摘要：
In this paper we investigate the carbon dioxide emission trends of China’s agricultural product proceeding industry from 1995 to 2011 with index decomposition analysis. The results show that carbon em
摘要：
2014年美国联邦社会保险（The Federal Old -aged and Survivors Insurance and Federal Disability Insurance，OASDI）信托基金年度报告比往年来得更晚一些，法定在4月1日发布的报告直到7月28日才发布，这已经是奥巴马政府时期的第5次爽约。实际上奥巴马政府时期美国的OASDl年度报告从来就没有准时过，推迟发布已经成为其习惯（最晚的2010年度报告到8月5日才发布）。
会议主办单位：
F University<&wdkj&>Jimei University<&wdkj&>Northwest A&<&wdkj&>amp<&wdkj&>Scientific Research Publishing and Engineering Information Institute<&wdkj&>University of Science and Technology of China<&wdkj&>Wuhan University
会议论文集名称：
Proceedings of Conference on Web Based Business Management(WBM 2012)
摘要：
The proposed vehicle information management system based on Struts architecture is designed for the management of stock, customer, and financial information for used vehicle dealerships. Struts architecture and UML extension mechanism are applied to provide a safe and efficient MVC framework, to reduce the complexity of authorization management, to enhance the system stability, to realize the entire sales data sharing, and to support the security tactics of port in more flexible way. The product not only tracks and reports all information relevant to vehicle acquisition, preparation of vehicle for sale and disposal of vehicle but also provides management information regarding customers, suppliers, salesman, and vehicle financing arrangements.
期刊：
International Conference on Wireless and Mobile Computing, Networking and Communications,2008年:1-6 ISSN：2161-9646
通讯作者：
Gao, Quansheng
作者机构：
[Gao, Quansheng] Wuhan Polytech Univ, Dept Math & Phys, Wuhan, Peoples R China.
通讯机构：
[Gao, Quansheng] W;Wuhan Polytech Univ, Dept Math & Phys, Wuhan, Peoples R China.
会议名称：
2008 4th International Conference on Wireless Communications, Networking and Mobile Computing
会议时间：
October 2008
会议地点：
Dalian, China
会议论文集名称：
2008 4th International Conference on Wireless Communications, Networking and Mobile Computing
关键词：
coherent risk measure;importance sampling;ranking and selection
摘要：
Importance sampling is always used to modify the probabilities for rare event occurrences that govern the outcomes of the simulation in a way that allows for low probability events to occur more frequently. In this paper, importance sampling is applied to accelerate the simulation for coherent risk measure based on generalized rare scenarios. Firstly, we show how to combine importance sampling with ranking and selection method provided by Lesnevski, Nalson and Staum to accelerate simulation coherent risk measure directly. Secondly, recursive Robbins-Monro type algorithm is introduced to estimate the parameters of optimal sampling distributions. Finally, computational efficiency of simulated confidence intervals for coherent risk measure is discussed under three simulation settings: Asian call option, Asian options on partial average, down-and-in barrier call option.
摘要：
The objective of this paper is to study the effect of efficient importance sampling (EIS) techniques on simulating the distribution-invariant convex risk measures: utility-based shortfall risk measures (USR). We firstly introduce EIS to simulate USR based on nonlinear Generalized Least Squares and demonstrate how to choose a candidate density in the context of multi-normal distributions. After presenting the construction of our algorithm, we apply our efficient scheme for calculating Entropic risk measure under the setting of the mixed Poisson model of CreditRisk
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. We furthermore make an improvement for EIS so that we can calculate USR with piecewise polynomial function loss functions. Finally, the method is applied to an example to demonstrate its performance and flexibility.
期刊：
PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON RISK AND RELIABILITY MANAGEMENT, VOLS I AND II,2008年:15-20
作者机构：
[Chen, Gao-bo; Gao, Quansheng] Wuhan Polytech Univ, Dept Math & Phys, Wuhan 430023, Peoples R China.
会议名称：
2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)
会议时间：
2008-11-10
会议地点：
北京
会议论文集名称：
2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)论文集
关键词：
centered moment of order p;efficient importance sampling;option pricing
摘要：
The optimal parameters of candidate measures established by importance sampling are usually obtained by minimizing the quadratic criterion. Efficient importance sampling (EIS) implements such quadratic criterion by a generic procedure known as generalized least squares or its modification as weighted least squares. Firstly, EIS is extended by changing the optimal criterion from quadratic criterion to p-order (P >= 1) relative centered moment criterion. Secondly, two methods are developed to get the optimal parameters of candidate measures. The first one is also solving a weighted least squares problem with different weights from those of the naive EIS. The second one is solving a p-norm optimal problem. Finally, the proposed efficient important sampling with p-order relative centered moment minimization method (p-EIS) is used for pricing options and comparing its performance to some other alternative IS strategies. Simulation experiment is specialized to Gaussian kernel setting, showing that if a non-quadratic centered moment is used in the optimality criterion, different performance results are obtained.
期刊：
2008 INTERNATIONAL SEMINAR ON FUTURE INFORMATION TECHNOLOGY AND MANAGEMENT ENGINEERING, PROCEEDINGS,2008年:608-611
作者机构：
[Chen Xin; Gao Quan-sheng] Wuhan Polytech Univ, Dept Math & Phys, Wuhan 430023, Peoples R China.
会议名称：
2008 International Seminar on Future Information Technology and Management Engineering
会议时间：
November 2008
会议地点：
Leicestershire, UK
会议论文集名称：
2008 International Seminar on Future Information Technology and Management Engineering
摘要：
The optimal parameters of candidate measures established by importance sampling are usually obtained by minimizing the quadratic criterion. To begin with, in this paper a scheme is developed for finding the alternative measure that is optimal in the sense that the p-order relative moment is minimized. Secondly, a necessary and sufficient condition for asymptotic efficiency of the optimal change of drift is demonstrated. Lastly, the change of drift is selected through Robbins-Monro type algorithm. When pricing options via Monte Carlo simulations, several numerical examples contrasting different p values that illustrate the efficiency of the proposed method are also included, as well as an interpretation of their different performances in terms of strike prices.
