基于排队理论的应急物资供应链模型研究

在应对自然灾害等突发性事件的过程中,应急物资供应链的响应时间显得尤为重要。文章阐述了应急物资供应链的主要内涵和结构分析,并对排队理论的主要内容进行了概述。通过引用实例,利用排队理论构建应急物资供应链排队网络模型,确定应急物资供应链的最短响应时间,旨在提高发生突发事件后的应急物资的供应保障水平和效益。     

易腐农产品的动态车辆调度问题研究

文章依据易腐农产品固有的自然属性、储存时间的有限性、运输装备的特殊性,以车辆固定成本、运输成本、能耗成本、货损成本以及客户惩罚成本构成的综合成本最低为目标函数。在满足车辆载重量约束、客户时间窗约束等限制条件下,针对客户需求的不断变化,在冷链物流配送的基础上建立动态车辆调度优化模型。利用基本动态规划算法对模型进行求解,验证了模型的有效性。     

煤矿6kV电网防越级跳闸原因及解决方案

本文分析了煤矿6kV电网保护系统存在的越级跳闸问题,提出基于IEEE1588精确时间同步技术的系统设计方案。在煤炭行业引入继电保护测试仪对6kV电网保护系统进行第三方认证和检定,充分保证了就地保护单元具备合格的保护性能指标。就地保护单元同步采样,集中保护测控单元,集中判断的策略解决了越级跳闸的问题。     

模拟退火算法在实验预约系统中的应用

实验预约系统的核心任务是生成实验教学课表,课表的生成是一个典型的组合优化问题,模拟退火算法是解决此类问题的优秀算法之一。本文主要研究了模拟退火算法的原理与特性,并将其应用于实验教学预约系统的排课模块中,更好地提高排课效率,改善排课效果。     

A Nonlinear Approach for Modeling and Forecasting US Business Cycles

The purpose of this paper is to provide a complete evaluation of four regime-switching models by checking their performance in detecting US business cycle turning points, in replicating US business cycle features and in forecasting US GDP growth rate. Both individual and combined forecasts are considered. Results indicate that while the Markov-switching model succeeded in replicating all the NBER peak and trough dates without an extra-cycle detection, it seems to be outperformed by the Bounce-back model in term of the delay time to a correct alarm. Concerning business cycle features characterization, none of the competing models dominates over all the features. The performance of the Markov-switching and bounce back models in detecting turning points was not translated into an improved business cycle feature characterization since they are outperformed by the Floor and Ceiling model. The forecast performance of the considered models varies across regimes and across forecast horizons. That is, the model performing best in an expansion period is not necessarily the same in a recession period and similarly for the forecast horizons. Finally, combining such individual forecasts generally leads to increased forecast accuracy especially for h=1.     

Stock price leads and lags before the golden age of high-frequency trading

In this article, I take advantage of the revision of the Dow Jones Industrial Average (DJIA) index membership in 1999, to study the environment for high-frequency trading back then. Between stocks leaving or joining the DJIA, and similar stocks remaining in the DJIA, consistent price lead and lag relationships can be established. This provides evidence that statistical arbitrage is entirely feasible at the time, and it is plausible that a significant portion of the trading volume in 1999 is due to high-frequency trading.     

Unpaid Care Work's Interference with Paid Work and the Gender Earnings Gap in China

This paper examines the effects of unpaid care work on the earnings of men and women in China by using data from the 2008 China Time Use Survey, the country's first, large-scale time-use survey. The study introduces three indicators to measure the degree to which unpaid care work may “interfere” with paid work, either by directly disrupting it or by being intertwined with it. The regression estimates show that while the amount of time spent on unpaid care work negatively affects the earnings of both men and women, the interference of unpaid work with paid work lowers earnings more for women than for men. Quantitatively, the gender differences in the time spent on unpaid care work and its interference with paid work account for 28 percent of the gender earnings gap in China.     

Integrated data-driven analytics to identify instability signatures in nonstationary financial time series

With the objective of identifying instability signatures of the financial system, this article integrates two classes of data-driven techniques. The first class of techniques is utilized to investigate macroeconomic behaviour by aggregating an ensemble of heterogeneous nonstationary time-series data and the second class of techniques examines the local dynamics of the microstructures in each time series. Moving window principal component analysis (PCA) and functional PCA (fPCA) are shown to extract collective signatures of the financial system for understanding macroeconomic behaviour, and the Synchrosqueezing and Markov switching techniques are used to study local dynamics within each individual time series. The integrated data analytics successfully identifies the diverse events from 1986 to 2012. All events, both major and minor, have been identified by fPCA. The major economic events, especially the 2008 Great Recession, along with several minor events, showed a strong leading indicator in the density index derived from Synchrosqueezing. The capability of this integrated analytics suite is demonstrated in this article, and it motivates further studies encompassing data sets from broader sectors. As a complement to existing model-driven approach, this would lead to achieving a robust and reliable method that can help in taking measures to avoid catastrophic collapse in the constantly evolving financial system.     

两库联合调度工程经济效益研究

在我国水资源严重短缺和水资源压力不断加重的背景下,水资源的联合调度成为了解决我国水资源问题的重要途径,并凸显出相较于单方面水量配置或是水质配置的优越性。因此,本文针对合理地调度水库流域水量的问题来做探讨,希望此联合调度工程能对我国水利工程的进一步加强有所帮助。     

工程项目管理中工期—成本—质量综合均衡优化研究

工期、成本、质量管理是工程项目管理的三大管理控制目标,三者具有相互作用和相互依存性。工程项目工期、成本、质量的管理对工程项目建设意义重大,在工程项目当中综合均衡三者的管理里具有重大的研究和实用价值。