基于马尔可夫链的产品市场保有量预测模型

售后服务机构为了准确地准备库存,都需要预测产品的市场保有量。基于马尔可夫链建立的状态概率矩阵模型,与抽样调查、时间序列法、回归分析法等方法相比,更能准确预测市场产品保有量。与传统产品相比较,更新换代速度快的电子产品,要预测其市场保有量,更需要利用状态概率矩阵模型。     

Estimating rating transition probabilites with missing data

In this article we provide a rigorous treatment of one of the central statistical issues of credit risk management. GivenK-1 rating categories, the rating of a corporate bond over a certain horizon may either stay the same or change to one of the remainingK-2 categories; in addition, it is usually the case that the rating of some bonds is withdrawn during the time interval considered in the analysis. When estimating transition probabilities, we have thus to consider aK-th category, called withdrawal, which contains (partially) missing data. We show how maximum likelihood estimation can be performed in this setup; whereas in discrete time our solution gives rigorous support to a solution often used in applications, in continuous time the maximum likelihood estimator of the transition matrix computed by means of the EM algorithm represents a significant improvement over existing methods.     

On Block Updating in Markov Random Field Models for Disease Mapping

Gaussian Markov random field (GMRF) models are commonly used to model spatial correlation in disease mapping applications. For Bayesian inference by MCMC, so far mainly single-site updating algorithms have been considered. However, convergence and mixing properties of such algorithms can be extremely poor due to strong dependencies of parameters in the posterior distribution. In this paper, we propose various block sampling algorithms in order to improve the MCMC performance. The methodology is rather general, allows for non-standard full conditionals, and can be applied in a modular fashion in a large number of different scenarios. For illustration we consider three different applications: two formulations for spatial modelling of a single disease (with and without additional unstructured parameters respectively), and one formulation for the joint analysis of two diseases. The results indicate that the largest benefits are obtained if parameters and the corresponding hyperparameter are updated jointly in one large block. Implementation of such block algorithms is relatively easy using methods for fast sampling of Gaussian Markov random fields ( Rue, 2001 ). By comparison, Monte Carlo estimates based on single-site updating can be rather misleading, even for very long runs. Our results may have wider relevance for efficient MCMC simulation in hierarchical models with Markov random field components.     

世界绿色市场与我国对外贸易的战略选择

随着环保时代的到来 ,绿色消费和绿色产业的兴起促进世界绿色市场的发展 ,并对我国外贸产生巨大影响。面对这种形势 ,我国应当积极发展绿色产业 ,推动外贸的可持续发展。     

蒂布特模型启迪下的可流动公共产品供给

中国目前正处于城乡公共产品统筹供给的关键时期,研究符合中国国情的公共产品供给理论具有重要意义。蒂布特模型是关于公共产品供给机制的理论研究,其政策含义是政府要采取促进居民流动的方式来提高公共产品的配置效率。由于该模型所作假设的现实性较弱,其结论和应用有一定局限性。根据流动程度,可以把公共产品划分为可流动公共产品和不可流动公共产品两类,可以通过可流动公共产品的流动来提高公共产品的配置效率。中国目前在城乡可流动公共产品优化配置方面有较大发展空间。     

乡镇企业家的供求问题研究

市场制度的建立程度、企业创立条件的高低以及企业家人力资本产权的受保护程度影响乡镇企业家的需求与供给 ,导致乡镇企业创新乏力和资产流失。健全乡镇企业家成长的市场环境和制度环境 ,建立有效的激励机制 ,是保证乡镇企业家的有效需求和供给的真正解决办法。     

围绕品牌发展黑龙江省绿色食品产业

需求的强劲拉动和供给的有限使绿色食品产业存在广阔的发展空间,面临巨大的市场机遇。黑龙江省具有发展 绿色食品产业的客观条件和起步较早的有利基础,应该把它作为非常有潜力的经济增长点来对待。当前,要着力进行绿色食 品品牌整合,化零为整,壮大单个品牌实力,在短时期内,迅速提升品牌知名度,形成品牌效应,把绿色食品产业做大做强。     

供应链企业间的合作轨道模型

文章主要介绍了轨道模型在供应链企业合作中的应用 ,根据合作程度的不同 ,伙伴企业处于以核心企业为中心的不同轨道。文章分别从静态和动态的角度运用轨道模型分析了企业间合作关系以及这种合作关系的变化。一方面使企业间的合作问题简单化 ;另一方面 ,轨道模型便于对合作问题进行深入的定量化研究。     

我国农产品质量认证问题探讨

农产品质量认证被誉为进入国内外市场的通行证。从信息不对称角度出发 ,农产品质量认证的目的是将生产者的信息如实反映出来 ,并传达给消费者 ,认证时须遵循客观性、独立性、权威性、标准化和公开性原则。我国农产品质量认证在认证标准体系、质量标准认证、质量认证标志、质量标准体系方法方面存在问题 ,亟待解决     

基于需求不确定性的供应链库存控制研究

通过建立需求不确定性环境下供应链成员的独立存货成本模型,运用模拟退火法对该模型进行52周的仿真,求解存货最佳订购数量与最佳再订购点,从而比较出不同存货控制策略的供应链存货总成本及订单满足率的差异。