模糊聚类分析在配送中心订货策略中的应用

针对传统ABC分类方法的局限性,提出了面向订货策略的物料模糊聚类分析方法,以物料订货量和物料单价作为聚类指标,对物料进行模糊聚类分析,对于不同类别的物料实施不同的订货策略。给出了一个模糊聚类应用于订货策略的实例,并与基于ABC分类的库存控制系统进行了对比,表明基于多因素模糊聚类的库存控制系统能有效降低库存成本。     

Macroeconomic Announcements and the Distribution of Price-Endings in the U.S. Treasury Market

We investigate how new information impacts quote clustering in the bond market. We find that clustering, along with quote activity, price volatility and bid-ask spreads, increases sharply in the minutes following releases of macroeconomic news. Each returns to near-normal levels within the hour. Effects are strongest for more liquid on-the-run notes and for the announcements typically associated with substantial information flow. The strong positive comovement of clustering, quote activity, price volatility, and bid-ask spreads supports the conclusion that innovations of these variables are endogenous to the arrival and incorporation of information into prices.     

基于模糊数学的房地产投资决策研究

对于房地产投资决策问题，尝试用模糊聚类分析和模糊贴近度的方法解决房地产投资决策的问题，并且结合实例对两种方法应用的效果和不足进行了研究。结果表明，应用模糊数学方法能较好地解决房地产的投资决策问题。     

一种基于Map/Reduce的并行化敌我识别信号关联方法

随着敌我识别侦察装备的广泛部署,其侦察数据呈现爆炸式增长,多源且复杂的海量信号侦察数据对后端数据分析提出了较高要求。针对传统敌我识别信号关联分析方法速度慢、效率低的问题,通过研究其关联流程的可拆分特性,提出了一种基于Map/Reduce的敌我识别信号聚类和关联分析方法,将传统敌我识别信号关联分析流程进行方位和时间拆解,在大数据平台上进行分布式并行计算,大幅提升了大数据量情况下的关联分析效率。实验结果表明,在数据量达到108条以上时,所提方法比传统方法计算效率高10倍以上。     

Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

We examine the clustering pattern in trade and quote prices on the electronic limit order book of the Stock Exchange of Hong Kong (SEHK). Earlier research into clustering focuses on transaction prices only. We study clustering on quote prices over a maximum of five queues on the limit order book. We observe an abnormally high frequency of even and integer prices in trade and quote prices for all tick size groups on the SEHK. The deeper quotes display stronger clustering than the best quotes, indicating that the farther away the quotes are from the best queue, the less information they carry. Our analysis further reveals that an extremely fine tick size itself works as a binding constraint to hinder the price resolution process. We also find that short sale prohibition imposed on the majority of stocks listed on the SEHK causes a significant bias in clustering towards the ask side of the limit order book. This implies that a short sale prohibition impairs efficient price discovery in the market.     

Cluster-mapping procedure for tourism regions based on geostatistics and fuzzy clustering: example of Polish districts

ABSTRACT

In tourism, the phenomenon of spatial agglomeration (concentration of economic activity) spreads beyond the borders of the territorial units. It is referred to as geographic ‘spillovers’ that enhances spatial interdependence and functional relationship of neighbouring regions. Within the standard procedure of cluster-mapping, only concentration inside a territorial unit may be analysed which is a source of biased results in tourism studies. However, tourist agglomeration centres sometimes occur at the juncture of territorial units and the economic entities located in them form spatial clusters with a different degree of membership to several centres of agglomerations located in the neighbourhood. Therefore, we propose to measure ‘inter-regional’ agglomeration in tourism providing modification of spatial autocorrelation measures (regarding neighbourhood and distance). In order to measure neighbourhood more precisely, we use geostatistical information (global positioning system (GPS) coordinates of tourism entities) and geographically weighted fuzzy clustering approach (FGWC). We examine the method on the example of Polish districts (NUTS-4) using database of 131,338 firms registered in section I (accommodation and food services) of Polish Classification of Activity in 2015. The results proved that a novel method of cluster-mapping considering spatial dependency combined with geographic information system (GIS) and FGWC method increases the accuracy of the identification of tourism clusters (inter-regional agglomeration).     

安徽省区域旅游发展的聚类分析

安徽旅游资源丰富,但在省内各区域的分布不平衡,且各区域旅游资源开发起步时间各异,因此区域间的旅游发展现状存在较大的差异。量化研究旅游发展的区域差异,进行横向比较,既可以看出安徽省整体的旅游发展格局,也能为各区域的旅游业发展规划提供参考依据。安徽省共有17个省辖市,以这17个市为区域单位进行研究,构造了旅游发展现状评价的三级层次指标体系,运用AHP方法确定各级指标的权系数,根据统计数据计算并聚类分析。研究表明,安徽省区域旅游现状大致可以分为6个等级:黄山市为第一等级;合肥为第二等级;池州市、安庆市为第三等级;芜湖市、宣城市为第四等级;滁州市、蚌埠市、六安市、阜阳市为第五等级,淮南市、巢湖市、宿州市、亳州市、淮北市、铜陵市为第六等级。     

河北省县域经济发展层次分析

县域经济在国民经济中处于承上启下的基础地位。河北县域经济的发展关系到全省综合经济实力能否提高,关系到贫困县能否致富奔小康的问题,对全省国民经济发展的整体带动作用十分巨大。河北省县域经济从20世纪90年代开始出现了一些新的发展态势,总体实力不断增强,但与一些全国沿海县域经济强省相比,差距仍很明显。通过对河北省136个县(市)的综合实力排名,可将全省136个县(市)划分为发达县(市)、较发达县(市)、欠发达县(市)和贫困县(市)四个层次。河北应根据四类层次县域经济的特点有针对性地采取改善措施,以进一步推进整个河北省县域经济的发展。     

动态视角下的产业集聚能力研究

产业集聚能力是产业集群成功发展的动力源。它与产业集群相伴而生,并作用于集群整个生命周期中。从集群的动态演进过程看,产业集聚能力分别表现为生成发展动力、集群创新能力和集群升级能力。在集群不同生命周期阶段,产业集聚能力的影响因素不同。针对这些影响因素,本文提出产业集聚能力的培育途径,以增强集群的持续竞争优势。     

Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes

This paper examines liquidity and quote clustering on the NYSE and Nasdaq using data after the two market reforms—the 1997 order–handling rule and minimum tick size changes. We find that Nasdaq–listed stocks exhibit wider spreads and smaller depths than NYSE–listed stocks and stocks with higher proportions of even–eighth and even–sixteenth quotes have wider quoted, effective, and realized spreads on both the NYSE and Nasdaq. This result differs from the findings by Bessembinder (1999, p. 404) that "trade execution costs on Nasdaq in late 1997 are no longer significantly explained by a tendency for liquidity providers to avoid odd–eighth quotations," and "odd–sixteenth avoidance has little relevance for explaining post–reform Nasdaq trading costs."