10 (2)
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2000 / 6
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pp. 097 - 133
收斂率、謝氏雪夫不等式和融資策略
Convergence Rate, Chebyshev's Inequality, and Financial Policy
作者
謝世佳
*
(靜宜大學國際貿易學系副教授)
謝世佳
*
靜宜大學國際貿易學系副教授
中文摘要
本研究利用動態兩次迴歸,求解多目標的規劃,提出均衡策略,並檢定異常的狀態。例如,本研究分析旅遊電子商務的經濟效益,利用高頻率的資料。使用動態二次模型,來分析廠商和旅行社之進入和退出旅遊電子商務。電子商務促進旅遊次數,增加利潤和就業。減少旅遊的費用支出。淨效用是增加旅行社的收入和利潤。 本研究方法是動態二次分析的迴歸,用於最適控制電子商務,分配促銷的經費,藉以增加電子商務的業務。政策含意是,旅遊商業公會和消費者保護公會須致力維護電子商務的信譽。 本研究有利於學生學習電子商務的迴歸分析。最適控制的迴歸分析可廣泛用於其他科學領域。
英文摘要
This paper applies the dynamic quadratic regression for global optimization and provides a global convergence theory. It tests the probability p value of the convergence to the global optimum under the time-invariant policy rule. Its nonlinear optimization does imply the existence of a stable solution. A new test of p values supplements the F, student t and Neyman's test statistics for the stable region, which otherwise vary with time or sample sizes and are not robust to abnormality. The original model is approximated by a smooth and strictly concave differential equation. It is approximated by an improved logistic quadratic regression, which solves the second-order differential equation and refines Chebyshev's inequality. It detects the deviation of the sample mean from the fixed point. With either no iterations or a small number of iterations, this algorithm outperforms most other iterative algorithms for some class of optimization problems. The nonlinear system is indefinite in sign. It is solved as a switching model. Around this turning point, the feedback rule has parameters systematically altering in sign. Using seven theorems, it proves that x* is the primary solution of =f(x)=0 and denotes the multivariate optimum equilibrium. It illustrates the sequential quality control and the predator-prey models.
中文關鍵字
Bellman方程式; 二次動態迴歸分析; 最適均衡
英文關鍵字
Multivariate optimum equilibrium; Games; Sampling; Invariance; Nonlinearity; Sequential quality control; Weighted least squares; Without iteration