基于优先权拍卖的产能分配机制研究

本文考虑一个供应商和两个独立零售商构成的供应链系统。当供应商的产能受到约束时，零售商可能会竞争有限的产能。本文提出将“优先分配权”作为一个有价值的标的物进行拍卖，按照出价高低确定优先分配顺序。本文证明了优先权拍卖机制属于共同价值模型，并提出了两类拍卖机制：事先拍卖和事后拍卖。本文证明两类优先权拍卖机制均会促使零售商提交真实的需求作为订单量，并且满足收益等价定理。而就供应商期望利润而言，事后优先权拍卖机制要高于事先优先权拍卖机制。     

Double shrinkage estimators for large sparse covariance matrices

Covariance matrices play an important role in many multivariate techniques and hence a good covariance estimation is crucial in this kind of analysis. In many applications a sparse covariance matrix is expected due to the nature of the data or for simple interpretation. Hard thresholding, soft thresholding, and generalized thresholding were therefore developed to this end. However, these estimators do not always yield well-conditioned covariance estimates. To have sparse and well-conditioned estimates, we propose doubly shrinkage estimators: shrinking small covariances towards zero and then shrinking covariance matrix towards a diagonal matrix. Additionally, a richness index is defined to evaluate how rich a covariance matrix is. According to our simulations, the richness index serves as a good indicator to choose relevant covariance estimator.     

Adaptive designs for single‐arm phase II trials in oncology

Clinical phase II trials in oncology are conducted to determine whether the activity of a new anticancer treatment is promising enough to merit further investigation. Two‐stage designs are commonly used for this situation to allow for early termination. Designs proposed in the literature so far have the common drawback that the sample sizes for the two stages have to be specified in the protocol and have to be adhered to strictly during the course of the trial. As a consequence, designs that allow a higher extent of flexibility are desirable. In this article, we propose a new adaptive method that allows an arbitrary modification of the sample size of the second stage using the results of the interim analysis or external information while controlling the type I error rate. If the sample size is not changed during the trial, the proposed design shows very similar characteristics to the optimal two‐stage design proposed by Chang et al. (Biometrics 1987; 43:865–874). However, the new design allows the use of mid‐course information for the planning of the second stage, thus meeting practical requirements when performing clinical phase II trials in oncology. Copyright © 2012 John Wiley & Sons, Ltd.     

Spectral Estimation of Covolatility from Noisy Observations Using Local Weights

We propose localized spectral estimators for the quadratic covariation and the spot covolatility of diffusion processes, which are observed discretely with additive observation noise. The appropriate estimation for time‐varying volatilities is based on an asymptotic equivalence of the underlying statistical model to a white‐noise model with correlation and volatility processes being constant over small time intervals. The asymptotic equivalence of the continuous‐time and discrete‐time experiments is proved by a construction with linear interpolation in one direction and local means for the other. The new estimator outperforms earlier non‐parametric methods in the literature for the considered model. We investigate its finite sample size characteristics in simulations and draw a comparison between various proposed methods.     

基于历史法和零和DEA方法的用能权与碳排放权初始分配研究

本文引入了同时考虑用能权与碳排放权初始分配的零和DEA方法,从公平与效率视角对比分析了历史法与零和DEA方法两种分配方式的适用性,并应用市场交易模型检验了不同初始分配方式对各地区交易行为的影响。研究结果表明,零和DEA方法能够提高用能权与碳排放权初始分配的公平性,但却是以牺牲前沿技术效率水平为代价。其次,完善的市场机制能够提高基于零和DEA方法调配用能权与碳排放权的配置效率,生产技术水平较高的地区可以通过出售多余的用能权和碳排放权来获得额外收益,有利于促进绿色技术创新;相反,历史法容易导致高耗能、高排放的地区在初始分配中获得较多的用能权和碳排放权,不利于正向促进技术进步。最后,当市场机制不完善时,基于零和DEA方法配置用能权和碳排放权,可能会抑制技术进步,而基于历史法的初始分配方式则至少可以在短期内维持现有生产技术水平。     

碳排放权分配对碳市场成本有效性的影响研究

交易成本和市场势力影响碳市场成本有效性,不同的碳排放权分配方法是否造成不等的碳市场效率损失? 本文构建碳交易机制下企业决策模型,探究交易成本、市场势力存在时,碳排放权分配方法的选择对碳市场成本有效性的影响． 研究发现: 1) 交易成本中交易佣金会导致碳市场效率损失,基准法和祖父法的影响程度小于拍卖法; 2) 碳市场存在市场势力时,祖父法和基准法导致的碳市场效率损失小于拍卖法; 3) 当碳市场同时存在交易成本和市场势力时,市场势力进一步加剧了交易成本导致的碳市场效率损失,祖父法和基准法导致的增加损失小于拍卖法． 本文建议政策制定者采用祖父法或者基准法对市场势力企业进行碳排放权分配,并取消交易佣金．     

BT项目合同风险分担研究

合理的风险分担有利于促进BT项目双方的合作,保证BT项目的顺利实施.首先,探讨了Shapley值是否可应用在BT项目共担风险分担中,结论为合适.其次,遵循风险分担的基本原则,将影响BT项目风险分担的五个因素:风险成因、承担风险能力、参与项目程度及收益、控制风险能力及经济地位与修正的Shapley值进行结合,构建了BT项目风险分担模型,以期在BT发起人和主办人之间进行合理的风险分担.最后,运用构建的风险分担模型分析了某围海造陆BT项目的合同风险,并与合同风险分担结果进行了比较,得出的结论是合同风险分担基本合理,但不可抗力风险可适当让BT主办人承担工程损失风险,通货膨胀引起的材料价格上涨风险,应加大BT主办人承担比例.     

落实最严格水资源管理的适应性政策选择研究

由于最严格水资源管理存在着水资源供给、用水总量、用水关系和用水管理等诸多不确定,采用可操作的实施就成为落实最严格水资源管理的关键。研究发现:(1)通过最严格水资源管理的压力—状态—响应(PSR)分析可知,最严格水资源管理的实施路径与水资源适应性管理在目标理念、工作途径、核心问题和保障需求方面有着一致性;(2)水资源适应性政策选择能够促进最严格水资源管理的有效落实,为此给出了适应性政策选择程序,为最严格水资源管理落实的政策选择提供参考依据。     

竞争市场中生产与碳交易策略

在碳排放约束下,利用动态古诺模型,分析厂商如何优化产量、交易碳排放权的规模、净化节约额以实现利润最大化的问题,得到相应的均衡量和各阶段最优量,并给出竞争市场中的企业减排策略以及政府的行为和碳排放权价格对企业减排策略的影响,阐述在竞争市场中减排和碳排放权交易的运行机制。研究发现: 双寡头竞争市场中存在均衡状态;在减排率较低时,制造上获得最高利润,而企业追求过高的减排率将会导致过分依赖碳减排市场而获得较低的利润;制造商应该适时低价购入过量碳排放权,而在高价时卖出多余的碳排放权,以充分利用碳排放权市场以增加利润降低成本;制造商的利润会随着政府碳排放权分配系数的增加而增加。     

校院二级管理下的资源配置及优化研究

基于高校各学院科研绩效评估结果,运用波士顿矩阵模型将高校二级学院分为现金牛类、明星类、问题类、瘦狗类4种类型,提出各类型学院特点。根据不同类型学院特点以及高校所面临的实际情况,将高校未来的发展分为维持模式、发展模式、补救模式。在不同的模式下,以4类学院发展基础为依据,提出高校长期发展5种战略。从案例高校全局统筹角度出发,本着学校资源分配效益最大化目标原则,选择以发展明星类、问题类战略为主的发展模式,建立各二级学院每项资源投入指标改变量模型,并对各学院人、财、物投入提出调整性数据。强调校院二级管理必须立足学院发展,依据各学院考核评价等情况进行相应的教学、科研、人事、经费资源分配,以实现二级管理资源分配相对公平、有效。