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1.
The behavior and spatial distribution of crime events can be explained through the characterization of an area in terms of its demography, socioeconomy, and built environment. In particular, recent studies on the incidence of crime in a city have focused on the identification of features of the built environment (specific places or facilities) that may increase crime risk within a certain radius. However, it is hard to identify environmental characteristics that consistently explain crime occurrence across cities and crime types. This article focuses on the assessment of the effect that certain types of places have on the incidence of property crime, robbery, and vandalism in three cities of the Valencian region (Spain): Alicante, Castellon, and Valencia. A nonlinear effects model is used to identify such places and to construct a risk map over the three cities considering the three crime types under research. The results obtained suggest that there are remarkable differences across cities and crime types in terms of the types of places associated with crime outcomes. The identification of high-risk areas allows verifying that crime is highly concentrated, and also that there is a high level of spatial overlap between the high-risk areas corresponding to different crime types.  相似文献   
2.
Vietnam has undergone market reforms over the last three decades; and as a consequence, the coffee sector has become increasingly market‐driven. The success of the government's liberalisation policies in terms of market efficiency is investigated by examining the transmission of both positive and negative price changes for Robusta coffee between export and farmgate prices. We used a threshold vector error correction model and high‐frequency daily data. The primary result here is that of a symmetric price transmission between export and farm‐level prices. This result holds when tested with weekly price data, derived from the daily data. Farmgate prices respond faster to decreases than increases in export prices when the long‐run deviation exceeds a certain threshold. These price changes are transmitted within several days. This research also confirms the importance of transaction costs, and other price frictions mostly ignored in prior analyses for coffee.  相似文献   
3.
Public bike-sharing systems (BSSs) are an emerging mode of transportation introduced by municipalities to solve congestion problems in metropolitan areas, especially when integrated with other types of transportation. In the last years, the number of public bike-sharing services has been constantly on the rise all over the world, and generally the overall satisfaction with them is high. However, satisfaction with public services is driven by mechanisms that can differ from those in the private sector. It is important to establish to what extent a high satisfaction is genuine or simply ephemeral. Even “old” public services (like public transportation) become “gold” when accompanied by the introduction of new technologies. In this paper we analyze this phenomenon using data from a satisfaction web-survey conducted among customers of the public BSS “BikeMi” in Milan, Italy, in a period when mobile technologies have been introduced to speed up the service. On analyzing the responses to satisfaction questions using simple summary statistics, the level of satisfaction resulted very high. However, our aim was to look for potential “darker” sides of the service by detecting possible hidden satisfaction components. For this purpose, we used the Nonlinear Principal Components Analysis, which is particularly powerful in this context. A simple textual analysis was also performed as a validating test. Results from our analysis indicated that satisfaction is flawed by a set of factors like the mechanics of the bikes, the picking and dropping system, and the apps used to organize the service. Less concern was detected for more general aspects of the service.  相似文献   
4.
为了抑制脉冲噪声对电力线正交频分复用(OFDM)通信系统的影响,最常用的方法之一是在接收端OFDM解调器之前前置一个置零非线性单元,即传统置零法。然而,由于引入了非线性失真,其性能并不理想。针对传统置零法引起的非线性失真问题,提出了一种基于迭代消除非线性失真的改进置零法。首先,对接收到的时域OFDM信号进行脉冲噪声检测和置零处理;然后,在频域利用已检测的符号来重构时域置零处理引入的非线性失真,并通过迭代提高重构的准确性;最后,从频域接收信号中减去重构的非线性失真。仿真结果表明,所提改进算法与传统置零法相比,有非常大的性能提升,增强了电力线OFDM通信系统对脉冲噪声的抵抗能力。  相似文献   
5.
This paper re-examines the stochastic properties of U.S. state real per capita personal income, using new panel unit-root procedures. The new developments incorporate non-linearity, asymmetry, and cross-sectional correlation within panel-data estimation. Including nonlinearity and asymmetry finds that 43 states exhibit stationary real per capita personal income whereas including only nonlinearity produces 42 states that exhibit stationarity. Stated differently, we find that two states exhibit nonstationary real per capita personal income when considering nonlinearity, asymmetry, and cross-sectional dependence.  相似文献   
6.
ABSTRACT

We discuss an optimal excess-of-loss reinsurance contract in a continuous-time principal-agent framework where the surplus of the insurer (agent/he) is described by a classical Cramér-Lundberg (C-L) model. In addition to reinsurance, the insurer and the reinsurer (principal/she) are both allowed to invest their surpluses into a financial market containing one risk-free asset (e.g. a short-rate account) and one risky asset (e.g. a market index). In this paper, the insurer and the reinsurer are ambiguity averse and have specific modeling risk aversion preferences for the insurance claims (this relates to the jump term in the stochastic models) and the financial market's risk (this encompasses the models' diffusion term). The reinsurer designs a reinsurance contract that maximizes the exponential utility of her terminal wealth under a worst-case scenario which depends on the retention level of the insurer. By employing the dynamic programming approach, we derive the optimal robust reinsurance contract, and the value functions for the reinsurer and the insurer under this contract. In order to provide a more explicit reinsurance contract and to facilitate our quantitative analysis, we discuss the case when the claims follow an exponential distribution; it is then possible to show explicitly the impact of ambiguity aversion on the optimal reinsurance.  相似文献   
7.
In order to account for currency substitution, the exchange rate is included in the demand for money. More recent studies have demonstrated that exchange rate changes could have asymmetric effects on the demand for money or domestic currency. In this paper, we consider the experiences of 18 African countries and show that in most countries, indeed exchange rate changes have short-run asymmetric effects on the demand for money. However, short-run effects translate to long-run asymmetric effects only in a limited number of African countries.  相似文献   
8.
Electric vehicles (EV) use an eco-friendly technology that limits the greenhouse gas emissions of the transport sector, but the limited battery capacity and the density of the battery are the major barriers to the widespread adoption of EV. To mitigate this, a good method seems to be the innovative wireless charging technology called ‘On-Line EV (OLEV)’, which is a contactless electric power transfer technology. This EV technology has the potential to charge the vehicle’s battery dynamically while the vehicle is in motion. This system helps to reduce not only the size of the battery but also its cost, and it also contributes to extending the driving range before the EV has to stop. The high cost of this technology requires an optimal location of the infrastructure along the route. For this reason, the objective of this paper is to study the problem of the location of the wireless charging infrastructure in a transport network composed of multiple routes between the origin and the destination. To find a strategic solution to this problem, we first and foremost propose a nonlinear integer programming solution to reach a compromise between the cost of the battery, which is related to its capacity, and the cost of installing the power transmitters, while maintaining the quality of the vehicle’s routing. Second, we adapt the multi-objective particle swarm optimization (MPSO) approach to our problem, as the particles were robust in solving nonlinear optimization problems. Since we have a multi-objective problem with two binary variables, we combine the binary and discrete versions of the particle swarm optimization approach with the multi-objective one. The port of Le Havre is presented as a case study to illustrate the proposed methodology. The results are analyzed and discussed in order to point out the efficiency of our resolution method.  相似文献   
9.
We study a credit term determination problem in the context of a supplier-buyer supply chain. The supplier's credit term decision is simultaneously made with its production and inventory decisions, and most importantly, it is impacted by the buyer's order quantity. We present a new game-theoretic framework to model this problem, which captures the interaction between the supplier's credit term decision and the buyer's order decision in a multi-period setting. An exact method based on nonlinear programming is implemented to obtain the optimal solutions. We apply our methodologies on a real world case. The computational results show that our approach significantly outperforms the heuristics with fixed credit terms, and either a short or a long credit term can be sub-optimal for the supplier in profitability. Our work offers the first data-driven model and solution approach that assists purchasing and supply managers to make optimal dynamic credit term decision in conjunction with production, ordering and inventory decisions in a game-theoretic setting.  相似文献   
10.
This paper investigates nonlinearities in the dynamics of real exchange rates. We use Monte Carlo simulations to establish the size properties of the Teräsvirta-Anderson test, when the dynamics of the real exchange rate is influenced by an exogenous process. In addition, we show that a modified nonlinearity test, which includes additional right-hand-side variables, performs much better than the original in both Monte Carlo exercises and in the actual data on 1431 bilateral real exchange rate series. Finally, we investigate the dynamics of the real exchange rate for both developed and developing countries using the modified test for the recent floating period. In general, the results find a greater incidence of nonlinear dynamics for developing country real exchange rates.  相似文献   
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