研发型战略联盟风险预警机制研究

研发型联盟对风险的识别和预警直接决定了研发活动的成败。本文针对研发型联盟面临的风险进行了风险预警设计,首先依据风险的来源划分了联盟可能面临的风险种类,其次明确了联盟风险识别程序;在此基础上,构建了包含六元素(目标、文化、方法、组织、信息、过程)的研发型战略联盟风险预警模式,六个元素构成了风险预警的有机整体,运用管理熵理论对研发联盟风险预警度量进行了量化处理,以熵权从内外两个来源确定联盟的风险度量,并以传递熵概念来明确预警信号指标的准确性,给出了一个较为完整和准确的量化预警模型,以期利于联盟决策者的风险防范应对策略制定。     

企业财务预警模型:理论回顾及其评论

企业财务预警模型是二十世纪三十年代以来进行企业财务危机有效预测的重要的数量工具。将其代际关系的演进轨迹进行科学有序的梳理,同时进行客观的评价,以便有效的运用这种定量技术工具,是十分必要的。     

基于熵理论的供应链稳定性预警分析

本文用熵理论从资源的角度对供应链的稳定性进行预警分析.首先给出了单种资源的熵的计算表达式及其熵值的含义.然后用资源的权重对多种资源的熵进行集结得到供应链的资源熵,再从供应链上下游企业之间供给和需求匹配的角度给出了供应链资源匹配熵的概念及其度量表达式,并将资源熵与匹配熵相结合建立供应链稳定性的预警机制.最后进行了算例分析并提出了资源熵概念对供应链管理的启示.     

Earthquake Beliefs and Adoption of Seismic Hazard Adjustments

This study investigated the prevalence of both accurate and erroneous earthquake-related beliefs among a sample of Southern California college students and the relationship between their endorsement of earthquake beliefs and adoption of seismic hazard adjustments. In addition, the study examined the effects of an experimental earthquake education program and the impact of need for cognition on this program. The data revealed a significant degree of agreement with earthquake myths, a generally low level of correlation between earthquake beliefs and the level of hazard adjustments, and a significant effect of hazard information on the endorsement of accurate earthquake beliefs and increases in hazard adjustment. Compared with the "Earthquake Facts (Only)" format, an "Earthquake Myths versus Facts" format was slightly more useful for dispelling erroneous beliefs. Further, there was a tendency for those who were high in need for cognition to have higher levels of hazard adjustment. Finally, there was weak support for the hypothesis that those who were low in need for cognition would develop more accurate earthquake beliefs and higher levels of hazard adjustment in the "Earthquake Myths versus Facts" information condition.     

项目投资区域风险的识别与预警模式研究

研究指出了项目投资区域风险识别与预警的重要意义,利用聚类分析法系统识别了项目投资所面临的六类区域风险;研究建立了基于界面集成的项目投资区域风险的预警模式,强调战略、组织、方法、信息、文化和过程六要素的有机融合;并基于管理熵理论进一步分析了该预警模式的耦合关系,实现了对区域风险警度的量化。     

基于VaR的我国商品期货市场风险的预警研究

本文以郑州商品交易所的硬麦期货和上海期货交易所的铜期货为例,构造了期货合约收益率连续时间序列,计算了序列的VaR值,对预测结果的有效性进行了检验,并提出了将VaR曲线和保证金水平相结合的方法,对商品期货市场风险进行单指标预警.     

基于ODR-ADASYN-SVM的极端金融风险预警研究

针对合成少数类过采样(synthetic minority over-sampling technique,SMOTE)方法在提升支持向量机(support vector machine,SVM)的非均衡样本学习能力中出现的过拟合(over fitting),引入自适应合成抽样方法(adaptive synthetic sampling approach,ADASYN)和逐级优化递减欠采样方法(optimization of decreasing reduction,ODR)分别克服SMOTE在生成新样本中的盲目性和在处理对象上的局限性,进而与SVM相结合,构造出改进SVM,即ODR-ADASYN-SVM模型来预测中国极端金融风险;最后运用T检验对各模型预测精度的差异性进行显著性检验以及对各模型的预测稳定性进行评价.实证结果表明,ODR-ADASYN-SVM模型不仅能够显著地提升SVM的非均衡样本学习能力,同时也能够有效地克服SMOTE的过拟合,从而展示出优越的极端金融风险预测性能.     

不确定性支持向量分类预警算法

支持向量分类从理论上可以保证好的预警外推能力。但历史警度的确定是一个十分棘手的问题。论文提出了不确定性支持向量分类预警方法。将支持向量分类预警问题转化为各个历史样本的惩罚系数的合理变化,从而大大减少了约束的个数,体现了专家决策在预警系统的作用。不仅实现了专家意见的综合,而且是对SVM理论本身的拓广。证明了模糊支持向量机是不确定性支持向量分类的特例,从而给出了模糊支持向量机的确切含义。数据试验表明,未确知支持向量分类预警方法具有一定的实际应用价值。     

基于灰色系统建模技术的人体疾病早期预测预警研究

传统健康体检主要通过对单次体检指标进行横向比较和静态分析,忽略个体差异,纯粹从指标高低来判断体检者健康状况与身体状态,难以及时发现体检者可能存在的疾病隐患。由于个体体检指标具有样本量小、信息不确定、数据类型异构、影响因素构成复杂等特征,传统以大样本为基础的数学模型均难以适应此类小数据系统的建模要求。为此,通过建立适用于人体主要指标趋势预测的灰色系统模型(简称HIGM(1,1)模型),实现对人体主要健康指标的动态建模与趋势分析,从而可以掌握体检者未来一段时间身体指标的变化趋势及可能存在的疾病隐患。研究成果对提升体检效果、强化体检意义,促进灰色理论与现实问题的有效对接等方面,均具有积极意义。     

重要数据跨境流动背景下风险路径的识别与分级

重要数据的跨境流动引发了数据安全、国家安全等风险挑战。风险路径的识别和分级是对重要数据跨境流动进行预警管理的重要内容。本文基于复杂网络中的二分网络模型,对重要数据的跨境流动进行研究。首先,通过重要数据跨境流动的二分网络和关联网络识别风险路径;其次,构建基于网络结构和接收节点属性的目标风险路径方法以计算其风险值;最后,对我国某重要行业跨境流动的数据开展实证分析,验证算法的有效性和精准度。本文旨在为重要数据跨境流动的预警管理提供量化方法,有效预防重要数据跨境流动带来的风险,提升我国数据治理能力。     

电视广告决策支持系统

本文从分析广告运作决策中关键的问题入手,提出了支持电视广告决策的数学模型,定义了电视广告影响力指数,在此基础上进行了电视广告决策支持系统的建立,为电视广告决策人员进行科学的决策提供了一种辅助工具。     

Temporal Resolution of Uncertainty and Recursive Models of Ambiguity Aversion

Dynamic models of ambiguity aversion are increasingly popular in applied work. This paper shows that there is a strong interdependence in such models between the ambiguity attitude and the preference for the timing of the resolution of uncertainty, as defined by the classic work of Kreps and Porteus (1978). The modeling choices made in the domain of ambiguity aversion influence the set of modeling choices available in the domain of timing attitudes. The main result is that the only model of ambiguity aversion that exhibits indifference to timing is the maxmin expected utility of Gilboa and Schmeidler (1989). This paper examines the structure of the timing nonindifference implied by the other commonly used models of ambiguity aversion. This paper also characterizes the indifference to long‐run risk, a notion introduced by Duffie and Epstein (1992). The interdependence of ambiguity and timing that this paper identifies is of interest both conceptually and practically—especially for economists using these models in applications.     

地方政府行政监督实效测评实证研究

行政监督现状分析与实效测评是建设服务型政府、完善公共服务体系和提升行政监督实效的现实需要和客观要求。本文从探讨行政监督实效测评的价值取向入手,初步构建行政监督实效测评的指标和测量体系,以某省行政监督实效为例,对实效测评指标体系设计、量表编制、问卷设计、问卷检验、调查方法、数据整理与样本分析以及相关的研究工具、结论等方面进行了实证分析,以期为提升行政监督实效提供政策依据,为地方政府行政效能建设提供支持。     

基于改进自适应最优分割法的风险预警区间模型研究——针对重大突发公共卫生事件

重大突发公共卫生事件,譬如新型冠状病毒疫情,严重危害着世界各国人民的生命安全,风险预警是构建重大突发公共卫生事件风险预警管控体系的关键所在,而其风险预警区间的精准确定是关乎预警等级的关键问题。基于自适应最优分割模型,引入熵值法计算各指标权重,采用多种函数拟合识别函数特征,构建了改进的自适应最优分割模型,定量科学划分了重大突发公共卫生事件风险预警区间。通过结合实际案例,应用Matlab软件进行仿真,验证了预警区间的吻合度,为构建重大突发公共卫生事件风险预警防控提供了理论参考。     

Predicting Loss of Life in Cases of Dam Failure and Flash Flood

This paper improves upon previous attempts to predict loss of life (LOL) from severe flooding events. An expression for LOL in terms of warning time (WT), the size of the population at risk (PAR), and the forcefulness of the flood waters (Force) is derived from the historical record of dam failures and flash flood cases via logistic regression. There is no evidence for an effect of prior flooding experience or an interaction between WT and PAR, as has been suggested elsewhere. Guidelines are suggested for the proper use of the final equations and the findings are discussed in relation to a theoretical model of flood fatalities.     

基于投入-产出模型的灾后经济非均衡与路径恢复研究

由于现有的投入-产出(IO)模型不能很好地模拟灾后经济出现的非均衡状态,因此在开放的IO模型(x=Ax+f)中引入劳动力市场(L=lx)并重建封闭模型(x=M·x),可以更好地通过经济系统内部劳动力与最终需求和总产出之间的内在联系,反映灾后经济循环流网络的非均衡状态,为恢复重建建立起点。本文在前人的研究基础上,完善了封闭IO模型中真实工资F矩阵的计算方法;通过在IO模型中引入灾害损失系数模拟灾后经济的非均衡状态,并以情境分析的方法寻找灾后可能的恢复路径;接着以2007年四川省投入-产出表计算2008年汶川地震造成的产出损失并模拟了可能的恢复路径,验证了模型的有效性。研究结果表明,该模型可以为政府在发生大灾后迅速找到恢复"瓶颈"、做出科学重建决策提供理论依据。     

An Empirical Analysis of Rock Climbers' Response to Hazard Warnings

This paper reports the results of a field test of the hazard warning system used in rock climbing. The system is succinct; it differentiates between magnitudes of hazard; and it establishes a "warnings vocabulary." The empirical hazard response models include an "individuating factor," which influences the likelihood of injury, and the severity of injury as independent variables. The models indicate that climbers do assess a "personal" probability of injury and incorporate the hazard warning message when choosing climbing routes. Climbers of greater technical ability are more likely to climb hazardous routes, but they mitigate the likelihood of the hazardous outcome by reducing the technical difficulty of the hazardous route chosen. The response increases with the degree of hazard involved.