几类随机序问题的某些研究
发布时间：2018-12-31 17:50
【摘要】：本文主要研究了几类随机序及其相关性质.随机序是研究现代投资管理者和风险投资者选择的重要工具.通过对随机序的研究,可以帮助我们更好地了解投资人的选择偏好,我们也可以通过对不同序关系的定义,尽可能地实现与决策者实际选择相匹配的问题.因此,大量的学者对序关系作了深入的研究,也得到了许多经典的结论.本文就是在已有结论的基础上进一步讨论几类随机序的性质.本文第一章介绍了随机序的研究背景和现状.第二章主要介绍了一些基本概念及定理.如风险度量、同单调与相互排斥、几类随机序的定义性质以及相互间的关系.一个好的随机序应该可以反映出风险的大小,选择的喜好.另外还应该有相对简单的量化形式.第三章首先介绍了风险度量与随机序的关系;其次,本文对相关序已有的定理进行改进,在原有定理的基础上将条件简化,并给出了另一种证明方法;最后,引入了一种新的随机序,并得出了一些良好的性质结论,进一步讨论了它与其它随机序的关系,这也是本文的主要创新部分.
[Abstract]:In this paper, we mainly study some kinds of random orders and their related properties. Random order is an important tool to study the choice of modern investment managers and venture investors. Through the study of random order, we can help us better understand the choice preference of investors. We can also use the definition of different order relation to realize the problem of matching the decision maker's actual choice as far as possible. Therefore, a large number of scholars have made a deep study of the order relation, and got many classical conclusions. In this paper, we discuss the properties of some random orders on the basis of the existing conclusions. The first chapter introduces the research background and present situation of random ordering. The second chapter mainly introduces some basic concepts and theorems. For example, risk measurement, homotonicity and mutual exclusion, the definition properties of some random orders and the relations between them. A good random order should reflect the size of the risk and preferences for choice. There should also be a relatively simple quantitative form. The third chapter introduces the relationship between risk measurement and random order, secondly, this paper improves the existing theorems, simplifies the conditions on the basis of the original theorems, and gives another proof method. Finally, a new random order is introduced, and some good properties are obtained, and the relationship between it and other random orders is further discussed, which is also the main innovation part of this paper.
【学位授予单位】：曲阜师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F224
本文编号：2396914
[Abstract]:In this paper, we mainly study some kinds of random orders and their related properties. Random order is an important tool to study the choice of modern investment managers and venture investors. Through the study of random order, we can help us better understand the choice preference of investors. We can also use the definition of different order relation to realize the problem of matching the decision maker's actual choice as far as possible. Therefore, a large number of scholars have made a deep study of the order relation, and got many classical conclusions. In this paper, we discuss the properties of some random orders on the basis of the existing conclusions. The first chapter introduces the research background and present situation of random ordering. The second chapter mainly introduces some basic concepts and theorems. For example, risk measurement, homotonicity and mutual exclusion, the definition properties of some random orders and the relations between them. A good random order should reflect the size of the risk and preferences for choice. There should also be a relatively simple quantitative form. The third chapter introduces the relationship between risk measurement and random order, secondly, this paper improves the existing theorems, simplifies the conditions on the basis of the original theorems, and gives another proof method. Finally, a new random order is introduced, and some good properties are obtained, and the relationship between it and other random orders is further discussed, which is also the main innovation part of this paper.
【学位授予单位】：曲阜师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F224
【参考文献】
相关期刊论文 前1条
1 ;A FURTHER STUDY ON CORRELATION ORDER[J];Applied Mathematics:A Journal of Chinese Universities;2004年04期
，本文编号：2396914
本文链接：https://www.wllwen.com/jingjifazhanlunwen/2396914.html
