Analysis of cointegrated VARMA processes

VARMA (vector autoregressive moving average) processes are proposed for modelling cointegrated variables. For this purpose the echelon form is combined with the error correction form. Procedures for estimating the Kronecker indices which characterize the echelon form and for specifying the cointegration rank are discussed. The asymptotic distribution of the coefficient estimators is given. An example based o n US macroeconomic data illustrates the procedure and demonstrates its feasibility in practice.     

供应链集成下的企业采购管理

供应链集成下的采购管理是供应链管理的重要内容之一，基于供应链的采购管理模型利用现代信息技术的成果解决了供应链中核心企业与供应商之间的联系问题。供应链集成下的企业采购管理策略从本质上讲是一种理念，旨在提高采购管理的效率，降低企业采购的成本，建立新的供需合作模式。     

商业银行发展汽车金融业务的策略分析

当前,汽车市场出现井喷式增长,各商业银行相继推出新的汽车金融业务.为应对外来汽车金融公司的同业竞争,避免再次陷入“车贷信用危机“,商业银行应积极借鉴国外的业务发展经验,针对自身业务发展障碍,制定合理的策略,审慎发展.     

基于成熟度模型的化工物流业(CL-CMM)研究

借鉴软件能力成熟度模型（CMM）,构建了化工物流业成熟度模型（CL-CMM）。将物流企业成熟度分为初始期、成长期、成熟期、成熟巩固期、成熟创新期;从分析各个等级的关键过程,为化工物流业发展提供决策依据。并用成熟度曲线表示了化工物流业发展所经历的过程。     

传统大型企业研发项目管理模式分析

文章以一著名有色企业研发项目管理为例来分析传统大型企业研发项目管理模式,总结出研发项目管理模式的特点,即分散布局、意向指令与多头管理相结合。     

工程施工机械设备租买决策模型与准则

施工企业可以通过租赁或购买获取工程施工设备，采取何种方式应综合考虑各方案的经济合理性，风险大小，便捷和省时等，重点论述了工程施工机械设备租买决策的数学模型和相关决策准则，可供工程承包公司进行施工设备租买决策时参考。     

A sequential model for cracking down on street markets for illicit drugs

This paper develops a sequential decision-making model for assisting law enforcement officials in allocating resources during a crackdown operation on illicit drug markets. The sequential crackdown model (SCM) considers a probabilistic framework, where the probability of incarceration of a dealer and the probability of dealing are modeled as a function of the size of a drug market, crackdown enforcement level, drug dealer's financial hardship, and other market characteristics.The model was developed and tested in consultation with enforcement officials from Philadelphia, PA and Camden, NJ. We present a detailed, step-by-step implementation scheme for updating parameters on each day of the crackdown. Parameter estimation along with examples of model usage is provided. Through these examples, we illustrate how the SCM could be helpful in understanding the response of illicit drug markets to various enforcement strategies. We further show conditions under which an alternating crackdown policy (referred to as a crackdown-backoff) or a consistent use of maximum possible enforcement would be optimal strategies for managing a drug crackdown operation. Within the context of the model and parameter estimates, we show that a much quicker and less costly collapse could be implemented if the available enforcement resources are increased. Finally, the model provides possible conditions under which a crackdown operation would be unsuccessful in eliminating a drug market.     

一种产品生产规划模型

在对供应链中运输、库存、产品生产计划分析的 基础上,提出了一种解决厂家产品生产规划的混合整数规划 模型。     

长期筹资科学化的初步探索--构建最佳资本结构模型

助计算机用定量方法快速有效的解决长期筹资决策问题是知识经济时代对企业的必然要求。最佳资本结构模型用计算机运筹学的方法来决策不同筹资方式的最优筹资额，以帮助企业实现长期筹资目标同时也是财务管理最终目标——企业价值最大化。