物流实时配送系统优化模型的构建与求解分析研究

为了解决物流实时配送系统过程的具体实施问题,以满足人们不断增长的物流需求,本文主要研究物流实时配送系统问题中,最优的配送中心个数,配送中心的选址,配送运输车辆行程路线安排,探讨寻求解决问题的有效方法,从而构建适当的运筹学数学模型,并对模型的求解进行深入透彻的分析研究,以实现整个集成物流系统的最小成本,从而实现最优化目标。为物流配送企业解决此类问题提供了思路和方法,并在部分企业进行了实证运用。     

Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?∗

Using an extensive range of macroeconomic indicators and a number of two-stage models mixing OLS and a non-parametric approach known as the nearest neighbour algorithm, the authors analyse the potential for improving forecasts of US industry returns over those built by OLS on industry-specific variables only. Basic performance is measured by the average cross-sectional correlation over time between the 55 forecasted returns and the realized returns across industries. Since investors and asset managers typically want a steady performance over time, the volatility of this cross-sectional correlation is further taken into account in an adaptation of the Sharpe Ratio. Strong evidence is found in favour of certain macroeconomic factors as dominant industry return predictors, and some two-stage models based either purely on OLS or a mix between OLS and the non-linear model can lift both cross-sectional forecasting correlation and Sharpe Ratio. However, viewed overall in relation to the benchmark OLS model, performance is not consistently improved by any particular model.     

大口径三通管翻边成形工艺参数优化

本文主要研究以冲压变形规律设计的预制孔管件一次成形特定高度的三通管是可行的,但需对工艺参数优化。     

遗传算法在装配线平衡中的应用

装配线平衡是混合装配生产线调度的重要基础,是面向订单装配(ATO)得以实施的技术瓶颈,对提高生产率和设备利用率也具有重要意义。在工位数量给定的条件下,文章针对装配线平衡的数学模型,提出了一种面向装配线平衡的非标准遗传算法。该算法基于各操作之间的逻辑优先关系产生可行操作序列而生成初始种群,保证解的可行性;在此基础上实现寻找最小节拍、选定较优序列进行遗传,并采用最优保存策略确保算法收敛到最优或近优解。最后通过实例验证了该算法的有效性和可行性。     

城市干道交通拥堵识别技术研究

为快速有效地进行城市干道的交通拥堵识别,文中提出一种基于朴素贝叶斯的城市干道交通拥堵识别算法。最后,基于南京市主干道的交通调查数据,对朴素贝叶斯算法以及基于径向基函数神经网络的城市干道交通拥堵识别算法进行对比。结果表明,朴素贝叶斯算法在对城市干道交通状态的识别上比基于径向基函数神经网络算法具有更好的准确性、优越性以及更低的误判率。     

试述用异或算法来实现计算机软件外壳加密的程序

计算机软件产品是一种知识密集的特殊产品,生产一个软件产品需要大量的人力物力,生产难度大,成本高,周期慢。但是,软件产品的复制却是相当的容易。这就导致了非法复制、盗版软件之风的泛滥。加密是目前保护知识产权的一种有效方式。但任何加密软件都可能被破译、我们不能因噎废食。加密与解密,是矛和盾的关系,要想防止被解读,必须提高加密技术。本文利用异或算法对文件的关键代码节来实现了这种加密,防止通过使用Soft-ice或者其他的调试软件来对程序进行反汇编,阻止分析源程序,以此来实现对软件的保护。     

编组站车流接续优化模型及算法

在解编顺序给定的条件下,建立车流接续优化模型。在模型构建中,列车属性方面同时考虑了换重、换长和满轴三个约束,通过算例证明,该设定不但更加符合实际,而且使得车流接续优化具有了一定的灵活性。在算例分析部分,分别利用一般数学软件Lingo11.0以及VC++编写的自适应免疫克隆算法对模型进行求解,证明了模型和算法的有效性,为编组站阶段计划车流接续优化智能化提供了较好的解决途径。     

A generalized algorithm for duration and convexity of option embedded bonds

This article derives a generalized algorithm for duration and convexity of option embedded bonds that provides a convenient way of estimating the dollar value of 1 basis point change in yield known as DV01, an important metric in the bond market. As delta approaches 1, duration of callable bonds approaches zero once the bond is called. However, when the delta is zero, the short call is worthless and duration of callable will be equal to that of a straight bond. On the other hand, the convexity of a callable bond follows the same behaviour when the delta is 1 as shown in Dunetz and Mahoney (1988) as well as in Mehran and Homaifar’s (1993) derivations. However, in the case when delta is zero, the convexity of a callable bond approaches zero as well, which is in stark contrast to the non-zero convexity derived in Dunetz and Mahoney’s paper. Our generalized algorithm shows that duration and convexity nearly symmetrically underestimate (overestimate) the actual price change by 11/10 basis points for ± 100 basis points change in yield. Furthermore, our algorithm reduces to that of MH for convertible bonds assuming the convertible bond is not callable.     

提升算法对传统车险索赔频率建模模型的改进——基于我国五省交强险保单数据

广义线性模型作为非寿险定价的经典模型,在非寿险定价中得到了广泛的应用。近年来,以提升算法为代表的机器学习算法在保险领域取得了很好的效果,为保险产品定价提供了一种新的选择。本文将提升算法思想分别融入到回归树模型和广义线性模型(GLM)中去,用得到的新模型对我国车险索赔频率进行预测建模分析,并与传统的回归树模型和GLM进行比较。结果表明,加入提升算法后传统车险索赔频率建模模型的效果得到了很大的改善,并且在不存在过拟合的前提下,随着模型深度和迭代次数的增加,模型的效果也在不断优化。     

基于VAR 的我国预期通货膨胀率的估计问题研究

在当前影响物价变动的因素愈加广泛和复杂的背景下,如何准确把握未来通货膨胀预期走势进而有效调控通货膨胀至关重要。本文首先通过建立附加前瞻性政策变量的 VAR 预期模型, 根据 2002 年第一季度至 2014 年第三季度的通货膨胀率、实际利率和产出偏差的实际值与预期目 标值的偏差值季度数据,采用卡尔曼滤波递归算法得出我国的通货膨胀预期的估计结果。随后基 于理性预期理论对初步估计结果进行检验。研究结果表明,采用前三个月实际利率、实际通货膨 胀率的算术平均作为下期中国人民银行调控目标的预期值是较为符合我国情况的选择。