基于模糊动态故障树的化工设备故障诊断方法研究

本文针对化工设备故障具有模糊性、动态性的特点，提出了建立模糊动态故障树对其进行预测诊断，重点对模糊动态故障树定量分析方法进行了研究，提出了基于最小割集、割序的定量分析方法。该方法将模糊动态故障树分解为模糊静态子树和模糊动态子树，然后分别建立以最小割集和最小割序为基础的定量计算模型，同时引入了弱三角范数的概念以减少由于数据模糊性扩散而引起计算结果不准确的现象。最后给出了最小割集、割序和底部事件重要度的计算公式，分析了化工设备故障诊断的流程，并通过实例验证了该方法具有计算准确，效率高，通用性强的特点，适用于化工设备的故障诊断。     

政府投资项目全过程造价动态管理研究分析

本文就政府投资项目全过程造价动态管理的营销因素进行阐述,对政府投资项目全过程造价动态管理存在的问题进行分析,提出政府投资项目全过程造价动态管理的具体策略,以促进政府投资项目的社会效益不断增长。     

海域动态基准价格计量模型的构建

论文应用随机时间序列理论和收益现值法对我国海域动态基准价格评估的计量模型进行了理论构建,建立了海域资源未来净收益的动态预测模型,在提出海域还原利率历史数据测算方法的基础上,又据此建立了与未来净收益预测模型相类似的海域还原利率动态预测模型。这些预测模型和方法把当前海域价格评估偏重于静态的收益现值法扩展为科学实用的动态收益现值法奠定了一定的基础。     

Dynamic business modeling for sustainability: Exploring a system dynamics perspective to develop sustainable business models

In the last decade, business models for sustainability have gained increasing attraction by corporate sustainability scholars with international conferences and scientific journals encouraging the development of the debate on their design, use and innovation processes. Capitalizing on the basic principles, requirements, and methodological limitations found in the literature on sustainability‐oriented business model design, this paper aims to conceptualize a dynamic business modeling for sustainability approach, which combines an adapted sustainable business model canvas and system dynamics modeling. To this end, the paper also illustrates the key operating principles of the proposed approach through an exemplary application to Patagonia's business model. Findings suggest that dynamic business modeling for sustainability may contribute to sustainable business model research and practice by introducing a systemic design tool, which frames environmental, social, and economic drivers of value generation into a dynamic business model causal feedback structure, thus overcoming methodological gaps of the extant business model design tools.     

基于改进Shapley值法的动态物流联盟利益分配

为建立公平合理的利益分配及激励机制,在传统Shapley值法的基础上,考虑风险成本、品牌信任度、联盟忠诚度,引入综合修正因子,建立了基于改进Shapley值法的动态物流联盟利益分配模型,使利益分配更公平合理化,减少联盟中利益分配冲突,稳固联盟,为其提供理论借鉴与参考。     

FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES

The left tail of the implied volatility skew, coming from quotes on out‐of‐the‐money put options, can be thought to reflect the market's assessment of the risk of a huge drop in stock prices. We analyze how this market information can be integrated into the theoretical framework of convex monetary measures of risk. In particular, we make use of indifference pricing by dynamic convex risk measures, which are given as solutions of backward stochastic differential equations, to establish a link between these two approaches to risk measurement. We derive a characterization of the implied volatility in terms of the solution of a nonlinear partial differential equation and provide a small time‐to‐maturity expansion and numerical solutions. This procedure allows to choose convex risk measures in a conveniently parameterized class, distorted entropic dynamic risk measures, which we introduce here, such that the asymptotic volatility skew under indifference pricing can be matched with the market skew. We demonstrate this in a calibration exercise to market implied volatility data.     

基于系统力学的煤炭固体废物产量模拟与预测——以四川省宜宾市为例

矿业活动在为人类生产生活提供有价值矿产的同时也产生了许多矿业废弃物,矿业固体废弃物的堆积会带来地表水污染、土壤溶蚀、地表景观遭到破坏、地质灾害等一系列环境问题。以四川省宜宾市为研究区域,运用系统动力学理论对研究区煤炭固体废弃物生产与处理情况进行模型构建与情景假设,对煤炭固体废弃物、废石与煤灰渣在环境型情景、当前型情景和能源型情景下的保有量进行模拟。结果显示,2017年煤炭固体废弃物保有量约是2005年的10倍,短期内煤炭固体废弃物的处理能力仍无法满足开采量快速增长的要求。废石处理方面,废石处理能力也有较大提升,煤炭剥采比有减小的趋势,但不明显。煤灰渣处理方面,未来几年,煤灰渣处理将有大幅度提高,环境型情境下的处理比率比当前情境下的处理比率高。同时,将系统动力学理论应用于煤炭开采与使用领域,通过算法对整个系统进行模拟,可得到良好且比较客观的结果。     

Dynamic organizational learning: a narrative inquiry into the story of Huawei in China

In this paper, we apply a model derived from dynamic capability theory to analyse the evolution and development of Huawei as an emerging MNC that is also a dynamic learning organization. We show how this firm has evolved through four distinct eras, characterized in succession by imitation, improvement, integration and cross-disciplinary engagement. Each era has involved a sequence of steps, beginning with opportunities, and followed by path, position, processes and transformation. Through much of its history, Huawei drew heavily on outside expertise. By contrast, the contemporary Huawei has become self-sufficient, as progressive transformations have enabled the firm to acquire dynamic capability for developing unique client-driven solutions by combining knowledge from diverse internal expert communities.     

环境责任承担与企业绩效——理论与实证

在全球经济进入“绿色经济”的大背景下，近年来，生态环境已成为社会各界关注的一个重点问题，也是我国“十三五”规划所关注的重要论题之一。本文以上交所与深交所的上市公司2008～2014年的数据为基础，运用GMM模型，从理论层面阐述了环境责任对企业绩效产生的效应，实证探讨了二者间的关系。文章也创造性地探讨了两者之间的非线性关系，研究发现，承担环境责任对中国企业绩效存在显著的正效应，而且二者之间的非线性关系呈现出倒“U”型。     

A NOTE ON THE QUANTILE FORMULATION

Many investment models in discrete or continuous‐time settings boil down to maximizing an objective of the quantile function of the decision variable. This quantile optimization problem is known as the quantile formulation of the original investment problem. Under certain monotonicity assumptions, several schemes to solve such quantile optimization problems have been proposed in the literature. In this paper, we propose a change‐of‐variable and relaxation method to solve the quantile optimization problems without using the calculus of variations or making any monotonicity assumptions. The method is demonstrated through a portfolio choice problem under rank‐dependent utility theory (RDUT). We show that this problem is equivalent to a classical Merton's portfolio choice problem under expected utility theory with the same utility function but a different pricing kernel explicitly determined by the given pricing kernel and probability weighting function. With this result, the feasibility, well‐posedness, attainability, and uniqueness issues for the portfolio choice problem under RDUT are solved. It is also shown that solving functional optimization problems may reduce to solving probabilistic optimization problems. The method is applicable to general models with law‐invariant preference measures including portfolio choice models under cumulative prospect theory (CPT) or RDUT, Yaari's dual model, Lopes' SP/A model, and optimal stopping models under CPT or RDUT.