基于广义最小二乘模型的动态交通OD矩阵估计

基于广义最小二乘模型,建立了一种带滑动窗的动态OD矩阵估计算法,可通过对路段交通量和行程时间的检测来估计时变的OD数据.对模型中关键的交通分配矩阵,给出了解析的计算公式.算法是一种递推的估计过程,仅需较少的先验信息,且估计过程不会发散;滑动窗的引入可充分利用量测信息,抑制量测噪声.     

基于局部斜率更新的数据驱动动态定价策略

基于某经济型连锁酒店的实际入住数据,研究针对未知需求的数据驱动动态定价策略的应用.提出一种新的非参数的需求函数刻画方法,称为"局部斜率更新".该方法替代以往数据驱动策略中所使用的最小二乘法,得到新的数据驱动定价策略:基于"局部斜率更新"方法的短视(被动学习)动态定价策略,称为IL策略;基于"局部斜率更新"方法的主动学习动态定价策略,称为CIL策略.新方法能够克服价格内生性的难题,解决以往数据驱动策略的应用困境.数据实验表明,新方法的拟合优度接近最小二乘法.在线性和非线性需求函数形式的假设下,"局部斜率更新"方法的拟合优度与最小二乘法分别只相差7.19%和4.69%.酒店实际数据验证表明,结合新方法的数据驱动定价策略明显优于酒店经理的实际定价决策,其中IL可降低60%的后悔值, CIL可降低77.59%的后悔值.本文提出的需求函数刻画方法及结论有助于指导未知需求数据驱动收益管理理论的应用实践.     

道德风险约束下的最优融资结构——动态金融契约研究综述

债务违约、企业资金链断裂与破产,以及宏观层面的金融危机等经济金融现象促使经济学家反思金融契约的资源配置效率与风险问题.以契约理论的建模技术为逻辑主线,以信息非对称环境中最优契约设计与融资结构优化为关注对象,结合融资结构、资产定价与道德风险之间的内在联系,对动态金融契约理论的研究方法与研究成果进行了系统评述,并根据金融契约理论发展逻辑导出公司金融与资产定价的理论融合方向.基于理论发展路径,初步探讨了动态金融契约理论的未来拓展方向,并结合当前我国经济结构特点给出了该理论的应用前景.     

两种药物治疗原发性开角型青光眼的仿真研究

为从宏观上应用工程方法研究房水运行与青光眼发病机理和治疗的关系,本文提出了人眼前节房水流动系统的动力学仿真模型。本模型依据目前眼科界较为公认的房水运行和眼压反馈机制建立系统构架,基于对眼科解剖学与生理学相关理论的分析、流体力学基本原理和临床参数进行系统辨识与参数确定。对系统各项参数与原发性开角型青光眼发病机理之间的关系进行了初步的分析,分别对原发性开角型青光眼的病理状态和两种常用药物对其治疗的原理进行了仿真模拟,获得了和临床结论较为一致的结果。同时能获得一些不易测量的参数,可为模拟原发性开角型青光眼的病况和预报治疗效果提供依据。     

质量水平涨落函数与动态质量路由算法

实数区间适于表示用户质量需求和网络资源的动态变化。提出质量涨落函数这一新概念,揭示了质量因素的变化与质量水平涨落之间的内在联系。在约束质量水平涨落的前提下,推广了源路由算法、基于距离向量协议和链接状态协议的质量路由算法,使之成为与用户需求和网络变化特性相适应的、体现网络服务供需平衡与适度优化思想的动态质量路由算法。最后,给出判定路由路径质量水平涨落幅度的定理及其证明。     

基于属性稀疏特征差异度的动态抽象聚类方法

针对高属性维稀疏数据聚类问题,提出高属性维稀疏信息系统概念,给出一种新的基于稀疏特征差异度的动态抽象聚类方法。该方法的优势在于可伸缩性强,是一种面向属性稀疏特征,通过稀疏特征差异度可动态地、有效地实现对属性的归并,且具有一定容错性。该方法将在高属性维稀疏数据挖掘中起重要的作用。     

Dynamic Characteristics of Inter-Satellite Links in LEO Networks

To establish an efficient inter-satellite link (ISL) in an LEO network, the effect of geometric characteristics of ISL on the ISLs and the devices on the LEO satellite should be examined. Because of the continuous movement of the LEO satellite, the time-varying behaviours of the ISL's geometric charactersistics continuously change with the changes of the satellite's position on the orbit. These dynamic geometric characteristics of the ISLs are important for ISL's performance analyzing and the design of the devices on the LEO satellite. This paper describes dynamic geometric characteristics of ISL, analyzes the impact of these regulations on the tracking system of the satellite's antenna and the power adjusting system of the satellite's transmitter, with the Iridium system as an example.     

Study on the Medical Image Distributed Dynamic Processing Method

To meet the challenge of implementing rapidly advanced, time-consuming medical image processing algorithms, it is necessary to develop a medical image processing technology to process a 2D or 3D medical image dynamically on the web. But in a premier system, only static image processing can be provided with the limitation of web technology. The development of Java and CORBA (common object request broker architecture) overcomes the shortcoming of the web static application and makes the dynamic processing of medical images on the web available. To develop an open solution of distributed computing, we integrate the Java, and web with the CORBA and present a web-based medical image dynamic processing methed, which adopts Java technology as the language to program application and components of the web and utilies the CORBA architecture to cope with heterogeneous property of a complex distributed system. The method also provides a platform-independent, transparent processing architecture to implement the adva     

STRATEGIC EXERCISE OF REAL OPTIONS：INVESTMENT DECISIONS IN TECHNOLOGICAL SYSTEMS

Viewing investment projects in new technologies as real options, this paper studies the effects ofendogenous competition and asymmetric information on the strategic exercise of real options. We firstdevelop a multi-period, game-theoretic model and show how competition leads to early exercise andaggressive investment behaviors and how competition erodes option values. We then relax the typicalfull-information assumption found in the literature and allow information asymmetry to exist acrossfirms. Our model shows, in contrast to the literature that payoff is independent of the ordering ofexercise, that the sequential exercise of real options may generate both informational and payoffexternalities. We also find some surpising but interesting results such as having more information isnot necessarily better.     

LOGISTICS SCHEDULING： ANALYSIS OFTWO-STAGE PROBLEMS

This paper studies the coordination effects between stages for scheduling problems where decision-making is a two-stage process. Two stages are considered as one system. The system can be a supply chain that links two stages, one stage representing a manufacturer; and the other, a distributor It also can represent a single manufacturer, while each stage represents a different department responsible for a part of operations. A problem that jointly considers both stages in order to achieve ideal overall system performance is defined as a system problem. In practice, at times, it might not be feasible for the two stages to make coordinated decisions due to (i) the lack of channels that allow decision makers at the two stages to cooperate, and/or (ii) the optimal solution to the system problem is too difficult (or costly) to achieve.Two practical approaches are applied to solve a variant of two-stage logistic scheduling problems. The Forward Approach is defined as a solution procedure by which the first sta