考虑信息源相关的软件可信性评估模型

本文研究了信息源相关背景下的软件可信性评估问题.首先提出了一种改进的Denoeux谨慎连接规则,给出了面向多证据合并的水平合成算法;其次,定义了一个综合折扣和相对权重的联合系数用于指标集结或群体意见集结;最后,在分析评估过程中客观存在的信息不确定性和信息源相关等问题的基础上,给出了一个基于证据理论的软件可信性评估模型.典型算例验证了该模型的合理性和有效性.     

面向总承包商的水电EPC项目成本风险分析

水电工程EPC模式中通常采用固定总价合同,但由于工程实施过程中存在众多不确定因素,使得工程成本具有较大的不确定性,所以固定总价合同对总承包商来说具有很大风险.本文在辨识影响水电EPC项目总承包成本变动的主要风险因素基础上,建立了综合物价、利率、自然条件和工程技术、业主资信等不确定因素影响下的总承包商工程成本模型,提出了考虑物价随机波动的工程成本变动分析方法、自然条件及工程技术不确定性下基于PERT三值估计的成本变动分析方法以及工程款拖欠风险下的总承包商垫资利息分析方法,并采用Monte-Carlo方法求解有着众多随机变量的总承包商成本模型,定量模拟了各种不确定性因素影响下总承包商的成本变化规律和成本控制风险,从而可为总承包商合理确定合同报价、风险补偿金以及施工过程中的成本控制提供科学依据.     

基于证据推理的效能评估及其在临近空间多任务规划中的应用

在临近空间系统多任务规划过程中,对不同的多任务规划场景下,临近空间系统综合效能及其变化规律的研究,可以帮助决策者寻找到相对最优的临近空间多任务规划方案。由于临近空间系统涉及多资源、多任务和复杂的内外部环境,影响其效能的因子较多且动态多变,因此,其效能评估将遇到多种确定性和不确定性因素共生环境下的评价问题,传统的方法难以独立处理该问题。鉴于此,将证据推理的方法引入效能评估中,设计了基于证据推理的效能评估模型,该模型综合考虑了无知、模糊、不准确、区间数和区间信念度等多种不确定性因素,并实现了多源证据的有效合成。最后,在实现的2组面向点目标的临近空间多任务规划仿真实验中,运用该模型分别计算出了不同场景下临近空间系统综合效能,计算结果显示资源数和任务数的变化对临近空间系统综合效能的影响符合客观规律,表明该模型具有一定的可用性。     

基于量化分析的高校稳定安全风险评估指标模型构建

运用AHP建立了多层次的评估指标模型,利用FCE对高校稳定安全风险进行多层次、量化分析评估,确定出高校稳定安全风险评估指标权重,提高了风险评估的准确性。     

基于信息更新的动态资产组合选择

本文研究了不完全信息下风险资产收益前两阶矩的参数不确定性对动态资产组合选择的影响。首先,在连续时间下假设资产价格服从随机扩散过程,引入参数不确定性,运用随机控制方法推导出风险资产最优选择的封闭解,给出定性分析。其次,在离散时间下用一阶自回归模型描述风险资产收益动态,基于贝叶斯分析框架,以上证综合指数不同区间段的两个样本做实证研究。结果表明,当投资者的风险规避程度大于(小于)对数效用时,参数不确定性将导致负(正)的投资期效应;当投资者在估计过程中运用较多的历史数据、或者风险规避程度增加时,参数不确定性的影响将减弱;参数不确定性下的资产组合选择可解释风险溢价之迷。研究说明了在动态资产组合选择过程中应考虑参数不确定性问题。     

不良债权回收率的多层次模糊评估模型

不良债权价值分析和评估是不良债权定价的基础,也是不良债权处置的主要难点和风险点.由于不良债权的价格具有很大的不确定性,在评估的过程中需要较多的经验判断.因此本文在整合传统方法的基础上,考虑不良债权评估专家的经验因素,引入模糊综合评价方法对不良债权进行评估,提出了基于标杆处置案例的不良债权回收率评估模型,并给出了一个计算算例表明该模型的可行性.     

新材料技术价值评估的实物期权分析

目前为止，现金流折现法（DCF）是较常用的新技术价值评估方法，但这一方法对于新技术开发和应用中的不确定性无法正确评估，所以往往不能恰当的评估一项新技术的价值。本文以新材料技术为例讨论了新技术的实物期权特性，根据新技术不确定性与金融期权不确定性的对应关系，尝试将实物期权定价作为新技术的价值评估方法，以此来解决传统DCF方法无法评估的不确定性，并进一步讨论了实物期权定价模型中波动率确定的方法，同时验证了该方法的可操作性。     

浅谈工程项目成本控制风险预测及应对措施

风险是指未来的不确定性对企业实现经营目标的影响,建设工程具有投资规模较大、建设周期长等特点,在实施过程中,由于主客观条件的变化也会给整个施工过程带来不确定的因素。因此,在工程建设阶段对成本控制风险进行预测,并制定应对方法和措施,以消除风险对实现目标成本的影响。     

项目风险管理机制研究

在项目管理的过程中,风险总是贯穿始终,由于风险的不确定性和不可避免性,在此引入了风险管理.该文分析了项目管理过程中风险的特征,提出要建立良好的风险管理机制,包括风险识别、风险分析与评估,风险应对计划的制定,风险应对控制四个过程,并对这四个过程进行了详细的阐述.     

供需不确定条件下基于CVaR的零售商库存鲁棒优化模型

在经典报童模型下考虑供应和需求不确定性,研究了具有风险厌恶的零售商库存优化问题。采用条件风险值（CVaR）对库存绩效进行度量,构建了基于CVaR的零售商库存运作模型;在此基础上,考虑上游供应商供货能力和下游市场需求不确定性,并采用一系列未知概率的离散情景进行描述,给出了供需不确定条件下基于CVaR的零售商库存鲁棒优化模型。进一步,采用区间不确定集对未知情景概率进行建模,给出了基于最大最小准则的鲁棒对应模型。针对同时考虑供需不确定性导致的模型非凸性,采用标准对偶理论将其转化为易于求解的数学规划问题。最后,通过数值计算分析了不同风险厌恶程度和不确定性程度对零售商库存决策以及库存绩效的影响。结果表明,供需不确定性的存在虽然会导致零售商库存绩效损失,但损失值较小。特别地,依据文中模型得到的鲁棒库存策略在多数情况下能够保证零售商获得更优的库存绩效。此外,不确定性和风险厌恶程度的增加虽然会影响零售商库存决策和运作绩效,但在同等风险厌恶态度下,随着不确定性程度的增加,基于文中方法得到的鲁棒库存策略仍能确保零售商获得理想的库存绩效,表明文中所建模型在应对供需不确定性方面具有良好的鲁棒性。     

Use of Fuzzy Evidential Reasoning in Maritime Security Assessment

Over the last few years, there has been a growing international recognition that the security performance of the maritime industry needs to be reviewed on an urgent basis. A large number of optional maritime security control measures have been proposed through various regulations and publications in the post-9/11 era. There is a strong need for a sound and generic methodology, which is capable of taking into account multiple selection criteria such as the cost effectiveness of the measures based on reasonable security assessment. The use of traditional risk assessment and decision-making approaches to deal with potential terrorism threats in a maritime security area reveals two major challenges. They are lack of capability of analyzing security in situations of high-level uncertainty and lack of capability of processing diverse data in a utility form suitable as input to a risk inference mechanism. To deal with such difficulties, this article proposes a subjective security-based assessment and management framework using fuzzy evidential reasoning (ER) approaches. Consequently, the framework can be used to assemble and process subjective risk assessment information on different aspects of a maritime transport system from multiple experts in a systematic way. Outputs of this model can also provide decisionmakers with a transparent tool to evaluate maritime security policy options for a specific scenario in a cost-effective manner.     

考虑事件风险的在险价值研究

本文讨论了考虑事件风险的资产的在险价值方法,并以此对上海股票指数作了实证研究。这种方法用跳跃来描述事件风险,用跳跃-扩散过程来描述收益率过程。通过模拟退火算法来估计模型参数,利用随机模拟方法求得资产收益率的模拟分布,进而计算组合的在险价值。通过对上海指数的实证研究表明,资产的事件风险是不可忽略的,考虑事件风险的在险价值更加合理。     

A Game‐Theoretical Model to Improve Process Plant Protection from Terrorist Attacks

The New York City 9/11 terrorist attacks urged people from academia as well as from industry to pay more attention to operational security research. The required focus in this type of research is human intention. Unlike safety‐related accidents, security‐related accidents have a deliberate nature, and one has to face intelligent adversaries with characteristics that traditional probabilistic risk assessment techniques are not capable of dealing with. In recent years, the mathematical tool of game theory, being capable to handle intelligent players, has been used in a variety of ways in terrorism risk assessment. In this article, we analyze the general intrusion detection system in process plants, and propose a game‐theoretical model for security management in such plants. Players in our model are assumed to be rational and they play the game with complete information. Both the pure strategy and the mixed strategy solutions are explored and explained. We illustrate our model by an illustrative case, and find that in our case, no pure strategy but, instead, a mixed strategy Nash equilibrium exists.     

Quantitative Risk Assessments as Evidence in Civil Litigation

Those who prepare quantitative risk assessments do not always appreciate that those assessments might be used as evidence in civil litigation. This paper suggests that litigation attorneys, judges, and juries be regarded as audiences to whom the information in the risk assessment must be communicated. The way that a risk assessment is prepared can affect significantly whether litigation is brought at all, the resolution of evidentiary motions involving the risk assessment, as well as the ultimate outcome of the litigation. This paper discusses certain procedural and evidentiary aspects of the civil litigation process in the hope that a better understanding of that process might lead to the preparation of risk assessments that are more adequately understood by juries, judges, and litigants.     

Using Incident Response Trees as a Tool for Risk Management of Online Financial Services

The article introduces the use of probabilistic risk assessment for modeling the incident response process of online financial services. The main contribution is the creation of incident response trees, using event tree analysis, which provides us with a visual tool and a systematic way to estimate the probability of a successful incident response process against the currently known risk landscape, making it possible to measure the balance between front‐end and back‐end security measures. The model is presented using an illustrative example, and is then applied to the incident response process of a Swedish bank. Access to relevant data is verified and the applicability and usability of the proposed model is verified using one year of historical data. Potential advantages and possible shortcomings are discussed, referring to both the design phase and the operational phase, and future work is presented.     

AbSRiM: An Agent‐Based Security Risk Management Approach for Airport Operations

Security risk management is essential for ensuring effective airport operations. This article introduces AbSRiM, a novel agent‐based modeling and simulation approach to perform security risk management for airport operations that uses formal sociotechnical models that include temporal and spatial aspects. The approach contains four main steps: scope selection, agent‐based model definition, risk assessment, and risk mitigation. The approach is based on traditional security risk management methodologies, but uses agent‐based modeling and Monte Carlo simulation at its core. Agent‐based modeling is used to model threat scenarios, and Monte Carlo simulations are then performed with this model to estimate security risks. The use of the AbSRiM approach is demonstrated with an illustrative case study. This case study includes a threat scenario in which an adversary attacks an airport terminal with an improvised explosive device. The approach provides a promising way to include important elements, such as human aspects and spatiotemporal aspects, in the assessment of risk. More research is still needed to better identify the strengths and weaknesses of the AbSRiM approach in different case studies, but results demonstrate the feasibility of the approach and its potential.     

Risk Analysis for Critical Asset Protection

This article proposes a quantitative risk assessment and management framework that supports strategic asset-level resource allocation decision making for critical infrastructure and key resource protection. The proposed framework consists of five phases: scenario identification, consequence and criticality assessment, security vulnerability assessment, threat likelihood assessment, and benefit-cost analysis. Key innovations in this methodology include its initial focus on fundamental asset characteristics to generate an exhaustive set of plausible threat scenarios based on a target susceptibility matrix (which we refer to as asset-driven analysis) and an approach to threat likelihood assessment that captures adversary tendencies to shift their preferences in response to security investments based on the expected utilities of alternative attack profiles assessed from the adversary perspective. A notional example is provided to demonstrate an application of the proposed framework. Extensions of this model to support strategic portfolio-level analysis and tactical risk analysis are suggested.     

统一市场下的成份股票指数编制方法研究

本文通过因子分析、聚类分析等统计方法、在假定沪、深两市融合为一个市场的前提下,实证研究了编制成份股票价格指数的选股模型,使得该模型在最大程度上利用了上市公司的财务报告以及股票价格反映出的股票波动特性,保证样本股票覆盖到现有的各个行业,同时使该选股方法能够适应未来股市扩容发展的需要。本文的目的就是提出一个能够相对客观、全面地反映市场的宽基成份指数的编制模型。     

水环境安全评价方法及其在京津冀地区的应用

为了克服模糊综合评价方法中的权重选取以及最大最小算法导致的信息缺失问题，本文提出一种改进的模糊综合评价方法。首先以熵权法、灰色关联分析法以及主成分分析法为基础，建立组合权重模型；其次，在加权平均原则下引入综合评分方法进行评价得到最终评价结果。从经济社会、水质状况和资源条件三个方面出发，初步建立了包含17个指标的水环境安全评价体系。利用主成分分析法对初步建立的指标体系进行了筛选，最终确定了13个指标作为评价指标。在筛选之后的指标体系下，用改进的模糊综合评价法对北京、天津、河北以及京津冀地区总体的水环境安全进行了评价，给出了2006-2014年间各地区水环境安全变化情况，结果显示京津冀地区水环境安全基本呈现北京优于河北优于天津的趋势；京津冀地区总体的水环境安全呈现先变好再变差的趋势。森林覆盖率是水环境安全最主要的影响因素，其次是第三产业占GDP的比重、人均水资源量以及Ⅰ-Ⅲ类水质占比。弹性系数分析表明，这四个指标的改善也是对京津冀地区水环境安全提高最有效的措施。最后，根据对评价结果的分析，提出了提高京津冀水环境安全的一些建议。     

Agency Problems and Airport Security: Quantitative and Qualitative Evidence on the Impact of Security Training

We analyze the issue of agency costs in aviation security by combining results from a quantitative economic model with a qualitative study based on semi‐structured interviews. Our model extends previous principal‐agent models by combining the traditional fixed and varying monetary responses to physical and cognitive effort with nonmonetary welfare and potentially transferable value of employees' own human capital. To provide empirical evidence for the tradeoffs identified in the quantitative model, we have undertaken an extensive interview process with regulators, airport managers, security personnel, and those tasked with training security personnel from an airport operating in a relatively high‐risk state, Turkey. Our results indicate that the effectiveness of additional training depends on the mix of “transferable skills” and “emotional” buy‐in of the security agents. Principals need to identify on which side of a critical tipping point their agents are to ensure that additional training, with attached expectations of the burden of work, aligns the incentives of employees with the principals' own objectives.