Machine learning for multi-criteria inventory classification applied to intermittent demand

Multi-criteria inventory classification groups inventory items into classes, each of which is managed by a specific re-order policy according to its priority. However, the tasks of inventory classification and control are not carried out jointly if the classification criteria and the classification approach are not robustly established from an inventory-cost perspective. Exhaustive simulations at the single item level of the inventory system would directly solve this issue by searching for the best re-order policy per item, thus achieving the subsequent optimal classification without resorting to any multi-criteria classification method. However, this would be very time-consuming in real settings, where a large number of items need to be managed simultaneously.

In this article, a reduction in simulation effort is achieved by extracting from the population of items a sample on which to perform an exhaustive search of best re-order policies per item; the lowest cost classification of in-sample items is, therefore, achieved. Then, in line with the increasing need for ICT tools in the production management of Industry 4.0 systems, supervised classifiers from the machine learning research field (i.e. support vector machines with a Gaussian kernel and deep neural networks) are trained on these in-sample items to learn to classify the out-of-sample items solely based on the values they show on the features (i.e. classification criteria). The inventory system adopted here is suitable for intermittent demands, but it may also suit non-intermittent demands, thus providing great flexibility. The experimental analysis of two large datasets showed an excellent accuracy, which suggests that machine learning classifiers could be implemented in advanced inventory classification systems.     

基于债务协商视角的债转股定量研究

针对我国政府、企业和银行等金融机构共同关注的债转股问题,基于债务协商谈判思想,建立部分债务股权互换模型,计算公司证券价格,探讨了债转股对公司价值、破产概率、破产损失成本和资本结构的影响,给出了银行等债权人愿意债转股的充分条件。结果表明：在事先破产清算协议贷款下,事后全部债转股总能提高公司股权价值,但并不一定能提高债券价值。只有其协商谈判能力满足一定条件,公司债权人才愿意事后选择债转股,实现帕累托改进、提高社会福利水平。其次,在公司股东协商谈判能力的一定范围内,部分债转股能提高公司价值,其最优转股债息比例随着公司资产风险的增大而增加。再次,债转股能降低公司破产风险和破产损失成本,但同时也提高了债券风险溢价。最后,随着股东谈判能力增强,最优协商转股债务比例、杠杆率都减少,而债券风险溢价增大。本文所得结果对我国政府、企业和银行如何实施债转股提供理论参考和实践指导。     

联合订货区间值EOQ模型及变权Shapley值成本分摊方法

研究多个销售商企业组成联盟向一个供应商订购同种商品的联合订货问题。考虑到实际问题中很难预测到精确的需求,本文用区间表示单位时间需求量,研究允许缺货的销售商企业联合订货区间值EOQ模型,其中缺货完全回补。以联合订货平均成本最小为目标,结合连续有序加权集结算子求解出联合订货的周期、区间值订货量和区间值平均成本。定义变权Shapley值,给出区间值合作博弈的区间值变权Shapley值的求解方法,得出区间值变权Shapley值的表达式可直接利用相关联盟值的左、右端点计算得到。考虑联盟和局中人的相对重要性,结合需求率确定合成权重,提出基于区间值变权Shapley值的联合订货成本分摊方法。利用数值算例验证模型和方法的有效性。本文可为解决联合订货成本分摊问题提供决策参考。     

Hypothetical Fears and Quantitative Risk Analysis

Hypothetical fears are concepts, not quantities. Their conceptual nature makes impractical conventional quantitative risk analyses (QRA) based on benefit/cost/risk, so they become an unmeasured influence in national decision making. The decision process involves two steps, the Analytic Stage (QRA based) and the Priority Stage (resource allocation competition). This article suggests that a quantitative estimate of the social cost of fear reduction to acceptable levels be used as a surrogate QRA input to the Priority Stage.     

A Systematic Uncertainty Analysis of an Evaluative Fate and Exposure Model

Multimedia fate and exposure models are widely used to regulate the release of toxic chemicals, to set cleanup standards for contaminated sites, and to evaluate emissions in life-cycle assessment. CalTOX, one of these models, is used to calculate the potential dose, an outcome that is combined with the toxicity of the chemical to determine the Human Toxicity Potential (HTP), used to aggregate and compare emissions. The comprehensive assessment of the uncertainty in the potential dose calculation in this article serves to provide the information necessary to evaluate the reliability of decisions based on the HTP A framework for uncertainty analysis in multimedia risk assessment is proposed and evaluated with four types of uncertainty. Parameter uncertainty is assessed through Monte Carlo analysis. The variability in landscape parameters is assessed through a comparison of potential dose calculations for different regions in the United States. Decision rule uncertainty is explored through a comparison of the HTP values under open and closed system boundaries. Model uncertainty is evaluated through two case studies, one using alternative formulations for calculating the plant concentration and the other testing the steady state assumption for wet deposition. This investigation shows that steady state conditions for the removal of chemicals from the atmosphere are not appropriate and result in an underestimate of the potential dose for 25% of the 336 chemicals evaluated.     

需求率受推广努力水平影响的新能源汽车租赁系统协调契约

考虑由新能源汽车租赁企业和政府组成的二级系统,在需求率为随机且与推广努力水平相关的市场环境下,建立了新能源汽车租赁企业和政府之间的博弈模型,探讨了分散决策、集中决策、收益共享与成本共担契约下的最优车队配置和推广努力水平,并对三种情形下的最优决策进行了比较和分析。研究结果表明：在分散决策情况下无法实现系统协调,通过引入成本共担与收益共享组合契约,当契约参数满足一定条件时,该组合契约模型不仅可以实现系统协调而且可以使系统成员达到帕累托改进。最后通过算例分析,验证了模型了可靠性和有效性。     

需求分布规律变化情况下的报童订货策略

在需求分布规律变化情况下,报童在进行订货决策时会因为错误判断需求分布规律而导致期望库存成本增加。为了解决这一问题,本文集成传统历史需求信息和非传统需求信息以正确地认知需求分布规律,在此基础上决策订货量。假设需求服从均值不同、方差相同的两种类型的正态分布,每一种正态分布的概率已知。利用信号检测理论构建基于历史需求信息与需求分布概率的报童最优订货策略,并与只基于需求分布概率的直觉规则订货策略进行对比。结果表明：只要排除需求分布概率很大或很小两种极端情况,最优订货策略比直觉规则订货策略在控制期望库存成本方面的作用更明显,即利用历史需求信息可以有效修正报童对实际需求分布的检测结果,从而提高实际订货决策的准确性。研究结果对传统历史需求信息和非传统需求信息的集成以及需求信息交换等有一定的管理学启示和应用价值。     

基于双边减排成本信息不对称的排污权二级交易市场拍卖机制研究

本文构建了一个基于双边减排成本信息不对称的排污权二级交易市场拍卖模型,分析了统一价格、歧视价格及混合拍卖机制下卖方收益、排污权价格波动及排污权供给量差异,在此基础上给出了排污权二级交易市场最优拍卖机制,并进一步讨论了相关参数对最优拍卖机制的影响。结果表明：从收益最大化角度来看,最优的拍卖机制为歧视价格拍卖机制,但考虑到价格波动及排污权供给量等其他因素,排污权二级市场交易应选用混合拍卖机制。风险偏好变化对混合拍卖机制下卖方收益及价格波动的影响存在不确定性,当风险偏好超过某一阈值时,随着风险偏好程度增大,需求隐蔽效应占主导,收益及价格波动增大;相反,当风险偏好小于某一阈值时,随着风险偏好程度增大,竞争效应占主导,收益及价格波动减小。价格变动的供给影响系数对卖方收益的影响随买方参与人数的不同而不同。当买方参与人数较小时,需求隐蔽效应占主导,竞争效应不明显,随着价格变动的供给影响系数增大,混合拍卖机制下卖方的收益不断增加;当买方参与人数较大时,卖方收益同时受到需求隐蔽和竞争效应影响,随着价格变动的供给影响系数增大,收益呈先增大后减小趋势。随着价格变动的供给影响系数增大,价格波动呈先增大后减小趋势。     

基于银行监管资本的存款保险定价研究

结合存款保险定价的期权定价法和期望损失定价法,提出了利用银行破产时被保险存款的期望损失来定价存款保险的新思路,该方法的特点是存款保险定价不仅仅与银行资产的风险和收益有关,而且与银行资本持有状况和存款的参保比率有密切关系.通过理论推导得到了存款保险定价公式.运用极大似然估计方法与测算原理,实证研究了其敏感性、可行性与合理...     

一般竞争战略的逻辑基础重构

在评价波特的竞争战略理论、基本战略理论和相关实证研究科学性的重大缺陷的基础上,尝试建立在新的产业环境中发展竞争战略理论所必需的新的逻辑概念基础,给出了公司所在产业、参照产品和相对溢价的定义,以及成本领先战略和标歧立异战略的定义,修正了两种基本战略相容的经典条件,界定了低成本差异化战略,提出若干假设及推论供分析和实证检验。