含区间参数的战场资源动态调度模型及算法

战场资源调度是作战指挥领域研究的热点.首先描述了战场资源调度问题,分析了战场资源动态调度需求,在此基础上建立了包含区间参数的战场资源动态调度模型.然后设计了三种不同的贪心策略,分别为基本贪心策略、双重贪心策略和一致贪心策略,提出了模型求解的混合贪心算法.最后结合联合作战算例进行了仿真验证,结果表明本文方法可行优越,能应用于不确定性的战场环境中.     

动态惩罚机制下互联网金融平台行为及监管策略的演化博弈分析

运用演化博弈理论研究了互联网金融平台行为及监管策略的博弈演化过程,系统考察了互联网金融平台行为及监管博弈过程的影响因素,并重点对固定惩罚机制和动态惩罚机制下互联网金融平台行为及其监管策略博弈均衡进行了比较.研究表明,固定惩罚机制下,互联网金融平台和金融监管机构的博弈过程不能达到稳定的均衡状态,两个群体的行为呈现周期模式.动态惩罚机制下,互联网金融平台和金融监管机构间的博弈演化轨迹呈螺旋收敛的趋势;互联网金融平台的"自律"的初始概率不同,其随时间演化收敛到不同的均衡值;提高最重惩罚度上限,互联网金融平台选择"自律"行为策略的概率增加.     

考虑多因素扰动的项目关键链缓冲区间设置及控制模型

项目规划及执行过程中极易出现不确定性,故需对项目关键链缓冲区间进行动态调整以适应项目任务关系变化.针对项目计划关键链缓冲区间设置及调整控制问题,本文提出了一种考虑多因素扰动的缓冲设置及调整控制联动模型.项目初始缓冲设置充分考虑项目工序安全工期、网络复杂程度及资源紧张程度等因素影响,项目执行过程中将缓冲/资源绩效指数与Bayes估计相结合,通过对Weibull分布参数估计实现缓冲信息的递阶转换,提升对缓冲使用的控制能力,最后通过实例验证所提方法与控制模型的有效性.     

动态外部性与城市群经济增长收敛的实证研究

区域经济收敛性一直是研究热点,动态外部性成为关注焦点.通过分析动态外部性与城市群经济空间收敛机理,构建动态经济权重模型,判断区域经济空间关联性.然后分析面板数据平稳性,结合动态空间面板模型,计算技术空间溢出水平,准确判定区域经济收敛性.最后,以环长株潭城市群例证该模型和方法的可行性,并得出:①空间外部性是影响经济收敛的主要因素,技术空间溢出是关键,SDM较好地描述了此收敛性;②使用SDM分析时必须确保面部数据的平稳性,剔除短期周期性误差对区域经济收敛性的不当影响;③空间权重受地理邻近、产业结构和市场潜能的交互影响,是动态的,且对经济收敛结果影响很大;④环长株潭城市群存在明显经济收敛机制,技术空间溢出效应较显著,仍需要进一步消除限制知识和贸易自由流动的行政壁垒和交通瓶颈促进城市群技术进步和经济协同发展.     

基于系统动力学的企业转型的技术变迁路径分析仿真模型

技术变迁是企业转型的重要途径之一,本文分析了信息化环境下企业转型中技术变迁过程,采用系统动力学方法,构建了技术变迁路径的因果图和系统流图;通过案例仿真实验,获取了影响技术变迁的关键因素,即RD投入和企业信息系统上线率.动态模拟结果表明,这两个因素能够有效提高企业转型的经济转化能力,但其投入量必须控制在合理范围之内.     

Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

The paper forecasts consumer price inflation in the euro area (EA) and in the USA between 1980:Q1 and 2012:Q4 based on a large set of predictors, with dynamic model averaging (DMA) and dynamic model selection (DMS). DMA/DMS allows not solely for coefficients to change over time, but also for changes in the entire forecasting model over time. DMA/DMS provides on average the best inflation forecasts with regard to alternative approaches (such as the random walk). DMS outperforms DMA. These results are robust for different sample periods and for various forecast horizons. The paper highlights common features between the USA and the EA. First, two groups of predictors forecast inflation: temporary fundamentals that have a frequent impact on inflation but only for short time periods; and persistent fundamentals whose switches are less frequent over time. Second, the importance of some variables (particularly international food commodity prices, house prices and oil prices) as predictors for consumer price index inflation increases when such variables experience large shocks. The paper also shows that significant differences prevail in the forecasting models between the USA and the EA. Such differences can be explained by the structure of these respective economies. Copyright © 2015 John Wiley & Sons, Ltd.     

A decision rule to minimize daily capital charges in forecasting value‐at‐risk

Under the Basel II Accord, banks and other authorized deposit‐taking institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of value‐at‐risk (VaR) models to measure risk. Sometimes the risk estimates communicated using these models are too high, thereby leading to large capital requirements and high capital costs. At other times, the risk estimates are too low, leading to excessive violations, so that realized losses are above the estimated risk. In this paper we analyze the profit‐maximizing problem of an ADI subject to capital requirements under the Basel II Accord as ADIs have to choose an optimal VaR reporting strategy that minimizes daily capital charges. Accordingly, we suggest a dynamic communication and forecasting strategy that responds to violations in a discrete and instantaneous manner, while adapting more slowly in periods of no violations. We apply the proposed strategy to Standard & Poor's 500 Index and show there can be substantial savings in daily capital charges, while restricting the number of violations to within the Basel II penalty limits. Copyright © 2009 John Wiley & Sons, Ltd.     

一种适用于高阶QAM载波恢复的改进型稳定性算法

本文提出了一种结合频率相位载波恢复的数字QAM接收系统,将非零均值引入到Stop—and—Go控制器中,有效地解决了稳定状态的误差偏移较大的问题。仿真结果表明系统在15dB信噪比时,采用载波恢复电路只需7500个符号周期即可捕获达到6％符号率的频偏和30。的相偏,同时其稳态相位抖动亦显著减少到0．07。     

液压支架用电磁先导阀的可视化模拟分析

本文通过建立高水基电磁先导阀的几何模型,利用计算流体动力学（CFD）仿真软件FLUENT的动网格技术,实现对先导阀精细结构的可视化模拟.通过比较分析稳态与动态工况下,不同开口量值时,阀内流体的流动状态,得出影响阀的性能因素,从而为阅的优化设计提供一定的理论依据.