基于多尺度分析的小麦价格预测研究

本文基于分解-重构-集成的思想,构建了一个多尺度组合预测模型,选取小麦作为粮食的代表,预测其价格走势。首先,运用集合经验模态分解方法(EEMD)分解价格序列,然后,用灰色关联分析方法对分量序列进行重构,重构为高频、中频、低频和趋势项四个部分,并从不规则因素、季节因素、重大事件和世界经济水平等方面对这四个部分波动特点进行解释,针对不同特点的分量选择不同的方法进行预测,最后对各预测结果用支持向量机集成,并与其他预测模型的预测结果进行比较。实证结果表明,本文构建的多尺度组合模型的预测效果优于灰色预测GM(1,1)、BP神经网络、SVM方法、ARIMA模型等单模型方法和ARIMA-SVM组合模型以及基于EMD和EEMD分解的其他多尺度组合模型。     

考虑技术投资的供应链网络下可交易污染排放许可均衡问题

构建了包含多污染物、多污染接收点的供应链网络,考虑了生产技术和减排技术投资,对可交易的污染排放许可下的供应链网络进行了均衡分析,给出了变分不等式框架,建立了均衡模型。模型明确地处理了空间差异,同时保证了通过初始污染排放许可分配就可达到指定的环境标准。提出了模型的求解算法,最后利用提出的模型及算法对算例进行了计算,得到利润最大化下供应链网络中各工厂的产品生产量、排放量、污染排放许可的均衡分配额和污染排放许可的交易价格、技术最优投资额,并分析了成本函数参数以及工厂数量的变化对生产技术投资和减排技术投资的影响。     

新产品开发网络资源与技术资源匹配关系:基于中国制造业企业的实证研究

新技术革命背景下新产品开发所需资源的广度和深度与日俱增,不同资源的匹配组合对于新产品开发成功具有直接决定性作用。本文结合资源基础理论与社会网络理论,深入研究了新产品开发中不同程度网络-技术资源组合对新产品开发市场绩效与风险的作用机理,并探究了产品多元化对网络-技术资源组合与新产品开发市场绩效、风险之间关系的调节效应。基于143家中国制造业企业实地调研数据,运用结构方程模型与分层回归分析方法进行实证,结果发现:网络资源广度-技术资源深度组合以及网络资源深度-技术资源广度组合对新产品开发市场绩效有正向影响,对新产品开发风险有负向作用;网络资源广度-技术资源广度组合以及网络资源深度-技术资源深度组合对新产品开发市场绩效有负向影响,对新产品开发风险有正向作用;产品多元化正向调节网络资源广度-技术资源深度组合与新产品开发风险之间的关系,以及网络资源广度-技术资源广度组合与新产品开发市场绩效、风险之间的关系。本文的研究为企业提高新产品开发资源配置效率、降低开发风险提供了决策支持与理论依据。     

基于多主体建模分析的银行间网络系统性风险研究

本文基于多主体建模分析了银行间核心-边缘网络的系统性风险。模型假设银行通过最优投资组合配置,在流动性和资本约束前提下谋求利润最大化。通过建立银行间市场交易环境的仿真模型,依据银行行为决策动态形成资产负债表与银行间网络敞口的数据,评估金融监管政策在银行间市场的实施效应。同时,引入不同网络结构模型加以对比分析,发现尽管核心-边缘银行间网络体系比无标度网络更易遭受共同冲击和传染风险,但当处于金融困境时,在宏观审慎管理政策机制作用下,核心-边缘网络体系比其他结构网络表现出更强的恢复力特性。     

通货膨胀下的联合库存选址模型研究

研究了通货膨胀对涉及一个供应商、多个候选配送中心和零售商的三级分销网络设计的影响.不同于传统的联合库存选址模型,所研究的模型考虑了整个系统的相关成本的时间价值,其目标是使在一定的通货膨胀率下总的选址、运输和库存成本之和的现值最小.为此,建立了一个非线性的整数规划模型,该模型为无容量约束问题的扩展模型,属于NP-hard问题.提出了3种基于不同编码形式的遗传算法用于求解该模型,并通过不同规模的算例对3种算法进行了有效性的分析和对比.最后,通过对各算例的计算结果的分析,发现随着通货膨胀率的增长,为了使这个分析网络的总成本现值最小,需要增加建立的DC的数量.     

基于客户需求的移动数据产业生态系统研究

围绕移动数据业务的发展,立足于移动数据业务价值网络的研究,从产业生态系统的角度分析了价值网络各环节价值增值的原理.按照马斯洛的需求层次理论,提出了在有效运作客户资源的基础上,对移动数据业务市场需求进行分析的方法.根据移动数据业务的服务对象,对市场需求进行了分类.提出了以移动运营商为核心,包括网络设备供应商、系统集成商、终端设备制造商、内容及服务提供商、虚拟运营商和用户在内的移动数字产业生态系统的基本架构.     

Organizational status growth and structure: An alliance network analysis

Considering the status system emerging from a structure of corporate affiliations, we examine how alliance patterns among firms affect their changing organizational statuses and the structural development of the status system itself. Firm status is conceptually grounded in sociological theories of status and network analysis. The empirical setting we investigate is the network of alliances among firms in the Global Information Sector. The results indicate a negative effect of initial firm status on the growth rate of individual status, which is associated with the different patterns of alliance affiliations among firms with different status levels. Affiliation patterns also affect the extent of variation in the gap between status strata and firm mobility along the status hierarchy. The results highlight the importance of understanding the structural aspects underlying firm status attainment.     

Baby boomers and their entourage

The post-war generation of baby boomers has witnessed major transformations in family life as well as being at the vanguard of them. A study undertaken in Paris and London in 2006 among 90 individuals born between 1945 and 1954 reveals, however, strong relationships with ageing parents and adult children. Family groups based on local or dispersed entourages, with regular contact and the exchange of support, are clearly identified. Other configurations include families where affective ties persist but contact between the baby boomers and their entourage is less frequent. Few baby boomers have replaced family members with friends or remain socially isolated. These results show that the rise of individualism associated with the baby boomers has not weakened inter-generational ties, although tensions exist between the demands of family solidarity and individual projects.     

Motivations for self-assembling into project teams

This study investigates the self-assembly mechanisms of ad hoc project teams using a bipartite network perspective. Individuals and projects are modeled as two types of nodes and team membership as relations between them. This approach enables us to investigate factors that impact voluntary team assembly at the individual, dyadic, and team levels simultaneously. Using Exponential Random Graph Models (ERGM/p*), we study players’ combat teams in a Massively Multiplayer Online Role-Playing Game (MMORPG) as a case of self-assembled project teams. Empirical results show that individuals are motivated to join ad hoc teams to complete difficult projects but not projects with long durations. We also found that individuals tend to collaborate with specific teammates who have complementary skills, those who have similar age or skill level, and those who are affiliated with the same organizational entity.     

Pathways to happiness: From personality to social networks and perceived support

The present study attempts to incorporate individual personality into a social network account of subjective wellbeing (SWB) by proposing and testing a path model in which social relationships (egocentric social networks and perceived social support, PSS) mediate the relationship between personality and SWB. We found that network characteristics (including network size, emotional closeness, and proportion of new contacts) are related to SWB largely via the mediation of PSS. Additionally, network size and proportion of new contacts function as important mediating mechanisms linking extraversion, agreeableness and openness to PSS and SWB.