弱有效
- 网络weak Efficiency;weakly efficient;Weak Form Efficiency;Weak form efficient
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为验证国际干散货航运市场的弱有效性,对波罗的海运价指数(BDI)进行了波动性分析和随机游走检验。
In order to verify the weak efficiency properties of international dry bulk shipping market , volatility of the BDI was analyzed and the random walk hypothesis was tested .
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弱有效意义下集值函数松弛型鞍点最优性条件
The Saddle Point Optimality Conditions of Set-Valued Functions with Weak Efficiency
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具有Fuzzy约束的多目标规划的σ-有效解和α-弱有效解
α - efficient solutions and α - weak efficient solutions in multiobjective programming with fuzzy constraints
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中国股市ST板块弱有效性检验
The Weak Validity Test of ST Portfolio in Chinese Stock Market
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DEA弱有效决策单元判断及排序的新方法
New Methods for Identifying and Ranking Weakly Efficient DMUs in DEA
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本文讨论了FUZZY点和有效点、弱有效点的关系,给出了有关定理及其证明。
The relationship between fuzzy point and efficient point ( or weak efficient point ) is discussed , and some relative theorems and proofs are given .
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Banach空间中几类向量最优化问题的弱有效解
Weak Efficient Solutions for Some Kinds of Vectorial Optimization Problems in Banach Spaces
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Pareto弱有效集的性质探讨
Study on the Properties of Pareto Weak Efficient Sets
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本文介绍了市场弱有效性检验方法,并对中国沪深股市的ST板块和股指做了实证检验。
This paper introduces the weak validity test , and makes some empirical tests on the ST portfolio in Chinese stock market and some stock indices .
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我们得到沪深指数和沪深ST板块的组合符合市场弱有效性,而有些个别ST股票未能通过检验。
We get the results that the stock indices and portfolio of ST pass the test , but some ST stocks can 't pass the test .
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证明了当可行集X为紧凸集,目标函数f在X上锥连续锥拟凹时,其弱有效解集是连通的,在一定的意义下,改进了文献[1]中的结果。
It is show that the set of weakly efficient solutions is connected when the feasible set X is compact and the objective function f is cone - continuous and cone - quasiconcave .
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弱有效意义下向量集值优化的Kuhn-Tucker条件与对偶
Kuhn-Tucker Condition and Duality of Set-valued Optimization
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基于低P/E、P/B、P/C策略的投资组合可以取的超额收益,P/E策略效果最为显著,说明我国股票市场仍然是弱有效市场。
The investment portfolios based on " P / E ", " P / B " and " P / C " strategies can get extra return . The " P / E " strategy is of the most significance , that means the sub-efficiency of Chinese stock market .
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据此,借助于点集映射的上半连续性,本文给出了集合的Pareto有效点集和Pareto弱有效点集的另一形式的连通性结果。
This paper disproves the conclusion by a counterexample , and with the help of the concept of upper-semicontinuity , proves the connectedness of efficient point set and weak efficient point set of the set .
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本文在局部凸拓扑向量空间中对集值函数向量优化的锥弱有效解给出了FRITZJOHN型和Kuhn-Tacker型必要条件,同时还给出了它的充分条件。
In this paper , we establish the Fritz John and Kuhn-Tacker type necessary condition and sufficient condition for cone weak efficient solution of vector optimization of set - valued funtions in locally convex topological vector spaces .
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通过求解相应的多目标规划问题(VP),得到了多目标规划(VP)的Pareto弱有效解与评价减少了输出的决策单元的规划问题的最优值之间的一些相关性质。
By solving the relevant multi-object programming ( VP ), some correlative qualities between the weak Pareto efficient solution of ( VP ) and the optimal value of the programming evaluating the DMU with reducing of output are obtained .
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最后,在线性空间中,定义了向量Fritz-John鞍点和向量Kuhn-Tucker鞍点,讨论了它们与带广义不等式约束的向量极值问题的弱有效解之间的关系;
Finally , in linear space , the concepts of vector Fritz-John saddle point and vector Kuhn-Tucker saddle point are defined , the relations among them and weak efficient solution of vector extremum problems with generalized inequality constraint are discussed .
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此外,当扰动变量形成Baire空间时,分别证明了在Baire分类意义下变量扰动和序扰动的联合锥弱有效解集在连续意义下的稳定性。
In addition , this paper also proved that the joint cone weakly efficient solution sets are stable in the sense of continuance with ( respect ) to the variable perturbation and order perturbation respectively on the contents of Baire category when the perturbation variables form Baire space .
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研究多目标凸向量最优化问题在Gateaux可微条件下弱有效解的特征,并讨论一类非凸向量最优化问题弱有效解及与一变分不等式的等价性,给出了解的存在性。
This paper deals with the characteristics of weakly efficiency solutions of multiobjective convex vector optimization problems under the condition of Gateaux differentiability in a topological vector space . It also discusses the solutions of nonconvex vector optimization problems , and gives its existence theorem .
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弱有效解、弱鞍点与标量鞍点
Weak Efficient Solutions , Weak Saddle Points and Scalar Saddle Points
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集合函数多目标规划弱有效解的二阶必要条件
Second Order Necessary Optimality Conditions for Multiobjective Programming with Set Functions
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有效点、弱有效点的必要性条件
Necessary Conditions of Efficient and Weak Efficient Points in Multiobjective Programming
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非凸非光滑向量优化弱有效解的充分条件
Sufficient conditions of weak Pareto-optimal solution for nonconvex nonsmooth vector optimization
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关于局部弱有效解必要条件的一个注记
A Remark on Necessary Conditions for a Local Weakly Efficient Solution
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股市弱有效性与股票期权约定价格的修正
Weak Efficiency of Stock Market and Modification of Fixed Exercise Price
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有效点、弱有效点和真有效点的锥刻画
Cone characterizations about pareto , weak and proper efficient points
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关于弱有效点集的稳定性的注解
A Remark on Stability of Weak-efficient Point-set under Perturbation of Domination Cones
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求一类多目标规划弱有效解的极大熵算法
A Maximum Entropy Algorithm for Finding Weak Efficient Solutions to Multiobjective Problems
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市场操纵与证券市场弱有效性检验
Market Manipulation and Its Means for the Test of EMH
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弱有效集上凹函数极大问题的分枝定界算法
A branch and bound algorithm for solving maximizing a concave function over weakly-efficient