配送中心订单分批拣货问题的数学模型及算法

以最小化行走距离为目标,构造了拣货作业中订单分批问题的数学模型,在一些模型假设的基础上,给出了订单分批拣货问题的节约启发式算法。并通过算例分析,表明此算法的订单分批结果优于传统的先到先服务分批结果,为实现拣货作业中的订单优化分批提供了一个新方法。     

论我国经济转型期假冒伪劣的生成机制及其治理

我国每年都有全国性的打击假冒伪劣行动 ,可是假冒伪劣仍然持续猖獗。其深层原因在于价格无法反映质量 ,只要价格还取决于产品质量以外的市场与非市场因素 ,高价会诱发假冒伪劣行为。假冒伪劣会减少市场需求 ,但由于信息不对称、产权缺陷、地方保护主义等 ,这种效应被高利对假冒伪劣的促进作用抵消了。治理假冒伪劣必须从健全规则、稳定预期、调整结构、规范企业行为与规范政府行为等方面综合整治。     

制度分析的误区及其校正——制度分析的最新发展与《制度经济学三人谈》

这是一篇批评性和讨论性学术书评。文章概括了侃书和写书的优劣,说明了该书所取形式和所论内容的紧张,指出了该书与其说是一本制度经济学著作,不如说主要讨论的是制度哲学问题,批评了该书作者关于理论只是和只能解释理论,不是也不能解释实际的观点,在评介现代制度经济学最新发展的同时,揭示了该书作者在讨论过程理性和情景理性、均衡分析和秩序描述、哈耶克的法律观和规则观中的推进之处和不当之处,通过这些评论,旨在校正关于经济学制度分析可能出现的误区。     

Institutionalism and the State: Founding Views Reexamined

Economists in the institutional tradition have spent a great deal of time dealing with the notions of governance and the state. Yet that school of thought has yet to develop a complete unified theory of either governance or the state. In the work Commons and Veblen we see very different levels of analysis and commentary on these issues. Both authors are recognized as founding thinkers in the Institutional school yet they differ on how they use their methods and they have differing ideas about the usefulness of the state. Still, considered together they present a fairly complete and useable set of ideas about how governance and the state work. This essay summarizes, clarifies, and somewhat expands on the views held by Commons and Veblen with the view of moving towards a clear and concise institutional theory of the state.

创新网络治理机制与绩效：基于灰格序方法的创新联盟实证分析

对创新网络治理机制进行了系统的理论梳理,对创新网络治理机制、形成机制、整合机制、创新机制与治理绩效进行了构念解释,并建立了绩效测量指标。应用熵值法确定指标权重,结合灰色关联法与格序决策法,提出了灰格序评价方法。通过江苏省产业技术创新战略联盟实证研究,发现治理机制对创新网络治理绩效的作用具有较为显著的周期性特点。其中,形成机制具有先导性,是整合机制与创新机制发生作用的前提,创新机制具有滞后性,必须建立在有效的形成与整合机制的基础之上。     

指令驱动型市场、非公开信息与中国证券收益率

中国证券市场存在非公开信息是一个不争的事实,这使得市场不能满足强有效市场假设.针对指令驱动型市场不存在做市商和非公开信息无法直接观测这两个特点,本文构造了测度中国证券市场非公开信息的专用指标--Pin值.在此基础上,我们对Pin值进行了定量研究,计量结果显示非公开信息对中国证券收益率存在显著影响,主要影响渠道是非正常收益.在信息公开程度上,中国证券市场Pin值偏高,距离成熟市场还有较大差距.因此继续规范信息披露机制、增强信息透明度对提高中国证券市场运行效率具有很强的政策含义.     

Order Choices: An Intraday Analysis of the Taiwan Stock Exchange

This paper employs order-, trade-, and quote-level data to examine the determinants of order choices and the impacts of order choices on execution quality by various investor types in the Taiwan Stock Exchange. We find marketable-quote orders have a higher degree of price aggressiveness, larger order size, higher trade value, shorter duration, and higher fill rate than behind-the-quote orders. There exists a transient order serial correlation. Different types of investors have their own preferences in order choices, while market microstructure factors, such as transitory volatility, spread, market depth, and trading interval, significantly influence stock traders’ order choices. Findings show that marketable-quote orders tend to perform better in terms of order duration. Moreover, institutional investors spend less time on completing their trades than do individuals, particularly for foreign investors after controlling all other factors.     

公序良俗在情人遗赠纠纷中的适用——基于私法与基本权利冲突理论的二元视角

遗赠是否违背公序良俗应以遗赠本身为审查对象，而不能以遗赠以外之事实为断。同时，情人遗赠行为是否违背公序良俗，尤应考察当事人一方遗赠的动机是否是将性奉献与经济上的对待给付联结起来，抑或是存在其他更值得尊重的动机。但在私法视角下，情人遗赠的效力，总是呈现出完全有效或完全无效的形态。而在基本权利冲突与权衡的视角下，各基本权利相互较量各自在具体个案中的分量，此种权衡和较量之结果体现在法律行为效力上，即既非完全有效亦非完全无效，而是在两者间存在多种可能性，因而更能适应个案中的具体情况，也更具灵活性。     

Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect

Future markets play vital roles in supporting economic activities in modern society. For example, crude oil and electricity futures markets have heavy effects on a nation’s energy operation management. Thus, volatility forecasting of the futures market is an emerging but increasingly influential field of financial research. In this paper, we adopt big data analytics, called Extreme Gradient Boosting (XGBoost) from computer science, in an attempt to improve the forecasting accuracy of futures volatility and to demonstrate the application of big data analytics in the financial spectrum in terms of volatility forecasting. We further unveil that order imbalance estimation might incorporate abundant information to reflect price jumps and other trading information in the futures market. Including order imbalance information helps our model capture underpinned market rules such as supply and demand, which lightens the information loss during the model formation. Our empirical results suggest that the volatility forecasting accuracy of the XGBoost method considerably beats the GARCH-jump and HAR-jump models in both crude oil futures market and electricity futures market. Our results could also produce plentiful research implications for both policy makers and energy futures market participants.     

地方法规范的“飞出”适用

国家通过行政区划制度实现了对国土空间的有效治理,但形成了行政壁垒和区域发展不平衡。“飞地经济”推动了国土动态空间的重构,需要具有竞争力的管理制度溢出和良法的“飞出”适用。在民商事领域,可以通过冲突法及法律选择制度解决地方法规范的跨界适用。地方行政法规范“飞出”适用的基本规则是“协议—批准”。基于公私法的划分、国家结构形式和地方治理制度,“协议—批准”的实现形式存在差异。在实行普通法制度的联邦制国家,联邦成员可以按民商事冲突法及其意思自治原则,约定其行政法规范的“飞出”适用。实行单一制的国家（联邦成员）除了个别共同法外,对地方行政法规范的“飞出”适用都实行批准制度,包括批准“准据法”、批准行政区划拟制和批准委托管辖制度。无论公私法是否存在分野,地方主体都可以协商约定“飞地经济”的行政管辖权,但自治地方具有更强的自主能力。在实行地方自治的情况下,约定“飞地经济”的行政管辖权多由本级或中央民意机关批准,有的甚至需要行政机关和民意机关的双重批准。行政管辖权是一种实施法律的公权力,它的溢出意味着地方法规范的“飞出”适用。