考虑事件风险的在险价值研究

本文讨论了考虑事件风险的资产的在险价值方法,并以此对上海股票指数作了实证研究。这种方法用跳跃来描述事件风险,用跳跃-扩散过程来描述收益率过程。通过模拟退火算法来估计模型参数,利用随机模拟方法求得资产收益率的模拟分布,进而计算组合的在险价值。通过对上海指数的实证研究表明,资产的事件风险是不可忽略的,考虑事件风险的在险价值更加合理。     

An Anatomy of International Trade: Evidence From French Firms

We examine the sales of French manufacturing firms in 113 destinations, including France itself. Several regularities stand out: (i) the number of French firms selling to a market, relative to French market share, increases systematically with market size; (ii) sales distributions are similar across markets of very different size and extent of French participation; (iii) average sales in France rise systematically with selling to less popular markets and to more markets. We adopt a model of firm heterogeneity and export participation which we estimate to match moments of the French data using the method of simulated moments. The results imply that over half the variation across firms in market entry can be attributed to a single dimension of underlying firm heterogeneity: efficiency. Conditional on entry, underlying efficiency accounts for much less of the variation in sales in any given market. We use our results to simulate the effects of a 10 percent counterfactual decline in bilateral trade barriers on French firms. While total French sales rise by around $16 billion (U.S.), sales by the top decile of firms rise by nearly $23 billion (U.S.). Every lower decile experiences a drop in sales, due to selling less at home or exiting altogether.     

The location-routing problem with simultaneous pickup and delivery: Formulations and a heuristic approach

In this paper, we consider a variant of the Location-Routing Problem (LRP), namely the LRP with simultaneous pickup and delivery (LRPSPD). The LRPSPD seeks to minimize total cost by simultaneously locating the depots and designing the vehicle routes that satisfy pickup and delivery demand of each customer at the same time. We propose two polynomial-size mixed integer linear programming formulations for the problem and a family of valid inequalities to strengthen the formulations. While the first formulation is a node-based formulation, the second one is a flow-based formulation. Furthermore, we propose a two-phase heuristic approach based on simulated annealing, tp_SA, to solve the large-size LRPSPD and two initialization heuristics to generate an initial solution for the tp_SA. We then empirically evaluate the strengths of the proposed formulations with respect to their ability to find optimal solutions or strong lower bounds, and investigate the performance of the proposed heuristic approach. Computational results show that the flow-based formulation performs better than the node-based formulation in terms of the solution quality and the computation time on small-size problems. However, the node-based formulation can yield competitive lower bounds in a reasonable amount of time on medium-size problems. Meantime, the proposed heuristic approach is computationally efficient in finding good quality solutions for the LRPSPD.     

《胡笳十八拍》系列作品的文学价值及其发展规律

署名蔡琰的《胡笳十八拍》和四首拟作构成了《胡笳十八拍》系列作品,具有很高的文学价值。五篇作品皆是关于战争、乱离题材,都是由十八拍合成的长诗,均表现了民族精神和爱国情怀。其在发展中体现出这些变化特点:从自言其事发展为他人代言,由"一人之悲"变为"家国之悲",由个人创作发展为集句,诗体形式上有明显的变化,艺术风格也各不相同。     

An algorithm for the design of factorial experiments when the data are correlated

Since the development of methods for the analysis of experiments with dependent data, see for example Gleeson and Cullis (1987), the design of such experiments has been an area of active research. We investigate the design of factorial experiments, complete and fractional, for various dependency structures. An algorithm for generating optimal or near optimal designs is presented and shown to be useful across a wide range of dependency structures.     

论中国钢琴音乐作品演奏

中国钢琴音乐作品的演奏须注意作品理解、演奏理念、技术技巧、模拟音色等四个方面的问题。中国钢琴音乐作品的复杂性决定了钢琴演奏者只有深入理解、准确把握作品的内涵与风格,才能对音乐作品的艺术真谛进行恰到好处的表现;演奏者必须树立多声融合的立体感、传统音乐线条感和民族器乐演奏的即兴性的演奏理念;钢琴弹奏技术的训练对中国钢琴音乐作品的演奏的技术掌握和形象刻画具有重要意义;中国钢琴音乐作品演奏中对于模拟音色的意识和把握亦是一个不可回避的重要问题。     

Minimizing tardiness on a single processor with sequence-dependent setup times: a simulated annealing approach

In today's fast-paced Just-In-Time and mass customization manufacturing in a sequence-dependent setup environment, the challenge of making production schedules to meet due-date requirements is becoming a more complex problem. Unfortunately, much of the research on operations scheduling problems has either ignored setup times or assumed that setup times on each machine are independent of the job sequence. This paper considers the problem of minimizing tardiness, a common measure of due-date performance, in a sequence-dependent setup environment. Simulated annealing was used to solve the sequencing problem, and its performance was compared with random search. Our experimental results show that the algorithm can find a good solution fairly quickly, and thus can rework schedules frequently to react to variations in the schedule. The algorithm is invaluable for ‘on-line’ production scheduling and ‘last-minute’ changes to production schedule. The results of this research also suggest ways in which more complex and realistic job shop environments, such as multiple machines with a higher number of jobs in the sequence, and other scheduling objectives can be modeled. This research also investigates computational aspects of simulated annealing in solving complex scheduling problems.     

用改进蚁群算法求解多目标优化问题

蚁群算法是一种崭新的仿生模拟进化算法,该算法在许多领域已经得到应用。多目标优化问题是一类很重要的优化问题,优化与求解较难。对此,提出了一种改进蚁群算法用于求解多目标优化问题,得到一组变量的权重后,用一定数量的蚂蚁在解空间中首先随机搜索,然后模拟蚂蚁寻食的方式,通过信息素来指引搜索。给出了具体的算法,示例仿真说明了其有效性,并表明该算法可以快速发现多个全局最优解。     

SEMI-MECHANISTIC MODELLING IN NONLINEAR REGRESSION: A CASE STUDY

This paper discusses the use of highly parameterized semi‐mechanistic nonlinear models with particular reference to the PARJIB crop response model of Reid (2002) [Yield response to nutrient supply across a wide range of conditions 1. Model derivation. Field Crops Research 77, 161–171]. Compared to empirical linear approaches, such models promise improved generality of application but present considerable challenges for estimation. Some success has been achieved with a fitting approach that uses a Levenberg–Marquardt algorithm starting from initial values determined by a genetic algorithm. Attention must be paid, however, to correlations between parameter estimates and an approach is described to identify these based on large simulated datasets. This work illustrates the value for the scientist in exploring the correlation structure in mechanistic or semi‐mechanistic models. Such information might be used to reappraise the structure of the model itself, especially if the experimental evidence is not strong enough to allow estimation of a parameter free of assumptions about the values of others. Thus statistical modelling and analysis can complement mechanistic studies, making more explicit what is known and what is not known about the processes being modelled and guiding further research.     

创业营销策划模拟训练系统的设计构想

营销策划模拟训练系统是一个新课题,本文从采用的技术、营销策划模拟训练系统模块设计、营销策划模拟训练系统中模块信息的处理流程、营销策划模拟训练系统中模块信息的处理方法及页面效果,设计中应注意的问题五个方面,简要介绍了营销策划模拟训练系统的设计构想。希望给创业教育的实训研究提供一条研究途径,同时,营销策划设计能在计算机上模拟进行,会提高设计效率,引导学生学会怎样设计营销策划书,按照什么样的流程设计,设计中应注意哪些问题等,避免学生走弯路。