均值—方差模型在个人理财中的应用及优化

本文简要论述了均值—方差模型及最优投资组合,并在此基础上引入交易成本及无风险资产因素对Markowitz均值—方差模型进行优化,使得经典的均值—方差模型更具适用性。     

基于实物期权的企业价值评估模型比较研究

目前利用实物期权对企业价值进行评估,主要采用的是Black—Scholes模型。文章通过Black—Scholes模型和二项式模型的比较,指出了Black—Scholes模型在实际应用中的局限,并以案例说明了二项式模型在企业价值评估应用中的有效性和可行性。     

存量优化转型背景下城市社区更新的情景规划途径——以北京“回天地区”TE社区开放空间更新为例

城市社区更新是存量优化转型时期中国城市更新的重要领域。在全面解读当前城市社区更新面对的主要矛盾、传统住区规划的困境、社区规划转型方向的基础上,剖析了情景规划的概念、特征及其作为城市社区更新规划途径的必要性。探索了“问题辨析—情景构建—情景评估与决策”三阶段,“表述模型—过程模型—评价模型—改变模型—影响模型—决策模型”六步骤的方法论框架。并以北京“回天地区”的TE社区开放空间更新为例进行了实证研究,以期为新时期城市社区规划治理体系的构建和城市社区更新工作开展提供理论与方法借鉴。     

1992年中国宏观经济模型预测的误差分析

一、模型预测值与实际值的比较由于受预测指标与统计指标的名称、口径等诸多因素的限制,本文仅采集了八个模型中的18个指标。八个模型是:模型1—中国社会科学院数量与技术经济研究所、国家统计局综合司;模型2—国务院发展研究中心发展研究预测部;模型3—国家统计局统计科学研究所;模型4—清华大学管理学院宏观经济预测课题组;模型5—北京经济学院信息系;模型6—机电部系统分析研究中心、国家计委长期规划司;模型7—中国科委中国科学技术促进发展研究中心;模型8—国家物价局成本调查队。18个指标分别为:1.GNP增长速度;2.第三产业产值增长速度;3.农业总产值增长速度;4.工业总产     

基于VaR修正理论的投资组合优化模型

根据风险价值VaR的计算思路,本文提出了基于GARCH理论的风险计量投资组合优化模型;同时在修正的VaR——尾条件期望的基础上对证券组合投资的优化模型做了进一步的改进。     

对我国未来减排温室气体的评价模型及应用

本文在INET模型的基础上借鉴国内外模型发展经验，提出了改进的经济—能源—环境(3E)模型。模型着眼于中国近年来经济发展状况和统计数据不易收集等具体情况，改进了交互界面，引进了技术改造投资、电力负荷曲线等工具，构造适合中国国情的研究温室气体减排／限排问题的模型工具。     

跨国公司外派经理的模糊指派模型

本文依据跨国公司外派经理的配置机理,运用直觉模糊集合的概念和算法处理“外派经理—素质特征—任职条件—职位”之间的关系,并以此为基础建立了外派经理的指派模型,以期为跨国公司外派经理的选拔与重新配置提供一种决策分析技术。在文章最后通过模拟算例说明了给出模型的应用。     

基于遗传算法的多产品单来源选址-库存问题

对多产品单一来源的选址—库存问题提出了模型,并用一种新颖的编码方式的遗传算法对该模型进行求解。     

基于大型集团企业的组织变革模型研究

文章首先阐述了大型集团企业组织变革的特点,在以流程再造为基础的模型、系统开放的组织变革模型的基础上,对伯克—利特温模型进行了完善和改进,并以此清晰地分析了汉威公司的组织变革。     

带后续队列长度通告的呼叫中心性能分析

从排队心理学的角度考虑了队列长度对顾客等待耐心的影响,设计了一个带队列信息通告机制的M／M／N模型。等待的顾客可以像有形排队一样获知目前排队的人数及其所处的队列位置,并以此决定继续等待或者放弃。使用仿真方法对该机制下的呼叫中心性能进行了分析,并与Erlang—A模型和Erlang—C模型进行了比较。     

Specification testing in nonparametric instrumental variable estimation

In nonparametric instrumental variable estimation, the function being estimated is the solution to an integral equation. A solution may not exist if, for example, the instrument is not valid. This paper discusses the problem of testing the null hypothesis that a solution exists against the alternative that there is no solution. We give necessary and sufficient conditions for existence of a solution and show that uniformly consistent testing of an unrestricted null hypothesis is not possible. Uniformly consistent testing is possible, however, if the null hypothesis is restricted by assuming that any solution to the integral equation is smooth. Many functions of interest in applied econometrics, including demand functions and Engel curves, are expected to be smooth. The paper presents a statistic for testing the null hypothesis that a smooth solution exists. The test is consistent uniformly over a large class of probability distributions of the observable random variables for which the integral equation has no smooth solution. The finite-sample performance of the test is illustrated through Monte Carlo experiments.     

供应链解决方案--非资产型TPL提供者的顾客服务利器

在揭示供应链解决方案是非资产型TPL提供者顾客服务要素的基础上,阐述了供应链解决方案产生的必然性,提出了构建供应链解决方案的三种策略.     

Getting the best solution from a supplier – A social capital perspective

Due to the current shift towards solution provision in many industrial markets, buyers are under increasing pressure to develop sourcing strategies to procure custom solutions for their firm in order to achieve competitive advantage. The question arises as to how buyers can ensure they get the best solutions from their suppliers and whether social capital can be applied to improve solution provision processes and value creation. Existing empirical research, however, has paid only little attention to the antecedents of suppliers’ solution provision performance, i.e., their capability to diagnose buyer needs and to design and implement solutions to meet them. We tested how social capital dimensions (relational, cognitive, and structural) relate to solution provision. The study uses empirical data obtained from a survey of 475 suppliers representing both manufacturing and service industries. Partial least squares (PLS) structural equation modeling (SEM) and polynomial regression were used to analyze the data. The results demonstrate that the availability of social capital in a buyer-supplier relationship is a relevant antecedent to successful solution provision activities. However, the different dimensions of social capital are found to compensate for each other to some extent. Our study further demonstrates that solution provision is not a monolithic activity but can better be understood as a multi-phase process (diagnosis, solution design, and implementation). Different aspects of social capital may have a different impact depending on the phase of solution provision. The successful diagnosis of buyer needs mediates the effect of social capital on solution design and implementation. It is also found that production characteristics of a buyer and the type of a supplier solution affect the role of social capital in solution provision process.     

高效无毒龙眼保鲜技术

本文研究了龙眼的保鲜技术,经高锰酸钾浸泡处理后的龙眼,再用脱色剂(焦亚硫酸钠+护色剂)溶液漂白,漂白时间明显缩短,漂白效果好,保鲜时间长。     

通信行业B2B电子商务集成研究

描述了通信行业B2B电子商务集成的一种方案,结合通信行业特色就订单协同流程以及收发货协同流程中牵涉到的订单结构转换和合同数量单计算问题给出解决方法。初步应用证明了该方案的可行性和有效性。     

客车车钩装置常见问题的分析及建议

介绍15号车钩裂纹的产生原因和解决办法,阐述15号车钩复原不良的原因和解决办法,并进一步说明过渡车钩高差超限产生的原因和解决办法。     

Mathematical methods of optimization for multi-objective transportation systems

Transportation systems have multi-objective functions and there are multi-factor decision situations. A general mathematical optimization model for such systems is developed which has broad applications for the planning, system design and evaluation of many transportation systems. Three types of solution techniques are discussed. For multi-objective linear programs, a solution is obtained which satisfies the decision maker's preferences and optimization from the decision maker's point of view is considered. A goal programming solution technique is given when goals for the system can be defined. If this is not possible, an overall utility function is defined on the various objective functions and a concept of additive utilities is explored and a parametric programming solution is given.     

部队处置突发事件信息管理研究

分析部队处置突发事件信息管理工作的重要性,归纳了当前信息管理的薄弱环节,提出了改进处置突发事件信息管理工作的对策措施。     

Cost sharing: efficiency and implementation

We study environments where a production process is jointly shared by a finite group of agents. The social decision involves the determination of input contribution and output distribution. We define a competitive solution when there is decreasing-returns-to-scale which leads to a Pareto optimal outcome. Since there is a finite number of agents, the competitive solution is prone to manipulation. We construct a mechanism for which the set of Nash equilibria coincides with the set of competitive solution outcomes. We define a marginal-cost-pricing equilibrium (MCPE) solution for environments with increasing returns to scale. These solutions are Pareto optimal under certain conditions. We construct another mechanism that realizes the MCPE.     

高沸点自动车辆不冻液的研制

汽车不冻液的研究开发与车型、行驶环境及制造成本密切相关,现通过实验对高沸点自动车辆不冻液的研制进行简要论述。