建筑公司物资采购管理系统的设计与实现

针对目前国内建筑公司物资采购信息化过程中存在的不足之处,建立基于Web的集成物资采购管理系统,详细介绍了物资采购管理系统的解决方案、功能设计和体系结构设计.提出了一种基于UML的,以页为基本单位的系统分析设计方法.     

Upper bounds of proper connection number of graphs

A total weighting of a graph G is a mapping \(\phi \) that assigns a weight to each vertex and each edge of G. The vertex-sum of \(v \in V(G)\) with respect to \(\phi \) is \(S_{\phi }(v)=\sum _{e\in E(v)}\phi (e)+\phi (v)\). A total weighting is proper if adjacent vertices have distinct vertex-sums. A graph \(G=(V,E)\) is called \((k,k')\)-choosable if the following is true: If each vertex x is assigned a set L(x) of k real numbers, and each edge e is assigned a set L(e) of \(k'\) real numbers, then there is a proper total weighting \(\phi \) with \(\phi (y)\in L(y)\) for any \(y \in V \cup E\). In this paper, we prove that for any graph \(G\ne K_1\), the Mycielski graph of G is (1,4)-choosable. Moreover, we give some sufficient conditions for the Mycielski graph of G to be (1,3)-choosable. In particular, our result implies that if G is a complete bipartite graph, a complete graph, a tree, a subcubic graph, a fan, a wheel, a Halin graph, or a grid, then the Mycielski graph of G is (1,3)-choosable.     

Integrating Entropy‐Based Naïve Bayes and GIS for Spatial Evaluation of Flood Hazard

Regional flood risk caused by intensive rainfall under extreme climate conditions has increasingly attracted global attention. Mapping and evaluation of flood hazard are vital parts in flood risk assessment. This study develops an integrated framework for estimating spatial likelihood of flood hazard by coupling weighted naïve Bayes (WNB), geographic information system, and remote sensing. The north part of Fitzroy River Basin in Queensland, Australia, was selected as a case study site. The environmental indices, including extreme rainfall, evapotranspiration, net‐water index, soil water retention, elevation, slope, drainage proximity, and density, were generated from spatial data representing climate, soil, vegetation, hydrology, and topography. These indices were weighted using the statistics‐based entropy method. The weighted indices were input into the WNB‐based model to delineate a regional flood risk map that indicates the likelihood of flood occurrence. The resultant map was validated by the maximum inundation extent extracted from moderate resolution imaging spectroradiometer (MODIS) imagery. The evaluation results, including mapping and evaluation of the distribution of flood hazard, are helpful in guiding flood inundation disaster responses for the region. The novel approach presented consists of weighted grid data, image‐based sampling and validation, cell‐by‐cell probability inferring and spatial mapping. It is superior to an existing spatial naive Bayes (NB) method for regional flood hazard assessment. It can also be extended to other likelihood‐related environmental hazard studies.     

日内高频状态下信息冲击驱动跳跃模式研究

本文基于等成交量划分采样时段的日内知情交易概率计算方法,构建测度日内高频状态下信息冲击的双维度指标,并结合BNS理论框架下的日内跳跃识别方法,从更为微观的视角考察了中国A股市场日内信息冲击驱动跳跃行为的模式。实证结果表明,日内信息冲击对于跳跃的发生具有一定的驱动作用并且没有公司规模效应,进一步研究发现跳跃幅度随着信息冲击双维度指标的增大而增大的变化模式。     

酒店网上预订价格离差实证研究——以北京、上海和广州三地为例

本文跟踪收集了2005年6月9日到2006年7月31日中国北京、上海和广州三地11个网站、23家不同星级酒店网上预订的相关数据,分别从房型、酒店星级、地域和时间四个维度进行了分析.结果表明:房型、酒店星级、地域和时间对网上酒店预订价格离差具有显著的影响,其中酒店星级的影响最大,而且房型、酒店星级和地域三个因素其影响并不随时间发生变化;北京、上海和广州三地在网上酒店预订价格离差上存在差异,上海的网上酒店预订价格离差最大,而北京与广州的差别不显著.     

Incentives for information sharing in duopoly with capacity constraints

We study the ex ante incentives for firms to share their private information in a Cournot duopoly with capacity constraints. In both demand and cost information sharing games, we show that the incentives can be reversed when some equilibrium solutions are binding on capacity. Especially, we identify some conditions under which partial information sharing is the dominant strategy under both games. Numerical examples are provided for illustration. In addition, we show that information sharing does not necessarily increase social welfare.     

基于非参数与L-Moment估计的股市动态极值ES风险测度研究

通过运用带宽非参数方法、AR-GARCH模型对时间序列的条件均值、条件波动性进行建模估计出标准残差序列,再运用L-Moment与MLE(maximum Likelihood estimation)估计标准残差的尾部的GPD参数,进而运用实验方法测度出风险VaR(value at Risk)及ES(ExpectedShortfall),最后运用Back-Testing方法检验测度准确性。结果表明,基于带宽的非参数估计模型比GARCH簇模型在测度ES上具有更高的可靠性;基于非参数模型与L-Moment的风险测度模型能够有效测度沪深股市的动态VaR与ES。     

Optimal Design of a Pharmaceutical Price–Volume Agreement Under Asymmetric Information About Expected Market Size

Price–volume agreements are commonly negotiated between drug manufacturers and third‐party payers for drugs. In one form a drug manufacturer pays a rebate to the payer on a portion of sales in excess of a specified threshold. We examine the optimal design of such an agreement under complete and asymmetric information about demand. We consider two types of uncertainty: information asymmetry, defined as the payer's uncertainty about mean demand; and market uncertainty, defined as both parties' uncertainty about true demand. We investigate the optimal contract design in the presence of asymmetric information. We find that an incentive compatible contract always exists; that the optimal price is decreasing in expected market size, while the rebate may be increasing or decreasing in expected market size; that the optimal contract for a manufacturer with the highest possible demand would include no rebate; and, in a special case, if the average reservation profit is non‐decreasing in expected market size, then the optimal contract includes no rebates for all manufacturers. Our analysis suggests that price–volume agreements with a rebate rate of 100% are not likely to be optimal if payers have the ability to negotiate prices as part of the agreement.     

Estimating the Probability of Rare Events Occurring Using a Local Model Averaging

In statistical applications, logistic regression is a popular method for analyzing binary data accompanied by explanatory variables. But when one of the two outcomes is rare, the estimation of model parameters has been shown to be severely biased and hence estimating the probability of rare events occurring based on a logistic regression model would be inaccurate. In this article, we focus on estimating the probability of rare events occurring based on logistic regression models. Instead of selecting a best model, we propose a local model averaging procedure based on a data perturbation technique applied to different information criteria to obtain different probability estimates of rare events occurring. Then an approximately unbiased estimator of Kullback‐Leibler loss is used to choose the best one among them. We design complete simulations to show the effectiveness of our approach. For illustration, a necrotizing enterocolitis (NEC) data set is analyzed.     

海盗罪的国际法规制

为了打击海盗行为，16世纪以后，西方各国逐渐形成了关于海盗罪的国际习惯法体系。进入20世纪，国际社会开始致力于将惩治海盗的习惯法法典化。《尼翁协定》及《尼翁补充协定》是前期的主要成果。二战结束后，国际社会制定了《日内瓦公海公约》和《联合国海洋法公约》，对海盗罪的定义、构成要件及执法权限等作出了明确规定。上世纪80年代后，国际海事组织又制定了《制止危及海上航行安全非法行为公约》、《关于海盗和海上暴力行为的示范国内法》等富于操作性的法律文件。