On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

基于深度学习的网络安全预见路径研究

当前,我国正处在由网络大国向网络强国转变的关键时期,网络安全威胁不容小觑。以深度学习为代表的人工智能技术在网络安全领域的应用价值日益凸显,着眼基于深度学习的网络安全预见路径和价值趋向研究,能够从方法论层面有效提高抵御网络安全威胁的主动性和针对性,实现由"被动防御"向"主动预见"的网络安全战略升级转型。文章探讨相关概念内涵,提出"数据预判—技术预测—战略预见"的网络安全预见逻辑路径,并对深度学习技术在网络安全预见领域的应用前景进行探讨,从技术的融合渗透、开源共享、要素协同治理等方面阐释了网络安全预见的价值趋向,通过理论分析论证深度学习技术对提升网络安全预见力的重要作用。     

A network reformulation of an electric utility expansion planning model

We reformulate a multiperiod capacity expansion model of electric utilities as a network model. We show how to reconstruct the dual solution of the original mathematical program from the network model solution. To formulate the network model, we use information about the properties of the optimal solution of the mathematical program to reduce the number of constraints. The remaining constraints are then readily converted into network constraints. © 1993 John Wiley & Sons. Inc.     

中国特色国防研究30年·国防法制篇

我同的围防法制研究,与军事法制的研究基本是同义的。虽然在实践中和理论上,军事法制概念要比国防法制概念使用得更多,国防法制却是其主体和核心部分。改革开放以来中同特色国防法制研究的发展全貌,则系统地包含在了30年来的中国特色军事法制研究进程之中。     

论神圣军魂

坚持党对军队的绝对领导,是马克思主义建军学说的首要问题,是我军永远不变的神圣军魂。我军的军魂是在长期革命斗争和人民军队建设实践中铸就的,是历史经验的总结和建军治军规律的正确反映。铸牢军魂,要科学地把握神圣军魂的理论依据,历史地把握神圣军魂的实践基础,现实地把握神圣军魂的思想保证和人才诉求,坚持不懈地用中国化的马克思主义最新成果武装全军,保证枪杆子牢牢掌握在忠于党的人手里。     

试论我军跨越式发展30年思想政治建设的历史经验

改革开放以来,在我军跨越式发展的历史进程中,思想政治建设发挥了巨大的作用,积累了丰富的经验,主要包括：坚持党对军队的绝对领导是推进军队跨越式发展的根本保证;坚持把思想政治建设放在一切工作的首位,是推进军队跨越式发展的必要前提;坚持思想政治建设的战斗力标准,是推进军队跨越式发展的基本途径,开创了我军思想政治建设的新境界。     

在新的历史起点上推进军队哲学社会科学繁荣发展

繁荣发展军队哲学社会科学,必须体现和突出社会主义核心价值体系;始终坚持"二为"方向和"双百"方针;切实把学风建设摆上重要议事日程。     

Determination of suppliers' optimal quantity discount schedules with heterogeneous buyers

Although the quantity discount problem has been extensively studied in the realm of a single supplier and a single buyer, it is not well understood when a supplier has many different buyers. This paper presents an analysis of a supplier's quantity discount decision when there are many buyers with different demand and cost structures. A common discrete all‐unit quantity discount schedule with many break points is used. After formulating the model, we first analyze buyers' responses to a general discrete quantity discount schedule. This analysis establishes a framework for a supplier to formulate his quantity discount decision. Under this framework, the supplier's optimal quantity discount schedule can be formulated and solved by a simple non‐linear programming model. The applicability of the model is discussed with an application for a large U.S. distribution network. © 2002 John Wiley & Sons, Inc. Naval Research Logistics, 49: 46–59, 2002; DOI 10.1002/nav.1052     

C2系统仿真及评价研究进展

以网络中心战价值链的分析为核心,对指挥控制系统的地位特点及仿真与评价的必要性进行了论证,在此基础上,从"忽略或淡化"、人在回路中、专家系统、基于Agent的方法及基于Swarm的方法5个角度对智能行为建模领域的研究进展进行了分析,同时从"基于能力"及"基于优势"两个视野对指挥控制系统指标体系的构建方法及相应架构进行了剖析.     

基于递归神经网络的C3I系统故障预报系统

阐述了C3I系统故障预测系统的设计要求,分析了带有偏差单元的递归神经网络的相关原理,建立了C3I系统故障的神经网络预测模型并提出了相应的训练算法.提出了把神经网络、预测理论和专家系统有机地结合起来建立故障预报系统的初步设想.并以防空C3I系统的典型故障为例,实现了故障的预测.预测结果证明,给出的神经网络预测模型和训练算法是可行的,且具有较高的精度.