasted blocks from the standard ore grade required by the mill. Transportation ability constraint. production quantity demand constraint. minimum safety bench constraint. block size constraint and block, bench precedence constraints are considered in forming the programming model. This model has more practical objective function and reasonable constraints compared with the existing model for this kind of problems.展开更多
At the first sight it seems that advanced operation research is not used enough in continuous production systems as comparison with mass production, batch production and job shop systems, but really in a comprehensive...At the first sight it seems that advanced operation research is not used enough in continuous production systems as comparison with mass production, batch production and job shop systems, but really in a comprehensive evaluation the advanced operation research techniques can be used in continuous production systems in developing countries very widely, because of initial inadequate plant layout, stage by stage development of production lines, the purchase of second hand machineries from various countries, plurality of customers. A case of production system planning is proposed for a chemical company in which the above mentioned conditions are almost presented. The goals and constraints in this issue are as follows: (1) Minimizing deviation of customer's requirements. (2) Maximizing the profit. (3) Minimizing the frequencies of changes in formula production. (4) Minimizing the inventory of final products. (5) Balancing the production sections with regard to rate in production. (6) Limitation in inventory of raw material. The present situation is in such a way that various techniques such as goal programming, linear programming and dynamic programming can be used. But dynamic production programming issues are divided into two categories, at first one with limitation in production capacity and another with unlimited production capacity. For the first category, a systematic and acceptable solution has not been presented yet. Therefore an innovative method is used to convert the dynamic situation to a zero- one model. At last this issue is changed to a goal programming model with non-linear limitations with the use of GRG algorithm and that's how it is solved.展开更多
In recent years evidence has emerged suggesting that Mini-basketball training program(MBTP)can be an effec-tive intervention method to improve social communication(SC)impairments and restricted and repetitive beha-vio...In recent years evidence has emerged suggesting that Mini-basketball training program(MBTP)can be an effec-tive intervention method to improve social communication(SC)impairments and restricted and repetitive beha-viors(RRBs)in preschool children suffering from autism spectrum disorder(ASD).However,there is a considerable degree if interindividual variability concerning these social outcomes and thus not all preschool chil-dren with ASD profit from a MBTP intervention to the same extent.In order to make more accurate predictions which preschool children with ASD can benefit from an MBTP intervention or which preschool children with ASD need additional interventions to achieve behavioral improvements,further research is required.This study aimed to investigate which individual factors of preschool children with ASD can predict MBTP intervention out-comes concerning SC impairments and RRBs.Then,test the performance of machine learning models in predict-ing intervention outcomes based on these factors.Participants were 26 preschool children with ASD who enrolled in a quasi-experiment and received MBTP intervention.Baseline demographic variables(e.g.,age,body,mass index[BMI]),indicators of physicalfitness(e.g.,handgrip strength,balance performance),performance in execu-tive function,severity of ASD symptoms,level of SC impairments,and severity of RRBs were obtained to predict treatment outcomes after MBTP intervention.Machine learning models were established based on support vector machine algorithm were implemented.For comparison,we also employed multiple linear regression models in statistics.Ourfindings suggest that in preschool children with ASD symptomatic severity(r=0.712,p<0.001)and baseline SC impairments(r=0.713,p<0.001)are predictors for intervention outcomes of SC impair-ments.Furthermore,BMI(r=-0.430,p=0.028),symptomatic severity(r=0.656,p<0.001),baseline SC impair-ments(r=0.504,p=0.009)and baseline RRBs(r=0.647,p<0.001)can predict intervention outcomes of RRBs.Statistical models predicted 59.6%of variance in post-treatment SC impairments(MSE=0.455,RMSE=0.675,R2=0.596)and 58.9%of variance in post-treatment RRBs(MSE=0.464,RMSE=0.681,R2=0.589).Machine learning models predicted 83%of variance in post-treatment SC impairments(MSE=0.188,RMSE=0.434,R2=0.83)and 85.9%of variance in post-treatment RRBs(MSE=0.051,RMSE=0.226,R2=0.859),which were better than statistical models.Ourfindings suggest that baseline characteristics such as symptomatic severity of 144 IJMHP,2022,vol.24,no.2 ASD symptoms and SC impairments are important predictors determining MBTP intervention-induced improvements concerning SC impairments and RBBs.Furthermore,the current study revealed that machine learning models can successfully be applied to predict the MBTP intervention-related outcomes in preschool chil-dren with ASD,and performed better than statistical models.Ourfindings can help to inform which preschool children with ASD are most likely to benefit from an MBTP intervention,and they might provide a reference for the development of personalized intervention programs for preschool children with ASD.展开更多
In order to balance the temporal-spatial distribution of urban traffic flow, a model is established for combined urban traffic signal control and traffic flow guidance. With consideration of the wide use of fixed sign...In order to balance the temporal-spatial distribution of urban traffic flow, a model is established for combined urban traffic signal control and traffic flow guidance. With consideration of the wide use of fixed signal control at intersections, traffic assignment under traffic flow guidance, and dynamic characteristics of urban traffic management, a tri-level programming model is presented. To reflect the impact of intersection delay on traffic assignment, the lower level model is set as a modified user equilibrium model. The middle level model, which contains several definitional constraints for different phase modes, is built for the traffic signal control optimization. To solve the problem of tide lane management, the upper level model is built up based on nonlinear 0-1 integer programming. A heuristic iterative optimization algorithm(HIOA) is set up to solve the tri-level programming model. The lower level model is solved by method of successive averages(MSA), the middle level model is solved by non-dominated sorting genetic algorithm II(NSGA II), and the upper level model is solved by genetic algorithm(GA). A case study is raised to show the efficiency and applicability of the proposed modelling and computing method.展开更多
文摘This study embarks on a comprehensive examination of optimization techniques within GPU-based parallel programming models,pivotal for advancing high-performance computing(HPC).Emphasizing the transition of GPUs from graphic-centric processors to versatile computing units,it delves into the nuanced optimization of memory access,thread management,algorithmic design,and data structures.These optimizations are critical for exploiting the parallel processing capabilities of GPUs,addressingboth the theoretical frameworks and practical implementations.By integrating advanced strategies such as memory coalescing,dynamic scheduling,and parallel algorithmic transformations,this research aims to significantly elevate computational efficiency and throughput.The findings underscore the potential of optimized GPU programming to revolutionize computational tasks across various domains,highlighting a pathway towards achieving unparalleled processing power and efficiency in HPC environments.The paper not only contributes to the academic discourse on GPU optimization but also provides actionable insights for developers,fostering advancements in computational sciences and technology.
基金supported by the National Science Fund for Distinguished Young Scholars (62225303)the Fundamental Research Funds for the Central Universities (buctrc202201)+1 种基金China Scholarship Council,and High Performance Computing PlatformCollege of Information Science and Technology,Beijing University of Chemical Technology。
文摘In order to address the output feedback issue for linear discrete-time systems, this work suggests a brand-new adaptive dynamic programming(ADP) technique based on the internal model principle(IMP). The proposed method, termed as IMP-ADP, does not require complete state feedback-merely the measurement of input and output data. More specifically, based on the IMP, the output control problem can first be converted into a stabilization problem. We then design an observer to reproduce the full state of the system by measuring the inputs and outputs. Moreover, this technique includes both a policy iteration algorithm and a value iteration algorithm to determine the optimal feedback gain without using a dynamic system model. It is important that with this concept one does not need to solve the regulator equation. Finally, this control method was tested on an inverter system of grid-connected LCLs to demonstrate that the proposed method provides the desired performance in terms of both tracking and disturbance rejection.
基金The National Natural Science Foundation of China(No.50978057)the National Key Technology R& D Program of China duringthe 11th Five-Year Plan Period (No.2006BAJ18B03)+1 种基金the Scientific Research Foundation of Graduate School of Southeast University ( No.YBJJ1013)the Program for Postgraduates Research Innovation in University of Jiangsu Province(No.CX09B 060Z)
文摘Due to the fact that headway is a key factor to be considered in bus scheduling, this paper proposes a bi-level programming model for optimizing bus headway in public transit lines. In this model, with the interests of bus companies and passengers in mind, the upper-level model's objective is to minimize the total cost, which is affected by frequency settings, both in time and economy in the transit system. The lower-level model is a transit assignment model used to describe the assignment of passengers' trips to the network based on the optimal bus headway. In order to solve the proposed model, a hybrid genetic algorithm, namely the genetic algorithm and the simulated annealing algorithm (GA-SA), is designed. Finally, the model and the algorithm are tested against the transit data, by taking some of the bus lines of Changzhou city as an example. Results indicate that the proposed model allows supply and demand to be linked, which is reasonable, and the solving algorithm is effective.
文摘Genetic Programming (GP) is an important approach to deal with complex problem analysis and modeling, and has been applied in a wide range of areas. The development of GP involves various aspects, including design of genetic operators, evolutionary controls and implementations of heuristic strategy, evaluations and other mechanisms. When designing genetic operators, it is necessary to consider the possible limitations of encoding methods of individuals. And when selecting evolutionary control strategies, it is also necessary to balance search efficiency and diversity based on representation characteristics as well as the problem itself. More importantly, all of these matters, among others, have to be implemented through tedious coding work. Therefore, GP development is both complex and time-consuming. To overcome some of these difficulties that hinder the enhancement of GP development efficiency, we explore the feasibility of mutual assistance among GP variants, and then propose a rapid GP prototyping development method based on πGrammatical Evolution (πGE). It is demonstrated through regression analysis experiments that not only is this method beneficial for the GP developers to get rid of some tedious implementations, but also enables them to concentrate on the essence of the referred problem, such as individual representation, decoding means and evaluation. Additionally, it provides new insights into the roles of individual delineations in phenotypes and semantic research of individuals.
基金the Secretaria d’Universitats i Recerca del Departament d’Empresa i Coneixement of the Catalan government,and to Universitat Ramon Llull for their financial support.The financial support for this work did not influence its outcome.
文摘The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts.However,only a limited number of free tools are available for this purpose.Given this lack of tools,the present study provides two approaches to facilitate the implementa-tion of an event study.The first approach consists of a set of MS Excel files based on the Fama–French five-factor model,which allows the application of the event study methodology in a semi-automatic manner.The second approach is an open-source R-programmed tool through which results can be obtained in the context of an event study without the need for programming knowledge.This tool widens the calculus possibilities provided by the first approach and offers the option to apply not only the Fama–French five-factor model but also other models that are common in the finan-cial literature.It is a user-friendly tool that enables reproducibility of the analysis and ensures that the calculations are free of manipulation errors.Both approaches are freely available and ready-to-use.
基金Project(2006CB705507) supported by the National Basic Research and Development Program of ChinaProject(20060533036) supported by the Specialized Research Foundation for the Doctoral Program of Higher Education of China
文摘Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level programming model for reconstructing the branch roads was set up. The upper level model was for determining the enlarged capacities of the branch roads, and the lower level model was for calculating the flows of road sections via the user equilibrium traffic assignment method. The genetic algorithm for solving the bi-level model was designed to obtain the reconstruction capacities of the branch roads. The results show that by the bi-level model and its algorithm, the optimum scheme of urban branch roads reconstruction can be gained, which reduces the saturation of arterial roads apparently, and alleviates traffic congestion. In the data analysis the arterial saturation decreases from 1.100 to 0.996, which verifies the micro-circulation transportation's function of urban branch road network.
基金National Defense Advanced Research Foundation of China
文摘A novel Parsimonious Genetic Programming (PGP) algorithm together with a novel aero-engine optimum data-driven dynamic start process model based on PGP is proposed. In application of this method, first, the traditional Genetic Programming(GP) is used to generate the nonlinear input-output models that are represented in a binary tree structure; then, the Orthogonal Least Squares algorithm (OLS) is used to estimate the contribution of the branches of the tree (refer to basic function term that cannot be decomposed anymore according to special rule) to the accuracy of the model, which contributes to eliminate complex redundant subtrees and enhance GP's convergence speed; and finally, a simple, reliable and exact linear-in-parameter nonlinear model via GP evolution is obtained. The real aero-engine start process test data simulation and the comparisons with Support Vector Machines (SVM) validate that the proposed method can generate more applicable, interpretable models and achieve comparable, even superior results to SVM.
文摘This paper addresses the issue of checking consistency in information models. A method based on constraint programming is proposed for identifying inconsistency or proving consistency in information models. The system described here checks information models written in the ISO standard information modelling language EXPRESS. EXPRESS is part of the ISO STEP standard used in the manufacturing and process industries. This paper describes the checking procedure, including EXPRESS model formalization, constraint satisfaction problem (CSP) derivation from the formalized model and satisfaction checking of the derived CSPs. This paper shows a new domain in which constraint programming can be exploited as model verification and validation.
文摘The current portfolio model for property-liability insurance company is only single period that can not meet the practical demands of portfolio management, and the purpose of this paper is to develop a multiperiod model for its portfolio problem. The model is a multistage stochastic programming which considers transaction costs, cash flow between time periods, and the matching of asset and liability; it does not depend on the assumption for normality of return distribution. Additionally, an investment constraint is added. The numerical example manifests that the multiperiod model can more effectively assist the property-liability insurer to determine the optimal composition of insurance and investment portfolio and outperforms the single period one.
基金supported by the National Natural Science Foundationof China (70771080)the National Science Foundation of Hubei Province(20091107)Hubei Province Key Laboratory of Systems Science in Metallurgical Process (B201003)
文摘Partial cooperation models are studied for many years to solve the bilevel programming problems where the follower’s optimal reaction is not unique. However, in these existed models, the follower’s cooperation level does not depend on the leader’s decision. A new model is proposed to solve this deficiency. It is proved the feasibility of the new model when the reaction set of the lower level is lower semicontinuous. And the numerical results show that the new model has optimal solutions when the reaction set of the lower level is discrete, lower semi-continuous and non-lower semi-continuous.
文摘The developments of modern mathematics and computer science make artificial neural networks become most useful tools in wide range of fields. Modeling methods of artificial neural networks are described in this paper. The programming technique by using Matlab neural networks toolbox is discussed. The application in Material Hot Working of neural networks is also introduced.
文摘Estimation of the rock mass modulus of deformation(Em)is one of the most important design parameters in designing many structures in and on rock.This parameter can be obtained by in situ tests,empirical relations between deformation modulus and rock mass classifcation,and estimating from laboratory tests results.In this paper,a back analysis calculation is performed to present an equation for estimation of the rock mass modulus of deformation using genetic programming(GP)and numerical modeling.A database of 40,960 datasets,including vertical stress(rz),horizontal to vertical stresses ratio(k),Poisson’s ratio(m),radius of circular tunnel(r)and wall displacement of circular tunnel on the horizontal diameter(d)for input parameters and modulus of deformation for output,was established.The selected parameters are easy to determine and rock mass modulus of deformation can be obtained from instrumentation data of any size circular galleries.The resulting RMSE of 0.86 and correlation coeffcient of97%of the proposed equation demonstrated the capability of the computer program(CP)generated by GP.
基金supported by the Public Welfare Industry Special Fund Project of the Ministry of Water Resources of China (Grant No. 200701028)the Humanities and Social Science Foundation Program of Hohai University (Grant No. 2008421411)
文摘The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and water sectors within a basin. With the precondition of strictly controlling maximum emissions rights, initial water rights were allocated between the first and the second levels of the hierarchy in order to promote fair and coordinated development across different regions of the basin and coordinated and efficient water use across different water sectors, realize the maximum comprehensive benefits to the basin, promote the unity of quantity and quality of initial water rights allocation, and eliminate water conflict across different regions and water sectors. According to interactive decision-making theory, a principal-subordinate hierarchical interactive iterative algorithm based on the satisfaction degree was developed and used to solve the initial water rights allocation model. A case study verified the validity of the model.
基金supported by the National Basic Research Program of China(2010CB951002)the Dr.Western-funded Project of Chinese Academy of Science(XBBS201010 and XBBS201005)+1 种基金the National Natural Sciences Foundation of China (51190095)the Open Research Fund Program of State Key Laboratory of Hydro-science and Engineering(sklhse-2012-A03)
文摘This study presented a simulation-based two-stage interval-stochastic programming (STIP) model to support water resources management in the Kaidu-Konqi watershed in Northwest China. The modeling system coupled a distributed hydrological model with an interval two-stage stochastic programing (ITSP). The distributed hydrological model was used for establishing a rainfall-runoff forecast system, while random parameters were pro- vided by the statistical analysis of simulation outcomes water resources management planning in Kaidu-Konqi The developed STIP model was applied to a real case of watershed, where three scenarios with different water re- sources management policies were analyzed. The results indicated that water shortage mainly occurred in agri- culture, ecology and forestry sectors. In comparison, the water demand from municipality, industry and stock- breeding sectors can be satisfied due to their lower consumptions and higher economic values. Different policies for ecological water allocation can result in varied system benefits, and can help to identify desired water allocation plans with a maximum economic benefit and a minimum risk of system disruption under uncertainty.
基金partially supported by the Science Foundation of China University of Petroleum,Beijing(2462023XKBH013)the National Natural Science Foundation of China(52202405)。
文摘Cooperation among enterprises can bring overall and individual performance improvement,and a smooth coordination method is indispensable.However,due to the lack of customized coordination methods,cooperation in the downstream oil supply chain cannot be carried out smoothly.This paper intends to propose a multi-party coordination method to promote cooperation between oil shippers and pipeline operator by optimizing oil transportation,oil substitution and pipeline pricing schemes.An integrated game-theoretic modeling and analysis approach is developed to characterize the operation behaviors of all stakeholders in the downstream oil supply chain.The proposed mixed integer nonlinear programming model constrains supply and demand capacity,transportation routes,oil substitution rules and pipeline freight levels.Logarithm transformation and price discretization are introduced for model linear approximation.Simulation experiments are carried out in the oil distribution system in South China.The results show that compared to the business-as-usual scheme,the new scheme saves transportation cost by 3.48%,increases pipeline turnover by 5.7%,and reduces energy consumption and emissions by 7.66%and 6.77%.It is proved that the proposed method improves the revenue of the whole system,achieves fair revenue distribution,and also improves the energy and environmental benefits of the oil supply chain.
基金supported by Nanjing University of Aeronautics and Astronautics Graduate Innovation Base(Laboratory)Open Fund(No.kfjj20200717).
文摘In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.
文摘A quadratic programming model is established to choose the blocks to be blasted in a given period. The length of this period depends on the production planning requirements. During the given period, the blocks' parameters are available from the geological database of the mine. The objective is to minimize the deviation of the average ore grade of blasted blocks from the standard ore grade required by the mill. Transportation ability constraint. production quantity demand constraint. minimum safety bench constraint. block size constraint and block, bench precedence constraints are considered in forming the programming model. This model has more practical objective function and reasonable constraints compared with the existing model for this kind of problems.
文摘At the first sight it seems that advanced operation research is not used enough in continuous production systems as comparison with mass production, batch production and job shop systems, but really in a comprehensive evaluation the advanced operation research techniques can be used in continuous production systems in developing countries very widely, because of initial inadequate plant layout, stage by stage development of production lines, the purchase of second hand machineries from various countries, plurality of customers. A case of production system planning is proposed for a chemical company in which the above mentioned conditions are almost presented. The goals and constraints in this issue are as follows: (1) Minimizing deviation of customer's requirements. (2) Maximizing the profit. (3) Minimizing the frequencies of changes in formula production. (4) Minimizing the inventory of final products. (5) Balancing the production sections with regard to rate in production. (6) Limitation in inventory of raw material. The present situation is in such a way that various techniques such as goal programming, linear programming and dynamic programming can be used. But dynamic production programming issues are divided into two categories, at first one with limitation in production capacity and another with unlimited production capacity. For the first category, a systematic and acceptable solution has not been presented yet. Therefore an innovative method is used to convert the dynamic situation to a zero- one model. At last this issue is changed to a goal programming model with non-linear limitations with the use of GRG algorithm and that's how it is solved.
基金supported by grants from the National Natural Science Foundation of China(31771243)the Fok Ying Tong Education Foundation(141113)to Aiguo Chen.
文摘In recent years evidence has emerged suggesting that Mini-basketball training program(MBTP)can be an effec-tive intervention method to improve social communication(SC)impairments and restricted and repetitive beha-viors(RRBs)in preschool children suffering from autism spectrum disorder(ASD).However,there is a considerable degree if interindividual variability concerning these social outcomes and thus not all preschool chil-dren with ASD profit from a MBTP intervention to the same extent.In order to make more accurate predictions which preschool children with ASD can benefit from an MBTP intervention or which preschool children with ASD need additional interventions to achieve behavioral improvements,further research is required.This study aimed to investigate which individual factors of preschool children with ASD can predict MBTP intervention out-comes concerning SC impairments and RRBs.Then,test the performance of machine learning models in predict-ing intervention outcomes based on these factors.Participants were 26 preschool children with ASD who enrolled in a quasi-experiment and received MBTP intervention.Baseline demographic variables(e.g.,age,body,mass index[BMI]),indicators of physicalfitness(e.g.,handgrip strength,balance performance),performance in execu-tive function,severity of ASD symptoms,level of SC impairments,and severity of RRBs were obtained to predict treatment outcomes after MBTP intervention.Machine learning models were established based on support vector machine algorithm were implemented.For comparison,we also employed multiple linear regression models in statistics.Ourfindings suggest that in preschool children with ASD symptomatic severity(r=0.712,p<0.001)and baseline SC impairments(r=0.713,p<0.001)are predictors for intervention outcomes of SC impair-ments.Furthermore,BMI(r=-0.430,p=0.028),symptomatic severity(r=0.656,p<0.001),baseline SC impair-ments(r=0.504,p=0.009)and baseline RRBs(r=0.647,p<0.001)can predict intervention outcomes of RRBs.Statistical models predicted 59.6%of variance in post-treatment SC impairments(MSE=0.455,RMSE=0.675,R2=0.596)and 58.9%of variance in post-treatment RRBs(MSE=0.464,RMSE=0.681,R2=0.589).Machine learning models predicted 83%of variance in post-treatment SC impairments(MSE=0.188,RMSE=0.434,R2=0.83)and 85.9%of variance in post-treatment RRBs(MSE=0.051,RMSE=0.226,R2=0.859),which were better than statistical models.Ourfindings suggest that baseline characteristics such as symptomatic severity of 144 IJMHP,2022,vol.24,no.2 ASD symptoms and SC impairments are important predictors determining MBTP intervention-induced improvements concerning SC impairments and RBBs.Furthermore,the current study revealed that machine learning models can successfully be applied to predict the MBTP intervention-related outcomes in preschool chil-dren with ASD,and performed better than statistical models.Ourfindings can help to inform which preschool children with ASD are most likely to benefit from an MBTP intervention,and they might provide a reference for the development of personalized intervention programs for preschool children with ASD.
基金Project(2014BAG01B0403)supported by the High-Tech Research and Development Program of China
文摘In order to balance the temporal-spatial distribution of urban traffic flow, a model is established for combined urban traffic signal control and traffic flow guidance. With consideration of the wide use of fixed signal control at intersections, traffic assignment under traffic flow guidance, and dynamic characteristics of urban traffic management, a tri-level programming model is presented. To reflect the impact of intersection delay on traffic assignment, the lower level model is set as a modified user equilibrium model. The middle level model, which contains several definitional constraints for different phase modes, is built for the traffic signal control optimization. To solve the problem of tide lane management, the upper level model is built up based on nonlinear 0-1 integer programming. A heuristic iterative optimization algorithm(HIOA) is set up to solve the tri-level programming model. The lower level model is solved by method of successive averages(MSA), the middle level model is solved by non-dominated sorting genetic algorithm II(NSGA II), and the upper level model is solved by genetic algorithm(GA). A case study is raised to show the efficiency and applicability of the proposed modelling and computing method.