基于不对称需求信息的激励机制模型研究

针对由单制造商和单销售商组成的供应链,提出了供应链双方需求信息对称情况下的激励机制模型,并在此基础上建立了供应链双方在需求信息不对称情况下的运作策略模型。制造商通过折扣,运用激励相容机制使销售商诚实申报需求信息,使得供应链利润最大化的同时供应链成员实现双赢。数字试验结果表明:①所提策略是有效的;②该策略不仅能提高制造商利润,而且也能改善销售商的利润。     

基于计算机模拟的交通灯时间控制问题

文章主要讨论城市交通灯的开启时间间隔的问题,在一些假设的基础之上,把城市交通灯周期时间控制问题进行简化,目的是使得路口的日平均车流量最大。根据实际情况,给出车辆行驶的一套规则,利用计算机仿真技术进行模拟,得到最优交通灯的间隔时间。     

Decomposition of new venture growth into firm age,survey period and vintage effects

Firm data are accumulated on a yearly basis. In view of the linear relationship of firm age?+?foundation year?=?survey year, the fluctuations of firm data classified by age and period cannot be decomposed into age, period and cohort (foundation year) effects. Three decomposition methods are briefly reviewed and applied to Japanese data on new ventures founded since 1995. Regarding sales and employment growth, the age effect is the largest with a downward trend, and the cohort effect is negligible. Regarding labour productivity, the age effect indicates upward movements, and the cohort effect is negligible. The reason of the negligible cohort effect is discussed.     

Assessing the Least Squares Monte-Carlo Approach to American Option Valuation

A detailed analysis of the Least Squares Monte-Carlo (LSM) approach to American option valuation suggested in Longstaff and Schwartz (2001) is performed. We compare the specification of the cross-sectional regressions with Laguerre polynomials used in Longstaff and Schwartz (2001) with alternative specifications and show that some of these have numerically better properties. Furthermore, each of these specifications leads to a trade-off between the time used to calculate a price and the precision of that price. Comparing the method-specific trade-offs reveals that a modified specification using ordinary monomials is preferred over the specification based on Laguerre polynomials. Next, we generalize the pricing problem by considering options on multiple assets and we show that the LSM method can be implemented easily for dimensions as high as ten or more. Furthermore, we show that the LSM method is computationally more efficient than existing numerical methods. In particular, when the number of assets is high, say five, Finite Difference methods are infeasible, and we show that our modified LSM method is superior to the Binomial Model.     

复杂适应系统理论在股市模拟中的应用

资本市场是由金融产品提供者(如上市公司)、交易所和投资者组成的系统。随着经济的不断发展,股票市场已成为我国资本市场中最活跃、发展最快速的市场,因此它也成为众多专家学者研究的焦点。传统的金融学理论对于股票市场中许多普遍存在的特征性事实,如尖峰胖尾、波动聚集等现象难以解释。与此同时,传统的线性数学分析方法也陷入了前所未有困境。在环境的要求下,复杂适应系统理论在金融学中的应用所具备的优势逐渐显露出来。     

Simulated economic impacts in applied trade modelling: A comparison of tariff aggregation approaches

This paper assesses the performance of two recently developed tariff aggregators in reducing tariff aggregation bias by analysing Swiss beef market liberalisation scenarios. Specific relevant sources of bias are addressed: substitution effects on import demand, Tariff Rate Quotas and overprotection in tariffs. The aggregators are linked to a global large-scale partial equilibrium model and benchmarked against a standard aggregator. The choice of the aggregation method shows considerable effects on simulated economic impacts, specifically if the dispersion in tariffs or tariff cuts is large. A large bias is revealed in simulated gains from trade liberalisation using the standard aggregator. The impacts on traded quantities are found to be overestimated, while price and welfare effects can be higher or lower by switching to alternative aggregation methods. By reducing aggregation bias and depicting negotiated tariff schedules more directly, the proposed aggregators enhance the contribution of trade modelling to evidence-based policy making.     

财政分权、制度性冲击与房价演进动态

本文认为财政分权水平的提高是促进中国房价上涨的重要制度性因素.首先,我们基于省际面板数据模型获得了这一观点的经验证据,在控制了其他一些因素后,结果显示财政分权度提高能够显著的推高房价.同时,我们还构建了一个包含财政分权和居民房产偏好的动态一般均衡模型,从理论上分析了财政分权作为一种制度性冲击是如何影响房价动态路径的,基于动态结构模型的反事实模拟显示,分权性制度冲击的强度和持久性是房价演进动态的重要决定因素.     

Technology‐push,market‐demand and the missing safety‐pull: a case study of American Airlines Flight 587

Through a critical case study of the crash of American Airlines Flight 587, this paper draws upon ‘the Social Shaping of Technology’ (SST) approach to offer a reconceptualisation of the technology‐push and market‐demand model for High‐Reliably Organisations (HROs), providing support for a third factor, called here a ‘safety‐pull’. A safety‐pull is defined as organisationally supported reflexivity in which technology innovators and frontline operators collaborate to consider the potential implications of adopting new technologies in HROs and the complex ways this change may impact human operators' work performance, often in risky and unanticipated ways. In contrast to accidents occurring solely as the result of individual operator error, analysing the safety‐pull provides a way to tease out the wide range of factors that can contribute to HRO failures and offers a new SST perspective through which to examine high‐risk operations.     

高职“虚实互补”实训体系研究——以应用电子技术专业为例

高职的培养目标定位在高素质的技术技能型人才,在培养中要实现实践应用能力和理论分析能力并重。本文介绍了一种将虚拟仿真技术融入到应用电子技术专业实训体系,构建了虚实互补的实训体系,以期实现高职理实并重的培养目的,改善目前只强调实践动手能力而忽略理论分析能力而引起的高职学生后劲发展不足的问题。     

机电系统虚实结合实验教学平台设计

为了解决传统实验实践教学环节中的实验资源紧缺、实验设备维护成本高以及存在安全隐患等问题,设计了一种虚实结合的实验教学平台。首先以实际实验教学设备为基础,应用虚拟仿真技术,搭建具有与实物设备同样功能、属性的虚拟教学设备的机械结构及检测装置,其次通过连接物理PLC控制实验教学系统接口及编程环境,最后实现了虚拟教学设备与现实控制系统的结合。设计结果表明,平台较大程度地提高了实验设备机械执行部分在编程控制教学过程中的可验证性、容错能力及安全性,降低了实验设备采购及维护成本,提供了系统的VR仿真的运行环境,学生获得了真实的实验教学体验。所设计的机电系统虚实结合实验教学平台可应用在高校机械相关专业的实验与实训课程中,所利用的虚拟建模技术可为建立虚拟工厂和虚拟实验平台提供参考。