基于时间延迟理论的预防维修模型及案例研究

本文旨在解决设备维修决策过程中预防维修检查数据缺乏情况下如何确定出合理的维修间隔期问题。首先,通过预防维修技术经济分析,提出了有关维修间隔期和总的停机时间之间关系的预防维修模型。其次,根据时间延迟维修理论,利用故障记录数据和预防维修检查数据的估计值,建立了统计模型并用来计算维修间隔期内故障次数的期望值。计算机仿真检验证明统计模型正确后,采用最大拟然法估计有关参数,这些参数包括缺陷发生率、时间延迟分布、检查出缺陷的概率等。最后是案例分析,应用估计参数和预防维修模型,计算出最佳的维修间隔期。     

计算机联网审计的成本模型研究

本文通过对联网审计3种模式的分析与讨论,建立一个通用的计算机联网审计成本估算模型,并据此对两种典型的联网审计模式进行了研究,讨论了研究案例中的一次性成本和经常性成本,比较了投资的总费用,结果表明:联网审计成本模型可以很好地指导当前联网审计的应用,为降低审计成本提供了理论依据。     

Economic Models for Single Sample Acceptance Sampling Plans,No Inspection,and 100 Percent Inspection

Once a process is stabilized using control charts, it is necessary to determine whether this process is capable of producing die desired quality, as determined by the specifications, without the use of some additional inspection procedure such as 100 percent inspection or acceptance sampling. One common method of making this determination is the use of process capability ratios. However, this approach may lead to erroneous decisions due to the omission of economic information. This paper attempts to remedy this situation by developing economic models to examine the profitability of different inspection policies. These models employ the quadratic loss function to represent the economic cost of quality from external failures, which is commonly omitted or overlooked. Moreover, assuming a normal distribution for the quality characteristic allows the use of simplified formulas that are provided. Thus the calculations can be made using standard normal tables and a calculator. Additionally, these economic models may be used to determine if additional inspection procedures should be reinstated if the quality of the process was to decline, to make capital budgeting decisions involving new equipment that produces parts of a higher quality, and to determine the preferred 100 percent inspection plan or acceptance sampling plan.     

具有独立子系统的DEA模型及其应用

考虑到现有的DEA模型基本都是针对单系统的,而仅有的多系统模型[10]也是在假设决策单元相互独立并且不存在规模收益的条件下给出的,本文首先建立了3个评价具有独立子系统的决策单元相对有效性的DEA模型,即假设存在规模收益的模型(1),允许存在组内合作的模型(2),组内与组间都可以进行合作的模型(3),并通过分析3个模型之间的关系得到了决策单元通过组内或者组间合作带来的收益,同时证明了模型的一些性质以及决策单元相对有效与子系统相对有效之间的关系,进而应用这3个模型对1997年我国制造业的东、西、中三个区域的域内以及域间合作问题作了研究.结果表明:本文建立的模型不仅可以得到不同省市制造业的整体效率,而且还可以得到各省市制造业的不同行业的效率以及通过域内或域间合作带来的收益,从而得到运作和管理效率低下的根本原因.     

Time‐Series Models for Border Inspection Data

We propose a new modeling approach for inspection data that provides a more useful interpretation of the patterns of detections of invasive pests, using cargo inspection as a motivating example. Methods that are currently in use generally classify shipments according to their likelihood of carrying biosecurity risk material, given available historical and contextual data. Ideally, decisions regarding which cargo containers to inspect should be made in real time, and the models used should be able to focus efforts when the risk is higher. In this study, we propose a dynamic approach that treats the data as a time series in order to detect periods of high risk. A regulatory organization will respond differently to evidence of systematic problems than evidence of random problems, so testing for serial correlation is of major interest. We compare three models that account for various degrees of serial dependence within the data. First is the independence model where the prediction of the arrival of a risky shipment is made solely on the basis of contextual information. We also consider a Markov chain that allows dependence between successive observations, and a hidden Markov model that allows further dependence on past data. The predictive performance of the models is then evaluated using ROC and leakage curves. We illustrate this methodology on two sets of real inspection data.     

基于Logistic方程的创新技术传播模式及其稳定性分析

首先利用Logistic方程来描述单技术创新的反应扩散过程.在充分考虑技术源与需求体之间及相同经济层次创新技术之间的相互关系基础上,给出了网络式及辐射式两种技术扩散模式;再根据微分方程定性理论,对所建立的模型进行经济分析,以寻求技术与环境之间的最佳协调状态.为激发创新技术的开发与积累、促进高新技术产业调整提供了理论依据.     

不允许卖空情况下均值-方差和均值-VaR投资组合比较研究

文章研究了不允许卖空情况的均值-方差和均值-VaR两种投资组合模型,并运用不等式组的旋转算法并结合序列二次规划法进行求解。最后,通过实证研究验证了上述算法的有效性。计算结果还表明,在不允许卖空情况下,均值-VaR投资组合的有效前沿为均值-方差投资组合有效前沿的子集;置信度越低,投资者越倾向于选择收益率大而风险也大的投资组合。     

信息化成熟度模型的分析与比较

分析了国内外的10种信息化成熟度模型,对它们进行了比较.得出现有模型的设计角度主要有2个类别、4个维度从信息化的支撑要素分类,有信息技术和信息资源2个维度;从信息化的功能实现分类,有横向价值链和纵向管理链2个维度.     

不允许卖空情况下均值-方差和均值-VaR投资组合比较研究

文章提出了不允许卖空情况的均值-方差和均值-VaR两种投资组合模型,并运用不等式组的旋转算法或结合序列二次规划法进行求解.最后,以一个具体例子验证了上述算法的有效性.计算结果还表明,不允许卖空情况下,均值-VaR投资组合有效前沿为均值-方差投资组合有效前沿的子集;置信度越低,投资者越倾向于收益率大而风险也大的投资组合.     

The Effects of Task Information and Outcome Feedback on Individuals' Insight into Their Decision Models

When making business decisions, people generally receive some form of guidance. Often, this guidance might be in the form of instructions about which inputs to the decision are most important. Alternatively, it might be outcome feedback concerning the appropriateness of their decisions. When people receive guidance in making difficult judgments, it is important that they do not confuse this guidance with insight into their own decision models. This study examined whether people confuse their actual decision model with task information and outcome feedback. Subjects predicted the likelihood that various hypothetical companies would experience financial distress and then reported the decision models they believed they had used. Their reported models were compared with their actual models as estimated by a regression of the subjects' predictions on the inputs to their decisions. In a 2times2 factorial design, some subjects were provided with task information regarding the relative importance of each input to their decisions while others were not. Some subjects were provided with outcome feedback regarding the quality of their decisions while others were not. The subjects tended to confuse the task information and outcome feedback with their actual decision models. Implications for the results are discussed.     

不允许卖空情况下M-VaR和M-SA投资组合比较研究

为了验证投资组合理论在中国证券市场的有效性,针对不允许卖空情况,文章分别研究了均值-VaR(M- VaR)和均值-半绝对偏差(M-SA)投资组合模型,并分别结合序列二次规划法和不等式组的旋转算法以及线性规划的旋转算法进行求解。文章选取1998-2000年沪市六只业绩比较好的股票,依据1998-1999年的数据作为样本数据,分别求出两个模型在不同期望收益率下的最优投资策略,将得出的最优投资策略应用到2000年,进行模拟投资,从而计算出各模型的总收益率。以等比例投资为标准,比较两个模型的绩效。最后,证明了两个模型对于中国证券市场是适用。