The platform scheduling problem in battlefield is one of the important problems in military operational research.It needs to minimize mission completing time and meanwhile maximize the mission completing accuracy with...The platform scheduling problem in battlefield is one of the important problems in military operational research.It needs to minimize mission completing time and meanwhile maximize the mission completing accuracy with a limited number of platforms.Though the traditional certain models obtain some good results,uncertain model is still needed to be introduced since the battlefield environment is complex and unstable.An uncertain model is prposed for the platform scheduling problem.Related parameters in this model are set to be fuzzy or stochastic.Due to the inherent disadvantage of the solving methods for traditional models,a new method is proposed to solve the uncertain model.Finally,the practicability and availability of the proposed method are demonstrated with a case of joint campaign.展开更多
A股纳入摩根斯坦利国际资本(Morgan Stanley Capital International,MSCI)新兴市场指数(入摩)是中国证券市场国际化的重大事件。研究这一事件的影响对日后持续推进我国资本市场的对外开放、制度创新有重要的现实意义。本文提出改进的事...A股纳入摩根斯坦利国际资本(Morgan Stanley Capital International,MSCI)新兴市场指数(入摩)是中国证券市场国际化的重大事件。研究这一事件的影响对日后持续推进我国资本市场的对外开放、制度创新有重要的现实意义。本文提出改进的事件研究法来客观地捕捉A股“入摩”及其首次扩容的事件窗口,进而划分事件影响的前后时间区间。随后,利用带格兰杰因果关系检验的多元随机波动(Grangercausality-Multiple Stochastic Volatility,GC-MSV)模型及条件自回归极差(Conditional Autoregressive Range,CARR)模型对A股“入摩”事件下内地与中国香港股市间的波动溢出关系进行研究。实证分析结果表明,内地与中国香港股市之间存在双向的波动溢出效应;首次纳入时的事件窗口较首次扩容的事件窗口持续时间更长,市场在首次纳入时反应更为强烈;在不同风险水平下,两市场间的波动溢出概率得到提高且逐渐趋于稳定;尤其在市场的低波动时期,内地股市对风险的敏感度显著提高;A股“入摩”使得内地股市对中国香港股市的波动溢出效应逐渐增强,两个市场之间的影响逐步趋同。展开更多
基金supported by the National Natural Science Foundation of China(61573017)
文摘The platform scheduling problem in battlefield is one of the important problems in military operational research.It needs to minimize mission completing time and meanwhile maximize the mission completing accuracy with a limited number of platforms.Though the traditional certain models obtain some good results,uncertain model is still needed to be introduced since the battlefield environment is complex and unstable.An uncertain model is prposed for the platform scheduling problem.Related parameters in this model are set to be fuzzy or stochastic.Due to the inherent disadvantage of the solving methods for traditional models,a new method is proposed to solve the uncertain model.Finally,the practicability and availability of the proposed method are demonstrated with a case of joint campaign.
文摘A股纳入摩根斯坦利国际资本(Morgan Stanley Capital International,MSCI)新兴市场指数(入摩)是中国证券市场国际化的重大事件。研究这一事件的影响对日后持续推进我国资本市场的对外开放、制度创新有重要的现实意义。本文提出改进的事件研究法来客观地捕捉A股“入摩”及其首次扩容的事件窗口,进而划分事件影响的前后时间区间。随后,利用带格兰杰因果关系检验的多元随机波动(Grangercausality-Multiple Stochastic Volatility,GC-MSV)模型及条件自回归极差(Conditional Autoregressive Range,CARR)模型对A股“入摩”事件下内地与中国香港股市间的波动溢出关系进行研究。实证分析结果表明,内地与中国香港股市之间存在双向的波动溢出效应;首次纳入时的事件窗口较首次扩容的事件窗口持续时间更长,市场在首次纳入时反应更为强烈;在不同风险水平下,两市场间的波动溢出概率得到提高且逐渐趋于稳定;尤其在市场的低波动时期,内地股市对风险的敏感度显著提高;A股“入摩”使得内地股市对中国香港股市的波动溢出效应逐渐增强,两个市场之间的影响逐步趋同。
