Using expected values to simplify decision making under uncertainty

A simulation study examines the impact of a simplification strategy that replaces distributional attribute evaluations with their expected values and uses those expectations in an additive value model. Several alternate simplified forms and approximation approaches are investigated, with results showing that in general the simplified models are able to provide acceptable performance that is fairly robust to a variety of internal and external environmental changes, including changes to the distributional forms of the attribute evaluations, errors in the assessment of the expected values, and problem size. Certain of the simplified models are shown to be highly sensitive to the form of the underlying preference functions, and in particular to extreme non-linearity in these preferences.     

Incorporating preference information in interactive reference point methods for multiobjective optimization

In this paper, we introduce new ways of utilizing preference information specified by the decision maker in interactive reference point based methods. A reference point consists of desirable values for each objective function. The idea is to take the desires of the decision maker into account more closely when projecting the reference point onto the set of nondominated solutions. In this way we can support the decision maker in finding the most satisfactory solutions faster. In practice, we adjust the weights in the achievement scalarizing function that projects the reference point. We identify different cases depending on the amount of additional information available and demonstrate the cases with examples. Finally, we summarize results of extensive computational tests that give evidence of the efficiency of the ideas proposed.     

群体交互记忆系统成因机制研究

在调研84个知识团队,共338名成员的基础上,以共享心智模型和行为信任为中介变量,从团队成员的专长、任务和人际3个方面的特性出发,构建了一个“环境基础-内化条件-知识系统”的整合模型.研究结果显示,团队成员的专长异质性、任务互依性和关系强度对交互式记忆系统产生正向影响.共享心智模型和行为信任完全中介了专长异质性和任务互依性对交互记忆系统的作用,部分中介了关系强度对交互记忆系统的影响.在控制变量中,团队规模对交互记忆系统存在负向影响,团队历史和任务复杂性对交互记忆系统具有正向影响.     

企业与非营利组织社会联盟实施战略分析

依托资源依赖、组织学习、新制度主义等视角,在识别企业与非营利组织社会联盟构成维度和类型的基础上,探索了企业与非营利组织社会联盟实施战略的决策依据和过程,构建“初始条件-治理过程-联盟绩效”的整体研究框架,并识别出可能影响联盟战略实施的情境特征.     

Strategy as engagement: What organization strategy can learn from military strategy

Strategy process and practice research has illuminated the internal dynamics of strategy work – at the cost of backgrounding processes and practices that relate to engagement with external actors. In this conceptual paper, we argue for an extension of this body of work by shifting the focus of research from internal practices and processes towards externally oriented practices of engagement. We do so by critically building on the military strategy literature and develop the concept of strategy as engagement. This concept suggests understanding the role of strategy as bridge between policy and tactics; the importance of grand strategy as the making of policy; and the need to focus attention on tactics as distributed collective action. Thus, we contribute to strategy process and practice research through 1) extending its repertoire to practices of engagement and 2) broadening its epistemic foundation through a critical reading of military strategy.     

From a dyadic to a triadic perspective: Divestiture research implications for understanding pre- and post-acquisition processes

Acquisition and divestiture studies remain surprisingly disconnected, although both fields address corporate restructuring modes that are tightly linked. Acquisitions entail buying a business that another company divests or even, in many cases, a subsequent sale of formerly acquired activities. In this paper, we adopt a seller perspective, explore cross-fertilization areas, and identify important complementary and challenging insights that divesture research can bring to acquisition research. Focusing on sell-off, a major divesture type that is considered symmetrical to an acquisition, we discuss how divestiture research can shed novel light on pre- and post-acquisition stakeholders and processes. We propose two ways in which a divestiture perspective invites rethinking: 1) regarding actors, by stressing the need to consider triadic (divester–target–acquirer) rather than dyadic configurations (target–acquirer) and 2) regarding processes and time, by enlarging the temporal horizon of acquisition processes by divestiture processes, which precede but also sometimes exceed the acquisition. We contribute to acquisition research by providing a fresh look at stakeholder and process perspectives and identifying important future research avenues.     

基于Hawkes过程的国际原油市场与中国股票市场大幅波动联动性研究

考虑国际原油市场与中国股票市场之间的大幅波动存在联动性,本文采用二维标值Hawkes模型对2007年至2019年8月的布伦特原油期货和沪深300指数的日度数据中大幅波动的单市场延续和跨市场传染的传播特性进行建模。实证结果表明：(1)Hawkes过程可以较好地拟合国际原油和中国股市之间大幅波动的自激发和互激发效应,并捕捉资产收益率在时间和空间上的聚集性、持续性和溢出性;(2)原油市场和中国股市的大幅波动均存在较强的自激发效应;(3)原油市场和中国股市之间大幅波动的互激发效应具有统计意义上的显著性,但在实际影响方面相比于自激发效应更为微弱。本研究对股票市场建设、资产配置和风险防范均有一定意义。     

基于体积比的多元过程能力指数的Taam算法的改进

随着多元统计过程控制技术的大量应用,多元过程能力指数的定量计算问题受到广泛关注。由于多元过程的复杂性,计算多元过程能力指数一直是一项较为困难的工作,至今尚未形成具有普遍适用性的计算方法。本文对多元过程能力指数的研究文献和当前进展进行了梳理和分析,重点研究了基于体积比的多元过程能力指数的Taam算法,分析了Taam算法存在的主要问题,提出了本文的改进算法,并利用一个经典实例对改进效果进行了对比分析。测算结果表明,Taam算法确实存在内在缺陷,本文的改进算法更为可靠。     

Fisher's Information for Discretely Sampled Lévy Processes

This paper studies the asymptotic behavior of Fisher's information for a Lévy process discretely sampled at an increasing frequency. As a result, we derive the optimal rates of convergence of efficient estimators of the different parameters of the process and show that the rates are often nonstandard and differ across parameters. We also show that it is possible to distinguish the continuous part of the process from its jumps part, and even different types of jumps from one another.