New error-correcting pooling designs associated with finite vector spaces

Let \mathbbF_qⁿ\mathbb{F}_{q}^{n} be a n-dimensional vector space over \mathbbF_q\mathbb{F}_{q} . In this paper we construct a new family of inclusion matrices associated with subspaces of \mathbbF_qⁿ\mathbb{F}_{q}^{n} , and exhibit their disjunct properties.     

时变最优套期保值比估计及比较研究——基于卡尔曼滤波在状态空间模型中的应用

运用状态空间模型并基于卡尔曼滤波方法对中国铜期货市场时变最优套期保值比进行估计.对OLS、VAR、VECM、CC GARCH及SSPACE等模型的套期保值效率进行了比较.套期保值效率分别用方差下降百分比和夏普比下降百分比来测度.两种测度方法都表明,基于卡尔曼滤波的状态空间模型明显优于其他模型.该结论对于套期保值期限是稳定的.GARCH模型并不确定优于非时变模型.非时变模型中,VECM模型的表现最差.而VAR模型也并不明显优于简单的OLS模型.计量经济模型预测总风险由模型(误设)风险和估计风险构成.高级计量经济模型的模型(误设)风险较小,估计风险增大,总效应则不确定.卡尔曼滤波获得贝叶斯规则最优解,因而在处理估计风险方面较其他模型占优.     

收入共享契约下价格歧视及配置效率分析

与供应链管理中研究收入共享契约如何实现供应链协调不同,主要研究其实现供应链协调时对上游供应商的定价行为、配置效率和社会福利的影响。研究发现: 在收入共享契约协调的供应链内,上游供应商对效率不同的下游厂商实施歧视定价,其与下游厂商生产效率、产品替代性一起影响着配置效率和社会福利,虽然收入共享契约通过实现供应链协调能够增加各厂商的总利润,但对消费者剩余的影响取决于多种因素,具有不确定性,因此对于社会总福利的影响也具有不确定性。还进一步讨论了供应链厂商之间的讨价还价能力对收入共享契约分配系数的影响,识别出影响收入共享分配系数的一些重要因素。根据分析结果认为: 收入共享契约作为纵向约束协议,对其进行反垄断审查应该适用“合理推定原则”而不是“本身违法原则”。     

Measuring strategic decision making efficiency in different country contexts: A comparison of British and Turkish firms

This paper compares the relative efficiency of the strategic decision making (SDM) processes of British and Turkish firms. The technique of data envelopment analysis (DEA) is used to measure the relative efficiency of these firms. The evidence obtained by the DEA analysis reveals that the Turkish firms tend to be superior to the British firms in terms of their SDM efficiency. There is a significant difference in scale returns with respect to the country of origin of the firms. The analysis of the improvement potential of inputs indicates that Turkish firms place more emphasis on managing environmental turbulence to enhance their SDM efficiency, while British firms tend to overly focus on the design of an appropriate organizational structure. However, no significant difference was noted between the two groups of firms with regard to the level of resources and effort exerted on formal strategic planning practices. The analysis of output deficits reveals that there is a significant difference between British and Turkish firms in the sources of inefficiency.     

Slack free MEA and RDM with comprehensive efficiency measures

This paper extends two directional distance function models, the Multi-directional Efficiency Analysis (MEA) Model and the Range Directional Model (RDM), in order to account for any type of technical inefficiency, i.e. both directional and non-directional inefficiencies. We first focus on the variable returns to scale (VRS) case, because both VRS-MEA and RDM are translation invariant models, which mean that both models are able to deal with negative data. Our main result is the definition of a new comprehensive efficiency measure which is units invariant and translation invariant and covers both models. Secondly, we introduce the RDM model under constant returns to scale (CRS) together with a new comprehensive efficiency measure.     

New organizational designs for promoting creativity: A case study of virtual teams with anonymity and structured interactions

Companies organize teams to enhance creativity and innovation. Creativity refers to the generation of new and novel ideas, whereas innovation encompasses both idea generation and the commercialization of these ideas to add value to the enterprises. Standard teams are those, wherein participants meet face-to-face to develop new ideas and/or to commercialize them. Asynchronous virtual teams are those which allow participants to interact via digital means without face-to-face meetings. Asynchronous virtual teams are especially convenient for participants at global locations.The objective of this paper is to outline a third kind of teams, the virtual teams with anonymity and structured interactions (VTASIs), in which participants remain anonymous, follow a modified Delphi brainstorming process, communicate with one another asynchronously via electronic means, apply a set of streamlined idea generation strategies (the Combinatorial Heuristic and Normatively Generic Method), and conduct multiple rounds of structured interactions under the guidance of a knowledgeable team leader. Individual team member works alone, yet interacts indirectly with all others in a group setting.After having briefly reviewed the factors that are known to constraint the performance of both the standard and asynchronous virtual teams, this paper describes a study conducted in Spring 2009 Semester at University at Buffalo, involving eight VTASI teams of a total of 72 graduate engineering students who worked on generating new ideas for improving four specific projects. Key results are discussed.For global operations, the asynchronous virtual teams represent an improvement over the standard teams in terms of reach, costs, and execution. The VTASI teams advocated in this paper represent yet a further improvement over the Asynchronous virtual teams, and hold promise to be the most effective among the three types of teams in promoting creativity.     

透明度与市场效率——基于信息不对称的适应性学习研究

通过拓展Pouget模型,考察了当所有投资者采用适应性学习(有限理性)规则更新信念时,订单信息的透明度增加如何影响市场的价格发现效率和福利配置效率.结果表明,透明度增加后,市场效率大幅降低,价格发现和福利配置都难以收敛到理性预期均衡.进一步剖析投资者的策略选择可以发现,透明度增加后,拥有信息优势的知情者倾向于提交对自己更加有利的订单,而放弃均衡的交易策略;非知情者为了规避由此带来的逆向选择风险,也会放弃均衡策略而倾向于提交更加保守的订单,最终导致市场效率大幅下降.     

A survey on bank branch efficiency and performance research with data envelopment analysis

The banking industry has been the object of DEA analyses by a significant number of researchers and probably is the most heavily studied of all business sectors. Various DEA models have been applied in performance assessing problems, and the banks' complex production processes have further motivated the extension and improvement of DEA techniques. This paper surveys 80 published DEA applications in 24 countries/areas that specifically focus on bank branches. Key issues related to the design of DEA models in these studies are discussed. Much advice is included on how to design future experiments and studies in this domain. A number of areas where further research could be fruitful are suggested.     

凸需求情形下分权供应链运作效率及福利分析

假设需求函数是凸的、需求弹性是关于销售价格的非减函数,本文研究了分权供应链在运作效率和社会福利方面的损失问题.以单一供应商用同一批发价格向多个零售商供应某产品,销售商间通过数量竞争来确定产品的销售价格为对象,本文利用非合作代价(Price of Anarchy)的概念,将分权供应链的绩效分别与集权供应链的绩效和社会福利...     

The comparison between trade-in and leasing of a product with technology innovations

Companies can adopt trade-in and/or leasing to shorten consumers׳ upgrade cycle and gain control over secondary markets. In this paper, we consider a monopolistic manufacturer who offers a technology product to a market consisting of heterogeneous consumers. We focus on an exogenous, stochastic innovation process that determines the availability of new technology and consequently, residual value of the current product. We derive the optimal pricing strategy of trade-in and leasing, respectively, examine its impact on the manufacturer׳s expected profit, and compare the performance of the two strategies. Trade-in protects the manufacturer against residual value risk and allows the flexibility of offering the option at different innovation states separately. Leasing, on the other hand, provides the manufacturer an opportunity to circumvent low new product prices and thus increases expected profit when product reuse profitability is high. The interplay between the two forces, product reuse profitability and new product price, determines the preference between trade-in and leasing. Our findings provide monopolistic manufacturers guidance on how to optimally employ the trade-in and leasing strategies.     

Measuring efficiency with products,by-products and parent-offspring relations: A conditional two-stage DEA model

In the usual data envelopment analysis (DEA) setting, as pioneered by Charnes et al. (1978) [1], it is assumed that a set of decision making units (DMUs) is to be evaluated in terms of their relative efficiencies in converting a bundle of inputs into a bundle of outputs. The usual assumption in DEA is that each output is impacted by each and every member of the input set. One particular area of recent research is that relating to partial input to output impacts where the main issue addressed is that in many settings not all inputs impact all outputs. In that situation the authors view the DMU as consisting of a set of mutually exclusive subunits, with each subunit having its own unique bundle of inputs and outputs. Examined as well in this area, is the presence of multiple processes for generating sets of outputs. Missing from that earlier work is consideration of the presence of outputs in the form of by-products, giving rise to a parent-offspring phenomenon. One of the modeling complications there is that the parent assumes two different roles; as an input affecting the offspring, while at the same time being the dominant output. This gives rise to a model that we refer to as conditional two-stage. Another complication is that in the presence of multiple processes, by-products often arise out of only a subset of those processes. In the current paper we develop a DEA-type of methodology to handle partial input to output impacts in the presence of by-products.     

A modified DEA cross efficiency method with negative data and its application in supplier selection

Basic Data Envelopment Analysis (DEA) models are designed for non-negative data. However, negative data is inevitably used in many real-world issues. Also, multiple units with a maximum relative performance score (equal to one) can be obtained due to the benevolent view of evaluating Decision Making Units (DMUs) consistent performance. Therefore, the researchers proposed ranking models to differentiate efficient units. Cross efficiency is one of the most useful tools for DMUs ranking in the DEA. There are two major drawbacks to implementing this process. First, it gives different results in the presence of other optimal solutions; second, it does not provide a compelling reason to use the arithmetic mean to aggregate the results of the cross efficiency matrix. In this paper, first a new non-radial model is proposed to evaluate the performance of DMUs in the presence of negative data and then based on this model a new secondary goal model is proposed to eliminate the first drawback in the cross efficiency method. Also, to solve the second drawback in this method, a hybrid Multi-Attribute Decision Making (MADM)-DEA process with the help of fuzzy VlseKriterijumska Optimizacija I Kompromisno Resenje method is proposed. Finally, to show the applicability of the proposed methods, the results are used to select the supplier in a real-world problem.

     

Work value orientations and patterns: A comparison of future managers with manager and non-manager groups

This study uses the Values for Working questionnaire to classify the primary value systems and value patterns of 501 senior business school students (future managers). The students' scores on six value systems measured by the questionnaire are compared to national data on blue collar and clerical workers and on managerial and professional workers. The business students scored in the average range for four of the six value systems when compared to the manager group, but for only one of the value systems when compared to the non-manager group. Of the business students who had a primary value system, 82 percent wereexistential ormanipulative. There were significant differences in the value systems scores by sex but not by business major.     

Work-related psychosocial,physical and individual factors associated with musculoskeletal symptoms in computer users

The aim of this study was to study associations between psychosocial, physical and individual factors, and musculoskeletal symptoms in the neck, shoulder and hand/wrist regions of computer users. Questionnaires were distributed to 5033 employees in 11 Danish companies; these employees all used computers for at least some of their work time. The response rate was 69% ( n = 3475). The analyses were based on employees working 32-41 h/week ( n = 2579). Symptomatic respondents reported symptoms for at least 8 days within the previous year. Multiple logistic regression analyses were used. Gender (female), age and duration of employment in the same job were associated with an increased prevalence of symptoms. High quantitative job demands and low possibilities for development at work were predictors of neck and hand/wrist symptoms. A high degree of repetitiveness and disturbing reflections on the computer screen were associated with symptoms in all three body regions. Repetitive movements were defined as the same finger, hand or arm movements performed many times per minute for at least 75% of their work time. Repetitiveness was the only factor that could partly explain associations between symptoms and duration of computer use, i.e. respondents who used the computer almost all the time at work reported more repetitive movements than those who used it less. Thus, long hours of computer use may be associated with musculoskeletal symptoms, due to physical factors such as repetitive movements, whereas psychosocial factors appeared to be associated with the symptoms independently of the duration of computer use.     

Work-related psychosocial, physical and individual factors associated with musculoskeletal symptoms in computer users

The aim of this study was to study associations between psychosocial, physical and individual factors, and musculoskeletal symptoms in the neck, shoulder and hand/wrist regions of computer users. Questionnaires were distributed to 5033 employees in 11 Danish companies; these employees all used computers for at least some of their work time. The response rate was 69% ( n = 3475). The analyses were based on employees working 32-41 h/week ( n = 2579). Symptomatic respondents reported symptoms for at least 8 days within the previous year. Multiple logistic regression analyses were used. Gender (female), age and duration of employment in the same job were associated with an increased prevalence of symptoms. High quantitative job demands and low possibilities for development at work were predictors of neck and hand/wrist symptoms. A high degree of repetitiveness and disturbing reflections on the computer screen were associated with symptoms in all three body regions. Repetitive movements were defined as the same finger, hand or arm movements performed many times per minute for at least 75% of their work time. Repetitiveness was the only factor that could partly explain associations between symptoms and duration of computer use, i.e. respondents who used the computer almost all the time at work reported more repetitive movements than those who used it less. Thus, long hours of computer use may be associated with musculoskeletal symptoms, due to physical factors such as repetitive movements, whereas psychosocial factors appeared to be associated with the symptoms independently of the duration of computer use.     

Long-term profiles of work-related rumination associated with leadership,job demands,and exhaustion: A three-wave study

This study extends previous research on recovery from work stress by investigating the role of qualitative job demands and leadership in employees’ work-related rumination (WRR). The long-term development of WRR was examined from a person-centred approach across 22 months. Drawing on the stressor-detachment framework and conservation of resources theory, we investigated whether different WRR profiles could be understood in terms of levels of and changes in quantitative, cognitive, and emotional job demands, several aspects of supervisory leadership, and exhaustion that was expected to result from the impeded energy restoration process. A three-wave questionnaire study was conducted among Finnish municipal employees in heterogeneous occupations. Factor mixture modelling was used to identify latent classes (i.e. subgroups of participants with similar mean levels and mean-level changes) of WRR. The results indicated five distinct classes of WRR. Participants in the higher WRR classes reported higher levels of job demands, less supervisor fairness, and more abusive supervision. In the decreasing class, WRR decreased concurrently with decreasing job demands. Exhaustion showed considerable congruence with WRR both between and within persons. The findings are discussed from the point of view of a loss cycle concerning energetic psychological resources and difficulties in goal attainment.     

Tracking national and regional spatial-temporal mortality risk associated with NO2 concentrations in Canada: a Bayesian hierarchical two-level model

The association between daily variations in urban air quality and mortality has been well documented using time series statistical methods. This approach assumes a constant association over time. We develop a space-time dynamic model that relaxes this assumption, thus more directly examining the hypothesis that improvements in air quality translate into improvements in public health. We postulate a Bayesian hierarchical two-level model to estimate annual mortality risks at regional and national levels and to track both risk and heterogeneity of risk within and between regions over time. We illustrate our methods using daily nitrogen dioxide concentrations (NO2) and nonaccidental mortality data collected for 1984-2004 in 24 Canadian cities. Estimates of risk and heterogeneity are compared by cause of mortality (cardio-pulmonary [CP] versus non-CP) and season, respectively. Over the entire period, the NO2 risk for CP mortality was slightly lower but with a narrower credible interval than that for non-CP mortality, mainly due to an unusually low risk for a single year (1998). Warm season NO2 risk was higher than cold season risk for both CP and non-CP mortality. For 21 years overall there were no significant differences detected among the four regional NO2 risks. We found overall that there was no strong evidence for time trends in NO2 risk at national or regional levels. However, an increasing linear time trend in the annual between-region heterogeneities was detected, which suggests the differences in risk among the four regions are getting larger, and further studies are necessary to understand the increasing heterogeneity.     

A value of information framework for assessing the trade-offs associated with uncertainty,duration, and cost of chemical toxicity testing

A number of investigators have explored the use of value of information (VOI) analysis to evaluate alternative information collection procedures in diverse decision-making contexts. This paper presents an analytic framework for determining the value of toxicity information used in risk-based decision making. The framework is specifically designed to explore the trade-offs between cost, timeliness, and uncertainty reduction associated with different toxicity-testing methodologies. The use of the proposed framework is demonstrated by two illustrative applications which, although based on simplified assumptions, show the insights that can be obtained through the use of VOI analysis. Specifically, these results suggest that timeliness of information collection has a significant impact on estimates of the VOI of chemical toxicity tests, even in the presence of smaller reductions in uncertainty. The framework introduces the concept of the expected value of delayed sample information, as an extension to the usual expected value of sample information, to accommodate the reductions in value resulting from delayed decision making. Our analysis also suggests that lower cost and higher throughput testing also may be beneficial in terms of public health benefits by increasing the number of substances that can be evaluated within a given budget. When the relative value is expressed in terms of return-on-investment per testing strategy, the differences can be substantial.