Mathematics in Practice and Theory 2014 Issue 4 The Research on Mixture Copula Portfolio Risk Measurement Based on TGARCH-t Model

The Research on Mixture Copula Portfolio Risk Measurement Based on TGARCH-t Model
HE Ping;,TANG Jia-yin;,WANG Lu;,WANG Qin;

..............page:1-9

Research of Default Correlation in Collateralized Debt Obligation Pricing
CHENG Xi-jun;,FU Qi-hui;,MA Li-jun;

..............page:10-15

Combination Weight Model of Evaluation Index Based on the Maximum Entropy Theory
DING Yuan-ming;,JIA Liang-chen;,QIU Lei;

..............page:16-22

The Study on Informatization Evaluation to China's Major Cities
CUI Yan-yan;,DONG Ji-chang;,LIN Rui;,LIU Xiao-xin;

..............page:23-32

A Decision Making Method of Topsis Based on the Correlation Matrix
DU Cheng-yong;,WU Yong;,ZHU Wei-dong;

..............page:33-38

Analysis on the Two-Period Dynamic Game Equilibrium of the Security Trade Subject to the Asymmetric Information
WANG Shu-qiang;,YE Li;

..............page:39-48

PCA-Based Evaluation System of Micro-blog Influence and an Empirical Analysis of Sina Micro-blog
LIU Qing;,LV Ben-fu;,PENG Geng;

..............page:49-56

Game Analysis of China's Rare Earth Production Enterprises Based on Technological Innovation
AN Run-gong;,LI Ling;

..............page:57-62

The Research on Technological Innovation Efficiency and Its Affecting Factors of High-Tech Industry from Two-stage Perspective
CHEN Jian-li;,JIANG Cai-lou;,MENG Ling-jie;

..............page:63-74

Marine Science and Technology Investment and Marine Economic Growth: An Empirical Study with Panel Data in China's Coastal Regions
ZHAI Ren-xiang;

..............page:75-80

Based on the Regional Economic Development Evaluation of VIKOR Algorithm
CHEN Ji-guang;,MA Guo-liang;

..............page:81-84

Based On the Fuzzy Mathematics Method of Real Estate Enterprise Debt Paying Ability Analysis
GUO Xiu-jun;,MA Guang-qi;

..............page:85-91

Empirical Research on Higher Education Funding in Five Province of Northwestern-Based on Model of LMDI
ZHENG Li-qin;

..............page:92-96

Study on Security-Benefit Optimization Decision of Hazardous Materials Transportation
SONG Yang;,XU Zhen;

..............page:97-103

The Research of Optimizing Perforation Measures to Tap Remaining Oil in PI Group after Polymer Flooding
GAO Han;,YANG Zhao;

..............page:104-108

Study on Safety Assessment for Aircraft Structure Based on Analytic Hierarchy Process and 2-tuple Linguistic
LU Xiao-fan;,WANG Qiang;,WANG Ying;,ZHANG Bing;

..............page:109-116

Cloud Database Design Based on Management Information Ontology Requirements
GUO Xing-ming;,HE Yong;,HUO Xiao-gang;

..............page:117-122

Attack And Improvement of A Certificateless Blind Signature Scheme
HE Jun-jie;,QI Chuan-da;,WANG Juan;

..............page:123-128

Risk Multi-attribute Error-Eliminating Decision-making Method Under the Condition of Certain Probability
GUO Kai-zhong;,HUANG Hao-ran;,LUO Da-rong;

..............page:129-134

Modeling and Analysis for Network Parameters in Cloud Service Provisioning
HUANG Jun;,LIU Yan-bing;,LV Juan;,XIONG Zi;

..............page:135-142

A Consistency Method of Ranking and Marking
ZHANG Heng-jie;,ZHENG Xiao-yong;,ZHU Guang-cheng;

..............page:143-146

The Optimal Linear Assignment Evaluation of Military Aircraft Maintenance Quality Management
CHAI Chun-hong;,LIU Jia-xue;,WANG Shao-ying;

..............page:147-151

Adjacent Vertex-Distinguishing E-Total Coloring on Mycielski's Graph of Some Graphs
li zuo chun ;, ling zhao zhao ;, wang shuang li ;, zhang zhong fu ;

..............page:152-156

Solving the k-covering Problem of Graphs by Grobner Bases
XIONG Xue-wei;

..............page:157-162

Based on the Comprehensive Index of Multiple Attribute Decision Model for Interval Number
LIAO Ping;,LIU Yan;,LONG Xia;,WEI Yong;

..............page:163-167

Odd-Gracefulness of Dragon Graphs
GOU yan;,LIU Xin-sheng;,LIU Yuan-yuan;,YAO Bing;

..............page:168-172

Modeling of Equipment Battlefield Damage Assessment and Repair Based on Fuzzy Petri Net
CHENG Yan;,QIU Guo-xin;,WANG Peng;,WANG Zhen-wei;

..............page:173-176

The Well-posedness of the Solution of the Forest
BAI Hui-hui;,GAO Bei-bei;,WANG Ding-jiang;

..............page:177-181

Approaches to Setting Reliability Criterion of Combat Aircraft
CHEN Yun-xiang;,WANG Li-li;,XIANG Hua-chun;,ZHAO Xuan-dong;

..............page:182-187

Bayesian Analysis of Constant-stress Accelerate Life Test for the Generalized Exponential Distribution
GUAN Qiang;,QIU Jin-ming;,TANG Yin-cai;

..............page:188-196

Monitoring and Application of the System of Capacitive Sensing for Ice Thickness in the Antarctic Sea Ice
CHANG Xiao-min;,DOU Yin-ke;,DUN Zhuo;,QIN Jian-min;,XUE Ying;,YUAN Kai-qi;

..............page:197-204

Maximum Satisfaction Methods to Derive Priorities of Interval Hybrid Judgment Matrix
LI Jian;,XU Xiao-rui;

..............page:205-210

Multi-tenant Sets Oriented Cloud Service Composition Intelligence Matching Model with Uncertain Demands
PAN Fang;,PAN Yu;,YE Bin;

..............page:211-220

Some Results of Jordan Lie superalgebras
HAN Chao;,JIANG Yu-qiu;,SONG Li-xin;,TAN Jiu-he;

..............page:221-225

The Maps Preserving k-nilotency of *-Products of Operator on B(H)
YANG Shang;

..............page:226-231

Length of Subspaces Orbits under the Actions of Singular Classical Groups
CHEN Xiu-huan;,LIU Ming-peng;,ZHONG Yu-lin;

..............page:232-236

The Extended Regular Growth Theorem of Algebroidal Function
ZHANG Jin;

..............page:237-240

The Factorization of Adjoint Polynomials of Graphs YSG (rλ, n) UβSGn and Chromatically Equivalence of Their Complements
HAO Cui-ju;

..............page:241-250

Parametric Study of the Optimal Control Problem Based on Legendre Orthogonal Polynomial approximation
LI Chao;,SUN Rui;,WANG Yuan-chang;

..............page:251-260

Stability of Uncertain Neutral Distributed Parameter Systems with Delays
HUANG Zai-tang;,LI Yan-bo;,XUE Xiao-qing;

..............page:261-267

A Lower Bound of Bessel Inversion
HU Lin;,LI Lin-shan;,XING Chun-feng;

..............page:268-272

The Corresponding Error Estimation of Fredholm Integral Equation in L1 Space
LU Xue-juan;,MA Li-li;,WANG Wei-hua;

..............page:273-277

The(∈, ∈ Vq(λ,μ))-Fuzzy Implicative Ideals of a N(2, 2,0)Algebra
FU Xiao-bo;,LIAO Zu-hua;,ZHANG Jian-zhong;

..............page:278-285

Oscillation Criteria for a Class Second Order Functional Differential Equation
TIAN Xue-quan;,WANG Hong-ke;,YU Yuan-hong;

..............page:286-290

The Predator-Prey Model with Functional Responses of Ivlev-Type
GAN Wen-zhen;,YUAN Ying;

..............page:291-296