中国大额实时支付系统参与者的流动性管理

文章度量了中国主要商业银行在RTGS系统中流动性管理水平,通过与发达国家商业银行的流动性管理状况比较,发现我国商业银行在流动性管理方面存在很大差距,并深入分析了造成这种状况的主要原因.文章进一步讨论了提高流动性管理水平的方法,建立了单个商业银行流动性管理的理论模型,最后给出了流动性管理的最优水平.     

基于区间数的变权与状态变权

利用变权的方法对决策信息为区间数形式的多因素决策问题进行了研究.首先给出了区间数一种排序方法和区间数的四则运算与逻辑运算,并研究它们的性质;然后讨论区间数变权与状态变权的定义及其约束条件,给出若干区间数状态变权;最后证明了区间数状态变权的一个等价条件,并给出两个由已知区间数状态变权构造新的状态变权的方法.     

Comparison between several satellite constellation schemes for MEO-TDRSS of China

The satellite constellation classes, which are suitable for the medium earth orbit tracking and data relay satellite system （MEO-TDRSS） of China, are investigated. On the basis of the functionality and the traffic distribution characteristic of MEO-TDRSS, the coverage performance and inter-satellite link properties of four different constellation schemes are compared by simulations. Simulation results indicate that the rosette and common-track constellations, whose satellites are distributed on the celestial sphere more uniformly, are appropriate for the implementation of MEO-TDRSS of China.     

Hybrid particle swarm optimization for multiobjective resource allocation

Resource allocation （RA） is the problem of allocating resources among various artifacts or business units to meet one or more expected goals, such a.s maximizing the profits, minimizing the costs, or achieving the best qualities. A complex multiobjective RA is addressed, and a multiobjective mathematical model is used to find solutions efficiently. Then, all improved particie swarm algorithm （mO_PSO） is proposed combined with a new particle diversity controller policies and dissipation operation. Meanwhile, a modified Pareto methods used in PSO to deal with multiobjectives optimization is presented. The effectiveness of the provided algorithm is validated by its application to some illustrative example dealing with multiobjective RA problems and with the comparative experiment with other algorithm.     

Multi-objective fuzzy particle swarm optimization based on elite archiving and its convergence

A fuzzy particle swarm optimization （PSO） on the basis of elite archiving is proposed for solving multi-objective optimization problems. First, a new perturbation operator is designed, and the concepts of fuzzy global best and fuzzy personal best are given on basis of the new operator. After that, particle updating equations are revised on the basis of the two new concepts to discourage the premature convergence and enlarge the potential search space; second, the elite archiving technique is used during the process of evolution, namely, the elite particles are introduced into the swarm, whereas the inferior particles are deleted. Therefore, the quality of the swarm is ensured. Finally, the convergence of this swarm is proved. The experimental results show that the nondominated solutions found by the proposed algorithm are uniformly distributed and widely spread along the Pareto front.     

基于HLA/RTI的联合仿真建模技术框架

针对复杂系统仿真建模中存在的分布式交互、协同性及动态性等问题,分别着重研究了HLA/RTI、人工生命MAS、DEVS等仿真建模技术及其相互间的联合策略,在HLA/RTI高层软件体系框架下,以人工生命MAS为系统基本单元建模,以DEVS为系统基础环境建模,并在此基础上,提出了一种联合仿真建模技术框架,给出了在军事后勤保障仿真建模中的应用实例.     

基于刚柔混合建模的柴油机曲轴系动态仿真

在分析PA6V12柴油机曲轴系运动及受力的基础上,利用Pro/E对曲轴系进行了整体造型,同时利用PATRAN对曲轴进行了有限元建模,通过ADAMS/View构建了曲轴系的刚柔多体动态仿真模型.模型主要考虑了柴油机在额定工况下的边界条件.结果分析表明,该模型能够准确的反映曲轴系的运动和受力情况,其结果也为曲轴动态有限元的疲劳寿命计算提供了依据.     

异构无线分组网络中的接入选择机制

传统多接入选择(Multi-Radio Access Selection)方法只针对话音业务,在设计中仅仅考虑已接入用户数及系统容量,由于未将"分组级"信息考虑在内而不适用于无线分组网络。提出了一种新的异构无线分组网络中的接入选择算法,分组业务在多接入选择时考虑了实时、非实时的不同QoS要求和链路自适应机制(链路层重传及自适应调制编码);用户接入后,在保证其QoS的基础上,同时达到不同网络间负载均衡的目的。基于OPNET Modeler的动态仿真对算法性能进行了仿真评估,并与传统的最小用户数和最小路径损耗多接入选择方法在保证业务QoS和负载均衡性能方面进行了比较。     

产业集群竞争力定量评价GEMN模型及其应用

科学合理地评价产业集群竞争力,既是学术界关注的一个热点,又是各级政府亟待解决的现实难题.从创新网络的视角构建了一种以GEM模型为母体架构的评价产业集群竞争力的改进模型--GEMN模型,本文介绍了该模型的结构、量化处理以及应用等问题,为产业集群竞争力定量评价提供了系统方法.     

基于资金限制的多品种期货套期保值决策模型

依据期货-期货相关性与现货-期货相关性原理,在最小方差套期保值的基础上,引入了多品种期货套期保值的资金约束,建立了多品种期货套期保值模型.该模型的创新与特色是建立基于资金限制的多品种期货套期保值模型.利用多元GARCH预测多品种组合的资金需求量,在把握未来资金需求的情况下,确定多品种期货套期保值的最优策略,避免了因资金短缺而造成的套期保值失败.并利用大连商品交易所的大豆期货合约、豆粕期货合约及豆油现货数据,对基于资金限制的多品种期货套期保值决策模型进行了实证分析.