基于累积前景理论的随机网络用户均衡模型

出行者行为假设对交通网络用户均衡建模具有重要影响,更符合人们的真实决策行为的累积前景理论,为随机交通网络中的路径选择行为研究提供了新的分析框架.基于累积前景理论,将出行者的路径选择决策与网络的随机性相结合,建立了随机网络用户均衡的等价变分不等式模型;提出了求解模型的算法,通过简单的算例对模型和算法的合理性进行验证.通过...     

随机交易行为、羊群行为与资产价格波动研究

市场中交易者的随机交易行为与羊群行为和均值回归行为相互影响,并改变资产价格波动状态,但已有研究主要分析羊群行为和均值回归行为对资产价格波动的影响,对随机交易行为的研究较少。 基于行为金融理论,引入随机交易者,扩展已有的非线性资产价格动态波动模型,研究随机交易行为与羊群行为、均值回归行为的交互作用及其对资产价格波动的影响,剖析资产价格的形成路径,并构建模型,进而分析金融系统的均衡点特征和稳定性,最终利用MATLAB对资产价格波动进行数值模拟检验。 研究结果表明,市场中随机交易行为的存在导致资产价格不能收敛到资产的基本价值,只能收敛于偏离资产基本价值的一个均衡价格;当金融系统处于局部稳定状态时,均值回归交易程度与随机交易程度成正比,羊群行为的稳定范围与随机交易程度成正比、与均值回归交易程度成反比,且资产价格会以螺旋阻尼振荡走势收敛于资产的均衡价格;金融系统不处于局部稳定状态的两种状况,一是资产价格处于围绕资产均衡价格上下微幅周期震荡的稳定状态,二是资产价格波动幅度变大而处于的不稳定状态;随着市场中随机交易程度的逐步增大,资产均衡价格偏离其基本价值的幅度越大。 研究结果揭示了3种交易者行为与资产价格波动间的关系机理,完善了行为金融理论体系,并为政府部门稳定金融市场提出可供参考的建议,即培养交易者的价值投资理念,减少投机行为,防止信息不对称导致的羊群行为。     

交通信息条件下道路和停车选择SUE模型及算法

考虑交通信息系统(advanced traveler information system,ATIS)对出行者道路和停车选择行为的影响,并将出行者分成两类:一类出行者使用ATIS,另一类不使用ATIS.在此基础上,构造了一个基于概率的随机用户均衡模型来描述ATIS条件下的道路和停车选择问题,并给出了相应的求解算法.最后,通过一个算例分析了模型及算法的使用效果.     

网络近邻择优策略下的股市羊群行为演化模型及仿真

以行为金融理论和复杂网络理论为基础,针对股市投资者行为的"模仿"性特征,从投资者自我心理偏好和近邻行为效应两个维度,构建网络近邻择优策略下的股市羊群行为演化模型,理论分析股市羊群行为的演化动力学特征,并进行模拟仿真。研究结果表明:投资者投资行为演化路径受股市网络结构和近邻择优效应影响;近邻择优函数的凹凸性直接关系投资者投资行为动力学均衡态的稳定性;股市网络连通度和异质性对投资者投资行为均衡演变趋势具有重要作用;初始投资行为状态特征对投资者投资行为均衡态影响较小。所建立的模型及分析结论在一定程度上阐述了影响股市投资者投资行为变化的特征要素,解释了股市羊群行为演变的内在性规律,为金融管理部门制定宏观政策起到了一定理论支撑。     

实时交通信息作用下公交多公司博弈研究

研究了提供公交车实时到站信息服务,对乘客出行行为的影响以及公交公司在基于自身利润最大化目标下,决策是否提供信息进行分析.模型中假设,理性的出行者随机到达车站或者利用公交信息提前规划自己的行程.计划出行的人数依赖于公交车的发车频率以及提供信息的质量的高低.基于固定需求的乘客出行分析,研究了公交公司在选择是否提供信息和设定运营频率以最大化利润.得到不同运营策略的公交公司的发车频率及最优利润.发现乘客利用信息成本越低,公交公司在提供信息方面越积极,公交公司可能在降低社会总成本的情况下落入“囚徒困境”.如果乘客利用信息的成本较高,而信息提供成本较低,则可能出现一家公交公司提供信息而另一家通过增加服务频率来差异竞争的均衡结果.     

媒体信息对IPO询价机构的影响研究——基于机构私人信息视角的理论与实证北大核心CSSCI

将媒体公共信息与机构投资者私人信息联系起来,在我国新股发行询价制背景下建立基于贝叶斯信息准则的IPO定价模型,对媒体信息影响机构投资者私人信息、行为决策及其期望初始收益的微观机制给出了理论上的解释。模型分析表明:媒体公共信息与机构投资者私人信息是条件正相关的,私人信息的分布情况将取决于媒体信号的实现值;媒体信息具体通过两种路径影响机构投资者私人信息及其初始收益——激励效应和需求效应;这两种路径分别对期望初始收益产生负面和正面影响,而媒体信息的最终影响将取决于两种路径的相对强弱。采用2009—2014年在A股上市的874个IPO样本进行实证检验,分别验证了模型的两种路径以及两种路径的综合作用,为模型结论提供了较好的实证支持。     

价格-数量调节网络交通流演化模型

首次运用经济学非瓦尔拉斯均衡中的价格-数量调节原理和方法,建立网络交通流动态演化模型.假设出行者在路径选择决策时,不但受路径出行时间(价格)的影响,而且还受到路径剩余通行能力(数量)的影响,并将这种路径选择行为形成的稳定交通流模式定义为价格-数量混合调节用户均衡.论文分别建立了价格调节演化模型和数量调节演化模型,进而构建了价格-数量共同调节演化模型,证明了演化模型的稳定状态等价于价格-数量调节用户均衡,且价格调节用户均衡和数量调节用户均衡均为价格-数量调节用户均衡的特例.论文最后以一个简单的测试网络为例对文中建立的演化模型进行了计算分析,结果显示三种演化模型均可较理想地模拟路径流随时间变化的过程,且模型稳定状态分别对应三种用户均衡交通流模式.     

非理性信息交易者的羊群行为均衡分析

分析了证券市场上信息交易者的非理性行为与其羊群行为均衡之间的关系。首先建立信息交易者完全理性下的交易行为模型,并对羊群行为均衡做出定义;然后利用2个反映信息交易者非理性程度的参数将模型拓展,得到非理性信息交易者达到羊群行为均衡时2个参数的临界值。结论表明,若市场中的交易者完全理性,则不会发生羊群行为;若考虑其非理性因素,则可能引发羊群行为。并且随着市场中采取相同策略进行交易的人数增加,反映信息交易者非理性程度的2个参数的临界值表现出一定的变化规律。     

ATIS环境下交通配流的动态演化模型

考虑交通网络中实现用户均衡态的过程,引入决策出行费用的概念,提出一个 ATIS 环境下的交通配流动态演化模型,模型中的 OD 需求是可变内生的.利用稳定性定理分析了该动态系统的稳定性,说明在一定条件下,系统的用户均衡态是稳定的.采用改进的欧拉法完成了模型的数值试验,结果表明该动态系统确实可以达到用户均衡态,同时也发现,某些模型参数的变化可能导致路径流量和 OD 费用演化轨迹的无规则摆动.     

基于累积前景理论的出发时间选择SDUO模型

以早高峰工作出行为研究对象,基于累积前景理论建立了一个随机动态用户最优(SDUO)交通分配模型,模型可以同时选择出发时间和出行路径,给出了等价的变分不等式,设计了求解算法并通过算例进行了验证。结果显示,路径及OD对之间的动态出发流量、出发时间选择满意函数均与到达工作地点的价值函数形态相似,绝大多数出行者(96.45%)都能在"可以接受的最早到达时刻"与"工作开始时刻"之间到达。模型拓展了传统出发时间选择模型中"时间窗"的概念和出行者完全理性假设的局限,在有限理性框架下考察出行者的决策行为,模型及算法可以为出行行为分析、动态路径诱导,以及拥挤收费和错时上下班等交通管理措施的制订提供理论依据。     

Power,authority and legitimacy

Management, human resources, organization, control, leadership, etc., all seem to be just so many euphemisms for power, and this suggests a discourse of management and organization that calls things by their proper name. This paper on the contrary stresses the need to resolve the concept of ‘power’ itself into more differentiated notions, and proposes that clarification may be derived from distinctions once explicit in the vocabulary of Classical antiquity, but lost in modern European languages. It argues that nothing but confusion in thinking about organizations, management and legitimation can result from the failure to recognize that the phenomena this vocabulary identifies and distinguishes are irreducibly different.     

Criteria for selecting a production control philosophy

Logistic objectives constitute a compromise between having short leadtimes and a low volume of work in progress on the one hand and a high resource loading and due date obligation on the other. Miscellaneous production planning approaches offered today provide different combinations of logistic objectives for satisfying a manufacturing strategy. To combine the strength of the various approaches into a unified system, a new approach based on a dynamic and distributed production planning methodology is proposed. To customize the approach, various analyses and specifications have to be made and for that reason some important characteristics and criteria for analysing production control philosophies will be given.     

The social construction of the meaning of acute stressors: a qualitative study of the personal accounts of police officers using a stress counselling service

The police profession is one in which acute stressors are encountered more frequently than in other occupations. Using the personal accounts of 35 police officers attending an in-house stress counselling clinic, the aim of the present study was to provide a qualitative examination of how the institutional context of policing influenced the ways in which acute stressors signified to individual police officers experiencing felt distress. Using the framework of Rational Emotive Behaviour Therapy as an analytical tool, it is argued that beliefs contributing to the experience of felt distress are related to the way in which policing as both an identity and an activity is constructed through the police organizational culture. Not only do these constructions influence the ways in which officers perceive themselves and their environments, but they also operate at the collective level to 'normalize' some emotional responses and to 'pathologize' others which, it is argued, could impact upon the outcomes of interventions such as stress counselling.     

The moderating role of social support in Karasek's job strain model

This paper examines whether social support is a boundary-determining criterion in the job strain model of Karasek (1979). The particular focus is the extent to which different sources of social support, work overload and task control influence job satisfaction, depersonalization and supervisor assessments of work performance. Hypotheses are tested using prospective survey data from 80 clerical staff in a university setting. Results revealed 3-way interactions among levels of support (supervisor, co-worker, non-work), perceived task control and work overload on levels of work performance and employee adjustment (self-report). After controlling for levels of negative affect in all analyses, there was evidence that high levels of supervisor support mitigated against the negative effects of high strain jobs on levels of job satisfaction and reduced reported levels of depersonalization. Moreover, high levels of non-work support and co-worker support also mitigated against the negative effects of high strain jobs on levels of work performance. The results are discussed in terms of the importance of social support networks both at, and beyond, the work context.     

Job insecurity, coping resources and personality dispositions in occupational strain

This paper presents research on the relationships between the work-related stressor of perceived job insecurity and various indicators of occupational strain, taking into account employees' personality dispositions (trait negative and positive affectivity) and coping resources. Respondents were 222 Australian public servants surveyed during organizational restructuring that involved downsizing and threat to job certainty. The research was formulated within an adaptation of Osipow, Doty, and Spokane's (1985) framework of stress-strain-coping that included the possible direct as well as moderating effects of personality dispositions in reporting occupational strain (Parkes, 1990). Findings from hierarchical regression analyses indicate consistent significant independent effects of personality dispositions, coping resources and perceived job insecurity on various indicators of strain. There was also support for the moderating roles of negative affectivity and self-care in the relation between perceived job insecurity and physical strain. Implications for the role of dispositional factors, especially negative affectivity, and the utility of various coping resources in accounting for occupational strain in times of threatened job security are discussed.     

Job stress, job strain, and psychological withdrawal among Dutch university staff: towards a dualprocess model for the effects of occupational stress

This study examined the antecedents of job strain (emotional exhaustion, health complaints) and withdrawal behaviour (e.g. lowered organizational commitment) among a cross-sectional sample of 131 academic staff members of the law department of a large Dutch university. Conservation of resources theory (Hobfoll, 1989) provided the theoretical background for this study. Strains and withdrawal behaviours were expected to be most prominent among those who reported having few resources and/or who reported high job demands. Structural equation modelling revealed that this was indeed the case. As predicted, differential patterns of effects emerged for job demands and job resources. Analysis of the effects of four job-specific stressors revealed that especially the structural aspects of a staff member's teaching task (e.g. the number of students in their classes) contributed strongly to perceived job demands. Theoretical and practical implications of the study are discussed.     

Dermal Uptake of 18 Dilute Aqueous Chemicals: In Vivo Disappearance‐Method Measures Greatly Exceed In Vitro‐Based Predictions

Average rates of total dermal uptake (K_up) from short‐term (e.g., bathing) contact with dilute aqueous organic chemicals (DAOCs) are typically estimated from steady‐state in vitro diffusion‐cell measures of chemical permeability (K_p) through skin into receptor solution. Widely used (“PCR‐vitro”) methods estimate K_up by applying diffusion theory to increase K_p predictions made by a physico‐chemical regression (PCR) model that was fit to a large set of K_p measures. Here, K_up predictions for 18 DAOCs made by three PCR‐vitro models (EPA, NIOSH, and MH) were compared to previous in vivo measures obtained by methods unlikely to underestimate K_up. A new PCR model fit to all 18 measures is accurate to within approximately threefold (r = 0.91, p < 10^?5), but the PCR‐vitro predictions (r > 0.63) all tend to underestimate the K_up measures by mean factors (UF, and p value for testing UF = 1) of 10 (EPA, p < 10^?6), 11 (NIOSH, p < 10^?8), and 6.2 (MH, p = 0.018). For all three PCR‐vitro models, log(UF) correlates negatively with molecular weight (r² = 0.31 to 0.84, p = 0.017 to < 10^?6) but not with log(vapor pressure) as an additional predictor (p > 0.05), so vapor pressure appears not to explain the significant in vivo/PCR‐vitro discrepancy. Until this discrepancy is explained, careful in vivo measures of K_up should be obtained for more chemicals, the expanded in vivo database should be compared to in vitro‐based predictions, and in vivo data should be considered in assessing aqueous dermal exposure and its uncertainty.     

Systems Resilience for Multihazard Environments: Definition,Metrics, and Valuation for Decision Making

The United Nations Office for Disaster Risk Reduction reported that the 2011 natural disasters, including the earthquake and tsunami that struck Japan, resulted in $366 billion in direct damages and 29,782 fatalities worldwide. Storms and floods accounted for up to 70% of the 302 natural disasters worldwide in 2011, with earthquakes producing the greatest number of fatalities. Average annual losses in the United States amount to about $55 billion. Enhancing community and system resilience could lead to massive savings through risk reduction and expeditious recovery. The rational management of such reduction and recovery is facilitated by an appropriate definition of resilience and associated metrics. In this article, a resilience definition is provided that meets a set of requirements with clear relationships to the metrics of the relevant abstract notions of reliability and risk. Those metrics also meet logically consistent requirements drawn from measure theory, and provide a sound basis for the development of effective decision‐making tools for multihazard environments. Improving the resiliency of a system to meet target levels requires the examination of system enhancement alternatives in economic terms, within a decision‐making framework. Relevant decision analysis methods would typically require the examination of resilience based on its valuation by society at large. The article provides methods for valuation and benefit‐cost analysis based on concepts from risk analysis and management.     

UNIX系统性能监控简述及shell系统资源统计程序

本文简要阐述了unix系统中(主要以IBM的AIX为例)进行系统性能管理的几种命令行工具,并通过编写shell实例程序,运用其中提到的工具实现系统资源利用率的统计程序,为做好unix系统管理和调优提供参考.