为系统解决硬度自动化检测系统的测量系统分析(Measurement System Analysis, MSA)应用难题,阐述了其MSA的特殊性,指出传统重复性与再现性(Gage Repeatability and Reproducibility, GR&R)方法在变异源识别与实验设计上的局限性。...为系统解决硬度自动化检测系统的测量系统分析(Measurement System Analysis, MSA)应用难题,阐述了其MSA的特殊性,指出传统重复性与再现性(Gage Repeatability and Reproducibility, GR&R)方法在变异源识别与实验设计上的局限性。在此基础上,提出一种“过程解耦-混合GR&R”实验策略,将硬度检测流程解耦为压痕生成(破坏性)与压痕测量(非破坏性)2个子过程,分别采用嵌套设计与交叉设计进行变异源分离与量化。通过构建双检测单元自动化平台,开展系统的MSA实验,运用方差分析法评估设备重复性、再现性及交互作用的影响。研究结果表明:所提出的方法能有效识别主导变异源,为硬度自动化检测系统的性能评估与优化提供了可行的分析框架,具有较强的工程适用性与推广价值。展开更多
Index tracking is known to be a passive portfolio management strategy by replicating the performance of a real or virtual index.However,the full replication,which considers all the asserts consisted of the index,often...Index tracking is known to be a passive portfolio management strategy by replicating the performance of a real or virtual index.However,the full replication,which considers all the asserts consisted of the index,often suffers from small and illiquid positions and large transaction costs.Thus,it is preferred to purchase sparse portfolios.Besides,existing literature pointed out the phenomenon of the co-movement in assert returns,indicating that the index tracking problems possibly contain group structures together with sparsity.Based on the consideration of the grouping effects and sparsity in index tracking problems,this paper proposes a grouping sparse index tracking model with nonnegative restrictions.We derive a modified version of coordinate decent algorithm for solving the model.The asymptotic properties are also discussed in detail.To show the efficiency of the model,we apply it into the constrained index tracking problem in Shanghai stock market,i.e.tracking SSE 50 Index.By selecting about 10 stocks,the result shows that nonnegative group lasso outperforms nonnegative lasso in assert allocation.展开更多
This paper investigates ruin,capital injection,and dividends for a two-dimensional risk model.The model posits that surplus levels of insurance companies are governed by a perturbed composite Poisson risk model.This m...This paper investigates ruin,capital injection,and dividends for a two-dimensional risk model.The model posits that surplus levels of insurance companies are governed by a perturbed composite Poisson risk model.This model introduces a dependence between the two surplus levels,present in both the associated perturbations and the claims resulting from common shocks.Critical levels of capital injection and dividends are established for each of the two risks.The surplus levels are observed discretely at fixed intervals,guiding decisions on capital injection,dividends,and ruin at these junctures.This study employs a two-dimensional Fourier cosine series expansion method to approximate the finite time expected discounted operating cost until ruin.The ensuing approximation error is also quantified.The validity and accuracy of the method are corroborated through numerical examples.Furthermore,the research delves into the optimal capital allocation problem.展开更多
文摘为系统解决硬度自动化检测系统的测量系统分析(Measurement System Analysis, MSA)应用难题,阐述了其MSA的特殊性,指出传统重复性与再现性(Gage Repeatability and Reproducibility, GR&R)方法在变异源识别与实验设计上的局限性。在此基础上,提出一种“过程解耦-混合GR&R”实验策略,将硬度检测流程解耦为压痕生成(破坏性)与压痕测量(非破坏性)2个子过程,分别采用嵌套设计与交叉设计进行变异源分离与量化。通过构建双检测单元自动化平台,开展系统的MSA实验,运用方差分析法评估设备重复性、再现性及交互作用的影响。研究结果表明:所提出的方法能有效识别主导变异源,为硬度自动化检测系统的性能评估与优化提供了可行的分析框架,具有较强的工程适用性与推广价值。
基金supported by the Science and Technology Research Program of Chongqing Municipal Education Commission(Grant No.KJQN202400514)the Foundation Project of Chongqing Normal University(Grand No.23XLB020)+1 种基金partly supported by Chongqing Social Science Planning Doctoral Program(Grant No.2022BS064)the Science and Technology Research Program of Chongqing Municipal Education Commission(Grant No.KJQN202301541)。
文摘Index tracking is known to be a passive portfolio management strategy by replicating the performance of a real or virtual index.However,the full replication,which considers all the asserts consisted of the index,often suffers from small and illiquid positions and large transaction costs.Thus,it is preferred to purchase sparse portfolios.Besides,existing literature pointed out the phenomenon of the co-movement in assert returns,indicating that the index tracking problems possibly contain group structures together with sparsity.Based on the consideration of the grouping effects and sparsity in index tracking problems,this paper proposes a grouping sparse index tracking model with nonnegative restrictions.We derive a modified version of coordinate decent algorithm for solving the model.The asymptotic properties are also discussed in detail.To show the efficiency of the model,we apply it into the constrained index tracking problem in Shanghai stock market,i.e.tracking SSE 50 Index.By selecting about 10 stocks,the result shows that nonnegative group lasso outperforms nonnegative lasso in assert allocation.
基金supported by the Shihezi University High-Level Talents Research Startup Project(Project No.RCZK202521)the National Natural Science Foundation of China(Grant Nos.12271066,11871121,12171405)+1 种基金the Chongqing Natural Science Foundation Joint Fund for Innovation and Development Project(Project No.CSTB2024NSCQLZX0085)the Chongqing Normal University Foundation(Grant No.23XLB018).
文摘This paper investigates ruin,capital injection,and dividends for a two-dimensional risk model.The model posits that surplus levels of insurance companies are governed by a perturbed composite Poisson risk model.This model introduces a dependence between the two surplus levels,present in both the associated perturbations and the claims resulting from common shocks.Critical levels of capital injection and dividends are established for each of the two risks.The surplus levels are observed discretely at fixed intervals,guiding decisions on capital injection,dividends,and ruin at these junctures.This study employs a two-dimensional Fourier cosine series expansion method to approximate the finite time expected discounted operating cost until ruin.The ensuing approximation error is also quantified.The validity and accuracy of the method are corroborated through numerical examples.Furthermore,the research delves into the optimal capital allocation problem.
