订货问题的随机库存模型

建立了需求量是连续型随机变量为单周期的随机库存模型,从而给企业管理人员提供了定量决策的理论依据。     

加筋路堤的数值模拟分析

本文采用非线性有限元方法来分析加筋土坡的位移场,建立了3种计算模型,通过有限元分析,对一般土质地基上土工格栅加筋路堤的工作性能进行了研究,不同布筋方式的土工格栅加筋路堤及不加筋路堤进行了计算与分析,研究了各种工况下路堤整体变形情况以及路堤内位移分布、坡面侧移情况。结果表明:加筋能较大幅度地提高路堤的整体刚度和内部稳定性,对地基均匀性和抗变形能力的要求有所提高;加筋路堤边坡的水平位移随着路堤加筋位置的上移而增大。     

Stochastic DEA Models With Different Types of Input-Output Disturbances

This paper presents stochasticmodels in data envelopment analysis (DEA) for the possibilityof variations in inputs and outputs. Efficiency measure of adecision making unit (DMU) is defined via joint probabilisticcomparisons of inputs and outputs with other DMUs and can becharacterized by solving a chance constrained programming problem.By utilizing the theory of chance constrained programming, deterministicequivalents are obtained for both situations of multivariatesymmetric random disturbances and a single random factor in theproduction relationships. The linear deterministic equivalentand its dual form are obtained via the goal programming theoryunder the assumption of the single random factor. An analysisof stochastic variable returns to scale is developed using theidea of stochastic supporting hyperplanes. The relationshipsof our stochastic DEA models with some conventional DEA modelsare also discussed.     

Testing for the Presence of a Tremble in Economic Experiments

The classical trinity of tests is used to check for the presence of a tremble in economic experiments in which the response variable is binary. A tremble is said to occur when an agent makes a decision completely at random, without regard to the values taken by the explanatory variables. The properties of the tests are discussed, and an extension of the methodology is used to test for the presence of a tremble in binary panel data from a well-known economic experiment.     

论适应性预期下中国投资者对股市主观概率的测定

股市的涨跌离不开投资者的预期,在适应性预期的条件下,我们可以测定投资者对股市看法的主观概率。通过对我国股市十几年的数据分析,可以发现我国投资者对股市看法的主观概率是有规律的,投资者不会连续预测股市好转也不会连续预测股市恶化,一般都是以不超过两年为一个好转或恶化的阶段。     

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary distribution of weights. We introduce a criterion for the resilience of a large financial network to the insolvency of a small group of financial institutions and quantify how contagion amplifies small shocks to the network. Our results emphasize the role played by “contagious links” and show that institutions which contribute most to network instability have both large connectivity and a large fraction of contagious links. The asymptotic results show good agreement with simulations for networks with realistic sizes.     

基于SFA的中国烤烟生产技术效率分析

本文利用1998—2007年中国17个主要烤烟产区的投入与产出面板数据建立了随机前沿生产函数模型,并对我国烤烟生产的技术效率进行了测算和分析。在此基础上,进一步探讨分析了技术效率的时间差异、地区差异和收敛性。结果表明,烤烟生产技术效率随时间波动且地区差异明显,但从全国来看,各省份之间的烤烟生产效率具有趋同的趋势。     

乳品安全:基于离散变量逆向选择的分析

当前食品安全问题成为人们普遍关注和各级政府亟待解决的重点问题。运用信息经济学理论,根据农村家庭的效用最大化决策和生产企业的利润最大化决策,代替Akerlof经典文献中的买卖双方效用最大化决策,分析了我国乳制品行业由于低价销售的恶性竞争造成逆向选择现象,提出政府执法部门加强食品安全监管的政策建议。     

LTE系统随机接入过程的实现

从LTE系统底层协议入手,结合具体实现,对随机接入过程进行了详细设计,并对随 机接入过程所涉及的具体问题进行了研究,包括PRACH时频资源的计算、响应信息的时 序接收、上行传输的时序控制以及异常情况下的处理及方案设计,最后利用规范说明与描 述语言(SDL）和树表结合表示法(TTCN)仿真,产生消息顺序图(MSC)。仿真结果表明,该 设计满足协议一致性规范。     

IEEE802.11b的DCF退避算法实现技术探究

本文研究了无线局域网IEEE802.11b的MAC层基于随机竞争的分布式协调功能（DCF：Distributed Coordination Funct0ion）的基本信道访问方式的实现技术。DCF主要包括载波侦听机制、随机退避机制、帧优先级机制等。它定义了两种工作方式,一种是基本访问方式CSMA/CA,基于物理信道的载波侦听;另外一种是基于RTS/CTS虚拟载波侦听,这种方式在CSMA/CA的基础上增加两个长度特别小的数据包RTS和CTS来克服＂隐藏终端＂问题。可以通过对这两种载波侦听机制的研究,并利用SDL图和状态转移图,完成退避算法的软件实现。