The authors looked upon it as real options and applied the VaR(Value at Risk) method to the evaluation of its risk value based on the analysis of R & D project investment characteristics,and advanced the evaluatio...The authors looked upon it as real options and applied the VaR(Value at Risk) method to the evaluation of its risk value based on the analysis of R & D project investment characteristics,and advanced the evaluation model of the project’s return and risk according to financial theories.This paper expounded the two dimension evaluation model of project,and divided it into five decision making regions.展开更多
Properties of fractional Brownian motions （fBms） have been investigated by researchers in different fields, e.g. statistics, hydrology, biology, finance, and public transportation, which has helped us better underst...Properties of fractional Brownian motions （fBms） have been investigated by researchers in different fields, e.g. statistics, hydrology, biology, finance, and public transportation, which has helped us better understand many complex time series observed in nature [1-4]. The Hurst exponent H （0 〈 H 〈 1） is the most important parameter characterizing any given time series F（t）, where t represents the time steps, and the fractal dimension D is determined via the relation D = 2 - H.展开更多
We consider the preservation property of the homomorphism and tensor product functors for quasi-isomorphisms and equivalences of complexes. Let X and Y be two classes of R-modules with Ext〉I（X,Y） = 0 for each objec...We consider the preservation property of the homomorphism and tensor product functors for quasi-isomorphisms and equivalences of complexes. Let X and Y be two classes of R-modules with Ext〉I（X,Y） = 0 for each object X ∈ X and each object Y ∈ Y. We show that if A,B ∈ C^（R） are X-complexes and U, V ∈ Cr（R） are Y-complexes, then U V Hom（A, U） Hom（A, Y）; A B Hom（B, U） Hom（A, U）. As an application, we give a sufficient condition for the Hom evaluation morphism being invertible.展开更多
文摘The authors looked upon it as real options and applied the VaR(Value at Risk) method to the evaluation of its risk value based on the analysis of R & D project investment characteristics,and advanced the evaluation model of the project’s return and risk according to financial theories.This paper expounded the two dimension evaluation model of project,and divided it into five decision making regions.
基金partially supported by the National Natural Science Foundation of China(Grant Nos.11173064,11233001,11233008,and U1531131)the Strategic Priority Research Program,the Emergence of Cosmological Structures of the Chinese Academy of Sciences(Grant No.XDB09000000)
文摘Properties of fractional Brownian motions （fBms） have been investigated by researchers in different fields, e.g. statistics, hydrology, biology, finance, and public transportation, which has helped us better understand many complex time series observed in nature [1-4]. The Hurst exponent H （0 〈 H 〈 1） is the most important parameter characterizing any given time series F（t）, where t represents the time steps, and the fractal dimension D is determined via the relation D = 2 - H.
基金Supported by National Natural Science Foundation of China (Grant No. 10961021)Program of Science and Technique of Gansu Province (Grant No. 1010RJZA025)
文摘We consider the preservation property of the homomorphism and tensor product functors for quasi-isomorphisms and equivalences of complexes. Let X and Y be two classes of R-modules with Ext〉I（X,Y） = 0 for each object X ∈ X and each object Y ∈ Y. We show that if A,B ∈ C^（R） are X-complexes and U, V ∈ Cr（R） are Y-complexes, then U V Hom（A, U） Hom（A, Y）; A B Hom（B, U） Hom（A, U）. As an application, we give a sufficient condition for the Hom evaluation morphism being invertible.
