排序方式： 共有3条查询结果，搜索用时 0 毫秒
1
1.
贝叶斯网络在股指期货风险预警中的应用 总被引：8，自引：0，他引：8
股指期货作为一种新兴的重要的金融衍生工具，在为套期保值者规避和转移风险的同时，也为市场管理者和其他投资者带来了风险，文章通过分析股指期货风险的特征，提出了股指期货风险的防范与管理的措施，充分证明贝叶斯网络是识别和预测股指期货风险的有效工具。 相似文献
2.
Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a p0 -function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard as- sumptions. 相似文献
3.
In this paper, a discriminative structured dictionary learning algorithm is presented. To enhance the dictionary’s discriminative power, the reconstruction error, classification error and inhomogeneous representation error are integrated into the objective function. The proposed approach learns a single structured dictionary and a linear classifier jointly. The learned dictionary encourages the samples from the same class to have similar sparse codes, and the samples from different classes to have dissimilar sparse codes. The solution to the objective function is achieved by employing a feature-sign search algorithm and Lagrange dual method. Experimental results on three public databases demonstrate that the proposed approach outperforms several recently proposed dictionary learning techniques for classification. 相似文献
1