基于食品安全事件异质性的信息扩散过程研究

针对企业在食品安全事件中承担的责任不同,研究不同类型食品安全事件下的信息扩散过程,对政府和企业的食品安全应急管理和风险信息交流具有重要意义.本文首先构建了食品安全信息扩散的修正Bass模型,分析可辩解型食品安全事件下的负面信息扩散过程;然后,运用改进的社会影响模型分析了不可辩解型食品安全事件下的负面信息扩散过程;最后,运用顶新"馊水油"视频事件的互联网搜索数据进行实证分析.研究表明,可辩解型食品安全危机中的信息扩散达到动态稳定状态时,信任与不信任的消费者比例与正负信息的相互渗透率有关.在不可辩解型食品安全危机中,消费者对负面信息的免疫力越弱,越容易对食品企业和政府行为产生不信任,并改变消费决策,信息扩散速率和临界值的分布影响动态均衡的实现过程.     

基于位置和散度效应因子分类筛选及仿真试验

针对供应链及其它计算机仿真试验中所涉及因子数目众多的情形,序贯分支方法因筛选效率较高被广泛采用.然而,现有的序贯分支方法忽视对散度效应起显著作用的因子.由于相比位置效应,散度效应在产品或供应链系统的质量设计中是同等甚至更为重要的,故提出一种基于位置效应与散度效应的序贯分支方法.首先,将影响位置效应与散度效应的显著因子分类为调节因子,重要因子和稳健因子;然后,结合序贯概率比检验(sequential probability ratio test,SPRT),在控制筛选过程中第一类错误和第二类错误的基础上,采用序贯分支方法分类地筛选出显著因子;最后通过仿真试验说明此方法能够有效且分类地处理位置效应与散度效应下的显著因子筛选问题.     

基于Copula函数的系统可靠性冗余优化

针对系统可靠性冗余优化设计中冗余部件间可靠性的相关性经常被忽略而导致优化结果与工程实际有差距的问题,利用Copula连接函数中的Gumbel Copula函数来描述这些相关性,并根据相关性对冗余优化模型进行了改进. 针对模型的求解方法,选用GAG1启发式算法,并根据Gumbel Copula函数对其中的敏感因子进行了修正. 算例结果表明了改进方法的全面性、可行性.     

多输入多输出问题效率的影响因素分析方法

为挖掘多输出多输出问题相对有效性的关键影响因素,达到控制与管理的这些主要因素能够有效提高其相对有效性的目的,根据多输出多输出问题的DEA效率指标因素与各指标因素之间的灰色关联度大小,确定多输入多输出问题效率的关键影响因素,并通过案例证实该方法的有效性和可行性.     

层次分析法逆序问题及其在土地利用适宜性评价中的应用

针对土地利用评价中常用的层次分析法,对于权重综合评判算子的保序条件和保序性进行了研究,并证明了加权乘积法是符合所有5种保序条件的算子.在此基础上,针对城镇土地防灾适宜性评价各因素的特点,对层次分析法做出发展,提出限定性因素评价模型,发展形成限定性层次分析法,并将之应用到泉州市场地防灾适宜性评价中.     

新世纪图书馆可持续发展对策研究

分析了制约我国图书馆可持续发展的因素,提出了21世纪我国图书馆实施可持续发展战略的对策和建议.     

采用等效阻尼法分析带有摩擦阻尼振动筛的振动特性

振动筛在启动和停车过程中必须通过共振区,引起振幅的异常增大,经常采用摩擦阻尼器限制过大的振幅,并且取得了良好的减振效果。这种方法目前在工程上缺乏理论分析,本文推导了带有摩擦阻尼振动筛振幅的计算公式,着重研究了共振阶段性的振幅,理论计算值为18 mm,这个结果和实验结构吻合,为振动筛的设计提供了理论依据。     

无侧移失稳模式下框架的稳定方程及框架柱的计算长度系数

对无侧移框架结构进行了弹性稳定分析，得到了理想状态下无侧移框架结构的稳定方程，并对r=0.6-1.0的理想情况下框架柱的计算长度系数计算的结果表明：在r=1.0时计算值与规范值符合非常好，虽然方程的成立依赖于较为理想的假定条件，不适于对实际结构进行计算，但仍可做为实际稳定分析的参考。     

Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

In this paper, we assess the predictive content of latent economic policy uncertainty and data surprise factors for forecasting and nowcasting gross domestic product (GDP) using factor-type econometric models. Our analysis focuses on five emerging market economies: Brazil, Indonesia, Mexico, South Africa, and Turkey; and we carry out a forecasting horse race in which predictions from various different models are compared. These models may (or may not) contain latent uncertainty and surprise factors constructed using both local and global economic datasets. The set of models that we examine in our experiments includes both simple benchmark linear econometric models as well as dynamic factor models that are estimated using a variety of frequentist and Bayesian data shrinkage methods based on the least absolute shrinkage operator (LASSO). We find that the inclusion of our new uncertainty and surprise factors leads to superior predictions of GDP growth, particularly when these latent factors are constructed using Bayesian variants of the LASSO. Overall, our findings point to the importance of spillover effects from global uncertainty and data surprises, when predicting GDP growth in emerging market economies.     

Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment

A variety of recent studies provide a skeptical view on the predictability of stock returns. Empirical evidence shows that most prediction models suffer from a loss of information, model uncertainty, and structural instability by relying on low‐dimensional information sets. In this study, we evaluate the predictive ability of various lately refined forecasting strategies, which handle these issues by incorporating information from many potential predictor variables simultaneously. We investigate whether forecasting strategies that (i) combine information and (ii) combine individual forecasts are useful to predict US stock returns, that is, the market excess return, size, value, and the momentum premium. Our results show that methods combining information have remarkable in‐sample predictive ability. However, the out‐of‐sample performance suffers from highly volatile forecast errors. Forecast combinations face a better bias–efficiency trade‐off, yielding a consistently superior forecast performance for the market excess return and the size premium even after the 1970s.