Traceroute的网络拓扑发现及其效率优化措施

网络拓扑发现是网络工程的一个重要的研究子分支，是实现网络管理的基础性环节。同时，网络拓扑发现是对宏观网络进行科学布局的基础，也是进行网络建设、网络信息、网络协议设计与评价以及相关网络算法改进的重要依据。在介绍网络拓扑发现的概念的基础上，重点分析了基于Traceroute的网络拓扑发现原理，探讨了其发现效率优化措施。     

浅谈电网防止短路设计特点

提出了改进的最短路遗传算法，用于对多个电压等级的纯开环输配电网进行综合规划，算法能考虑复功率、电压、容量以及树状约束，并得到全局优化解。在只考虑有功潮流的情况下，通过控制节点的出入度，提出了开环与非开环混合的榆配电系统综合规划问题的近似解决方法。为了解决输配电系统规模大造成的计算量问题，给出了基于输配电系统知识的最短路算法。     

可疑金融交易识别中的约束关联规则算法研究

在挖掘可疑金融数据中,提出一种快速的基于FP-tree的约束最大频繁项目集挖掘算法,把发现约束频繁项目集的问题转化为发现约束最大频繁项目集的问题。算法可以根据用户的需要,随时减少不满足约束条件的候选项目集的个数,提高运行效率,同时可确定挖掘主属性,确定生成的关联规则范围,为有效开展可疑金融交易识别提供了有益的参考。     

在线视频内容差异化定价分析--基于能力约束角度

文章对视频内容垂直差异化定价机制进行了创新，将同时考虑质量差异化与能力约束对内容产品定价的影响。文章拟建立一个双寡头竞争环境下的三阶段博弈模型，通过构建加入质量差异化与能力约束条件的视频内容子博弈模型，分析视频内容平台的定价与竞争策略。结论显示，在信息对称的条件下，考虑能力约束的竞争平台提供高低不同质量的视频内容均可达到子博弈均衡。选择低质量内容的平台依然可以获得单调递增的收益，并会模仿高质量平台提供的内容模式。也即是能力约束将使内容平台提供高质量内容的意愿消除，选择提供无差异化的低质量内容产品。     

基于网络熵的应急物流网络稳定性研究

由于自然灾害和社会公共安全事件的频繁发生,应急物流网络的稳定性问题越来越受到人们的重视。当应急事件发生后,网络的破坏对应急物品的需求量和应急物品到达的时间(或最短路)都会产生影响。为了判定应急物流网络的稳定性,我们在总结前人工作的基础上,分别针对有向网络图和无向网络图提出了网络最大流熵和网络最短路熵的概念。熵越大,应急物流网络关于这一指标的稳定性越差,反之稳定性越强。然后根据百分制的思想给出了基于网络熵的应急物流网络稳定性等级判断标准。最后用简化的江苏省城市间高速公路网络图为例来说明网络最大流熵和网络最短路熵的有效性与实用性。     

基于P2P架构的网络课件点播技术

P2P网络，又称对等网络，是近几年互联网发展的一次重要革新，它让处于Internet中的用户之间可以不需要通过任何中介而建立直接的联系。本文研究了基于P2P架构的课件点播覆盖网络的构建，主要包括基于Chord的构建算法设计。在此基础上，设计了基于文件分片的P2P课件点播服务体系。主要包括P2P视频课件点播系统文件分片播放设计策略和P2P视频课件点播系统覆盖网络节点维护和优化选择策略。     

我国共同基金对动态资产配置策略的应用初探

动态资产配置策略的应用包括购买并持有策略、恒定混合比率策略和固定比率投资组合保险策略这三种最基本的策略。实证研究发现，购买并持有策略的业绩最差；其次是固定比率投资组合保险策略；业绩最好的是恒定混合策略。当然，我们的研究没有考虑交易费用、市场流动性约束等问题；它只是一个特定时段上的理论结果，因而不一定具有普遍意义。     

Q-测度法在合作网络性别研究中的应用

二分网络的Q测度方法是由Flom,Friedman,Strauss和Neaigus在2004年提出的。当一个无向连通网络中存在两个不同性质(性别,层次等)的子集团时,采用Q测度方法可以分析出两个子集团之间或子集团顶点之间的桥梁关系。将Q测度的思想转化为计算机语言,使其能在更为广泛的领域中运用。特别是当网络规模增大到一定程度以后,可以采用此算法计算出多个顶点的Q值。并用一个应用的实例,分析了一个中型的合作网络。     

股票期权激励与最优激励系数

现代企业的公司制度实质上就是委托代理制度。委托人和代理人利益的不完全一致引发了“道德风险”问题，为了防止道德风险就必须要设计一套有效的激励约束机制来促成代理人的合理行为，从而保证经理人和股东利益实现渠道的一致性。股票期权制度正是这样一种满足激励约束相容机制的设计。然而，在设计期权激励制度的时候，一个不可回避的问题就是激励系数的确定，针对具有不同风险偏好的代理人提供不同的激励程度，并使其满足激励约束相容条件，则是实现最优机制设计的前提。     

生态文明约束下的宏观经济最优发展路径研究——基于变分法展开

通过文献研究与问题分析,提出并论证了一种基于变分法实现生态文明约束下宏观经济最优发展框架。基于该框架,演绎推理出宏观经济在单一模式和多样模式下,实现生态文明约束下的最优发展应该满足的两类约束条件。在此基础上,就我国近30年宏观经济发展质量进行测评。通过定量分析,不仅确定了无论是在单一模式下还是在多样模式下均不满足生态文明约束下的最优发展条件,而且准确定位导致无法实现最优发展的三类主要原因。针对这三类主因,研究提出了提升我国生态文明水平与宏观经济能力的三个着眼点与入手点。     

On the Problem of Constructing Rational Preferences

In standard models it is typically taken for granted that preferences are given and defined over the alternatives alone, and the possibility of making a rational choice is a matter of assumption. I generalise this aspect of the economic model so that preferences over alternatives are constructed from given preferences defined over various characteristics of the alternatives under consideration. I characterise the decision problem before investigating what conditions a procedure for aggregating preferences over attributes into preferences over alternatives must satisfy in order for the latter to be rational. I then consider what the implications of these conditions for the procedural rationality of the aggregation process.     

权力运作、法治与收入差距——基尼系数背后的政治经济学

中国市场化转型的连续性特征和这一过程中法治的缺失是造成收入差距悬殊的关键因素。由于不满足库兹涅茨假说的隐含前提，如果任其发展下去，这种收入差距不仅不可能像假说所预测的那样自行趋于收敛，反而会造成既无平等也无效率的恶果。要解决这一问题，必须加快法治化进程，推动法治建设，这是构建和谐社会的根本要求之所在，也是深层次的匡正之道。     

Adverse selection problems without the Spence-Mirrlees condition

This paper studies a class of one-dimensional screening problems where the agent's utility function does not satisfy the Spence-Mirrlees condition (SMC). The strength of the SMC for hidden information problems is to provide a full characterization of implementable contracts using only the local incentive compatibility (IC) constraints. These constraints are equivalent to the monotonicity of the decision variable with respect to the agent's unobservable one-dimensional parameter. When the SMC is violated the local IC constraints are no longer sufficient for implementability and additional (global) IC constraints have to be taken into account. In particular, implementable decisions may not be monotonic and discretely pooled types must have the same marginal utility of the decision (or equivalently, get the same marginal tariff). Moreover, at the optimal decision, the principal must preserve the same trade-off between rent extraction and allocative distortion measured in the agent's marginal rent unit. In a specific setting where non-monotone contracts may be optimal we fully characterize the solution.     

资源约束与中国经济发展

本文从中国经济转轨实践出发,把中国的发展约束分成体制约束和资源约束两类.比较起来,在中国和平崛起的过程中,资源约束问题更加值得关注.本文指出,在需求膨胀和效率损失的双重作用下,中国资源约束的表现形式已经从流量约束迅速转化为存量约束,对此,应在保障需求与开放系统思路下,从公共政策研究入手加强有关政策体系建设.     

Recursive contracts,lotteries and weakly concave Pareto sets

Marcet and Marimon (1994, revised 1998, revised 2011) developed a recursive saddle point method which can be used to solve dynamic contracting problems that include participation, enforcement and incentive constraints. Their method uses a recursive multiplier to capture implicit prior promises to the agent(s) that were made in order to satisfy earlier instances of these constraints. As a result, their method relies on the invertibility of the derivative of the Pareto frontier and cannot be applied to problems for which this frontier is not strictly concave. In this paper we show how one can extend their method to a weakly concave Pareto frontier by expanding the state space to include the realizations of an end of period lottery over the extreme points of a flat region of the Pareto frontier. With this expansion the basic insight of Marcet and Marimon goes through – one can make the problem recursive in the Lagrangian multiplier which yields significant computational advantages over the conventional approach of using utility as the state variable. The case of a weakly concave Pareto frontier arises naturally in applications where the principal?s choice set is not convex but where randomization is possible.     

Ex post implementation

We analyze the problem of fully implementing a social choice set in ex post equilibrium. We identify an ex post monotonicity condition that is necessary and—in economic environments—sufficient for full implementation in ex post equilibrium. We also identify an ex post monotonicity no veto condition that is sufficient. Ex post monotonicity is satisfied in all single crossing environments with strict ex post incentive constraints.We show by means of two classic examples that ex post monotonicity does not imply nor is it implied by Maskin monotonicity. The single unit auction with interdependent valuations is shown to satisfy ex post monotonicity but not Maskin monotonicity. We further describe a Pareto correspondence that fails ex post monotonicity but satisfies Maskin monotonicity.     

A possibilistic portfolio adjusting model with new added assets

In order to fit changes in financial markets, portfolio managers often need to revise an existing portfolio. This article analyzes the portfolio adjusting problem with new added assets. We propose a possibilistic portfolio adjusting model with transaction costs and bounded constraints on holdings of assets, which can be transformed into a linear programming problem. Both the lower bounds on holdings and the total investment constraints influence the optimal portfolio adjusting strategies. Furthermore, a numerical example of a portfolio adjusting problem is given to illustrate our proposed effective approaches. The numerical results show the case that investors do not need to invest total capital and to hold all assets in the portfolio for some required return levels.     

A MICROCONSISTENT EQUILIBRIUM DATA SET FOR CANADA FOR USE IN TAX POLICY ANALYSIS

In this paper we describe a micro consistent data set for Canada for 1972, assembled with general equilibrium tax policy analysis in mind. We stress the methodology used and in a number of tables report its main features.
In the data set the separate detail contained in input-output transactions tables, national accounts, household income and expenditure data, taxation statistics, foreign trade statistics, flow of funds and other sources is adjusted for mutual consistency. The final result is a micro consistent data set in which demands equal supplies for all products, zero profit conditions hold for industries and all agents' demands satisfy their budget constraints.
The motivation for data assembly is the currently widely used practice of calibrating "empirical" general equilibrium models so as to exactly reproduce a base year data observation as an equilibrium model solution. This procedure enables empirically based models to evaluate counterfactual equilibria in a way which corresponds to comparative static analysis in theoretical literature.
More detail on the data set is available on request in appendices deleted from the published version of this paper due to space constraints.     

An optimal auction for capacity constrained bidders: a network perspective

This paper examines the problem of a seller with limited supply selling to a group of agents whose private information is two-dimensional. Each agent has a constant marginal value for the good up to some capacity, thereafter it is zero. Both the marginal value and the capacity are private information. We describe the revenue maximizing Bayesian incentive compatible auction for this environment. A novel feature of the analysis is an interpretation of an optimal auction design problem in terms of a linear program that is an instance of a parametric shortest path problem on a lattice. We thank the referees for a number of useful suggestions that have been incorporated into the paper. Mallesh Pai suggested the argument given in Lemma 1. The research was supported in part by the NSF grant ITR IIS-0121678.     

Optimal Lending Contracts and Firm Dynamics

We develop a general model of lending in the presence of endogenous borrowing constraints. Borrowing constraints arise because borrowers face limited liability and debt repayment cannot be perfectly enforced. In the model, the dynamics of debt are closely linked with the dynamics of borrowing constraints. In fact, borrowing constraints must satisfy a dynamic consistency requirement: the value of outstanding debt restricts current access to short-term capital, but is itself determined by future access to credit. This dynamic consistency is not guaranteed in models of exogenous borrowing constraints, where the ability to raise short-term capital is limited by some prespecified function of debt. We characterize the optimal default-free contract—which minimizes borrowing constraints at all histories—and derive implications for firm growth, survival, leverage and debt maturity. The model is qualitatively consistent with stylized facts on the growth and survival of firms. Comparative statics with respect to technology and default constraints are derived.