基于风险矩阵的企业采购风险评估

采购是企业经营的一个核心环节,是获取利润的重要来源。文章以企业采购中存在的风险为研究对象,以采购风险评价的一般分析为基础。将风险矩阵引人到企业采购的风险评估中,对企业采购进行风险评估,为企业采购提供一种结构性风险评估方法,并以某电力建设企业采购为例对风险矩阵的应用进行了说明。     

Random matrix application to correlations amongst the volatility of assets

In this paper, we apply tools from random matrix theory (RMT) to estimates of correlations across the volatility of various assets in the S&P 500. The volatility inputs are estimated by modelling price fluctuations as a GARCH(1,1) process. The corresponding volatility correlation matrix is then constructed. It is found that the distribution of a significant number of eigenvalues of the volatility correlation matrix matches with the analytical result from RMT. Furthermore, the empirical estimates of short- and long-range correlations amongst eigenvalues, which are within RMT bounds, match with the analytical results for the Gaussian Orthogonal ensemble of RMT. To understand the information content of the largest eigenvectors, we estimate the contribution of the Global Industry Classification Standard industry groups to each eigenvector. In comparison with eigenvectors of correlation matrix for price fluctuations, only few of the largest eigenvectors of the volatility correlation matrix are dominated by a single industry group. We also study correlations between ‘volatility returns’ and log-volatility to find similar results.     

基于椭圆球面波函数的数字带通滤波器设计

为设计频谱性能优良的有限冲激响应(FIR)数字带通滤波器,从窗函数的性质及选择指标出发,分析了椭圆球面波函数(PSWF)作为窗函数的优势;在此基础上根据数字滤波器设计的原理和要求,选择0阶基带椭圆球面波函数作为窗函数设计数字带通滤波器,并利用微分方程状态转移矩阵逼近的PSWF求解算法,给出了基于PSWF的FIR数字带通滤波器设计方法。理论分析和仿真结果表明：PSWF数字带通滤波器具有较低的设计复杂度,与Kaiser滤波器和Blackman滤波器相比,其旁瓣衰减有超过7 dB的优势,且具有与两种滤波器相当的通带波纹波动和过渡带宽。     

基于干扰矩阵的高密WLAN场景下集中式功率控制

针对高密无线局域网（WLAN）场景中系统干扰严重导致吞吐量降低的问题,提出了一种集中式动态发射功率控制算法（CDTPC）。接入控制器（AC）依据接入点（AP）定时上报的信道扫描报告和邻居报告建立干扰矩阵,通过分析干扰矩阵确定干扰源AP集和覆盖漏洞AP集,并对干扰源AP和覆盖漏洞AP进行动态功率控制,在保障覆盖的情况下减小WLAN系统内干扰、提高网络整体吞吐量。仿真表明：在高密WLAN场景中,使用CDTPC算法进行功率控制前后各AP吞吐对量均有所提高,系统整体吞吐量提高了41.5%.     

基于GE矩阵的顾客满意矩阵及其应用研究

文章在明晰CS内涵基础上,基于GE矩阵架构了CS矩阵,实施对影响CSI因素的评价与归集,得出了有效运作和提高CS战略执行力的改善重点及其路径,以指导企业CS实践,持续而有效地改善与顾客的关系和提高顾客满意度。     

基于对象—过程—主体分析方法的区域低碳交通评价研究

推动节能减排与促进低碳发展已经成为我国发展的重要议题,建立与低碳交通概念相适应的评价体系,对于我国低碳建设具有重要意义。运用对象—过程—主体分析方法,在对象维度考察能源消耗与碳排放;过程维度考察输入端、循环端和输出端;主体维度考察政府、交通企业和公众的共同行为。由此构建"对象—过程"维度和"对象—主体"维度2个一级指标13个子指标的区域低碳交通评价指标体系。在此基础上,结合模糊数学方法与理想解法,建立区域低碳交通评价方法。以江苏2017年交通发展为例开展评价分析,形成区域低碳交通政策矩阵,以期为低碳交通管理提供参考。     

银行信息系统外包及其风险管理研究——以C银行风险管理为例

银行投入了大量的资金进行IT建设,优化业务流程,提高服务效率,其普遍采用的方法是外包。但是,在开发和外包过程中,由于缺乏对项目的风险管理,问题不断产生,可能直接影响项目的上线。银行IT外包风险管理的一个有效手段就是对该风险的预先防范,对每个风险事件的风险影响程度、风险产生概率进行评估,为IT外包风险管理提供科学的依据,提高风险管理的效率和质量。本文详细地辨识了银行IT外包风险的风险源,并以C银行IT外包为背景,运用Borda方法对各种风险进行了评估。在此基础上,分析了风险的控制和防范策略,为银行业IT外包风险管理提供了一个实用而有效的菅理范式。     

讨论矩阵的特征值与行列式的关系

利用矩阵的特征值解决行列式的问题。     

我国第三方支付沉淀资金监管的博弈论分析

国内电子商务的迅猛发展导致第三方支付业务交易量增加显著。它在给人们带来极大便利的同时,也引起人们对相应第三方支付行业中大笔沉淀资金的挪用及账户中产生利息的归宿问题的关注。近期央行采取颁发营业牌照的措施以抬高第三方支付业务准入门槛,进一步引发人们对第三方支付业务中存在的诸多问题的讨论。本文通过分析沉淀资金的形成、积累及利用和相应利息的配置,借用博弈分析方法对支付矩阵进行推导,在加强第三方支付行业沉淀资金监管的基础上,针对性提出央行应给予第三方支付机构适度利用沉淀资金的权利、沉淀资金利息多样化配置、构建评价体系、促进信息公开化的观点。     

Cost–consequence analysis of a hemostatic matrix alone or in combination for spine surgery patients

Background: A five-year retrospective database analysis comparing the use of Floseal¹ flowable topical hemostat alone (F) and in combination with gelatin/thrombin (F?+?G/T) to achieve hemostasis and control surgical bleeding showed higher resource utilization for F?+?G/T cases relative to F matched pairs during spinal surgery. Lower resource use in the F group was characterized by shorter hospital length of stay and surgical time as well as fewer blood transfusions and less hemostat agent used per surgery.

Objective: To evaluate the cost–consequence of using F compared to F?+?G/T in minor, major and severe spinal surgery from the US hospital perspective.

Methods: A cost–consequence model was developed using the US hospital perspective. Model inputs include clinical inputs from the literature, cost inputs (hemostatic matrices, blood product transfusion, hospital stay and operating room time) from the literature, and an analysis of annual spine surgery volume (minor, major and severe) using the 2012 National Inpatient Sample (NIS) database. Costs are reported in 2017?US dollars. One-way and probabilistic sensitivity analyses address sources of variability in the results.

Results: A medium-volume hospital (130 spine surgeries per year) using F versus F?+?G/T for spine surgeries is expected to require 85 less hours of surgical time, 58 fewer hospital days and 7 fewer blood transfusions in addition to hemostat volume savings (F: 1?mL, thrombin: 1994?mL). The cost savings associated with the hospital resources for a medium-volume hospital are expected to be $317,959 (surgical hours?=?$154,746, hospital days?=?$125,237, blood transfusions?=?$19,023, hemostatic agents?=?$18,953) or $2445 per spine surgery.

Conclusions: The use of F versus F?+?G/T could lead to annual cost savings for US hospitals performing a low to high volume of spinal surgeries per year.