Dynamic factor models

Summary Factor models can cope with many variables without running into scarce degrees of freedom problems often faced in a regression-based analysis. In this article we review recent work on dynamic factor models that have become popular in macroeconomic policy analysis and forecasting. By means of an empirical application we demonstrate that these models turn out to be usefu in investigating macroeconomic problems.     

县域土地资源可持续利用系统动态仿真决策模型研究

从区域可持续发展理论出发 ,以系统动力学的理论与方法为系统分析和建模的主要方法 ,通过对县域人口、经济、环境与土地资源四者组成的开放的复杂系统分析 ,建立了土地资源利用系统主要因果关系图和土地资源利用动态流程图 ,并且构建了DYNAMO动态仿真模型 ,通过计算机实现了土地资源利用系统的政策分析和动态模拟 ,得出优化方案。     

古人对语法的动态性认识——汉魏晋注释书对名词的句法语义解析

据汉魏晋注释书对名词句法语义的解析,说明古人对语法的动态性有所认识;文章的材料与分析是对作者《中国古代语法学探究》一书中这个问题论述的补充;再次说明现代语法学理论建设,要重视继承古人的分析实践。     

论指数函数及其四则运算的并行算法

本文用指数函数建立双曲函数的并行串行最新算法     

轴销式少齿差行星齿轮传动研究

提出了一种能实现平行轴传动的新型轴销式少齿差行星齿轮机构，阐述了其基本结构、克服死点机理和运动几何条件．针对平面多曲柄输入机构中存在的虚约束，在运动副接触变形协调的基础上建立机构受力分析模型，对机构的受力状况进行了分析计算．     

First passage game

Appealing to the theory of stochastic games, a two-person, zero-sum first passage game, which may be viewed as a generalization of the first passage decision problem, is developed. In the first passage game, the players have stationary optional strategies and the values are unique and these can be computed using an algorithm for terminating stochastic games. It is also shown that the solution of a recurrence game is closely related to that of the first passage game. Finally, it is shown that a finite step stochastic game with nonstationary transition probabilities and payoffs can be converted to a first passage game whose solution yields a solution of the original finite step game. The first passage game so obtained has stationary transition probabilities and payoffs. Because of its special structure, the solution method reduces to a dynamic programming recursion in the context of games.     

Ordinal preference representations

Ordinal preferences have several advantages over the traditional cardinal expressions of preference. Three different representations of ordinal preferences useful in multi-participant modelling are presented, and their features compared. One approach is thepayoff representation that is based on an ordinal normal form game. A second representation of ordinal preferences is thepreference vector, based on the option form of the game. The option form consists of a list of players, with each player followed by the options under its control. The third representation of ordinal preferences is thepreference tree. A preference tree is an implied binary tree that captures the information of preference vector in a more compact manner by making use of its lexicographic structure. The preference tree offers considerable compactness and computational efficiency over the other two approaches.     

基于网站建设中网页设计的安全缺陷及对策

讨论了基于网站建设中网页设计的安全缺陷,指出服务器端动态网页技术本身存在安全缺陷。介绍了登陆验证漏洞、绕过验证直接进入设计页面漏洞、桌面数据库被下载漏洞、源代码泄露漏洞和文件上传漏洞,给出了相应解决漏洞的方法。     

多期最优投资组合选择模型及其解法

依据平衡定价理论,得出了多期最优投资组合系数的选择模型,并用动态规划法和鞅测度法给出了模型的解,通过实例分析,发现这两种解法都简便易行,为投资者提供了一个较好的决策方法。     

Dynamic Assignment of Flexible Service Resources

Resource flexibility is an important tool for firms to better match capacity with demand so as to increase revenues and improve service levels. However, in service contexts that require dynamically deciding whether to accept incoming jobs and what resource to assign to each accepted job, harnessing the benefits of flexibility requires using effective methods for making these operational decisions. Motivated by the resource deployment decisions facing a professional service firm in the workplace training industry, we address the dynamic job acceptance and resource assignment problem for systems with general resource flexibility structure, i.e., with multiple resource types that can each perform different overlapping subsets of job types. We first show that, for systems containing specialized resources for individual job types and a versatile resource type that can perform all job types, the exact policy uses a threshold rule. With more general flexibility structures, since the associated stochastic dynamic program is intractable, we develop and test three optimization‐based approximate policies. Our extensive computational tests show that one of the methods, which we call the Bottleneck Capacity Reservation policy, is remarkably effective in generating near‐optimal solutions over a wide range of problem scenarios. We also consider a model variant that requires dynamic job acceptance decisions but permits deferring resource assignment decisions until the end of the horizon. For this model, we discuss an adaptation of our approximate policy, establish the effectiveness of this policy, and assess the value of postponing assignment decisions.