基于证据理论的风险投资项目风险评价

证据理论是人工智能中不确定推理方法之一，能有效地处理不确定信息及未知信息，但D-S证据合成公式将每条证据平等看待，运用模糊聚类分析方法确定证据的权重，提出了带有权重的证据合成公式。针对风险投资中存在大量不确定信息、具有高风险的特点，建立了基于证据理论的风险投资项目风险评价模型。实证分析表明，此方法能够对风险作出有效的评价，为风险投资公司提供决策依据。     

粗糙集理论及简单应用

粗糙集理论是继概率论、模糊集、证据理论之后的又一次处理不确定性的数学工具,是一种较新的软计算方法和数据分析方法。粗糙集方法是当前国际上人工智能理论及应用领域的研究热点之一。目前,粗糙集方法已成功地应用于金融、军事、医疗等许多领域。笔者介绍了有关粗糙集理论的基础知识及相关应用。     

基于D-S证据理论的后勤综合保障能力评估模型

后勤综合保障能力评估是军队战时后勤保障工作中一个十分重要的环节,评估结果对后勤保障方案的制定起到决策支持作用,提出一种基于D-S证据理论的评估模型,通过证据间冲突程度的计算能很好地分析各指标间的相互支持、相互协调程度,该模型可对后勤综合保障能力作出合理的评判。     

基于证据理论的不完全信息多属性群决策方法研究

针对多属性群决策中信息不完全、评价指标存在相关性以及专家权重无法确定等问题,本文提出了一种基于证据理论的决策方法。该方法利用分级排序表处理指标间的相关性,并依据评价信息定义不同属性下各焦元的基本信度分配函数,用DS合成方法对信度分配值进行合成,得到专家的个体评价结果;然后综合专家意见对方案进行排序,在专家权重无法确定时,提出基于焦元距离最小的定权方法;最后通过案例分析与DS-AHP方法进行比较,说明方法的有效性和使用范围。     

基于粗糙集理论的商业银行无清偿能力风险综合评价研究

本文将粗糙集理论与多属性决策方法相结合,提出了在金融危机环境下商业银行进行无清偿能力风险评估的一种新的可行性方法。通过建立商业银行无清偿能力风险评估的层次模型,利用粗糙集理论,完全由数据驱动,从多个层面对商业银行的无清偿能力风险进行评估,并通过案例分析,阐明了本方法的可行性与科学性。     

粗糙集技术在人才招聘中的应用

人才是企业的灵魂,招聘决策的优劣直接影响到今后企业发展的前途。将启发式数据挖掘中的粗糙集技术引入企业CEO的智能决策中,利用粗糙集理论,通过预加工、数据约减等步骤从企业现有员工数据库中收集员工属性信息,消除多余的属性,并由此确定决策要求,协助人事经理拟定录用员工的具体条件。     

粗糙集理论在个人信用评估中的应用

针对我国商业银行样本数据分布的非正态性和多维性特点,本文将粗糙集模型引入商业银行对个人信用评估中,该模型具有非参数检验特性和对噪音数据的适应能力,产生决策规则来预测消费者的信用状况,这为商业银行作出是否给该消费者贷款的决策提供较好支持。     

基于广义粗糙集的DEA模型

通过将粗糙变量引入决策单元投入产出要素,本文将DEA模型与实域广义粗糙集结合起来,建立了粗糙DEA模型,并给出了模型的求解方法.新模型拓展了对不确定DEA理论的研究.     

用层次分析法量化群决策中成员的偏好

文章提出用层次分析的方法确定多目标群决策中每个成员的偏好,对影响成员的各个因素进行逐步分解,用权重量化各个子因素对成员的影响程度,再将其集结为成员的权重,以预测该成员自身的判断决策在此次决策活动中的重要度和可靠度。该方法使Kirkwood的群决策方法中权重的确定更为方便,使之具有更广阔的应用范围,有利于获得多目标群决策的最优解。     

迪克西特—斯蒂格利茨模型及其应用

新贸易理论和新增长理论是当前经济理论中最热门的研究领域之一,它们的产生和发展在很大程度上则得益于迪克西特-斯蒂格利茨模型(简称D-S模型)的启发,该模型是由迪克西特(A.K.Dixit,)和斯蒂格利茨在1977年所发表的《垄断竞争和最优产品的多样性》论文中提出来的。本文先简要介绍D-S模型的核心内容,然后重点分析新贸易理论和新增长理论如何能够以D-S模型为基础建立起来。     

我国房地产上市公司绩效评价——基于D-S广义模糊软集合理论

参考《企业绩效评价标准值2010》、结合中国房地产上市公司财务数据的可得性来构建企业绩效评价指标体系,运用信息熵理论得到指标权重。将D-S广义模糊软集合理论引入企业绩效评价,对2010年我国沪深两市的部分房地产上市公司的业绩进行了综合评价,并利用D-S广义模糊软集合及其相似度对样本公司绩效进行分类。实证分析结果表明了所构建评价方法的客观合理性。     

Economic growth and the environment: Theory and facts

Several recent papers propose competing theoretical explanations for the empirical observation of an inverted U-shape relationship between environmental degradation and per-capita income. We propose the following test of the theory: calibrate a theoretical model to an already developed economy using information unrelated to the pollution–income curve. Then simulate the model starting from a less developed initial condition and compare the predicted pollution–income relationship with that in the data. Our results are mixed. Some support exists for the theory that the inverted U-shape results from a corner solution in which less developed countries do not abate pollution. However, because we find abatement is relatively inexpensive, the model predicts pollution peaks at a level of per capita income much lower than that observed in our U.S. data. For some pollutants, we find evidence of a structural break in preferences in the early 1970s. When the structural break is added, the model performs better for two of three pollutants.     

Repatriation taxes, repatriation strategies and multinational financial policy

Several investment-repatriation strategies are added to the standard model of a multinational in which an affiliate is located in a low-tax country and is limited to two alternatives: repatriating taxable dividends to the parent or investing in its own real operations. In our model, affiliates can invest in passive assets, which the parent can borrow against, or in related affiliates which can be used as vehicles for tax-favored repatriations. We show analytically how the availability of alternative strategies can effect real investment throughout the worldwide corporation. We use firm level data for US multinationals to test for the importance of alternative strategies. The evidence is generally consistent with the theory, particularly the strategies using related affiliates.     

Kuznets’ swings and intangible investments in forecast: the case of Greece

This article offers an analysis of the relationship between intangible investments and the pattern of local economic productivity in Greece. There are two main objectives in the article: (i) to explore the pattern of economic development in the country; (ii) to find evidence whether this pattern – and its trend – can be better predicted through a forecasting model including intangible investments (next to other relevant factors). To operationalize our study, we use the World Bank Development Indicators database which offers a time-series for Greece for the period from 1981 till date. This data set has two alternative relevant measures for intangible investments: knowledge- and health-related investments. In our analysis we employ first, a centred moving average with a stochastic estimation of the trend, and second a double exponential smoothing, as two alternative (‘deductive’ and next ‘inductive’) approaches to identifying a trend in our data for Greece. We find evidence for a Kuznets swing type of cyclical pattern for Greece – confirmed by triangulation. Most significantly, we also find a relationship between local economic development and intangible investments. These results prompt an evidence-based query about underlying Myrdalian and Tieboutian foundations of wave theory for understanding local economic crises.     

风险投资退出交易中非对称信息度量研究——基于证据理论

采用改进的证据理论方法对风险投资退出交易中的非对称信息进行度量,以期帮助风险投资家设计占优的交易机制与交易规则,最大化风险投资家的生产者剩余。算例表明,改进的证据理论方法合理可靠,且具有可操作性。     

Trade liberalization, antidumping, and safeguards: Evidence from India's tariff reform

This paper is the first to use product-level data to examine empirically whether countries use antidumping and safeguard exceptions to unwind commitments to lower tariffs in the face of domestic political-economic pressure. We focus on the case of India, a country that underwent a major exogenous tariff reform program in the early 1990s and subsequently initiated substantial use of safeguard and antidumping import restrictions. We first estimate structural determinants of India's import protection using the Grossman and Helpman (1994) model and provide evidence from its pre-reform tariff data of 1990 that is consistent with the theory. We then re-estimate the model on the Indian tariff data after the trade liberalization is complete and find that the model no longer fits, a result consistent with theory and evidence provided in other settings that India's 1991-1992 IMF arrangement can be interpreted as resulting in an exogenous shock to India's tariff policy. However, when we re-estimate the model on data from 2000-2002 that more completely reflects India's cross-product variation in import protection by including both its post-reform tariffs and its additional non-tariff barriers of antidumping and safeguard import protection, the significance of the Grossman and Helpman model determinant estimates is restored. We interpret these combined results as evidence that India unwound its commitment to reduce tariffs through use of antidumping and safeguard protection in the face of political-economic pressure. The estimates are also economically important and provide one explanation for separate results in the literature that the magnitude of import reduction associated with India's use of antidumping is similar to the initial import expansion associated with its tariff reform. Finally, we interpret the implications of our results for the burgeoning research literature examining the effects of liberalization on India's micro-level development.     

Accomplice Witnesses and Organized Crime: Theory and Evidence from Italy

We develop an agency model of organized crime accounting for the main trade‐offs involved in the introduction of an accomplice‐witness program. We characterize the optimal policy and identify its main determinants in a framework where public officials can be dishonest. Our predictions are tested by using data for Italy before and after the introduction of the 1991 accomplice‐witness program. As predicted by the model and the earlier antitrust literature, the program appears to have strengthened deterrence and enhanced prosecution. Moreover, consistent with a novel prediction of our theory, the evidence suggests that the program efficacy is affected by the judicial system efficiency.     

众包平台知识产权风险评价

众多企业利用众包平台进行合作创新,但因其具有开放共享性、参与主体广泛性、参与群体异质性等特点而使得知识产权风险隐患日益凸显。在构建众包平台知识产权风险评价指标体系的基础上,建立基于DEMATEL、ANP、D-S证据理论的众包平台知识产权风险评价模型,以InnoCentive和猪八戒网为例进行风险评价,发现两个网站各指标具体风险程度具有明显差异。对该评价结果进行分析,得出如下结论：高创新性交易知识是引发知识产权风险的最原始因素,进而引发知识产权环境风险;平台方管理风险是产生众包平台知识产权风险的最表层原因;平台方管理是风险控制最直接有效的渠道,对知识特性中非创新性风险因素的控制需将平台方管理与知识产权环境管理相结合。     

Does risk aversion explain behavior in a lemon market?

Siegenthaler proposes an ingenious solution to the lemon market adverse selection problem. He incorporates ‘‘cheap talk’’ in which sellers send out costless and nonbinding messages informing potential buyers of the quality of their goods; these messages could be true or false. This segments the market into several submarkets. Potential buyers need to decide which submarket to enter and what price to bid for the goods. Sellers then decide whether to accept the bid or not. He experimentally tests his model and finds that the comparative static results align with his theory, although the data do not exactly fit the model. Indeed, he does not fit the model to the data. His theory assumes risk-neutral decision-makers (DMs). Two reasons why the fit is not perfect may be that the DMs are not risk neutral and not perfectly rational. In this note, we report the results of fitting an asymmetric risk averse quantal response equilibrium (QRE) extension of his model to his data, and we find that the extension fits well. We show that the results are consistent with the market evidence and shed light on future research on lemon markets.