专利实物期权定价的蒙特卡罗模拟方法及其改进技术

专利作为现代企业重要的无形资产,对企业募集发展资金、扩大收益回流、形成竞争优势发挥着巨大的作用,因此专利定价问题也成为现代企业管理决策中的重要内容.本文基于专利的实物期权特征,运用蒙特卡罗模拟方法对专利的实物期权定价问题进行研究与探讨.首先,分析探讨专利投资项目的决策过程及其实物期权特征;在此基础上,建立专利定价的实物期权蒙特卡罗模拟模型,并引入对偶变量技术用以提高蒙特卡罗模拟的效率;最后,以生物医药企业专利定价为例进行实证模拟.研究结论认为,引入适当方差减少技术的蒙特卡罗模拟则成为专利实物期权定价的一种有效的分析方法.     

超宽带盘锥天线的设计

介绍了盘锥天线的性能、设计原理,分析了各个参数对天线性能的影响。通过改变 天线结构,即在圆盘和下锥体之间引入一个上锥体,将盘锥天线和双锥天线结合起来,既保 持了盘锥天线的特性,又减少了圆盘和下锥体的分布电容,从而有效地增加了其带宽。在理 论计算的基础上利用ANSOFT HFSS软件对设计出的新型盘锥天线进行仿真优化,优化的结果 表明天线覆盖了从300 MHz到10 GHz的频带,在33∶1的带宽范围内驻波比基本小于 3,该方法有效地展宽了带宽。     

基于QualNet的战术数据链三维动态仿真

基于QualNet仿真软 件设计并实现了战术数据链在模拟环境下的三维动态仿真。将战术数据链仿真拓展到三维空 间,加入目标的机动性因素,给出了三维仿真的动态模型及其满足的更普遍关系式,具有一 定的参考价值和指导意义。     

Research on e-commerce transaction networks using multi-agent modelling and open application programming interface

We provide a formal definition of an e-commerce transaction network. Agent-based modelling is used to simulate e-commerce transaction networks. For real-world analysis, we studied the open application programming interfaces (APIs) from eBay and Taobao e-commerce websites and captured real transaction data. Pajek is used to visualise the agent relationships in the transaction network. We derived one-mode networks from the transaction network and analysed them using degree and betweenness centrality. Integrating multi-agent modelling, open APIs and social network analysis, we propose a new way to study large-scale e-commerce systems.     

MONOPOLISTIC LOCATION CHOICE IN A TWO‐SIDED HOTELLING MODEL

We analyse the optimal location choice of a monopolistic firm that operates two arbitrarily located platforms on a two‐sided market. By extending the traditional Hotelling framework, we show that the optimal platform locations are equivalent to the one‐sided benchmark if both sides are either restricted to single‐ or multi‐homing. In the mixed case (one side single‐homes, the other one multi‐homes), the optimal platform locations are in line with the respective symmetric case. If the monopolist is restricted to choosing the same location on either side of the market, the optimal locations are determined by the relative profitability of the market sides.     

数控技术应用型人才调研及其岗位群分析

职业院校的数控技术应用专业,已经建设了近二十年,通过深入调研,了解机械制造企业人才状况,细致分析任职岗位群,掌握企业未来数控人才需求,为学院深入开展教学改革提供了可靠依据。     

Proteus仿真使用中的几个缺陷和应对办法

Proteus仿真软件,是当前EDA工具软件的优秀代表。但在使用过程中该软件存在一些缺陷。本文列举了该软件在模拟仿真中存在的几个缺陷以及我们采取的应对方法,供大家参考和讨论。     

Computer Simulation as a Tool for Planning and Management of Visitor Use in Protected Natural Areas

The United Nations Environment Programme’s Principles on Implementation of Sustainable Tourism suggest that implementing sustainable tourism must include monitoring visitor use of protected natural areas and directing it to areas where the environmental and social impacts of tourism are minimised. Thus, sustainable tourism management requires information about the spatial and temporal flow of visitor use in protected natural areas to help identify potential tourism-related threats to the natural and cultural resources of an area and the quality of visitors’ experiences. Recent research has identified at least four ways in which simulation modelling of visitor use can facilitate more informed planning and management of sustainable tourism in protected natural areas, including (1) describing existing visitor use flows; (2) monitoring the condition of ‘hard to measure’ indicator variables; (3) testing the effectiveness of alternative visitor use management practices; and (4) guiding the design of research on public attitudes. The purpose of this paper is to demonstrate, using findings from studies conducted in the Inyo National Forest and Isle Royale National Park, USA, each of these four potential contributions of computer simulation to sustainable tourism management and planning. The paper concludes with an assessment of the limitations of existing applications of computer simulation to nature-based tourism and recommendations for future research.     

A new energy model to capture the behavior of energy price processes

Owing to the vague fluctuation of energy prices from time to time, a new energy model, which considers both the mean-reverting behavior and the long memory property, is proposed in this paper. Since the problem of estimating parameters, in discrete time for this model, plays a central role in forecast inference, the problem of estimating the unknown parameters has been dealt with for the fractional Ornstein–Uhlenbeck process observed discretely. The asymptotic properties of these estimates are also provided. The numerical simulation results confirm the theoretical analysis and show that our method is effective. To show how to apply our approach in realistic contexts, an empirical study of energy in China, namely Daqing crude oil, is presented. The empirical results seem reasonable when compared to the real data.     

基于witness的信息共享弱化牛鞭效应效果研究

该文依据平滑预测法构建了五阶供应链模型,利用witness软件进行仿真实验,比较信息共享前后供应链上各级成员的订单及库存变化。作者首次运用实验证明,在订货提前期一定,需求预测方法、安全库存不变的情况下,信息共享能有效弱化牛鞭效应,并使库存更加平稳,降低库存成本。同时该文比较详细地介绍了witness建模的详细设计,为其他同行建模提供参考。