Research on a stock-matching trading strategy based on bi-objective optimization

In recent years, with strict domestic financial supervision and other policy-oriented factors, some products are becoming increasingly restricted, including nonstandard products, bank-guaranteed wealth management products, and other products that can provide investors with a more stable income. Pairs trading, a type of stable strategy that has proved efficient in many financial markets worldwide, has become the focus of investors. Based on the traditional Gatev–Goetzmann–Rouwenhorst (GGR, Gatev et al., 2006) strategy, this paper proposes a stock-matching strategy based on bi-objective quadratic programming with quadratic constraints (BQQ) model. Under the condition of ensuring a long-term equilibrium between pairedstock prices, the volatility of stock spreads is increased as much as possible, improving the profitability of the strategy. To verify the effectiveness of the strategy, we use the natural logs of the daily stock market indices in Shanghai. The GGR model and the BQQ model proposed in this paper are back-tested and compared. The results show that the BQQ model can achieve a higher rate of returns.     

基于两阶段法的多车型卷烟配送路径优化研究

在烟草商业企业中,物流是其重要的环节,是连接客户与烟草企业间的纽带,其卷烟配送线路设计的合理与否直接影响到卷烟的配送效率和配送成本,就如何合理的规划线路成为卷烟配送的关键问题。文章以Q烟草公司为例,运用先分组后路线的两阶段法对问题进行求解,先利用K-means聚类算法对区域进行划分,再考虑工作量均衡的条件下引入遗传算法对区域进一步调整,最后利用混合遗传算法对各配送区域进行线路优化,通过实例从线路数、车辆数、空载率、配送里程及总成本等指标上可以看出两阶段法的配送效果更优。     

基于粒子群算法下的交叉口信号配时优化

为了合理地优化交叉口信号配时,通过分析交叉口的评价指标,建立了以车辆的平均延误、停车次数最小、交叉口整体通行能力最大、各相位有效绿灯时间和交叉口周期时长作为约束条件的数学模型。并通过改进前人研究基础上的动态加权系数,将多目标的非线性优化问题转化为单一目标的非线性规划问题,为了得出更科学稳定的解,提出了改善粒子群算法系统稳定性的2种方法,并将其与粒子群算法结合起来。然后以Matlab为求解工具,结合临邑市某一交叉口实例进行求解分析。最后的结果表明,在使用改进后的粒子群算法进行优化后交叉口通行能力较之现状提升了9%,延误下降了28%,停车次数下降了9%,且各项优化结果均优于Webster,改进后的算法在程序中运行300代,到216代才开始收敛,而未改进的算法稳定性较差,优化结果和收敛曲线则随着实验次数的变化而变化,最后的结论证明了该算法和模型的可靠性。     

基于减缓热岛效应的公园绿地布局 优化研究

城市化进程加快导致城市热岛效应问题日益突出， 公园绿地在降温方面具有重要作用，如何通过公园绿地布局以 减缓热岛效应是当前值得思考的问题。以福州市主城区为研究 区，利用辐射传输方程和泰森多边形分析城市热岛情况及公园 绿地布局现状，采用P-中值模型结合城市用地规划确定公园 绿地布局优化方案，结果表明：1)福州市主城区的整体温度偏 高，其热岛范围达城市总面积的11.78%；2)共提取福州市主 城区公园绿地47个，总面积为11.11km2，占主城区总面积 的4.47%，公园绿地布局总体不能满足人们的需要；3)利用 P-中值模型对公园绿地供需情况进行分析，得出18个公园绿 地需要优化，其中包括福州动物园、环南公园等12个一级优化 公园绿地，以及屏山公园、琴亭湖公园等6个二级优化公园绿 地；4)结合福州市中心城区用地规划，得到50个潜在公园绿 地建设点，主要集中于城门镇、盖山镇及新店镇。     

Property rights and groundwater management in the High Plains Aquifer

Groundwater is an important natural resource that needs to be managed dynamically. Ideally, institutions governing property rights to the groundwater of low-recharge aquifers should not discourage or disincentivize groundwater users from dynamic management. We develop an empirical model to examine whether agricultural groundwater users faced with prior appropriation property rights to groundwater in western Kansas exhibit dynamic, forward-looking behavior consistent with dynamic management. We find that although farmers are allotted a time-invariant maximum amount of groundwater that they can extract each year, they still behave in a manner consistent with dynamic management. Their groundwater extraction decisions are not significantly affected by the quantity they are authorized to extract, but are instead affected by expected future crop prices, expected future energy prices, and groundwater extraction by neighbors. Our results provide evidence that farmers manage their groundwater resource dynamically, even if their property rights do not necessarily encourage or incentivize them to do so.     

基于智能移动终端的作业解决方案

本文提出了一种基于Acrobat和Excel实现的适用于多平台智能移动终端的移动学习作业解决方案。该作业解决方案不需要教师掌握任何移动学习和智能终端的相关知识，就可以将现有学习资源转换为跨平台的移动学习资源。作业可随时随地完成且不需网络支持。配套开发的VBA程序可以自动批改作业并给出作业成绩。详细的批改数据可以为更深入的技术分析提供数据支持。     

城市商业空间结构问题与优化探讨

城市空间结构研究一直都是城市地理学的主要研究领域 ,但其中的城市商业空间结构研究则发展缓慢。本文试探着阐述了城市商业空间优化的相关理论 ,包括商业空间优化的必要性与意义 ,接着描述了目前商业空间结构存在的普遍问题 ,并指出优化的四个主要目标 ,即视觉优先、经济优先、生态优先和社会优先 ,最后指出商业空间结构优化的主要方面和具体手段。     

基于多Agent的网络组织智能管理系统

网络组织是在信息技术和全球经济一体化趋势推动下,而出现的一种新型组织形式,是管理科学的一个重要研究内容。为了提高网络组织管理的智能化水平,应用智能协作技术方法,建立了一种网络组织智能管理系统,以及网络组织的智能协作机制模型。     

Decision Support Systems in Marketing

The practical application of decision support systems in marketing is still in its infancy, even though academic research has been recommending the use of such systems for years. This is largely due to the lack of a single, generally applicable decision support system. The specific requirements and problems of management are too dissimilar to make the development of one universal decision support system feasible. However, improved PC performance, enhanced market survey methods such as conjoint measurement, and further developed programming tools permit the varying requirements to be fairly flexibly met. The following article describes state-of-the-art know-how regarding the practical utilization of such systems, and addresses the preconditions for employing them. We have included many examples gathered from our own experience with numerous applications.