Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint

The new Basel III framework increases the banks’ market risk capital requirements. In this paper, we introduce a new risk management approach based on the unconditional coverage test to minimize the regulatory capital requirements. Portfolios optimized with our new minimum capital constraint successfully reduce the Basel III market risk capital requirements. In general, portfolios with value-at-risk and conditional-value-at-risk objective functions and underlying empirical distribution yield better portfolio risk profiles and have lower capital requirements. For the optimization we use the threshold-accepting heuristic and the common trust-region search method.     

《物流信息系统》课程中实验教学的分析

实验教学是物流专业的重要组成部分,其在促进学生掌握专业理论知识,以及知识的综合运用等方面起着重要的作用。主要分析了《物流信息系统》课程开展实验教学的必要性、课程实验内容的设置、实验教学方法的合理使用．以达到实现实验教学的目的,从而提高学生分析问题、处理问题的能力。     

考虑人口因素的公共应急服务设施选址问题研究

研究了考虑人口因素的公共应急服务设施选址问题,建立了该问题数学模型,分别设计了求解该问题的精确算法和启发式算法,并通过具体的案例进行了求解及分析,得到了满意的结果。     

Investigating the operation of the affect heuristic: is it an associative construct?

Affect is of central importance in risk perception and risky decision-making, and the affect heuristic is a very influential construct developed in relation to this. We examined whether this heuristic operates at an associative level of processing as, despite much theorising, empirical evidence on this issue is lacking. We compared affective heuristic task performance with performance on established implicit association tasks. Participants (n?=?151) completed explicit attitude and risk measures, and five experimental tasks (three Go/No-Go Association Tasks (GNAT), a priming task and a time-pressured affect heuristic task). A modified ‘risk-benefit’ GNAT provided a speeded analogue of the affect heuristic task which was equivalent to the evaluative GNAT in terms of response mode and cognitive effort. Affect heuristic task performance was not associated with implicit task performance. The evaluative GNAT did not correlate with the risk-benefit GNAT (speeded affect heuristic task). However, affect heuristic task performance was strongly associated with, and significantly predicted by, explicit affective attitude and explicit risk measures suggesting that this heuristic may primarily reflect deliberative rather than associative processing. Findings contradict the (much cited) notion that this important psychological construct operates at an associative level. However, the conclusions that can be drawn from this study are limited by the implicit attitude measures used here. In future research, it would be desirable to use different measures of implicit associations, e.g. the Single-Category Implicit Association task, to further interrogate the processes operating within the affect heuristic.     

制造业的车间调度问题优化算法比较研究

目前,制造业的竞争日益激烈,在企业的日常运作过程中,会经常遇到各种各样的复杂的调度问题,车间生产调度问题解决的好坏直接影响着企业的运作效率和最终的客户满意程度,最终影响着企业对市场的反应能力和竞争力。因此,调度问题已经成为运营管理领域的一大研究热点。大量的学者研究生产调度优化问题,采用了各种优化方法。文章综述了车间生产调度问题的各种优化方法,对其发展历程、优缺点、适用性等都作了详细的说明,并对它们作以比较分析,从而找到最适合现实状况的优化方法。     

在药物分析教学中实现启发式教学的方法探讨

目的:进行启发式教学的方法探讨。方法:结合个人的教学实践,谈点实现启发式教学的个人体会。结果:将PBL教学和案例式教学方法引入教学环节,起到了启发式教学的目的。结论:PBL教学方法和案例式教学方法是促进启发式教学的有效手段。     

物流配送中车辆路径问题的模型及算法研究

本文介绍了车辆路径问题的分类及限制条件,重点论述了国内外关于车辆路径问题的模型及算法研究现状,分析了各种算法的优缺点和适用范围,并指出了车辆路径问题的研究前景.     

配送时间窗约束下车辆调度遗传算法研究

通过改进传统的遗传算法,结合中海油服物资配送特点,采用启发式交叉算子的方法,确保了算法迭代中的种群多样性。制定了基于配送时间窗约束情况下模糊预约时间的钻井平台损失惩罚函数,对可行解的范围进行了限定,从而加速收敛,保证了运算的效率。通过案例进行分析证明了可行性。     

Why do parents who usually vaccinate their children hesitate or refuse? General good vs. individual risk

This study examines vaccination hesitancy or refusal following the 2013 polio outbreak in Israel, based on two theoretical models. The first is Sandman’s theoretical model, which holds that risk perception is comprised of hazard plus outrage. The second model is the affect heuristic that explains the risk/benefit confounding. It aims to expose the barriers that inhibited parental compliance with OPV vaccination for their children. The study employed mixed methods – a questionnaire survey (n = 197) and content analysis of parents’ discussions in blogs, Internet sites, and Facebook pages (n = 2499). The findings indicate that some parents who normally give their children routine vaccinations decided not to give them OPV due to lack of faith in the health system, concerns about vaccine safety and reasons specific to the polio outbreak in Israel. Some vaccinated due to a misunderstanding, namely, they believed that OPV was supposed to protect their children, when it was actually for overall societal well-being. This study highlights the difficulty of framing the subject of vaccinations as a preventive measure, especially when the prevention is for society at large and not to protect the children themselves. The findings of this study are important because they provide a glimpse into a situation that can recur in different places in the world where a disease considered to have been ‘eradicated’ returns, and the public is required to take measures which protect the public but which might put individuals at risk. The conclusions from the analysis of the findings of this study are that the public’s risk perception is based on a context-dependent analysis, which the communicating body must understand and respect.