查看更多>>摘要：How to measure investor views and apply it in multi-period investment is an impor-tant problem in portfolio selection . This paper attempts to construct a portfolio selection model with extreme situations and extend it under the multi-period framework. First, we modify a portfolio selection model to fit the extreme cases of 0% or 100% confidence views, then we establish a new programming problem based on optimization approach and figure out the explicit solutions. Second, we extend the model to multi-period form and discretize the results with scenario tree, which solves the multi-period problems. Third, we build an international portfolio with CVaR risk measurement. The numerical tests show that the new multi-period selection model performs better than the others.(c) 2021 Elsevier Inc. All rights reserved.
Burgos, C.Cortes, J. -C.Villafuerte, L.Villanueva, R. J....
17页
查看更多>>摘要：This paper deals with random fractional differential equations of the form, (D0+X)-D-C-X-alpha(t) + A(X) over dot (t) + BX(t) = 0 , t > 0 , with initial conditions, X(0) = C-0 and (X) over dot(0) = C-1 , where (D0+X)-D-C-X-alpha(t) stands for the Caputo fractional derivative of X(t). We consider the case that the fractional differentiation order is 1 < alpha < 2 . For the sake of generality, we further assume that C-0, C-1, A and B are random variables satisfying certain mild hypotheses. Then, we first construct a solution stochastic process, via a generalized power series, which is mean square convergent for all t > 0 . Secondly, we provide explicit approximations of the expectation and variance functions of the solution. To complete the random analysis and from this latter key information, we take advantage of the Principle of Maximum Entropy to calculate approximations of the first probability density function of the solution. All the theoretical findings are illustrated via numerical experiments. (c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：Group selection and network reciprocity are two well-known mechanisms for cooperation. And while they have separately received ample attention for their ability to promote cooperation in social dilemmas, their joint effects in this regard are much less explored. Here we propose a multilayer network model that takes into account that not only individuals are connected by means of networks, but that also groups can be connected in much the same way. The model thus couples together network reciprocity and group selection, and it allows us to study their joint effect on the evolution of cooperation. We use the prisoner's dilemma game as the paradigmatic social dilemma example, showing that the fine-tuning of evolution frequency and the imitation rate in the group network play key roles in determining the survival thresholds of cooperators. We also explore the importance of deterministic and stochastic updating rules, showing that the former provides more options to further promote cooperation. We discuss the importance of our findings for cooperation in structured interactions among groups and in higher-order networks.(c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：The global strong resilience of G with respect to having a fractional perfect matching, also called FSMP number of G , is the minimum number of edges (or resp., edges and/or vertices) whose deletion results in a graph that has no fractional perfect matchings. A graph G is said to be f-fault Hamiltonian if there exists a Hamiltonian cycle in G - F for any set F of edges and/or vertices with |& nbsp;F | <= f. In this paper, we first give a sufficient condition, involving the independent number, to determine the FSMP number of (delta - 2)-fault Hamiltonian graphs with minimum degree delta >= 2 , and then we can derive the FSMP number of some networks, which generalize some known results. (c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：This paper discusses a kind of convex optimization problem considering noises from in-formation transmission in multi-agent systems. Different from previous works, we focus on the objective function which is a summation of strictly L-0(F)-convex functions under random inner space. Our system is described by Ito formula, which leads to that it is hard to calculate second-order derivative when designing the projected subgradient algorithm. It is shown that all states in stochastic system will converge to the unique optimal state in the polyhedric set constraint by adopting projected subgradient algorithm and the con-vergence rate is also investigated. Numerical examples are provided to demonstrate the results.& nbsp;(c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：Based on boundary value methods, we establish a kind of new fully discretized meth-ods for solving one-dimensional diffusion equations. The proposed methods are composed of a series of full discretizations with multi-time-level and multi-space-level. For the full discretizations, we give the local truncation error. Moreover, we analyze the stability of the proposed methods and obtain the corresponding error estimate. Meanwhile, we make some numerical experiments to show that the proposed methods are stable and own high accuracy. (c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：In this paper, the asynchronous partially mode-dependent control problem is investigated for switched larger-scale systems (SLSSs) with inherent nonlinearities, known sojourn probabilities and bounded sojourn time. The interconnection among subsystems is nonlinear and subject to stochastic switching. The resultant part available mode information is that the modes of controllers and the plant are asynchronous. By introducing a mode storage rule and transforming the asynchronous system into a general switched system, the stability criteria is obtain with available modes, the sum of these modes' sojourn probabilities and the bounds of sojourn time. Then, some sufficient conditions are derived to guarantee the mean-square stability (MSS) by employing Young inequality and the desired asynchronous controller is designed by using available softwares. At last, an example is provided to illustrate the main methods in this paper.(c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：The generalized Zhang-Zhang (GZZ) polynomial was introduced recently aiming to increase the sensitivity of the well-known Zhang-Zhang polynomial onto pi-electron cyclic conjugation of 10-membered rings. Here, the recursive formulas for the calculation of the GZZ of the benzenoid systems are derived. Then, an algorithm for calculating the GZZ of benzenoid chains is given. Lastly, testing the chemical applicability of GZZ is performed.& nbsp;(c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：Let O-n be the set of all maximal outer-planar graphs of order n . Let ar(O-n, F ) denote the maximum positive integer k such that there is a k-edge-coloring of a graph T in the family O-n which has no rainbow subgraph F . Denote by M-k a matching of size k . In this paper, we prove that ar(O-n, M-k)& nbsp;<= n + 4k- 9 for n >=& nbsp;3 k - 3 , which expressively improves the existing upper bound for ar(O-n,M-k). We also prove that ar(O-n,M-5) = n + 4 for all n >=& nbsp;15 .& nbsp;(c) 2021 Elsevier Inc. All rights reserved.
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