面向评价局部环境的导向性群组评价方法研究

除寻求群体一致性的评价方法外,提出基于群组意见稳定分布特征和评价群体网络结构特征的导向性群组评价方法.证明了基于评价参与者最优响应行动的群组评价信息在适当长期内具有稳定分布,参与者可以通过调节偏好判断信息实现评价流程路径的选择,使得群体偏好和群体效用在适当长期内收敛.在此基础上设计基于最优响应行动的群组评价方法,初步讨论了与群体意见稳定分布特征参数和评价群体网络结构拓扑特征对应的导向性群组评价信息集结方法,包括稳定分布参数α和β,群体网络结构的信息分布核心区域和结构洞.该方法为群组评价问题提供了另一种解决思路和方向.     

测量系统的质量监控技术

在制造业中,测量系统是保证和提高产品质量的必需技术手段。本文提出了将统计过程控制(SPC)技术应用于监控测量过程的思想,首先指出了测量过程与一般生产过程之间的差异,并建立了测量过程的一般模型;在此基础上,引入了监控测量过程的同分布原则和实现技术,并给出了实证分析。     

节点集重要性测度——综合法及其在知识共享网络中的应用

在具有社会关系结构的经济系统及通讯网络系统等许多现实的系统中,人们经常关注节点集在系统中的重要性问题.在分析如何有效反映网络中节点集重要性的基础上,针对节点赋权网络,利用节点集删除的研究方法,建立节点集重要性的综合测度数学模型;然后,借助于图的距离矩阵的计算方法设计该模型的算法;最后,给出该方法在知识共享网中的应用.     

Time-Varying Risk Measurement for Ship Collision Prevention

We propose an innovative time-varying collision risk (TCR) measurement for ship collision prevention in this article. The proposed measurement considers the level of danger of the approaching ships and the capability of a ship to prevent collisions. We define the TCR as the probability of the overlap of ships’ positions in the future, given the uncertainty of maneuvers. Two sets are identified: (1) the velocity obstacle set as the maneuvers of the own ship that lead to collisions with target ships, and (2) the reachable velocity set as the maneuvers that the own ship can reach regarding its maneuverability. We then measure the TCR as the time-dependent percentage of overlap between these two sets. Several scenarios are presented to illustrate how the proposed measurement identifies the time-varying risk levels, and how the approach can be used as an intuitively understandable tool for collision avoidance.     

Performance Measurement: Challenges for Tomorrow*

This paper demonstrates that the context within which performance measurement is used is changing. The key questions posed are: Is performance measurement ready for the emerging context? What are the gaps in our knowledge? and Which lines of enquiry do we need to pursue? A literature synthesis conducted by a team of multidisciplinary researchers charts the evolution of the performance‐measurement literature and identifies that the literature largely follows the emerging business and global trends. The ensuing discussion introduces the currently emerging and predicted future trends and explores how current knowledge on performance measurement may deal with the emerging context. This results in identification of specific challenges for performance measurement within a holistic systems‐based framework. The principle limitation of the paper is that it covers a broad literature base without in‐depth analysis of a particular aspect of performance measurement. However, this weakness is also the strength of the paper. What is perhaps most significant is that there is a need for rethinking how we research the field of performance measurement by taking a holistic systems‐based approach, recognizing the integrated and concurrent nature of challenges that the practitioners, and consequently the field, face.     

移动服务质量的多维多层尺度测量模型构建

基于广泛的文献综述和定量研究,同时结合移动商务的独特性,提出了多维多层尺度测量移动服务质量模型,结果显示,移动服务质量测度模型是一个3层的度量结构,它由3个主维度(交互质量、环境质量和结果质量)和10个子维度(态度、专长、解决问题、信息、设备、设计、位置、准时性、有形性和引拒值)共同组成来度量移动服务质量.然后,利用SPSS13.0软件对调查数据结果进行信度分析,剔除了4个不满足标准的测度项;并通过主成分分析对剩余的测度项做探索性因子分析,结果证明模型中的因子结构是合理的,这样,最终确定了43个题项用来测度模型中的维度.     

基于DEA的学科有效性评价

高校重点学科的评选是我国加强教育和科技发展一项重要举措。针对强调学科水平的同时,需要注意办学效益问题,本文运用数据包络分析(DEA)方法建立了学科技术有效性评价模型,通过对同学科多所院校的投入产出观察数据,得出了相应技术有效性与否的结论。结果表明,该模型不仅能评价学科的办学效益水平,而且能对非技术有效的学科,提供改进依据。     

基于网络视角的银行业系统性风险度量方法

网络模型已经成为研究银行系统性风险的重要方法。然而现有研究忽视了银行系统性风险的小概率特点,同时也缺少度量银行系统性风险的统一标准。为此,本文提出了基于网络模型的银行系统性风险度量方法:银行系统性风险VaR和银行系统性风险ES。首先,本文采用蒙特卡洛模拟方法,模拟银行外部冲击造成银行间网络损失的大样本。在银行间网络损失大样本中,估计银行系统性风险VaR和银行系统性风险ES。这两个测度能够捕捉到银行间网络损失的尾部特征,解决了对比随机冲击结果无法反映银行系统性风险的问题。其次,在模拟实验中,本文利用真实银行间网络结构参数,对模拟的三种银行间网络进行校准,保证了研究结论真实性和可靠性。最后,在模拟实验中发现:(1)外部冲击会引发违约传染的连锁反应,并导致银行间网络损失分布从近似正态分布转变成尖峰厚尾分布,最后变成双峰分布。(2)网络集中度越高发生违约传染连锁反应的概率越小,但是传染的破坏力会更大。(3)银行间网络的潜在传染作用会极大的放大银行系统的风险,而且违约传染效应是呈指数增长的。     

A mathematical model for industrial project evaluation

Different approaches to the evaluation of alternative industrial projects range from listing of subjective factors for use as guidelines on the one hand to construction of mathematical models with quantitative objective data on the other. This paper presents the method of developing a comprehensive model with all relevant factors, both subjective and objective. The approach used here is to identify and evaluate all important objective and subjective factors on consideration of the macro-level national objectives as well as the micro-economic investment criteria for each alternative project, and to convert them into consistent and dimensionless indices which are finally combined together to yield the appropriate project measure of utility in each case for comprehensive evaluation. Thus, the model, presented here, can provide a new tool for industrial project evaluation and also for establishing priorities among projects competing for allocation of resources.     

Capital investment evaluation for the multinational firm

In their profit-seeking activities, multinational corporations have global opportunities to evaluate as well as increased risks and complexities to contend with. Hence, there is a significant need for the development of robust models to handle the new dimensions faced by firms functioning in an international environment. Particularly, in capital budgeting where decisions are made regarding the long-run livelihood and performance of the firm, it is essential to analyze carefully and to reflect adequately all of the critical variables. The great number of relevant variables, their significant interrelationships, and the high degree of uncertainty render mathematical optimization models extremely complex or infeasible to solve within reasonable computer memory or time limitations. To overcome these shortcomings and to arrive at an economically rational treatment of the capital budgeting problem, a “Hertz-type” simulation model is formulated for the multinational firm. The important international variables—foreign exchange rates, foreign tax methodology, host government controls, and other social, economic and political factors—are reflected in the model. A two stage approach is utilized: first, investment projects are analyzed by the subsidiary and if they pass this first screening they are proposed for the parent's consideration; second, the parent evaluates the attractiveness of projects from its point of view and ranks proposals for acceptance considering all global opportunities. The model is designed so that sensitivity analysis can be easily performed.     

Efficient accuracy evaluation for multi-modal sensed data

Data accuracy is an important aspect in sensed data quality. Thus one necessary task for data quality management is to evaluate the accuracy of sensed data. However, to our best knowledge, neither measure nor effective methods for the accuracy evaluation are proposed for multi-typed sensed data. To address the problem for accuracy evaluation, we propose a systematic method. With MSE, a parameter to measure the accuracy in statistics, we design the accuracy evaluation framework for multi-modal data. Within this framework, we classify data types into three categories and develop accuracy evaluation algorithms for each category in cases of in presence and absence of true values. Extensive experimental results show the efficiency and effectiveness of our proposed framework and algorithms.     

Multicriteria decision support for global e-government evaluation

E-government refers to the use of information and communication technologies (ICT) by governments to provide digital services to citizens and businesses over the Internet, at local, national or international level. Benchmarking and assessing e-government is therefore necessary to monitor performance and progress by individual countries and identify areas for improvement. Although such measurements have already been initiated by various organizations, they scarcely highlight the multidimensional nature of the assessment. This paper outlines a multicriteria methodology to evaluate e-government using a system of eight evaluation criteria that are built on four points of view: (1) infrastructures, (2) investments, (3) e-processes, and (4) users’ attitude. The overall evaluation is obtained through an additive value model which is assessed with the involvement of a single decision maker–evaluator and the use of a multicriteria ordinal regression approach. Specifically, the UTA II method is used, whose interactive application process is divided in two phases. Its implementation is supported by MIIDAS (multicriteria interactive intelligent decision aiding system). This research work aims at supporting potential stakeholders to perform a global e-government evaluation, based on their own viewpoints and preferences. Finally, 21 European countries are evaluated and ranked considering the latest criteria data.     

Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

We derive the asymptotic sampling distribution of various estimators frequently used to order distributions in terms of poverty, welfare, and inequality. This includes estimators of most of the poverty indices currently in use, as well as estimators of the curves used to infer stochastic dominance of any order. These curves can be used to determine whether poverty, inequality, or social welfare is greater in one distribution than in another for general classes of indices and for ranges of possible poverty lines. We also derive the sampling distribution of the maximal poverty lines up to which we may confidently assert that poverty is greater in one distribution than in another. The sampling distribution of convenient dual estimators for the measurement of poverty is also established. The statistical results are established for deterministic or stochastic poverty lines as well as for paired or independent samples of incomes. Our results are briefly illustrated using data for four countries drawn from the Luxembourg Income Study data bases.     

A multicriteria decision analysis model for faculty evaluation

In the context of increasing demands for social and financial accountability of universities, the required implementation of transparent faculty evaluation systems constitutes a challenge and an opportunity for universities strategically aligning the activity of academic staff with the university goals. However, despite growing interest in the performance appraisal of faculty, only a few reported studies propose models that cover the full range of academic activities and the models in use are typically based on ad hoc scoring systems that lack theoretical soundness. This article approaches faculty evaluation from an innovative comprehensive perspective. Based on the concepts and methods of multiple criteria value measurement, it proposes a new faculty evaluation model that addresses the whole range of academic activities and can be applied within and across distinct scientific areas, while respecting their specificities. Constructed through a socio-technical process, the model was designed for and adopted by the Instituto Superior Técnico, the engineering school of the Technical University of Lisbon. The model has a two-level hierarchical additive structure, with top-level evaluation areas specified by second-level evaluation criteria. A bottom non-additive third level accounts for the quantitative and qualitative dimensions of academic activity related to each evaluation criterion. The model allows (a) the comparison of the performance of academic staff with performance targets reflecting the strategic policy concerns of university management; (b) the definition of the multicriteria value profile of each faculty member at the top level of the evaluation areas; (c) the computation of an overall value score for each faculty member, through an optimisation procedure that makes use of a flexible system of weights and (d) the assignment of faculty members to rating categories.     

Comparative evaluation of genetic algorithms for job-shop scheduling

Many optimization problems from the industrial engineering world, in particular the manufacturing systems, are very complex in nature and quite hard to solve by conventional optimization techniques. There has been increasing interest in imitating living beings to solve such kinds of hard optimization problems. Simulating the natural evolutionary process of human beings results in stochastic optimization tech niques called evolutionary algorithms, which can often outperform conventional optimization methods when applied to difficult real-world problems. There are currently three main avenues of this research: genetic algorithms (GAs), evolutionary programming (EP) and evolution strategies (ESs). Among them, genetic algorithms are perhaps the most widely known types of evolutionary algorithms today. During the past years, several GAs for the job-shop scheduling problems have been proposed, each with different chromosome representation. In this paper, the different GAs are collected from the literature and an attempt has been made to evaluate them. The benchmark problems available in open literature are used for evaluation and the performance measure considered is makespan. The algorithms are coded in C+ +.     

基于危机条件概率的系统性风险度量研究

2007年次贷危机的爆发,令系统性风险的度量受到了广泛关注,但是目前常用的度量方法存在多种问题,不能较好地反映金融业系统性风险的实时变化。本文提出一种新的系统性风险度量方法——危机条件概率（Conditional Probability of Crisis,CPC）,将系统性风险定义为单个金融机构发生危机导致整个金融系统也陷入危机的概率,可以利用股票收益的下尾相关性计算得出。该方法概念清晰,较好地体现了系统性风险的内涵,并且可得到实时更新的系统性风险。实证基于中国49家上市金融机构的股票价格数据,得出了2007-2016年我国金融业及金融子行业系统性风险。结果显示：2014年下半年以来,中国整个金融行业的系统性风险呈明显上升的趋势,目前甚至已经显著高于次贷危机时期;证券业系统性风险在样本时间范围内一直呈显著上升趋势;银行业对金融行业的影响最大,证券业和保险业的影响力也在逐步上升。     

我国企业内部冲突状态的评价测度模型

本文采用Fuzy集合论与AHP法相结合的思路,对企业内部冲突状态进行综合量化测度,建立了一个定量测度我国企业内部冲突状态的数学模型---二级模糊层次综合评判模型。     

供应链绩效评价指标体系与评价方法研究

供应链管理(SCM)与现行企业模式有较大区别,其绩效评价指标体系的建立与评价方法也就有其特殊性,目前这方面的研究还略显不足。本文在综合分析现有的SCM评价指标体系的基础上,初步建立了一套适合我国SCM绩效评价的指标体系。同时,给出了SCM绩效评价的多级动态模糊综合评价方法。     

Critical Aspects of Organizational Learning Research and Proposals for Its Measurement

Based on an extensive literature review, this paper reveals several gaps in organizational learning (OL) research that need filling before we can really talk about a theory of organizational learning or verify the traits and very existence of learning organizations (LO) as a phenomenon. The critique, however, is not targeted at any single model or theory of organizational learning, but at theory building, which constantly drifts away with new definitions and approaches that break up rather than construct a theory. Despite the fact that numerous consultation tools for turning organizations into learning models have been developed and applied, the concept of organizational learning itself still remains vague and there is an urgent need for a holistic model of OL. Too much emphasis is put on studying the learning of individuals instead of concentrating on the learning of organizations. Since the theory is highly dispersed and does not really build on earlier findings, rich empirical studies are needed in order to validate measures of organizational learning. Modelling of the organizational learning process and clarification of how learning of individuals is turned into learning of organizations is needed. This paper introduces one set of OL measures developed to study whether organizational learning occurred during the operational and business culture change process of a single case company. Suggestions for further OL research are made on the basis of experiences gained when empirically testing this model.