Incorporating balance concerns in resource allocation decisions: A bi-criteria modelling approach

We consider resource allocation problems where inputs are allocated to different entities such as activities, projects or departments. In such problems a common goal is achieving a desired balance in the allocation over different categories of the entities. We propose a bi-criteria framework for trading balance off against efficiency. We define and categorise indicators based on balance distribution and propose formulations and solution algorithms which provide insight into the balance-efficiency tradeoff. We illustrate our models by applying them to the data of a portfolio selection problem faced by a science funding agency and to randomly generated large-sized problem instances to demonstrate computational feasibility.     

全过程跟踪审计在高校新校区建设工程项目中的实施

开展高校新校区建设工程项目全过程跟踪审计,是以一整套法律法规为准绳和依据,遵照审计规范和原则,按照审计工作计划,采用合适的审计方式,分步有序地对工程建设项目的全过程进行监督评价,以期有效地控制工程造价,提高资金使用效益,促进学校建设工程目标的实现。     

固定效应部分线性变系数面板模型的快速有效估计

本文将最小二乘支持向量机(LSSVM) 和二次推断函数法(QIF) 相结合，为个体内具有相关结构的固定效应部分线性变系数面板模型提供了一种新的快速估计方法；在一定的正则条件下，论证了参数估计量的渐近正态性和非参数估计量的收敛速度；采用Monte Carlo模拟考察了估计方法在有限样本下的表现并将估计技术应用于现实数据分析。该方法不仅保证了估计的有效性和统计推断力，而且程序运行速度得到较大幅度提升。     

A surplus process involving a compound Poisson counting process and applications

Abstract

In this paper, we introduce a surplus process involving a compound Poisson counting process, which is a generalization of the classical ruin model where the claim-counting process is a homogeneous Poisson process. The incentive is to model batch arrival of claims using a counting process that is based on a compound distribution. This reduces the difficulty of modeling claim amounts and is consistent with industrial data. Recursive formula, some properties and relevant main ruin theory results are provided. Further, we consider applications involving zero-truncated negative binomial and zero-truncated binomial batch arrivals when the claim amounts follow exponential or Erlang distribution.     

Local asymptotic normality for long-memory process with strong mixing noises

Abstract

We will establish the local asymptotic normality (LAN) for fractional autoregressive long memory model in the case of strong mixing noises. This opens the way in future work to construct an adaptive estimator and construct optimal tests for the parameters. To check the feasibility and validity of our theoretical results a simulations study is considered.     

研发过程中知识产权风险的控制

企业知识产权包括商标、专利和著作权等，它是企业重要的无形资产。目前，国内大多数企业还不够重视企业的知识产权保护，尤其是专利保护。在研发过程中的专利申请及保护不及时、不到位，导致企业从项目研发到市场占有的整个过程蒙受巨大风险。从知识产权保护角度，探讨了企业研发过程中有关风险的防范措施。     

论“被现代”图景在现代中国文学中的展现

"现代"是由各种向不同方向扯动的诸多主题共同建构的一种历史凝缩的结果。"现代"是背靠启蒙运动和工业革命的社会进程。它的发展将整个世界卷入其中。它同时拥有积极阳光的一面和腐烂阴暗的一面。后者集中体现在那些没有两大背景的"被现代"的第三世界国家。现代中国就是不幸处于现代时空中的第三世界国家。在现代中国文学中,我们能够看到"被现代"所带来的无奈与衰颓。老舍的《骆驼祥子》就是展现这幅"被现代"图景的典型作品之一。     

Bayesian Classifiers Applied to the Tennessee Eastman Process

Fault diagnosis includes the main task of classification. Bayesian networks (BNs) present several advantages in the classification task, and previous works have suggested their use as classifiers. Because a classifier is often only one part of a larger decision process, this article proposes, for industrial process diagnosis, the use of a Bayesian method called dynamic Markov blanket classifier that has as its main goal the induction of accurate Bayesian classifiers having dependable probability estimates and revealing actual relationships among the most relevant variables. In addition, a new method, named variable ordering multiple offspring sampling capable of inducing a BN to be used as a classifier, is presented. The performance of these methods is assessed on the data of a benchmark problem known as the Tennessee Eastman process. The obtained results are compared with naive Bayes and tree augmented network classifiers, and confirm that both proposed algorithms can provide good classification accuracies as well as knowledge about relevant variables.     

中国商品流通现代化的模糊综合评价研究

完善了商品流通现代化指标体系,并运用模糊综合法将商品流通现代化指标转换成了指数。研究发现商品流通现代化水平与其区域位置、总体经济实力密切相关,且受到产业结构的影响。同时,通过基于指数的聚类分析得到如下结论:"率先发展型区域"要抓住历史机遇,培养创新型人才,保持领先地位;"积极追赶型区域"要发挥地理优势,打破省之间、行业和部门之间、所有制之间的界限,积极参与各种区域经济合作;"流通欠发达型区域"要进一步推进和实施西部大开发战略,推进物流现代化。