简介:Thispaperconsiderstwodimensionalsystemswhichhavepurelyimaginaryeigenvalues.Inordertoobtainmorepropositionsofinvariantcurves,theauthorstransformtherealsystemsintocomplexdifferentialsystemsbyusingasuitablelineartransformation.Theauthorsalsoproposeanalgorithmtocomputeexponentialfactors.Animprovedmethodofconstructingintegratingfactorbyusingallinvariantcurvesispresentedandcanbeusedindeterminingthetypeoftheequilibriumpoints.
简介:Motivatedbythedoubleautoregressivemodelwithorderp(DAR(p)model),inthispaper,westudythemovingaveragemodelwithanalternativeGARCHerror.ThemodelisanextensionfromDAR(p)modelbylettingtheorderpgoestoinfinity.Thequasimaximumlikelihoodestimatoroftheparametersinthemodelisshowntobeasymptoticallynormal,withoutanystrongmomentconditions.Simulationresultsconfirmthatourestimatorsperformwell.WealsoapplyourmodeltostudyarealdatasetandithasbetterfittingperformancecomparedtoDARmodelfortheconsidereddata.
简介:Weconsideramanpowerplanningproblemwithsingleemployeetypeoveralongplanninghorizonandanalyzetheoptimalrecruitmentanddismissalpolices.Dynamicdemandsformanpowermustbefulfilledbyallocatingenoughnumberofemployees.Costsforeveryemployeeincludesalary,recruitmentanddismissalcosts,inparticular,setupcostswhenrecruitment/dismissalactivitiesoccur.Weformulatetheproblemasamulti-perioddecisionmodel.Thenweanalyzepropertiesoftheproblemandgiveanimproveddynamicprogrammingalgorithmtominimizethetotalcostovertheentireplanninghorizon.Wereportcomputationalresultstoillustratetheeffectivenessoftheapproach.
简介:TwoArmijo-typelinesearchesareproposedinthispaperfornonlinearconjugategradientmethods.ThetwoArmijo-typelinesearchesareshowntoguaranteetheglobalconvergenceoftheDYmethodfortheunconstrainedminimizationofnonconvexdifferentiablefunctions.Further,ifthefunctionisstrictlyconvex,thetwoArmijo-typelinesearchesandanotherArmijo-typelinesearcharealsoshowntoguaranteetheconvergenceoftheDYmethod.
简介:Thegeneralizedautoregressiveconditionalheteroskedasticity(GARCH)typemodelsareusedtoinvestigatethevolatilityofBangladeshstockmarket.Thefindingsofthestudydemonstratethattheindexvolatilitycharacteristicschangesovertime.Thearticleshowsthatthedataaredividedintothreesub-periods:precrisis,crisis,andpostcrisis.Accordingly,theresultsofthefindingsindicatechangesintheGARCH-typemodelsparameter,riskpremiumandpersistenceofvolatilityindifferentperiods.Asignificant'low-yieldassociatedwithhigh-risk'phenomenonisdetectedinthecrisisperiodandthe'leverageeffect'occursineachperiods.Theinvestorsareirrationalwhichisbasedonassumptionofriskandreturncharacteristicsofassets.Consequently,themarketisnotasmatureasdevelopedmarket.Itisfoundinthearticlethatthethresholdgeneralizedautoregressiveconditionalheteroskedasticity(TGARCH)modelismoreaccurateforthemodelaccuracy.Additionally,statisticerrormeasurementsindicatethatGARCHmodelismoreefficientthanothersandithasalsomoreforecastingability.
简介:Thispaperdevelopsgoalprogrammingalgorithmtosolveatypeofleastabsolutevalue(LAV)problem.Firstly,wesimplifythesimplexalgorithmbyprovingtheexistenceofsolutionsoftheproblem.Then,wepresentagoalprogrammingalgorithmonthebasisoftheoriginaltechniques.TheoreticalanalysisandnumericalresultsindicatethatthenewmethodcontainsalowernumberofdeviationvariablesandconsumeslesscomputationaltimeascomparedtocurrentLAVmethods.
简介:LetFbeafieldofcharacteristiczero.Wn=F[t(+1/2),t(+1/2),...,t(+1/n)]δ/δt1+...+F[t(+1/2),t(+1/2),...,t(+1/n)]δ/δtnistheWittalgebraoverF,Wn+=F[t1,t2...,tn]δ/δt+...+F[t1,t2...,tn]δ/δtnisLieshbalgebraofWn.ItiswellknownbothWnandWn+aresimpleinfinitedimensionalLiealgebra.InZhao'spaper,itwasconjecturedthatEnd(Wn^+)-{0}=Aut(Wn^+)anditwasprovedthatthevalidityofthisconjectureimpliesthevalidityofthewell-knownJacobianconjecture.Inthisshortnote,wechecktheconjectureaboveforn=1.WeshowEnd(W1^+)-{0}=Aut(W1^+).
简介:Inthispaper,weinvestigatethepthmomentuniformlyasymptoticstabilityofimpulsivestochasticfunctionaldifferentialsystemsbyextendingsomeRazumikhin-typetheorems.BasedontheLyapunovfunctionsandRazumikhintechniques,somecriteriaareestablishedandtheirapplicationstoimpulsivestochasticdelaysystemsareproposed.Anillustrativeexampleshowstheeffectivenessofourresults.
简介:SIGN-REVERSALPROPERTYFORF-MATRICESANDN-MATRICESXUSong(GraduateSchool,ChinaAcademyofRailwaySciences,Beijing100081,China)Abstra...