An integrated approach for selecting corporate social responsibility programs and costs evaluation in the international tourist hotel

The purpose of this paper is to present an integrated approach and scientific techniques for corporate social responsibility (CSR) programs selection decisions and costs evaluation in the hotel industry. First, experts are chosen to conduct the analytic structure construction for CSR programs selection by identifying cost and differentiation advantage criteria and CSR program candidates that can benefit society and competitive advantage for hotels. Second, the DEMATEL (Decision Making Trial and Evaluation Laboratory) method is used to detect complex relationships and build a network structure among the cost and differentiation advantage criteria. Third, the ANP (Analytic Network Process) is used where the criteria are dependent. Fourth, the ANP results are applied to ZOGP (Zero–One Goal Programming) formulation to find the optimal CSR program portfolio under limited resources and constrained situations. Finally, ABC (Activity-Based Costing) model is used to calculate each chosen CSR program's costs in order to acquire accurate cost information. The result shows that the improvement on the image of an organization is the major dispatch for driving the international tourist hotel to fulfill CSR goals. The integrated approach can help international tourist hotels’ managers to select CSR programs more scientifically and to make decisions conforming to the reality.     

基于模糊数的证券投资组合模型

目前,投资组合的选择在实际中有着广泛的应用背景。自Markowitz的“投资组合的选择”发表以来,关于投资组合的选择问题的研究引起了极大的关注,并取得了丰硕的理论成果。将证券价格的波动视为动态的模糊系统,结合模糊数的概念和线性规划的理论,可建立一个证券市场的模糊投资组合模型。通过选取雅戈尔、振华港机这两只股票,运用该模型进行实证分析,为证券投资者的决策提供了一个新的解决途径。     

住房公积金投资组合研究

本文总结了近年来全国住房公积金投资结构的变化过程,分析了银行存款和购买国债的收益和风险状况,指出利率风险是住房公积金投资组合的主要风险,构建了基于久期的多目标规划模型,并利用最新的银行存款和国债利率数据进行了实证分析,发现半年期定期存款和3年期凭证式国债具有相对较高的投资价值,当两者按照8∶2的比例构成住房公积金投资组合时,可以获得较高的收益和较低的风险。     

高峰时段城际铁路列车停站方案研究

为缓解高峰客流拥堵,提高列车服务能力,通过对各种运行列车组在沿途中间站的停站组合分析,推导出始发站列车发车间隔的计算公式。以此为基础,构建以站间服务可达性、列车到达时间、旅客候车时间等作为主要约束条件,旅客旅行时间消耗最小化为目标的非线性0-1规划模型,同步优化城际铁路客流高峰时段的列车停站方案与运行图。根据模型特点设计遗传算法对算例进行求解,验证设计的模型及算法可行,能够为制定城际铁路列车停站方案提供参考。     

我国保险资金投资资本市场的实证研究

本文旨在解决我国保险资金投资资本市场的投资组合优化的问题。笔者首先运用Granger因果检验,从实证的角度验证了保险资金投资资本市场的必要性。在构建保险资金最优投资组合部分,本文以Markowitz的投资组合理论为基础,并对David Cummins的保险资金运用模型进行改进,在模型中加入了可运用资金比例的概念,从而从理论上创新了其保险资金投资优化模型。文章结合相关法律制度和我国保险市场运营数据,运用二次规划对保险资金投资优化模型进行了实证研究,得出最优的投资组合。最后,笔者对保险资金投资资本市场提出了相应的对策和建议。     

Technology Transfer with Capital Constraints and Environmental Protections: Models and Applications to the Philippines

An efficient technology transfer from advanced to developing countries is explored by extending dynamic input-output optimization models. We include capital investments for the transferred technologies that affect the structural change and the welfare streams of consumption and the environmental state in the developing country. This technology transfer model is then linearized to solve larger problems. The linearized model was estimated and applied to assess the optimal technology transfer schedule from Japan to the Philippines.     

面向对象方法及其支撑语言的特征和缺陷

本文从较广的意义上详细讨论了面向对象方法及其支撑语言的主要特征，缺陷及发展。     

模糊机会约束规划下的投资组合模型研究

证券的历史数据和专家对证券未来表现的判断是证券收益率的两个重要信息，本文用基于上述两个信息的可能性分布描述证券收益率的不确定性，并结合可能性理论的三个测度——可能性测度、必要性测度、可信性测度，建立了基于模糊机会约束规划的乐观型、悲观型和折衷型投资组合模型，并且得到了各模型的最优解的解析式。最后给出算例予以说明。     

超额需求不连续时一般均衡分析的新路径

传统的证明一般均衡存在性的方法都必须以连续的超额需求函数为条件。本文提供一种新方法突破这一局限。一般均衡分析中的个人择优问题是一个非线性规划问题,本文用动态规划方法来处理这一非线性规划问题,从而就克服了不连续超额需求函数带来的困难。运用这一新方法,本文证明了超额需求函数不连续时的存在性。     

近郊乡村规划建设探讨

随着中国城市化进程的加快,乡村规划也逐步开展起来,特别是近郊的乡村规划建设显得尤为活跃,本文结合北京郊区乡村规划规划建设进行探讨。