应急物流配送体系研究

分析了应急物流配送的内涵和特性,在此基础上建立了应急物流配送体系,从应急物流配送中心的建立、救灾物资配送方案的选择和物流通道的建设三个层面进行了较为深入的分析和探讨,并对配送工作的加强提出了建议。     

Tales from tails: On the empirical distributions of forecasting errors and their implication to risk

When evaluating the performances of time series extrapolation methods, both researchers and practitioners typically focus on the average or median performance according to some specific error metric, such as the absolute error or the absolute percentage error. However, from a risk-assessment point of view, it is far more important to evaluate the distributions of such errors, and especially their tails. For instance, a lack of normality and symmetry in error distributions can have significant implications for decision making, such as in stock control. Moreover, frequently these distributions can only be constructed empirically, as they may be the result of a computationally-intensive non-parametric approach, such as an artificial neural network. This study proposes an approach for evaluating the empirical distributions of forecasting methods and uses it to assess eleven popular time series extrapolation approaches across two different datasets (M3 and ForeDeCk). The results highlight some very interesting tales from the tails.     

Forecasting dynamic return distributions based on ordered binary choice

We present a simple approach to the forecasting of conditional probability distributions of asset returns. We work with a parsimonious specification of ordered binary choice regressions that imposes a connection on sign predictability across different quantiles. The model forecasts the future conditional probability distributions of returns quite precisely when using a past indicator and a past volatility proxy as predictors. The direct benefits of the model are revealed in an empirical application to the 29 most liquid U.S. stocks. The forecast probability distribution is translated to significant economic gains in a simple trading strategy. Our approach can also be useful in many other applications in which conditional distribution forecasts are desired.     

On the structure and estimation of hierarchical Archimedean copulas

In this paper we provide a method for estimating multivariate distributions defined through hierarchical Archimedean copulas. In general, the true structure of the hierarchy is unknown, but we develop a computationally efficient technique to determine it from the data. For this purpose we introduce a hierarchical estimation procedure for the parameters and provide an asymptotic analysis. We consider both parametric and nonparametric estimation of the marginal distributions. A simulation study and an empirical application show the effectiveness of the grouping procedure in the sense of structure selection.     

基于情景规划的扬州港口物流园区发展战略

在介绍情景规划和分析港口物流园区环境的基础上,基于扬州港口物流园区的情景构造与情景分析,结合扬州港口、扬州出口加工区的优势条件,探讨了物流园区与港区、出口加工区保税园区互动整合,带动腹地产业群辐射发展的战略模式及其内容。     

基于信息化的高校综合物流平台的分析与应用-以北京理工大学综合物流平台为例

在总结和分析高校物流现状和各类配送模式的基础上,通过对北京理工大学综合物流平台的实例剖析,探索了基于信息化的高校综合物流平台的技术特点、优势和未来发展趋势,希望为校园物流配送的发展提供借鉴。     

中国彩票业对经济发展的影响分析

彩票经济随着彩票销量的不断攀升,彩票市场的逐渐繁荣和彩票业的迅速发展应运而生,并成为推动我国经济发展的重要因素.在经济学上,专家把彩票看做是“第三次分配”.彩票行业经过25年的发展已逐渐形成,彩票消费已日益成为现代经济生活中一种重要的经济现象.彩票业对我国整体经济的发展具有“软税收”、拉动内需、增加就业、提供社会保障资金支持、推动普惠型社会福利事业的发展,但同时在彩票业发展中也存在着穷人购彩、购彩者投机心理过重等不利于经济发展的负面影响.因此,为实现我国彩票业的健康与可持续发展,应当加强我国彩票业的规范化管理,提高法律层级,加强彩票资金的监管力度,同时加强彩票文化建设,引导彩民理性购彩.     

Might randomization in queue discipline be useful when waiting cost is a concave function of waiting time?

This paper suggests that introducing randomization in queue discipline might be welfare enhancing in certain queues for which the cost of waiting is a concave function of waiting time. Concavity can make increased variability in waiting times good not bad for aggregate customer welfare. Such concavity may occur if the costs of waiting asymptotically approach some maximum or if the customer incurs a fixed cost if there is any wait at all. As examples, cost might asymptotically approach a maximum for patients seeking organ transplants who will not live beyond a certain threshold time, and fixed costs could pertain for knowledge workers seeking a piece of information that is required to proceed with their current task, so any delay creates a “set up charge” associated with switching tasks.     

配电网自动化中故障处理模式研究

信息技术的发展为电力系统自动化注入了活力,在网络、通信等信息技术的推动下,电力系统的自动化正在从自发的自动化向统一的、系统化的综合自动化发展。文章主要阐述了配网自动化的状况及故障处理模式。     

数据分布诊断对排队模型优化影响——基于兰州市某油库排队问题数据

对甘肃省兰州市某油库真实排队数据进行分布诊断,发现用M/G／C/∞排队模型计算出来的平均队长和平均等待时间比M／M／C／∞排队模型减少了一半．应根据数据分布诊断结果科学选择排队模型。