"保险性质"期权定价模型及其应用研究

针对传统期权风险大的特点,以欧式看涨期权为基础提出一种风险小、价格低的特殊期权———"资产保险性质"期权,即期权买者出于对标的资产的保险目的,签订期权合约后,若标的资产价格上涨,期权买者将其一部分收益支付给期权卖者,以这种交易方式对传统期权产品进行改进并重新定价,从而得出"保险性质"期权及其定价公式。针对和传统期权的价格变动状况,用Excel进行了模拟比较,证明了"保险性质"期权价格低(吸引期权买者)、风险小(利于期权卖者的风险控制)的特点。"保险性质"期权产品的开发将对我国各类金融市场的建设具有现实意义。     

中小呼叫中心月度排班优化模型与算法

国内中小呼叫中心制定坐席人员月度排班表时,通常考虑劳动法规合同约束和体现企业自身用工管理诉求。构建坐席人员月度排班优化问题的二次整数规划模型。鉴于问题模型难解性,依据调研企业需求和模型逻辑结构分析,把问题分解成三个子问题。通过构建整数规划模型和提出启发式算法来求出子问题解,从而生成排班问题优化解。问题实例计算表明,模型算法能够有效控制人力成本和兼顾员工同班次管理目标。与周排班方法比较,该方法能够充分体现月度排班人力灵活性来实现人力优化配置。     

Does self-efficacy matter for burnout and sickness absenteeism? The mediating role of demands and resources at the individual and team levels

In team-based organizations, team members may share similar experiences, feelings and, consequently, susceptibility to burnout. This study explores the burnout process beyond the individual level of analysis and integrates Social Cognitive Theory (SCT) with the Job Demands-Resources Model (JD-R), emphasizing the role of self-efficacy in shaping the meaning that people ascribe to situations. A multilevel structural equation model was tested in which it was predicted that work self-efficacy beliefs would be associated with burnout both directly and indirectly via job demands and job resources, and at both the individual and the team level. Moreover, it was posited that, at the team level, registered sickness absences are predicted by burnout. A sample of 5406 call centre operators, clustered in 186 teams working in the same large Italian company, filled out a questionnaire, whereas team absence rates were provided by the company's HR department. The findings largely supported the hypothesized model: at both levels, job demands and job resources partially mediated the relationship between self-efficacy and burnout. Moreover, at the team level, burnout predicted subsequent sickness absenteeism. In addition, individual-level burnout was primarily associated with job demands, whereas team-level burnout was primarily associated with a lack of team-level resources.     

Flexibility Structure and Capacity Design with Human Resource Considerations

Most service systems consist of multidepartmental structures with multiskill agents that can deal with several types of service requests. The design of flexibility in terms of agents' skill sets and assignments of requests is a critical issue for such systems. The objective of this study was to identify preferred flexibility structures when demand is random and capacity is finite. We compare structures recommended by the flexibility literature to structures we observe in practice within call centers. To enable a comparison of flexibility structures under optimal capacity, the capacity optimization problem for this setting is formulated as a two‐stage stochastic optimization problem. A simulation‐based optimization procedure for this problem using sample‐path gradient estimation is proposed and tested, and used in the subsequent comparison of the flexibility structures being studied. The analysis illustrates under what conditions on demand, cost, and human resource considerations, the structures found in practice are preferred.     

一种蜂窝CDMA系统中的双门限呼叫接纳控制算法

提出了一种适合于话音和数据用户并发的蜂窝CDMA系统的呼叫接纳控制算法。该算法将数据业务,新到达的语音业务,切换的语音业务进行区分对待,设置不同的剩余带宽门限值。当新呼叫或切换呼叫到达时,首先估计当前系统剩余的带宽,然后根据不同类别业务与不同门限值进行比较,决定是否对该呼叫进行接纳。最后通过仿真对门限值的不同设定进行了比较分析。     

《招魂》、《大招》与祭祀

《招魂》、《大招》是楚地祭祀歌辞。通过考察《招魂》、《大招》,试图寻绎其中的祭祀文化因子:招魂的源起、招魂主角巫祝的职能和事神的方式、门祭和人祭。     

“沉默”的召唤——文本“沉默”魅力的解读

“沉默”作为一个文论概念,首先应是由马舍雷提出的,他针对的是文本和意识形态间的关系,强调文本意识形态的隐秘性。“沉默”是由作家设计而成的,也可能是无意而为。“沉默”本身具有否定性质,这是语言本身的有限性所致,可以说是语言符号的无奈,这势必使文学成为艺术就具有了超语言性。“沉默”以一种无限澄明的存在构建作品存在的样态,它发出的充满感召力的“召唤”吸引着读者与作者进行内在心灵的对话和沟通。“沉默”要以想象性阅读活动来诠释其内在的美质特征,从而使文本意义呈现无尽的“绵延”之态。“沉默”不是虚无,而是一种有限的遮蔽。     

原型话语在古代散文中的潜在召唤

探究和理解古代散文的艺术精神和独特文化内涵,可以从原型话语在古代散文审美意识的渗透中找寻其内在话语以及不同的原型话语对散文创作的潜在导引或召唤。本文试图从古代文化的“道”、“物”等原型话语在古代散文中所体现出来的独特精神内涵和审美艺术精神特征等方面作一些分析和论述。     

开盘对隔夜信息的揭示效率——基于A股和H股的实证研究

以A+H股上市公司为样本,运用加权价格贡献法比较了A股和H股开盘阶段对隔夜信息的揭示效率。研究结果发现,无论是A股还是H股,公司规模越大,开盘阶段的信息揭示效率越高;两市场开放度、成熟度、市场结构和交易机制的区别导致H股开盘阶段的信息揭示效率高于A股。     

基于粗糙集理论的入侵检测方法研究

为了克服入侵检测系统存在着在先验知识较少情况的推广能力差的问题,提出了基于粗糙集理论的入侵检测方法。利用粗糙理论,建立了系统调用短序列的检测模型并应用于sendmail调用序列检测。实验结果表明:它不需要全部的正常和异常的信息,在给出较少的正常和异常调用序列数据的情况下,能得到较为理想的检测效果。