供应链中供应存在周期性波动情况下的合作模型

首先分析供应产品,尤其经济作物,存在剧烈的周期性波动。这种波动给下游制造商生产管理带来一系列问题,而且也给供应商的收益带来了很大的不确定性。针对这些问题,在前人研究的基础上进行拓展改进,并且建立一个基于合作的数学模型。在这个模型里给出了一个合作存在性定理。同时．提出一种合作机制,可以让供求双方消除波动,收益变的稳定,从而实现供求双方的双赢。并且设计一个谈判模型,可以使整个供应链长期合作下去。     

财务困境概率贝叶斯估计

通过财务困境概率估计模型建立一套企业财务风险预测系统,具有降低企业经营风险、投资风险以及防范金融危机的重要意义。现有的预测模型主要有:多元识别分析模型、Logit和Probit等统计回归模型以及人工神经网络预测模型。但以上模型均忽略了决策者个人经验、智慧以及信息优势对财务困境预测的重要作用。本文利用贝叶斯分析方法建立的概率估计模型,可以较好地解决这个问题,提高预测的针对性和准确性。     

基于V-foldCross-validation和Elman神经网络的信用评价研究

研究了关于公司信用评估问题的现状,指出一般神经网络应用于信用评估领域的不足.在此基础上,提出一套甄选原则以选择关键的信用评分指标;然后依据这些指标建立了基于Elman回归神经网络的我国企业的信用评估模型.采用V-foldCross-validation技巧对该模型的评分效果进行了实证研究.     

Nuclear Norm Subspace System Identification and Its Application on a Stochastic Model of Plague

The discrete-time model of plague is deduced by zero-order holder based on the continuoustime model. Due to the existence of stochastic disturbances, the stochastic model is given corresponding to the discrete-time model. The state estimation and noise reduction of the stochastic model are achieved by designing Kalman filter. Nuclear norm minimization is to structure the low-rank matrix approximation instead of the singular value decomposition in the process of subspace system identification. According to the plague data from the World Health Organization, the system matrices and noise intensity of the model are identified. Simulations are carried out to show the higher approximation capability of the proposed method.     

人民币在岸市场的国际影响力研究:基于修正的溢出指数模型

本文提出了修正的DieboldYilmaz溢出指数模型,利用该模型对2005年7月至2017年12月在岸人民币汇率及七种主要发达国家货币汇率的信息溢出关系进行分析,结果表明:1)虽然目前人民币在岸市场的国际影响力还比较有限,远低于发达国家的影响力水平,但已然呈现出不断上升的趋势,尤其是2015年"811"汇改之后,人民币对外影响力有了大幅提升;2)从滚动窗口分析和结构变点检验结果来看,人民币汇率形成机制的市场化改革以及国际地位的提升是导致人民币国际影响力发生结构变化的两大主因.总体而言研究证实了加权修正的DieboldYilmaz溢出指数模型能够更灵敏地反映出人民币国际影响力的变动;同时还表明提升人民币国际地位的关键途径之一就是继续推进汇率市场的市场化改革进程.     

供应链中制造商与代理商广告合作的博弈

供应链中为了做好产品的销售工作,往往要对产品进行有效的宣传,有一个对制造商与代理商都适宜的广告宣传计划。而在以往的文献中,研究的重点往往基于这样一种关系,制造商处于主导地位,代理商处于从属地位。随着市场的发展,制造商与代理商在广告宣传中的地位发生了变化,代理商可能已经等于甚至超越了制造商在广告宣传中所发挥的作用。本文运用博弈的方法,分别以制造商和代理商为主进行分析,得出不同情况下的最优广告策略。     

对称型TSP下界的快速估算法

在数学推导和证明的基础上,给出了一个求解对称型TSP问题下界的快速算法,利用该算法求解了TSP标准问题库中部分对称型问题,给出了计算结果并与标准问题库中公布的最好解进行了比较,获得了令人满意的效果.     

GROUP SIZE AND PARALLELISM EFFECTS IN TASKS WITHHETEROGENEOUS LEVELS OF DIFFICULTY：A STOCHASTIC ORDER APPROACH

We consider tasks where in order to perform them it is sufficient that one member of a group will know how to do it. We are interested in the effect of task difficulty, and variability of that difficulty, on group performance, and in particular on the marginal contribution of an additional number to the performance of groups of different size. We explore the implications of various stochastic orders over task difficulty and variability. Some intuitive conjectures are shown to be false.     

GROUP-BUYING ONLINE AUCTION AND OPTIMAL INVENTORY POLICY IN UNCERTAIN MARKET

In this paper we consider a group-buying online auction (GBA) model for a monopolistic manufacturer selling novel products in the uncertain market. Firstly, we introduce the bidder's dominant strategy, after which we optimize the GBA price curve and the production volume together. Finally, we compare the GBA with the traditional posted pricing mechanism and find that the GBA is highly probable to be advantageous over the posted pricing mechanism in some appropriate market environments.     

AUTOMATIC DECISION-MAKING： NEURAL FIRING AND RESPONSE

1. Introduction This is the fourth exposition on theAnalytic Hierarchy Process. It is true thatmany decisions we make subconsciously ariseout of our physical and biological needs andderive from the pressure to survive physically.We also make subconsciou…