简介:Thisresearchaimstocomparedifferentstrategiesthatanon-professionalinvestorinexchange-tradedfunds(ETFs)couldemploytoreachagoodperformancebothfromprofitsandfromariskperspective.Inrecentyears,especiallyafterthe2008crisis,anewtechniquetoevaluatetheriskhasbecomemorepopular,theso-calledriskparity,whichseekstoequalisethecontributionstoriskoftheportfolioconstituents.Ourstudyanalyses17variantsofriskparityportfoliodesignforgroupswiththeminimumvariancestrategyandequallyweightedportfoliooverapoolof56ETFs—listedontheItalianStockExchange—ofeightdifferentcategoriesofspecialisation.Empiricalresultsconfirmtheusefulnessofthegroupriskparitystrategiesinimprovingoutcomesregardingdiversificationofrisksamongclasseswithgoodout-of-sampleperformancewithrespectstothetargetmodels.
简介:recommender系统的众多的应用程序能提供我们理解用户的一个工具。组recommender反映多重用户行为的分析,并且试图向这个组的每个用户提供他们根据用户偏爱包含的事情。当前,大多数存在的组recommenders在用户之中忽略相互作用。在组活动期间,然而,交互偏爱将戏剧性地影响recommenders的成功。当用户的一些未知偏爱被另外的用户部分在这个组影响时,这个问题变得甚至更挑战性。能使用组活动历史信息和recommender的命名掌握(基于交互偏爱的组Recommender)被介绍的一个基于相互作用的方法产生交互偏爱参数的等级以后的反馈机制。评估建议方法的表演,它与在MovieLens数据集上的传统的合作过滤相比。结果关于有效性和精确性为多用户显示GRIPrecommender的优势。
简介:VisegrádGroupisoneofthemostdynamicinternationalorganizationsamongCentralandEasternEuropeancountries.ItsmembersarePoland,theCzechRepublic,SlovakiaandHungary.TradebetweenVisegrádGroupandChinaaccountsforover70%ofthetotaltradebetweenChinaandCentralandEasternEurope(CEE),highlightingthegroup'simportance.
简介:(GB)组买出现了并且在过去的十年演变为各种各样的形式。我们调查GB的一种不同形式,也就是消费者驱动的组买,一些消费者由此形成购买组一起访问店并且为折扣谈判。我们把这些消费者叫作不同于个别地访问店并且付出常规代价的常规消费者的GB消费者。由一个购买组,访问了一家店不得不做一个立即的决定在它的全部服务他们的需求。由它访问的第一家店拒绝了,购买组继续访问另外的店。在提供GB需求以后,店使用留下的股票为常规消费者服务。我们证明GB能是到采用合适的政策作为一台仪器利用它联系消费者的店的享受。店能在大多数情形以比常规价格低的价格提供组需求,但是设法仍然挣稳定的利润。常规消费者的存在在平衡形成上有微妙的效果,由加强在与微弱地做分类价格的消费者与组尺寸增加的GB谈判的店力量。而且,竞争的店能操作在购买组之间的相互作用并且当GB消费者说明市场底的小部分时,一起比一家独占者店挣更高全部的利润,竞争是强烈的。
简介:Inthiswork,wefocusonassessingthegroupeffectoflocalizedcorrosionontheultimatestrengthofthemarinestructuralplatesandstudytheload-deformationbehaviorsofplatesofvariousslendernessanduniaxialcompression.Meanwhile,weinvestigatedifferentcorrodedpatternsfromasinglecircularpitto25circularpitsdistributedovertheplateandcarryouthundredsofnonlinearfiniteelementsimulationsbycombiningthenumber,depth,distributionofpitswithimperfectionsandslendernessofplate.Thedistributionofmultiplepitscausesscatteringofstressconcentrationontheplate,thentheplasticsectionofplatechangeswithwiderdistributionofdamagesimultaneously.Theultimatestrengthariseswhenun-loadingzonecomprisedoftheyieldingstripsandholesextendsacrosstheplate.Itcanbeconcludedthatthecorrodedconditiondefinedasgroupeffectofpitsmanipulatesthedeformationstateandtheloadingcapacityofplateattheultimatestrengthmodethatcoincideswiththeproportionofeffectiveloadingareaandsectionintheprocessofpost-buckling.Tovalidatetheeffectofpitsgroup,weperformthenumericalexperimentsofthepost-bucklingofsteelplatescontainingpitsinarowwithdifferentorientation.
简介:Thespacecraftwithmultistagesolarpanelshavenonlinearcouplingbetweenattitudesofcentralbodyandsolarpanels,especiallytherotationofcentralbodyisconsideredinspace.Thedynamicsmodelisbasedfordynamicsanalysisandcontrol,andthemultistagesolarpanelsmeansthedynamicsmodelingwillbeverycomplex.Inthisresearch,theLiegroupvariationalintegratormethodisintroduced,andthedynamicsmodelofspacecraftwithsolarpanelsthatconnectstogetherbyflexiblejointsisbuilt.Themostobviouscharacterofthismethodisthattheattitudesofcentralbodyandsolarpanelsarealldescribedbythree-dimensionalattitudematrix.Thedynamicsmodelsofspacecraftwithoneandthreesolarpanelsareestablishedandsimulated.ThestudyshowsLiegroupvariationalintegratormethodavoidsparameterscouplingandeffectivelyreducesdifficultyofmodeling.TheobtainedcontinuousdynamicsmodelbasedonLiegroupisasetofordinarydifferentialequationsandequivalentwithtraditionaldynamicsmodelthatoffersabasisforthegeometrycontrol.
简介:Inthisstudy,wenumericallyinvestigatedthenonlinearfocusedwavegroupactiononatruncatedsurface-piercingstructure,anddevelopedatwo-dimensionalfullynonlinearnumericaltankusingthehigher-orderboundaryelementmethod.WedeterminedtheamplitudeofthewavecomponentsofthefocusedwavegroupbasedontheJONSWAPwavespectrum.Wediscusstheeffectsofthepresenceofasurface-piercingstructureonthecharacteristicsofthefocusedwavegroupandfindthatthelocationofthestructuredoesnotevidentlychangethefocallocationorfocaltimeofthefocusedwavegroup.Thelargestamplitudesoftherun-upandhorizontalforceonthestructureoccurwhenthefrontsurfaceofthestructureisatthefocallocation.Thecriticaldraughtandbreadthofthestructureoccurwhenthewaverun-upreachesitsmaximumalongthestructure.
简介:Uncertainandhesitantinformation,widelyexistinginthereal-worldqualitativedecisionmakingproblems,bringsgreatchallengestodecisionmakers.Hesitantfuzzylinguistictermsets(HFLTSs),aneffectivelinguisticcomputationaltoolinmodelingandelicitingsuchinformation,havehencearousedmanyscholars’interestsandsomeextensionshavebeenintroducedrecently.However,thesemethodsarebasedonthediscretelinguistictermframeworkwiththelimitedexpressiondomain,whichactuallydepictqualitativeinformationusingseveralsinglevalues.Therefore,itishardtoensuretheintegrityofthesemanticsrepresentationandtheaccuracyofthecomputationresults.Todealwiththisproblem,asemanticsbasisframeworkcalledcompletelinguistictermset(CLTS)isdesigned,whichadoptsaseparationstructureoflinguisticscaleandexpressiondomain,enrichingsemanticsrepresentationofdecisionmakers.Onthisbasistheconceptoffuzzyintervallinguisticsets(FILSs)isputforwardthatemploystheintervallinguistictermwithprobabilitytoincreasetheflexibilityofelicitingandrepresentinguncertainandhesitantqualitativeinformation.Forpracticalapplications,afuzzyintervallinguistictechniquefororderpreferencebysimilaritytoidealsolution(FILTOPSIS)methodisdevelopedtodealwithmulti-attributegroupdecisionmaking(MAGDM)problems.Throughthecasesofmovieandenterpriseresourceplanning(ERP)systemselection,theeffectivenessandvalidityoftheproposedmethodareillustrated.