共查询到20条相似文献，搜索用时 93 毫秒
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主要讨论了 Cox-Ross-Rubinstein (CRR) 模型和广义的CRR模型,并研究了如何基于CRR模型和广义的CRR模型利用Monte Carlo模拟计算资产价格以及期权价值. 相似文献
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主要研究了随机对数线性(SLL)模型以及如何基于SLL模型计算欧式期权平均收益.此外,还演绎了资产价格的Monte Carlo模拟. 相似文献
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随着倒向随机微分方程理论的不断发展和完善,其在数理金融中的应用越来越广泛,随机控制也逐渐成为研究投资组合风险管理问题的重要方法.本文侧重于展示基于不完备信息的随机控制方法在研究期权定价、均值-方差、期望效用最大化这三类投资组合问题中的简单应用. 相似文献
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主要研究了Black-Scholes模型.与Black-Scholes期权定价公式相比,将再次强调和证实利用R软件Monte Carlo模拟的强大作用. 相似文献
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Apriori算法是数据挖掘中较为经典的一种算法,本文详细介绍了该算法的相关概念、推导及其编程算法,并与相关的其它算法进行比较,同时还介绍了几种Apriori的优化算法。 相似文献
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随着物联网、云计算技术的飞速发展,大数据及其相关科学成为学术界和工业界关注的热点.本文从范式理论的角度对大数据科学进行剖析,阐述大数据研究与传统研究的联系与区别;从机器学习的视角出发,分析了大数据带来的三大主要挑战及其背后的科学问题.此外,本文介绍了第四范式视角下进行大数据科学研究的洞察力,以及其所具有的积极意义;最后总结并展望未来大数据科学面临的挑战. 相似文献
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区域水资源优化配置多目标模型求解的Matlab与Excel集成实现 总被引：2，自引：1，他引：1
以商丘市19952005年的小麦白粉病发病面积、地面气象资料和大气环流特征量为依据,利用相关系数法进行因子普查,筛选出了影响商丘市小麦白粉病发生和流行的主要地面气象因子和大气环流特征因子及其关键时段,并利用多元线性回归方法建立了数学预测模型,模型历史拟合准确率为95.2%.利用该预测模式在2006年和2007年对商丘市白粉病发病面积进行预测,预报精度分别为93.1%和90.2%. 相似文献
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输电线路导线覆冰数学物理模型分析 总被引：1，自引：0，他引：1
系统回顾了近年来国内外有关输电线路导线覆冰的数学物理模型,介绍了各模型的物理假设,数学建模及参数化过程.并着重分析了各个模型的建模理念,提出了这些模型在研究导线覆冰机制和对覆冰做出预测时的优点与局限性.为今后对这些经典模型的改进指出了一些方向. 相似文献
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介绍了伊宁新一代天气雷达运行中基本数据业务,对业务的数据处理流程进行了分析,并对相关软件的关键参数的设置进行了介绍. 相似文献
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《Climate Policy》2013,13(2):216-231
Reducing emissions from deforestation and forest degradation (REDD) in developing countries has been at the centre of negotiations on a renewed international climate regime. Developing countries have made it clear that their ability to engage in REDD activities would depend on obtaining sufficient and stable funding. Two alternative REDD financing options are examined to find possible ways forward: financing through a future compliance market and financing through a non-offset fund. First, global demand for hypothetical REDD credits is estimated. The demand for REDD credits would be highest with a base year of 1990, using gross—net accounting. The key factors determining demand in this scenario are the emission reduction targets and the allowable cap. A proportion of emission reduction targets available for offsets lower than 15% would fail to generate a sufficient demand for REDD. Also examined is the option of financing REDD through a fund. Indirectly linking the replenishment of a REDD fund to the market is a promising mechanism, but its feasibility depends on political will. The example of overseas development assistance for global health indicates the conditions for possible REDD financing. The best financial approach for REDD would be a flexible REDD mechanism with two tracks: a market track serving as a mitigation option for developed countries, and a fund track serving as a mitigation option for developing countries. 相似文献
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Theoretically, weather-index insurance is an effective risk reduction option for small-scale farmers in low income countries. Renewed policy and donor emphasis on bridging gender gaps in development also emphasizes the potential social safety net benefits that weather-index insurance could bring to women farmers who are disproportionately vulnerable to climate change risk and have low adaptive capacity. To date, no quantitative studies have experimentally explored weather-index insurance preferences through a gender lens, and little information exists regarding gender-specific preferences for (and constraints to) smallholder investment in agricultural weather-index insurance. This study responds to this gap, and advances the understanding of preference heterogeneity for weather-index insurance by analysing data collected from 433 male and female farmers living on a climate change vulnerable coastal island in Bangladesh, where an increasing number of farmers are adopting maize as a potentially remunerative, but high-risk cash crop. We implemented a choice experiment designed to investigate farmers’ valuations for, and trade-offs among, the key attributes of a hypothetical maize crop weather-index insurance program that offered different options for bundling insurance with financial saving mechanisms. Our results reveal significant insurance aversion among female farmers, irrespective of the attributes of the insurance scheme. Heterogeneity in insurance choices could however not be explained by differences in men’s and women’s risk and time preferences, or agency in making agriculturally related decisions. Rather, gendered differences in farmers’ level of trust in insurance institutions and financial literacy were the key factors driving the heterogeneous preferences observed between men and women. Efforts to fulfill gender equity mandates in climate-smart agricultural development programs that rely on weather-index insurance as a risk-abatement tool are therefore likely to require a strengthening of institutional credibility, while coupling such interventions with financial literacy programs for female farmers. 相似文献
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Researchers who do not take into account farm heterogeneity in implementing specific climate change adaptation options might significantly bias their findings. To prove this point, this paper focusses on irrigation as an adaptation option to climate change and highlights the fact that there is no such thing as “irrigation.” Instead, different farms consider water management options across a spectrum that ranges from purely rainfed farms to purely irrigated farms with in between the extreme practices such as supplemental irrigation, water conservation practices, and different irrigation techniques. Accounting for such differences is necessary, yet difficult due to a lack of farm-specific data on water management and irrigation. This paper uses unique Farm Accountancy Data Network data of Western European farmers on the proportion of farmland that each farm irrigates. Unlike previous work, this allows taking into account some within-irrigation heterogeneity instead of simply categorizing farms as being “irrigated.” We estimate and compare climate response models based on the Ricardian cross-sectional method for a large range of irrigation categories. The results give insights into how the farm irrigation climate response can be significantly different depending on how irrigation is defined. This proves that ignoring within-adaptation differences when comparing non-adaptation with adaptation (in this case, rainfed versus irrigated agriculture) might lead to biased conclusions with regard to effectiveness of adaptation strategies. We therefore argue that it might be more relevant to understand at which point and under which circumstances irrigated agriculture is more or less beneficial than rainfed agriculture. 相似文献
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Optimal mitigation strategies with negative emission technologies and carbon sinks under uncertainty
Sabine Fuss Wolf Heinrich Reuter Jana Szolgayová Michael Obersteiner 《Climatic change》2013,118(1):73-87
In recent years a body of literature has arisen on the topic of how to compose the optimal portfolio of mitigation options. The focus has been mainly on options involving shifts from high- to low- or even negative-carbon technologies. Natural sinks play an important role in any attempt to stabilize atmospheric CO2 and usually enter as a constant term in the overall carbon budget. In this paper, we introduce natural sinks to the carbon management problem and analyze the implications for negative emission technology deployment and the overall mitigation strategy. Amongst other sensitivity analyses, we also investigate the impact of uncertainty in the carbon sink, which we find to raise the importance of negative emissions in the mitigation portfolio significantly lowering the cost of the policy mix. 相似文献
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The authors suggested acceptance criteria for rural dispersion models’ performance measures in this journal in 2004. The current paper suggests modified values of acceptance criteria for urban applications and tests them with tracer data from four urban field experiments. For the arc-maximum concentrations, the fractional bias should have a magnitude <0.67 (i.e., the relative mean bias is less than a factor of 2); the normalized mean-square error should be <6 (i.e., the random scatter is less than about 2.4 times the mean); and the fraction of predictions that are within a factor of two of the observations (FAC2) should be >0.3. For all data paired in space, for which a threshold concentration must always be defined, the normalized absolute difference should be <0.50, when the threshold is three times the instrument’s limit of quantification (LOQ). An overall criterion is then applied that the total set of acceptance criteria should be satisfied in at least half of the field experiments. These acceptance criteria are applied to evaluations of the US Department of Defense’s Joint Effects Model (JEM) with tracer data from US urban field experiments in Salt Lake City (U2000), Oklahoma City (JU2003), and Manhattan (MSG05 and MID05). JEM includes the SCIPUFF dispersion model with the urban canopy option and the urban dispersion model (UDM) option. In each set of evaluations, three or four likely options are tested for meteorological inputs (e.g., a local building top wind speed, the closest National Weather Service airport observations, or outputs from numerical weather prediction models). It is found that, due to large natural variability in the urban data, there is not a large difference between the performance measures for the two model options and the three or four meteorological input options. The more detailed UDM and the state-of-the-art numerical weather models do provide a slight improvement over the other options. The proposed urban dispersion model acceptance criteria are satisfied at over half of the field experiments. 相似文献
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In this paper, we present a method to quantify the effectiveness of carbon mitigation options taking into account the `permanence' of the emissions reduction. While the issue of permanence is most commonly associated with a `leaky' carbon sequestration reservoir, we argue that this is an issue that applies to just about all carbon mitigation options. The appropriate formulation of this problem is to ask `what is the value of temporary storage?' Valuing temporary storage can be represented as a familiar economic problem, with explicitly stated assumptions about carbon prices and the discount rate. To illustrate the methodology, we calculate the sequestration effectiveness for injecting CO2 at various depths in the ocean. Analysis is performed for three limiting carbon price assumptions: constant carbon prices (assumes constant marginal damages), carbon prices rise at the discount rate (assumes efficient allocation of a cumulative emissions cap without a backstop technology), and carbon prices first rise at the discount rate but become constant after a given time (assumes introduction of a backstop technology). Our results show that the value of relatively deep ocean carbon sequestration can be nearly equivalent to permanent sequestration if marginal damages (i.e., carbon prices) remain constant or if there is a backstop technology that caps the abatement cost in the not too distant future. On the other hand, if climate damages are such as to require a fixed cumulative emissions limit and there is no backstop, then a storage option with even very slow leakage has limited value relative to a permanent storage option. 相似文献
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《Climate Policy》2013,13(3):277-292
California is considering the adoption of a cap-and-trade regulatory mechanism for regulating the greenhouse gas emissions from electricity and perhaps other industries. Two options have been widely discussed for implementing cap-and-trade in the electricity industry. The first is to regulate the emissions from electricity at the load-serving entity (LSE) level. The second option for implementation of cap-and-trade has been called the ‘first-seller’ approach. Conceptually, under first-seller, individual sources (i.e. power plants) within California would be responsible for their emissions, as with traditional cap-and-trade systems. Emissions from imports would be assigned to the ‘importing firm’. An option that has not been as widely discussed is to implement a pure source-based system within California, effectively excluding imports from the cap-and-trade system altogether. This article examines these three approaches to implementing cap-and-trade for California's electricity sector. The article discusses many of the issues relating to measurement and the impacts on bidding and scheduling incentives that are created by the various regulatory regimes. 相似文献
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There is now a growing literature emphasizing the critical importance of social variables in the formulation of coastal management policies seeking to tackle climate change impacts. This paper focuses on the role of social capital, which is increasingly identified as having a significant role in climate change adaptation and mitigation strategies. We focus on public perceptions of the social costs and benefits arising from two management options (managed retreat/realignment and hold-the-line), the resulting level of policy acceptability, and how this acceptability is mediated by social capital parameters within coastal communities. These issues are examined by means of a quantitative social survey implemented in Romney Marsh (east Sussex/Kent, UK), an area facing significant impacts from climate change. We tested two models through path analysis with latent structures. The first correlates respondents’ perceived costs and benefits with the level of public acceptability of the two policy options. In the second model, we introduce social capital variables, investigating the impacts on perceived social costs and benefits of the policy options, and the overall effect on the level of public acceptability. Our findings demonstrate: (1) perceived social costs and benefits of proposed policy options influence the level of public acceptability of these policies; (2) these social costs and benefits are connected with the level of public acceptability; and (3) specific social capital parameters (i.e. social trust, institutional trust, social networks and social reciprocity) influence perceived policy costs and benefits, and also have a significant impact on the level of public acceptability of proposed policy options. 相似文献