基于模糊多准则决策方法的物流中心选址研究

提出了一种物流中心选址的模糊多准则决策算法,以降低决策者主观偏好及评估过程中模糊和不确定因素对选址决策的影响。算法可同时考虑质化与量化因素及因素间不同权重的影响。模糊估计值的隶属函数可迭代求出,再应用平均位移原理进行积分推导来求解模糊值以进行各候选位置的比序。最后,以应用实例对模型的有效性和可行性进行了验证。     

对“幂指函数”的讨论

<正>在高等数学的学习中,通常我们将函数y=u(x)v(x)称为幂指函数.显然,该函数既不是幂函数也不是指数函数,但初学者由于受思维惯性的影响,却经常将其当作幂函数与指数函数进行处理,从而在学习中造成不必要的困惑.为了将函数的学习更好的进行下去,有必要将幂指函数作进一步的讨论.本文主要讨论幂指函数的求导与求幂指函数的极限两方面。     

对“幂指函数”的讨论

在高等数学的学习中，通常我们将函数y=u（x）^v（x）称为幂指函数．显然，该函数既不是幂函数也不是指数函数，但初学者由于受思维惯性的影响，却经常将其当作幂函数与指数函数进行处理，从而在学习中造成不必要的困惑．为了将函数的学习更好的进行下去，有必要将幂指函数作进一步的讨论．本文主要讨论幂指函数的求导与求幂指函数的极限两方面。     

基于事故树的无人机编队飞行冲突风险研究

为充分了解当前无人机编队飞行冲突事故征候的成因,并对其发生原因进行有重点的预防和对事件发生概率的精确预测,首先对其原因进行分析;总结导致其发生的基本事件,计算事故树模型的最小割集和各个基本事件的结构重要度;其次对无人机编队飞行冲突事故征候的发生概率进行取值,得出基本事件的概率重要度,指出基本事件发生概率对顶事件发生概率的影响,为以后无人机编队飞行安全性能的提高提供可靠建议。     

基于顾客感知和前景理论的供应商选择策略研究

针对未知风险下,在企业更换供应商时,难以从多个合作者中选择最契合供应商的问题,提出了一种基于改进FMEA和前景理论的决策分析方法。通过把顾客感知加入到供应商各要素FMEA的分析中,得到各供应商的基础权重;为减少干扰事件影响,再基于前景理论思想,比较各个供应商的绩效得到前景参考点,在此基础上利用前景价值函数与权重函数计算各供应商的综合前景值,通过前景值的大小精确选择最优供应商。     

面向占优决策和区分度的多准则权重优化与应用研究

多准则决策环境下方案的区分度是影响决策结果应用的重要因素，而准则权重作为一种重要的决策变量，对改进决策方案的区分度具有重要意义。本文借助于针对分析偏好顺序结构评估法(PROMETHEE)，在分析现有优先函数缺陷的基础上，提出了一种新的融合权重的优先函数，设计了面向决策目标的准则权重优化模型，并通过案例研究说明了本方法的有效性和价值，为决策者优选决策方案提供了有力支撑。     

基于熵的财务人员的评价指标体系构建

运用熵值法对财务管理人员的评价指标权重进行动态调整,解决了评价指标权重不能随情况变化而变化的缺点。认为熵方法是一种简单而实用的方法,增强了财务人员评价工作的科学性和合理性。     

复合函数求导模版式教学尝试

复合函数求导一直是高等数学教学中的重点和难点,也是学生学习的重点和难点,为了能让学生在有限的课堂教学时间内快速地、正确地掌握复合函数求导法则,本文为此进行了复合函数求导法则的模版化改造,并对其如何教学进行了论述。     

基于混频回归类模型对中国季度GDP的预报方法研究

根据混频数据计量经济模型的建模理论和分析技术,本文构建了中国季度GDP 5种不同权重函数的混频数据回归预测模型（MIDAS）和非限制MIDAS模型。结合传统分布滞后模型推导出MIDAS模型的最小二乘识别方法,并在此基础上对中国季度GDP进行短期预报,分析了高频解释变量滞后阶数变化效应及其对低频变量GDP的影响效应。根据6种模型拟合及预测结果,进一步构建混频回归联合预测模型,并考察了混频回归联合预测模型的预测精度及预测效果。研究结果表明：非限制混频数据回归预测模型的预测精度及拟合效果高于5种不同权重MIDAS模型,以BIC为权重构建的混频联合预测模型在对我国季度GDP短期预报时表现最优。     

一种基于模糊距离和证据理论的多属性群决策方法

针对语言评价信息形式的多属性群决策问题,提出了一种基于模糊距离和D-S证据理论的群决策方法。该方法首先运用基于模糊距离的方法来获得决策者权重,再对多个决策者给出的语言评价信息进行分析,然后通过D-S合成法则对其值进行合成。计算信度函数和似真函数,据此对所有决策方案进行排序。最后通过一个算例验证该方法的可行性和有效性。     

Preference Reversal

Preference reversal concerns a systematic divergence between prices of lotteries and subjects' expressed preferences for playing the respective lotteries. This article surveys the discovery of preference reversal by psychologists, its re–examination and corroboration both by psychologists and later on by (first sceptical) economists, as well as the causes of preference reversal. The preference reversal phenomenon has been explained to be caused by four determinants, viz. by the mode of elicitation of certainty equivalents, by intransitivity of preferences, by overpricing and/or underpricing of lotteries, and by nonlinear probabilities. JEL classification: D81     

Distributional inference

The making of statistical inferences in distributional form is conceptionally complicated because the epistemic 'probabilities' assigned are mixtures of fact and fiction. In this respect they are essentially different from 'physical' or 'frequency-theoretic' probabilities. The distributional form is so attractive and useful, however, that it should be pursued. Our approach is In line with Walds theory of statistical decision functions and with Lehmann's books about hypothesis testing and point estimation: loss functions are defined, risk functions are studied, unbiasedness and equivariance restrictions are made, etc. A central theme is that the loss function should be 'proper'. This fundamental concept has been explored by meteorologists, psychometrists, Bayesian statisticians, and others. The paper should be regarded as an attempt to reconcile various schools of statisticians. By accepting what we regard 88 good and useful in the various approaches we are trying to develop a nondogmatic approach.     

电网建设成本的管理分析

随着我国电力体制的改革,我国电力部门由社会经济的服务者转为市场经济中的经营者。我国电网企业以外向、粗放型模式的发展壮大,但是我国的电网建设却缺乏健全的成本管理和控制机制,电网建设成本呈上升趋势不断的发展,严重影响到电网的生存与发展,同时,挤压了电网企业的利润空间。电网建设成本管理成为重要的环节,本文通过分析电网建设成本目前的现状,提出一些改善其成本管理的意见和措施。     

Developments in non-expected utility theories: an empirical study of risk aversion

This paper investigates different developments in non-expected utility theories. Our focus is to study the agent’s attitude towards risk in a context of monetary gambles. Based on simulated data of the “Deal or No Deal” TV game show, we first compare the performance of the expected utility model versus a loss-aversion model. We find that the loss-aversion model has a better performance compared to the expected utility model. We then study the attitude towards risk according to two parameters: the relative risk aversion coefficient defined over the value function and the probability weighting coefficient proposed by the Cumulative Prospect Theory. We find evidence for probability weighting being undertaken by contestants reflecting less risk aversion over large stakes. We also explore the performance of two models of rank-dependant utility: the Quiggin (1982) and the power probability weighting models. We find that the probability weighting coefficient is still significant for both models. Finally, we integrate initial wealth into the contestants’ preferences function and we show that the initial wealth level affects the estimates of risk attitudes.     

基于心理账户和后悔理论的报童问题研究

考虑到零售商存货后悔和缺货后悔的心理效用,文章将心理账户理论和后悔理论纳入报童模型,建立了报童的随机后悔效用函数,证明了期望后悔效用函数的凹性,以及最优购量满足的最优性条件。同时解析地进行了存货后悔和缺货后悔决策权重系数的比较静态分析。结果发现:其最优订购量随存货后悔权重系数增加而减少,随缺货后悔权重系数增加而增加。最后,数值验证了存货后悔和缺货后悔对最优订购量的影响。     

Testing measurement invariance using multigroup CFA: differences between educational groups in human values measurement

This article applies the testing procedures for measurement invariance using multigroup confirmatory factor analysis (MGCFA). It illustrates these procedures by investigating the factorial structure and invariance of the Portraits Value Questionnaire (PVQ, Schwartz et al.: J. Cross Cult. Psychol. 32(5), 519–542 (2001)) across three education groups in a population sample (N  =  1,677). The PVQ measures 10 basic values that Schwartz postulates to comprehensively describe the human values recognized in all societies (achievement, hedonism, self-direction, benevolence, conformity, security, stimulation, power, tradition and universalism). We also estimate and compare the latent means of the three education groups. The analyses show partial invariance for most of the 10 values and parameters. As expected, the latent means show that less educated respondents attribute more importance to security, tradition, and conformity values.     

浅谈地质灾害危险性评估范围确定

地质灾害危险性评估范围确定是地质灾害危险性评估中的基础性工作。文章论述了可能发生地质灾害的地貌特征,地质灾害的影响范围,确定了灾害评估范围确定方法,为准确评估地质灾害对拟建工程的影响及拟建场地减灾防灾打下基础。     

丰水期节能调度优化研究

文章根据国家节能调度要求,系统分析广西电网丰水期运行特点,初步建立购电成本最低和燃料消耗最少的双目标节能调度优化模型函数,并结合电网运行要求,提出7点改善广西电网节能调度工作的建议,对于充分利用水能资源,做好节能减排工作,提高企业效益具有重要的意义。     

On a test of homogeneity for samples from a negative binomial distribution

Summary An exact test is proposed for the equality of probabilities of an event in a series of independent trials, each drawn from a negative binomial distribution with a specified number of successes. The power function of this conditional test is also derived, as well as an approximate test for homogeneity.     

Granger causality in risk and detection of extreme risk spillover between financial markets

Controlling and monitoring extreme downside market risk are important for financial risk management and portfolio/investment diversification. In this paper, we introduce a new concept of Granger causality in risk and propose a class of kernel-based tests to detect extreme downside risk spillover between financial markets, where risk is measured by the left tail of the distribution or equivalently by the Value at Risk (VaR). The proposed tests have a convenient asymptotic standard normal distribution under the null hypothesis of no Granger causality in risk. They check a large number of lags and thus can detect risk spillover that occurs with a time lag or that has weak spillover at each lag but carries over a very long distributional lag. Usually, tests using a large number of lags may have low power against alternatives of practical importance, due to the loss of a large number of degrees of freedom. Such power loss is fortunately alleviated for our tests because our kernel approach naturally discounts higher order lags, which is consistent with the stylized fact that today’s financial markets are often more influenced by the recent events than the remote past events. A simulation study shows that the proposed tests have reasonable size and power against a variety of empirically plausible alternatives in finite samples, including the spillover from the dynamics in mean, variance, skewness and kurtosis respectively. In particular, nonuniform weighting delivers better power than uniform weighting and a Granger-type regression procedure. The proposed tests are useful in investigating large comovements between financial markets such as financial contagions. An application to the Eurodollar and Japanese Yen highlights the merits of our approach.