Computer‐Aided Statistical Instruction—Multi‐Mediocre Techno‐Trash?

The very soul of statistics are data, but few students actually collect data as part of their statistical journey. The impediments to real data collection exercises are very real—they are logistically difficult to set up, expensive, and may not work because of extraneous events outside the control of the instructor. Computer‐aided laboratories are a way to bring many of the benefits of actual data collection to students at a fraction of the cost and can be easily controlled by the instructor. There are many computer‐aided modules available—indeed a search on Google gave over 1 million hits. Some modules are good but many are mediocre. What separates the gems from the trash?     

基于神经网络模式识别的配送中心快速仿真建模方法

针对配送中心仿真方法中的数据处理缺陷所导致的模型调试阶段的低效问题,提出了一种基于神经网络模式识别的配送中心快速仿真建模方法。该方法从配送中心的仿真模型初始运行开始,到配送中心仿真模型的运行结束,全方位的处理配送中心仿真模型调试过程中的数据流,从而在根本上提高配送中心仿真建模的效率和运行参数的可靠性。     

计算机仿真技术在设施布置中的应用

通过对设施布置的研究,分析了在设施布置中应用仿真技术的必要性,并以Flexsim仿真软件为例介绍了在设施布置中如何利用仿真技术对布置方案进行虚拟仿真,同时根据仿真结果对方案进行分析、评价和改进。     

Gas system failure rate

Gasunie buys and sells gas. This paper is about calculating the failure rate of the gas transport system of Gasunie in the Netherlands. The pipes in the network are connected at certain stations which may operate at degraded levels due to technical problems. The transport system, modelled as an optimization problem, needs to be checked for feasibility for every configuration of the degradation levels at all stations in order to see whether the system fails or not. The discrete probability distributions of the degradation levels at every station in the network are given. The number of possible combinations of degradation levels is huge and the computations for the feasibility of the gas network are computer-intensive. This paper presents a new algorithm for approximating this rate and it is parsimonious in actually checking for feasibility.     

基于PRO/E的立爪装煤机虚拟样机与仿真分析

介绍了在Pro/Engineer环境下,进行履带式液压立爪装煤机工作装置三维实体建模、虚拟装配、动态模拟、干涉检查和运动仿真,并利用Pro/Engineer参数化特征及时修改设计以获得最佳设计方案,成功实现了装煤机工作装置在Pro/Engineer环境下的虚拟样机设计.     

铜双绞线模型仿真与其信道容量分析

通过分析ADSL传输线路,对铜制双绞线进行了分析,包括线路特性、噪声特性的仿真.仿真中参考了6种典型的CSA环路作为分析的依据,讨论了近端串音(NEXT)、远端串音(FEXT)以及高斯白噪声对传输线路的影响,并将ADSL线路和HDSL、T1以及ISDN线路近端串音作了比较,最后得到ADSL信道的传送容量与线路长度的关系曲线.     

Using merger simulation models: Testing the underlying assumptions

Merger simulation is now widely used by economists to evaluate the likely competitive effects of a proposed merger. However, the reliability of a given merger simulation depends crucially on the reliability of the data used and the assumptions made. We discuss tests that can be used to assess the reliability of a merger simulation and show how these tests were applied in the context of the Volvo–Scania merger.     

Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities

This paper introduces the application of Monte Carlo simulation technology to the valuation of securities that contain many (buying or selling) rights, but for which a limited number can be exercised per period, and penalties if a minimum quantity is not exercised before maturity. These securities combine the characteristics of American options, with the additional constraint that only a few rights can be exercised per period and therefore their price depends also on the number of living rights (i.e., American-Asian-style payoffs), and forward securities. These securities give flexibility-of-delivery options and are common in energy markets (e.g., take-or-pay or swing options) and as real options (e.g., the development of a mine). First, we derive a series of properties for the price and the optimal exercise frontier of these securities. Second, we price them by simulation, extending the Ibáñez and Zapatero (2004) method to this problem.     

实物期权评价方法及波动率全周期估算研究

在不确定性投资中,实物期权评价方法充分考虑了项目投资中的管理灵活性、不确定性和不可逆性,因而更能准确地评估项目投资的价值。项目建设期的现金流出和经营期可能出现的亏损使得现行波动率估算方法难以应用于项目评价中。在分析波动率性质的基础上,以净现值法为基础,应用蒙特卡洛原理,提出了在现金流随机变动条件下实物期权模型中基于全周期的波动率参数估算方法,该方法适用于项目投资且易于操作。     

什么样的评论更可信？心理模拟视角下在线评论类型对感知在线评论可信性的影响研究

在线评论及其可信性已成为消费者网购决策重要的依据。以往研究多关注在线评论自身属性对在线评论可信性的影响,忽视了消费者心理认知的作用。文章从消费者心理角度,结合爬虫数据和实验研究发现,消费者对搜索品属性型评论感知可信性更高,对体验品体验型评论感知可信性更高;心理模拟在感知在线评论可信性影响过程中具有中介作用,搜索品属性型评论通过结果模拟引发更高的感知评论可信性,体验品体验型评论则通过过程模拟引发更高的感知评论可信性。研究结论对网络购物平台及商家制定更精准的营销策略和评论管理机制有帮助。