基于吸收态马尔可夫链的银行贷款风险管理

文章根据银行贷款风险五级分类原则,将吸收态的马尔可夫链运用到银行贷款风险管理中,通过建立贷款风险的状态转移概率矩阵,分析和预测银行贷款未来所处的发展状态,为银行信贷资金的管理决策提供了一种较为可行的定量分析方法。     

基于马尔可夫分析的住房积金袋款风险研究

运用马尔可夫分析方法研究了住房公积金个人贷款风险,主要是贷款逾期风险.并以某省会城市的相关数据做实证研究,通过建立贷款风险的状态转移概率矩阵,分析和预测了住房公积金贷款所处的发展状态,根据这个结果分析了风险的成因,提出了相应的对策.     

基于加权马尔可夫模型的个性化需求预测

针对个性化需求随机性和自相关性的特点,论述了个性化需求预测中引入加权马尔可夫模型的必要性及可行性,阐明了预测的具体步骤:利用销售序列的均方差建立分级标准,以规范化的各阶自相关系数为权重,结合转移概率矩阵计算出预测时段的状态概率,并确定预测时段的销量区间,进一步分析加权马尔可夫模型的特征.个性化定制下的快速消费品销售预测的算例分析表明,加权马尔可夫模型适合个性化需求预测.     

基于加权马尔可夫模型的个性化需求预测

针对个性化需求随机性和自相关性的特点，论述了个性化需求预测中引入加权马尔可夫模型的必要性及可行性，阐明了预测的具体步骤：利用销售序列的均方差建立分级标准，以规范化的各阶自相关系数为权重，结合转移概率矩阵计算出预测时段的状态概率，并确定预测时段的销量区间，进一步分析加权马尔可夫模型的特征。个性化定制下的快速消费品销售预测的算例分析表明，加权马尔可夫模型适合个性化需求预测。     

企业马尔可夫预测的Excel VBA实现

分析了马尔可夫预测法的步骤，用Excel VBA自定义了一个求矩阵任意次幂的函数，并利用这个函数由一步转移概率矩阵求得n步转移概率矩阵，简化了马尔可夫预测的过程。     

基于Markov模型的中国高端卷烟产品销量预测研究

本文通过对全国调拨价每条100元以上的卷烟销量进行分析,预测出未来几年内其销量增长的趋势。笔者依据历年销量的增长率不同将其划分为不同的状态,计算出状态之间的转移概率矩阵,并构造出销量增长率的马尔可夫模型,求出其销量增长率的期望值,通过对比近两年的实际销量值计算出其预测销量的误差,为未来几年卷烟销量的预测提供参考,同时此模型适用于中国中低端卷烟的销量预测,研究结果对于全国烟草行业的营销实践具有参考价值。     

概率统计在彩票中的应用探析

彩票与概率统计有着千丝万缕的联系,这是数学学科与社会生活实践相联系的一大典型。文章通过阐述概率统计、彩票的具体情况,分析概率统计在彩票中的应用依据,对概率统计在彩票中的应用展开探讨,旨在为如何促进概率统计在彩票中的科学合理应用研究提供一些思路。     

马尔可夫分析法在企业应收账款管理中的应用

本文利用马尔可夫链状态转移矩阵对企业的应收账款进行分析、预测和动态监控,以期为加强企业对应收账款的管理提供参考。     

马尔可夫分析法在企业应收账款管理中的应用

本文利用马尔可夫链状态转移矩阵对企业的应收账款进行分析、预测和动态监控,以期为加强企业对应收账款的管理提供参考.     

预测技术

预测技术门可佩第六讲马尔可夫及信息熵预测一、马尔可夫预测状态和状态转移，是马尔可夫预测技术的基本概念、本世纪初，俄国数学家马尔可夫（Ａ．Ａ．Ｍａｒｋｏｖ）发现，在某些事物的概率转换过程中．第ｎ次的结果常常决定于第ｎ－ｌ次的试验结果．即当从一种状态转移...     

state Lotteries and Crime

A bstract . The impact of having a state lottery on the rate of crime against property in that state is estimated. Arguments in the standard economic model of criminal activity employed here include the unemployment rate, real income per capita, presence of the death penalty in the state as a proxy for general severity of punishment , police officers per capita, the percentage of population between the ages of 5 and 24, and the presence of a state lottery. Because the decision of a state to operate a lottery may correlate with crime rates, a selectivity model was run to extract any bias, but no such bias was found. The analysis used data for the 50 states plus the District of Columbia from 1970 through 1984. The results suggest that presence of a state lottery is associated with a crime rate higher by about 3 percent, an effect both statistically significant and practically important.     

国家审计在国家治理中发挥基石和保障作用的实现路径——以首次全国性彩票资金审计为例

以我国首次全国性彩票资金审计为例,从审计目标、审计实施、审计公告、整改问责四个环节对国家审计在国家治理中发挥基石和保障作用的实现路径进行案例研究。为使彩票资金审计更好地服务新常态下的国家治理,提出将彩票资金审计纳入常规审计、协调中央及地方审计资源、将社会组织纳入彩票资金审计范畴、健全彩票资金绩效审计等建议。     

State Lotteries, Isolation and Economic Growth in the U.S.

This paper uses a Granger causality test adapted for use with cross-section time series data, to (1) test the relationship between lottery revenue and state economic growth (per capita income), and (2) address the importance of cross-border purchases in the relationship. Neither issue has been empirically tested previously. Previous evidence (Caudill, et al., 1995) suggests that states surrounded by lotteries are more likely than isolated states to introduce lotteries. But the empirical results here suggest that lotteries do not contribute to economic growth unless the state is isolated from other state lotteries. The importance of isolation suggests that cross-border purchases (exports) of lottery tickets have a significant impact on the effectiveness of lotteries as fiscal policies, and that "defensive" lotteries (those introduced to keep citizens from buying tickets from neighboring states) are ineffective.     

State Lotteries and Agency Costs: Hidden Costs to Nonparticipants

A bstract .   Some nonparticipants support lotteries because they expect the lottery will shift a portion of their tax burden to participants. The principal-agent model suggests that lotteries will result in an above normal increase in state expenditures. This paper finds that 77 percent of net lottery proceeds are utilized for above normal spending increases, suggesting that tax benefits to nonparticipants are greatly diminished.     

Copycat gaming: A spatial analysis of state lottery structure

In models of tax competition, tax instruments are explicit; all parties are aware of the tax and respond to incentives provided therein. In the case of state lotteries, the tax is the amount of sales collected but not redistributed as prizes. Using data from 1967 to 2000, we show that although such a tax is implicit, states still engage in tax competition; if neighboring states raise their prize payout by 10% (thereby lowering their lottery tax), the home state will respond with up to a 5% increase in their prize payout.     

State Lotteries as a Multiproduct Monopoly

Stemming from the concept of multiproduct monopoly, we adjust the usual profit maximizing rule of the effective price model, to account for substitutability or complementarity among lottery products as well as a richer structure of prizes in the expected profit function. The new pricing rule is used to assess pricing decisions of the Greek lottery operator, based on a recent sample of two popular pari‐mutuel lottery games' data. Copyright © 2015 John Wiley & Sons, Ltd.     

中国体育彩票市场运营现状及方向研究

目前体育彩票市场已初具规模,体育管理人员和代理人员不断增加,经过十几年的发展,体育彩票的类型由单一发展为多样,玩法也是各不相同。然而,到目前为止,我国的体育彩票并没有一个统一的相关法规,体育彩票设置的有关机构、机构的相关编制等等都不能适应于体育彩票的发展状况,严重地影响了体育彩票的正常发展。对此应向着完善体彩市场运营法规,加强体彩市场信息披露等方向迈进。     

Hitting the Jackpot or Hitting the Skids: Entertainment, Poverty, and the Demand for State Lotteries

A bstract .   State-sponsored lotteries are a lucrative source of revenue. Despite their low payout rates, lotteries are extremely popular, particularly among low-income citizens. State officials laud the benefits of lottery proceeds and promote the fun and excitement of participation. This entertainment value is one explanation for lottery demand by the poor: individuals with lower incomes substitute lottery play for other entertainment. Alternatively, low-income consumers may view lotteries as a convenient and otherwise rare opportunity for radically improving their standard of living. Bad times may cause desperation, and the desperate may turn to lotteries in an effort to escape hardship. This study tests these competing explanations. We examine lottery sales data from 39 states over 10 years and find a strong and positive relationship between sales and poverty rates. In contrast, we find no relationship between movie ticket sales, another inexpensive form of entertainment, and poverty rates.     

即开型彩票配送策略研究

国家垄断发行的即开型彩票有着明显的市场特征,配送是即开型彩票市场运营的重要环节,需围绕市场组织配送工作。通过对即开型彩票配送过程调查研究发现,现行的区域经理配送方式存在较大的问题,应积极推行第三方配送,并以此为基础打造高效的即开型彩票配送系统,为彩票市场拓展和销量增长提供有效支撑。     

On the nature of certainty equivalent functionals

We explore connections between the certainty equivalent return (CER) functional and the underlying utility function. Curvature properties of the functional depend upon how utility function attributes relate to hyperbolic absolute risk aversion (HARA) type utility functions. If the CER functional is concave, i.e., if risk tolerance is concave in wealth, then preferences are standard. The CER functional is linear in lotteries if utility is HARA and lottery payoffs are on a line in state space. Implications for the optimality of portfolio diversification are given. When utility is concave and non-increasing relative risk averse, then the CER functional is superadditive in lotteries. Depending upon the nature of association among lottery payoffs, CERs for constant absolute risk averse utility functions may be subadditive or superadditive in lotteries. Our approach lends itself to straightforward experiments to elicit higher order attributes on risk preferences.