公路建设项目的模糊排序和投资决策优化

本文论述了公路建设项目排序的评判指标,在运用模糊贴近度原理,分析确定各待建项目建设迫切性的基础上,采用整体投资决策优化模型,对公路网规划方案中建设项目的序列安排问题进行了探讨,收到了较好的效果．     

R&D联盟条件下基于FMGTS评价的R&D项目合作成员选择

针对如何从多个候选R&D联盟成员中选择最理想的R&D项目合作成员问题,提出了一种操作性较强的选择方法。首先通过静态博弈得到了候选R&D联盟成员进行某R&D项目合作时竞标价格的可行区间,在考虑专家采用模糊多粒度语言(fuzzy multi-granularity term sets,FMGTS)进行期望获利度评价的状况下,运用基本语言转换函数将评价信息进行集结,据此确定候选R&D联盟成员的期望获利度和优化的竞标价格。在给出价格满意度与工期满意度公式的基础上,利用效用值法将基于不同满意度下的排名决策信息进行一致化处理,最后采用互补判断矩阵中的排序公式来选择理想的R&D项目合作成员。     

基于QFD的项目组合配置战略贴近度优化研究

论文以QFD为理论出发点,在定义协同度函数和适配率等概念的基础上,对项目组合配置中项目与项目、项目与战略贴近度评价指标、战略贴近度评价指标之间的协同关系进行了定量分析,提出了用战略贴近度度量配置方案与企业战略吻合程度的分析方法,构建了战略导向的项目组合配置优化模型,并通过企业实践,对模型的有效性进行了验证.     

化工投资建设项目后评价体系研究与设计

依据国家有关投资项目后评价法律法规和操作规范，在对建设项目开展后评价必要性的基础上，重点从后评价工作流程、方法、评价指标、评价范围及主要内容、项目建设成功度等方面，提出了化工投资建设项目后评价体系。     

基于Fuzzy Matter-Element模型的电力上市公司财务核心竞争能力评价

鉴于电力上市公司财务核心竞争能力评价的复杂性以及单项指标评价结果的不相容性,本文在模糊物元分析的基础上,将熵权的理论方法与海明贴近度的概念相结合,建立了电力上市公司财务核心竞争能力评价的模糊物元模型.把不同电力企业作为物元的事物,以它们的各项评价指标及相应的模糊量值构造模糊物元,通过计算与理想模糊物元之间的海明贴近度,实现对上市电力公司财务核心竞争能力的综合评价.     

季节型增长趋势电力消费预测研究：基于中国的实证分析

以我国月电力消费量为例,研究了季节型增长趋势中长期电力指标的预测问题。提出采用离散小波变换对季节型增长趋势历史数据进行分解并对各频率分解系数分别进行重构,在剔除随机性波动后,将长期增长趋势及各规律性波动趋势通过RBF网络进行趋势外推预测,进而通过对不同趋势预测结果进行组合得到电力消费量的预测值。实证分析表明,经过离散小波分解处理后,RBF网络样本的规律性得到增强,其在有效模拟非线性变化规律的同时,泛化能力得以提高,因而具有较好的预测精度。     

项目施工战略合作伙伴评价与选择方案研究

在分析项目施工组织评价与选择相关理论研究现状及对施工组织进行分类的基础上,首先利用过程方法,提出了基于PDCA循环原理的项目施工战略合作伙伴评价与选择模型,形成了战略合作伙伴资格审查、综合能力分阶段评价与选择程序;其次,在采用类目网格技术进行引导性调查、深层次发掘和指标修正的基础上,运用相关度评价法确定出了资格审查合格的项目施工战略合作伙伴综合能力评价指标体系;然后,采用F-AHP方法,设计出了项目施工战略合作伙伴综合能力分阶段综合评价方案;最后,探讨了基于价值工程原理的综合能力评价结果与投标报价结果相结合的项目施工战略合作伙伴选择方案,并结合某油气田地面工程建设项目实际进行了应用研究。     

具有最优学习率的RBF神经网络及其应用

传统固定学习率的RBF神经网络在金融时间序列预测方面已经有比较成功的应用,但网络学习率的选择问题却给传统RBF神经网络的使用带来了不便.利用梯度下降法及优化方法推导出了RBF神经网络的动态最优学习率并将其应用于网络学习算法,具有最优学习率的RBF神经网络能够在保证网络稳定学习的同时兼顾网络的收敛速度.为了检验具有动态最优学习率的RBF神经网络的预测效果,对沪深300指数波动率进行了预测实验.实验结果表明,具有动态最优学习率的RBF神经网络比传统的固定学习率的RBF神经网络有着更快的收敛速度,同时也避免了人为选定学习率的不便.     

基于模糊神经网络的成功度法在电厂建设项目经济后评价中的应用

电厂建设项目经济后评价对总结项目成败具有重要意义.本文根据电力工程特点以及三门峡发电有限公司实际情况,给出了项目经济后评价指标体系,并且确定了标准值;提出运用基于模糊神经网络的成功度法进行电厂建设项目经济后评价,采用相对隶属度对成功度指标值及评价标准进行模糊处理,然后通过BP神经网络对其进行评价,结果比较精确;最后对三门峡发电有限责任公司2600MW机组进行评价,结果合理准确.     

基于理想解和灰关联度的动态评价方法及其应用研究

为了对多个多属性（指标）待评价对象（方案）在多个时间点的发展状态和该时间段内的总体发展水平进行比较分析，根据理想解法和灰关联度法优缺点，提出基于理想解和灰关联度的动态评价方法。该方法基于三维数据，将欧氏距离和灰色关联度相结合，提出一种新贴近度，同时反映了位置关系和数据曲线的相似性差异，兼顾评价指标值差异程度和增长程度。最后将该方法应用于"十二五"期间省域循环经济生态效益评价，通过实例验证该方法实际应用上的有效性。     

新股询价发行中的配售规则对IPO抑价的影响

以机构投资者追求期望效用最大化为目标,求解出了他们在两种不同询价规则,即询价前和询价后确定机构投资者IPO配售比例下的最优报价策略,进而建立了IPO定价和抑价模型.对模型的分析表明,为规避IPO申购中的“赢者诅咒”问题和追求更高的期望抑价,机构投资者有隐藏真实需求的激励.而引入供给不确定性可以阻止投资者采用极端的需求隐藏策略,从而消除确定供给情形下可能存在的部分高抑价区间,因此具有更高的询价效率.     

A dynamic ERP critical failure factors modelling with FCM throughout project lifecycle phases

Implementation of enterprise resource planning systems (ERPs) is a complex and costly task which usually results in serious failures. Numerous factors affect these projects implementation due to their size, complexity and high chance of failure. Therefore, identifying these factors in ERP projects is a critical issue. The majority of previous publications have been conducted in identifying ERP critical success factors (CSFs) rather than critical failure factors (CFFs). In order to help practitioners, this article studies the CFFs in ERP implementation projects. The implications of interdependency among failure factors are also usually overlooked by project managers due to perceived complexity in modelling and analysing influential factors. With this in mind, we have proposed a fuzzy cognitive map (FCM)-based dynamic model of ERP failure factors through project lifecycle phases. The main advantage of FCM lies in them being capable of modelling complex phenomena based on the experts’ perceptions. This tool models uncertainty and related events, imitating human reasoning. Moreover, FCMs enable the developing of forecasting exercises through simulations. Practitioners would thus assess the joint influence of ERP implementation failure factors on project outcomes. The results make known to practitioners which problems will arise if the failure factors are not treated, and how these will impact on the outcomes of projects. Therefore, the proposed approach would help them to manage ERP implementation projects in a more effective and proactive way.     

隐藏招标人偏好的政府工程多属性招投标分析

采用Harsanyi引入虚拟局中人的方法,将隐藏招标人偏好的政府工程多属性不完全博弈转换为一个完全但不完美信息博弈,在求出博弈模型的精炼贝叶斯纳什均衡解的基础上,分析招、投标双方的博弈策略。结果发现：投标人是否参与隐藏招标人偏好的政府工程投标,取决于其对招标人偏好的判断,其预期招标人的质量和工期偏好系数的概率值越大,期望收益就越大,投标积极性越高;招标人的招标剩余效用以及投标人的收益与投标质量和工期呈U形关系;招标人可以有意识地释放其偏好信息,以刺激投标人从而增加招标的剩余效用。这些结论的应用有助于改进政府工程招标程序设计,规范政府工程招投标行为。     

Best-worst multi-criteria decision-making method: Some properties and a linear model

The Best Worst Method (BWM) is a multi-criteria decision-making method that uses two vectors of pairwise comparisons to determine the weights of criteria. First, the best (e.g. most desirable, most important), and the worst (e.g. least desirable, least important) criteria are identified by the decision-maker, after which the best criterion is compared to the other criteria, and the other criteria to the worst criterion. A non-linear minmax model is then used to identify the weights such that the maximum absolute difference between the weight ratios and their corresponding comparisons is minimized. The minmax model may result in multiple optimal solutions. Although, in some cases, decision-makers prefer to have multiple optimal solutions, in other cases they prefer to have a unique solution. The aim of this paper is twofold: firstly, we propose using interval analysis for the case of multiple optimal solutions, in which we show how the criteria can be weighed and ranked. Secondly, we propose a linear model for BWM, which is based on the same philosophy, but yields a unique solution.     

BOT项目投资与特许权期的二维招标合同设计

为让管理水平较高的私营集团获得BOT项目特许权,并实现项目社会福利最大,本文利用机制设计理论建立了一个关于BOT项目投资与特许权期的二维招标合同的直接机制模型。通过模型分析,获得了该招标机制的可行性条件,最优形式和相应配置方案,并由一个算例表明,得到的最优招标机制在实际中是有效的。所获结果为政府对BOT特许权招标提供了一种理论指导和实际方法。     

甲供资源约束条件下南水北调工程项目群工期-费用优化模型研究

在研究项目群工期—费用优化问题时，首先剖析了项目群工期—费用优化机理。然后建立了甲供资源约束条件下项目群实施前的工期—费用优化模型，对初始网络计划进行优化，使业主支付款净现值最小。但由于项目群中各合同项目间存在资源竞争和工期冲突等矛盾，可能引起某一合同项目的工期延误。基于此，构建项目群实施过程中的工期—费用优化模型，对实施前优化后的网络计划进行动态调整。最后结合南水北调某X项目群对比了不同工期—费用优化下的结果。结果显示：两阶段的项目群工期—费用优化可实现项目群的费用控制目标，为项目经理确定项目群中各合同项目的起始时间提供依据。     

The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short‐Term Funds

We study European banks' demand for short‐term funds (liquidity) during the summer 2007 subprime market crisis. We use bidding data from the European Central Bank's auctions for one‐week loans, their main channel of monetary policy implementation. Our analysis provides a high‐frequency, disaggregated perspective on the 2007 crisis, which was previously studied through comparisons of collateralized and uncollateralized interbank money market rates which do not capture the heterogeneous impact of the crisis on individual banks. Through a model of bidding, we show that banks' bids reflect their cost of obtaining short‐term funds elsewhere (e.g., in the interbank market) as well as a strategic response to other bidders. The strategic response is empirically important: while a naïve interpretation of the raw bidding data may suggest that virtually all banks suffered an increase in the cost of short‐term funding, we find that, for about one third of the banks, the change in bidding behavior was simply a strategic response. We also find considerable heterogeneity in the short‐term funding costs among banks: for over one third of the bidders, funding costs increased by more than 20 basis points, and funding costs vary widely with respect to the country‐of‐origin. The funding costs we estimate using bidding data are also predictive of market‐ and accounting‐based measures of bank performance, reinforcing the usefulness of “revealed preference” information contained in bids.     

To bid or not to bid

This paper discusses the importance of permanent customer relations for firms in an environment where bidding takes place. The analysis is first directed toward the bidding resources per order with special reference to the differences in order rate between permanent and non-permanent customers. The importance for bidding firms to keep close track of order rates for different customer groups is stressed here. In the succeeding analysis the bidding on requests from non-permanent customers is treated as investments in future orders. Here we note the dilemma of firms with low or zero profit margins, which are likely to bid on too many bids, thus incurring higher bidding costs than their more profitable competitors.     

A multicriteria sorting approach based on data envelopment analysis for R&D project selection problem

In this paper, multiple criteria sorting methods based on data envelopment analysis (DEA) are developed to evaluate research and development (R&D) projects. The weight intervals of the criteria are obtained from Interval Analytic Hierarchy Process and employed as the assurance region constraints of models. Based on data envelopment analysis, two threshold estimation models, and five assignment models are developed for sorting. In addition to sorting, these models also provide ranking of the projects. The developed approach and the well-known sorting method UTADIS are applied to a real case study to analyze the R&D projects proposed to a grant program executed by a government funding agency in 2009. A five level R&D project selection criteria hierarchy and an assisting point allocation guide are defined to measure and quantify the performance of the projects. In the case study, the developed methods are observed to be more stable than UTADIS.     

Methods for comparing policies using multiple criteria: an urban example

This paper looks at a variety of methods that can be used in evaluating a set of alternate policies using multiple criteria. The methods examined are the structural mapping of indifferences, utility values, lexicographic ordering, factor analysis, concordance analysis and multidimension scaling. Each method is tested using hypothetical data for a problem in which alternative policies are proposed for allocating monies to housing and health projects in a town. The aim is to try to reveal as objectively as possible, a set of preferred alternatives from which one can be chosen in the political decision-making process. After describing and testing the methods individually, they are compared both on the basis of their results and on the principles involved in their approach. Conclusions about the validity of each method are given, and it is emphasized that all methods should only be used as aids in the choice of an optimal policy.