移动Agent在入侵检测系统中的应用

本文简单介绍了移动Agent和入侵检测系统,介绍了基于移动Agent的入侵检测模型,最后提出了一些移动Agent入侵检测系统还存在的一些问题。     

地方政府与辖区企业关系的理论分析

改革开放以来,我国地方政府与辖区企业之间呈现如下关系:地方政府为辖区企业提供公共产品,而辖区企业通过提供税收和增加就业服务于地方经济发展和社会稳定.从交易费用经济学的角度看,地方政府和辖区企业之间的这种关系,类似于某种隐含契约.     

基于公司治理视角的企业投资行为研究

随着公司契约中不同利益主体代理冲突的演化,企业投资行为的治理机制不断被赋予新的研究内涵。本文在简要评述企业投资行为的公司治理理论背景基础上,基于股权分散和集中两种典型公司治理模式,首先从股东-管理者代理、信息非对称-自由现金流代理和股东-债权人代理三个方面,对传统公司治理下的企业投资行为特征和相应的治理机制进行了阐释。然后沿着公司治理研究的发展动态,对大小股东代理冲突下的企业投资行为进行了成因分析与治理探讨。最后在我国股权分置改革与资本市场演进的背景下,提出了探索企业投资行为的规律。     

中国国有企业代理成本的实证分析

我们运用“2 0 0 2年国有企业改制调查”中的激励工资数据 ,按Broyden Fletcher Goldfarb Shanno的最大似然估计模拟程序 ,对中国国有企业代理成本的规模、原因做了估计与分析。结果发现 ,中国国有企业的代理成本 ,相当于 60 %— 70 %的利润潜力。也就是说 ,在现存的国有企业体制下 ,代理成本使企业效率只达到了 3 0 %— 40 % !委托人 (政府的国资管理机构 )对客观随机冲击θ、代理人风险规避参数r及努力的边际成本递增率 η缺乏充分信息所产生的代理成本占总代理成本的 2 3 ;而由代理人风险规避所导致的代理成本占 1 3。模拟估算的结果显示 ,采取租赁、出售或租售国企的方式 ,大约可以使利润潜力的利用率增加 2 0个百分点 ;若要降低契约的信息成本 ,则应该在财产所有权与控制权上努力实现分权化。     

网络传播环境下的企业危机预警智能元搜索引擎研究

围绕网络传播环境下的企业危机信息检索,将Agent技术与元搜索引擎技术相结合,分析和设计了网络传播环境下企业危机预警智能元搜索引擎的系统框架结构,提出了预警搜索用户的个性化建模技术方案和成员搜索引擎的个性化调度算法及其选择策略,以期实现网络传播危机预警信息检索的智能化、个性化、高效化。     

A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback

Recent market events have reinvigorated the search for realistic return models that capture greater likelihoods of extreme movements. In this paper we model the medium-term log-return dynamics in a market with both fundamental and technical traders. This is based on a trade arrival model with variable size orders and a general arrival-time distribution. With simplifications we are led in the jump-free case to a local volatility model defined by a hybrid SDE mixing both arithmetic and geometric or CIR Brownian motions, whose solution in the geometric case is given by a class of integrals of exponentials of one Brownian motion against another, in forms considered by Yor and collaborators. The reduction of the hybrid SDE to a single Brownian motion leads to an SDE of the form considered by Nagahara, which is a type of ‘Pearson diffusion’, or, equivalently, a hyperbolic OU SDE. Various dynamics and equilibria are possible depending on the balance of trades. Under mean-reverting circumstances we arrive naturally at an equilibrium fat-tailed return distribution with a Student or Pearson Type~IV form. Under less-restrictive assumptions, richer dynamics are possible, including time-dependent Johnson-SU distributions and bimodal structures. The phenomenon of variance explosion is identified that gives rise to much larger price movements that might have a priori been expected, so that ‘25σ’ events are significantly more probable. We exhibit simple example solutions of the Fokker–Planck equation that shows how such variance explosion can hide beneath a standard Gaussian facade. These are elementary members of an extended class of distributions with a rich and varied structure, capable of describing a wide range of market behaviors. Several approaches to the density function are possible, and an example of the computation of a hyperbolic VaR is given. The model also suggests generalizations of the Bougerol identity. We touch briefly on the extent to which such a model is consistent with the dynamics of a ‘flash-crash’ event, and briefly explore the statistical evidence for our model.     

供应链战略合作伙伴选择的智能推理系统

21世纪企业的竞争是企业供应链之间的竞争。众多的企业采用供应链管理模式以快速地反映市场需求来捕捉市场机遇,供应链的构建是企业赢得竞争的关键。在供应链构建过程中良好的战略伙伴会提升企业文化和商业信誉。使用Agent方式有助于构建供应链战略合作伙伴选择推理系统。     

“I love it” or “I hate it”? The positivity effect in stated preferences for agent evaluation

Consumers often interact with agents to obtain advice about products and services. A consumer’s evaluation of an agent as a source of personalized advice depends, in part, on the extent to which the consumer believes the agent knows and shares her tastes. In this research, we show a positivity effect in the agent evaluation process, whereby consumers perceive alternatives they love (compared to hate) to be more informative to agents about their tastes, and hence more diagnostic to agents for predicting their future evaluations. Further, we show that this positivity effect is moderated by the agent’s level of agreement with the consumer, and is driven by the greater accessibility of information about loved, compared to hated, alternatives. We discuss the implications of these results for interpersonal judgments and agent choice.     

Understanding how heterogeneous agents affect Principal's returns: Perspectives from short-termism and Bayesian learning

We consider a general framework of optimal contract design under the heterogeneity and short-termism of agents. Our research shows that the optimal contract must weigh the agent's information rent, incentive cost, and benefit to overcome the contract's adverse selection and moral hazards. Agents with higher moral levels were more likely to choose higher effort and lower manipulation. Simultaneously, the principal offers lower incentives and receives more significant payoff. We also extend our model to investigate the benefits of Bayesian learning. Furthermore, we compare the principal's returns in general and learning models and find that the learning contract can bring more profit to the principal.     

基于多任务委托-代理模型的农业政策性银行公司治理问题研究

在分析农业发展银行公司治理特殊性的基础上,通过建立一个多任务委托-代理模型,研究农发行委托代理关系,结果表明:国家作为农业政策性银行的所有者时,不可避免地给其赋予了多重任务;对农业政策性银行制定利润方面的激励和考核机制,促使银行改善经营管理;国家对农业政策性银行的激励一定程度上影响其贷款质量.在此基础上,提出了完善农业发展银行公司治理政策建议.