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周宗放, 唐小我
管理工程学报,2001(4):1-6,-0001,():
-1年11月30日
任何投资者都希望在投资中获取大的回报,但较大的回报通常伴随着较大的风险。为了分散风险或减少风险,投资组合是一种常用的投资技术。本文提出一种新的投资组合方法,可以同时概括投资项目的多种预测结果和多位投资专家的观点,在综合多方面投资建议的基础上,制定投资方案。
投资组合, MC2线性规划, MECI问题, 有效权重
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周宗放, 唐小我, 牟太勇
系统工程理论与实践,2004,11(11):9-14,-0001,():
-1年11月30日
就客户信用评估问题进行研究,引入信用指标空间和复合信用评估函数的概念,从理论上讨论了信用指标的序关系和信用指标空间的优势结构,并给出基于理想信用评估价值的评估优化模型和应用示例,从而给出客户信用评估过程的数学描述。
信用指标空间, 序关系, 优势结构, 复合信用评估函数
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55浏览
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【期刊论文】The Variable Weighted Functions of Combined Forecasting
周宗放, XIAOWO TANG AND ZONGFANG ZHOU, YONG SHI*
Computers and Mathematics with Applications 45(2003)723-730,-0001,():
-1年11月30日
In this paper, we describe a mathematical framework to determine the weighted functions in variable weight combined forecasting (VWCF) problems with continuous variable weights. Due to the polynomial approdmation theorem and matrix analysis, the general formula of the variable weighted functions wi(t) in the VWCF problems is obtained. We put forward the optimal weighted matris and get the optimal weights by minimizing errors square sum J at any given times.
Variable weighted functions, Combined forecasting, Minimal errors square sum, Optimal combined weighted matrix.,
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【期刊论文】The Error Bounds of Combined Forecasting
周宗放, XIAOWO TANG AND ZONGFANG ZHOU, YONG SHI
Mathematical and Computer Modelling 36(2002)997-1005,-0001,():
-1年11月30日
In this paper, we describe a mathematical framework of estimating the er-ror bounds of optimal combined forecasting (OCF) and the super-bound of nonoptimal combined forecasting errors. We also determine the existent interval [x,i,/n, X,,, /n] of the minimal errors square sum J of optimal combined forecasting. Furthermore, we give the relationships between the errors of the general combined forecasting method (including the simple average method) and the errors of each forecasting model in the combination by mathematics analysis.
Errors square sum, Optimal combined forecasting (, OCF), , Errors bounds, Simple average method, General combined forecasting
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【期刊论文】An ODE Method of Solving Nonlinear Programming
周宗放, ZONGFANG ZHOU, Y. SHI
Computers Math. Applic. Vol. 34, No.1, pp. 97-102, 1997,-0001,():
-1年11月30日
This paper proposes a new method to solve general constrained optimization problem. The problem of finding the local optimal points of a nonlinear programming problem with equality and inequality constraints is considered by solving the ODE (i.e., ordinary differential equation) with an appropriate numerical procedure. Moreover, the rate of convergence to optimal points is quadratic. Some numerical result is given to show the efficiency of the proposed method.
Constrained optimization, ODE, Local optimal points
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