金融工程中资产收益的连续时间模型评述

总结了在过去30年中金融资产收益连续时间模型的发展及主要成果,讨论了迄今连续时间模型参数估计的主要方法,其中特别讨论了MCMC方法;最后指出了现在和未来该领域研究所面临的主要课题。     

突发事件应急管理中公共财政应急机制探讨

本文通过对突发事件公共财政应对状况研究与实践的评述,结合国外公共财政应对突发事件的经验,分析我国公共财政应对过程中存在的问题,从宏观层面构建了我国公共财政的应急机制框架,最后借助云南大姚地震案例对公共财政应急框架进行了实证分析.     

Adoption of the mobile Internet: An empirical study of multimedia message service (MMS)

Multimedia message service (MMS) provides more multimedia communication with entertainment effects than current text-based short message service (SMS). While many reports indicate that the mobile Internet market will be huge, little is known about whether people will accept MMS. This study applies innovation diffusion theory to examine the factors that influence the adoption of MMS. The proposed model was empirically evaluated by using survey data collected from 207 users concerning their perceptions of MMS. The findings indicate that perceptions of use were different over innovation diffusion stages. Specifically, there was a significant difference between potential adopters and users. The results may provide further insights into MMS marketing strategies.     

The Alliance Experience Transfer Effect: The Case of Industry Convergence in the Telecommunications Equipment Industry

A central premise of the industry change literature is that firms change their strategic actions when an industry changes. Industry convergence (IC), the blending of boundaries between industries creating competition among firms that previously did not compete, is increasingly impacting many industries and is a salient case of industry change. Acquisitions are an important action shaping the course of IC because they trigger imitation and bandwagon effects further accelerating IC. This paper focuses on why and when learning from alliances reduces uncertainty resulting in acquisitions during IC: an ‘alliance experience transfer effect’. We demonstrate the utility of this mechanism for the substitution‐based form of IC that occurred between the telecommunications equipment and computer networking industries. Our key insight is that when the extent of IC is low there are significant transfer effects but, as the extent of IC increases, firms have access to an expanding volume and diversity of information sources that reduce uncertainty, thus weakening the transfer effect mechanism. We contribute to the alliance–acquisition relationship and learning literatures by demonstrating that the alliance experience transfer effect mechanism explains changes in firm strategic action (alliancing and acquiring) as the extent of IC changes. We also introduce a semi‐convergence perspective by directly measuring the extent of IC.     

Total completion time minimization in online hierarchical scheduling of unit-size jobs

This paper investigates an online hierarchical scheduling problem on m parallel identical machines. Our goal is to minimize the total completion time of all jobs. Each job has a unit processing time and a hierarchy. The job with a lower hierarchy can only be processed on the first machine and the job with a higher hierarchy can be processed on any one of m machines. We first show that the lower bound of this problem is at least \(1+\min \{\frac{1}{m}, \max \{\frac{2}{\lceil x\rceil +\frac{x}{\lceil x\rceil }+3}, \frac{2}{\lfloor x\rfloor +\frac{x}{\lfloor x\rfloor }+3}\}\), where \(x=\sqrt{2m+4}\). We then present a greedy algorithm with tight competitive ratio of \(1+\frac{2(m-1)}{m(\sqrt{4m-3}+1)}\). The competitive ratio is obtained in a way of analyzing the structure of the instance in the worst case, which is different from the most common method of competitive analysis. In particular, when \(m=2\), we propose an optimal online algorithm with competitive ratio of \(16\) \(/\) \(13\), which complements the previous result which provided an asymptotically optimal algorithm with competitive ratio of 1.1573 for the case where the number of jobs n is infinite, i.e., \(n\rightarrow \infty \).     

Hamiltonian numbers in oriented graphs

A hamiltonian walk of a digraph is a closed spanning directed walk with minimum length in the digraph. The length of a hamiltonian walk in a digraph D is called the hamiltonian number of D, denoted by h(D). In Chang and Tong (J Comb Optim 25:694–701, 2013), Chang and Tong proved that for a strongly connected digraph D of order n, \(n\le h(D)\le \lfloor \frac{(n+1)^2}{4} \rfloor \), and characterized the strongly connected digraphs of order n with hamiltonian number \(\lfloor \frac{(n+1)^2}{4} \rfloor \). In the paper, we characterized the strongly connected digraphs of order n with hamiltonian number \(\lfloor \frac{(n+1)^2}{4} \rfloor -1\) and show that for any triple of integers n, k and t with \(n\ge 5\), \(n\ge k\ge 3\) and \(t\ge 0\), there is a class of nonisomorphic digraphs with order n and hamiltonian number \(n(n-k+1)-t\).     

Two Variations of the Minimum Steiner Problem

Given a set S of starting vertices and a set T of terminating vertices in a graph G = (V,E) with non-negative weights on edges, the minimum Steiner network problem is to find a subgraph of G with the minimum total edge weight. In such a subgraph, we require that for each vertex s S and t T, there is a path from s to a terminating vertex as well as a path from a starting vertex to t. This problem can easily be proven NP-hard. For solving the minimum Steiner network problem, we first present an algorithm that runs in time and space that both are polynomial in n with constant degrees, but exponential in |S|+|T|, where n is the number of vertices in G. Then we present an algorithm that uses space that is quadratic in n and runs in time that is polynomial in n with a degree O(max {max {|S|,|T|}–2,min {|S|,|T|}–1}). In spite of this degree, we prove that the number of Steiner vertices in our solution can be as large as |S|+|T|–2. Our algorithm can enumerate all possible optimal solutions. The input graph G can either be undirected or directed acyclic. We also give a linear time algorithm for the special case when min {|S|,|T|} = 1 and max {|S|,|T|} = 2.The minimum union paths problem is similar to the minimum Steiner network problem except that we are given a set H of hitting vertices in G in addition to the sets of starting and terminating vertices. We want to find a subgraph of G with the minimum total edge weight such that the conditions required by the minimum Steiner network problem are satisfied as well as the condition that every hitting vertex is on a path from a starting vertex to a terminating vertex. Furthermore, G must be directed acyclic. For solving the minimum union paths problem, we also present algorithms that have a time and space tradeoff similar to algorithms for the minimum Steiner network problem. We also give a linear time algorithm for the special case when |S| = 1, |T| = 1 and |H| = 2.An extended abstract of part of this paper appears in Hsu et al. (1996).Supported in part by the National Science Foundation under Grants CCR-9309743 and INT-9207212, and by the Office of Naval Research under Grant No. N00014-93-1-0272.Supported in part by the National Science Council, Taiwan, ROC, under Grant No. NSC-83-0408-E-001-021.     

二茂铁的合成方法

本文总结了二茂铁从发现至今的七种合成方法,并简单评述了各种合成方法的优缺点。     

文姜小议

春秋时齐国女子文姜因性生活问题,遭到后人多方面的贬斥.文姜出嫁鲁国后,鲁国在齐鲁争强中逐渐失势,文姜数度以国君之礼与齐国国君会晤,协调齐鲁关系,增强了鲁国的实力和地位,但史家们却未给予应有的评价.本文认为,文姜不失为古代一位颇有才能的女外交家,不应以瑕掩瑜.     

Chinese version of the OSI: A validation study

This article examines the construct validity of the Occupational Stress Indicator (OSI) in its Chinese version as well as its criterion-oriented validity against self-reported data on absenteeism and accidents, using a final sample of 1054 workers in the Chinese manufacturing and power industries. The divergent and convergent validities of five of the OSI scales—Job satisfaction, Physical ill-health, Mental ill-health, Type A behaviour and Control—were examined by a multimethod-multitrait matrix technique. Results indicated that the Chinese OSI had fairly good validity in relation to other well-established measures as well as relevant organizational behaviours.