In this paper,a human resource management model is presented based on the law of diminishing marginal utility from the economics.The proposed method can provide the optimal cost investment program at any given level of total utility or inputs cost,which could enable the optimization of human resources allocation.Simulation results show that the proposed model can improve resource utilization,the quality and efficiency of human resource management with great practical guidance on human resource management practices.
To improve the premature convergence problem of traditional shuffled frog leaping algorithm(SFLA),in this paper,cloud model algorithm mix together with SFLA algorithm,then a normal cloud mutation shuffled frog leaping algorithm(normal cloud mutation SFLA,NCM-SFLA) is proposed,which is to make up the shortage of shuffled frog leaping algorithm that is easy to fall into local optimal solution.At the same time,the algorithm is easy to be parallel,parallel extensions are used to parallel optimization of algorithm in multi core environment.Then the algorithms are applied to cascade reservoirs optimal operation.The test case of practical application shows that,compared with the multidimensional dynamic programming algorithm(MDP),NCM-SFLA has better global search ability and fast convergence speed,and the parallel algorithm can effectively shorten the running time of program in the calculation of existing conditions.Moreover,to solve the cascade reservoirs optimal operation is reasonable,effective by using the new algorithms.
This paper studies how a manufacturer motivates its supplier to effectively expand their capacity investment under demand uncertainty,targeting at the conflict of capacity investment between the manufacturer and the supplier.In our model,the manufacturer determines contract parameters,whereas the supplier decides the magnitude of capacity investment.We consider the centralized decision as a benchmark and the wholesale price contract as a basis for comparison.Then we design two incentive mechanisms,i.e.,revenue sharing and penalty,from the perspective of revenue and capacity,respectively.The study indicates that the penalty contract brings the optimal level of capacity investment,and that the revenue sharing contract fails to coordinate the supply chain.We further analyze the reason why the revenue sharing contract does not coordinate the supply chain.Finally,we design a modified contract of revenue sharing,and demonstrate that the modified contract could motivate suppliers to build a higher capacity and achieve coordination.
Both stock selection and optimal portfolio choice play crucial roles in setting portfolio.This paper proposed a new method for stock selection based on constructing a Sharpe index using intra-day high frequency data.Several portfolio strategics are considered too.An out-of-sample empirical analysis with respect to a sample of A shares listed on Shanghai stock exchange shows that the new stock selection method often offers higher risk-adjusted returns and lower levels of risk.Moreover,combined with optimal portfolio strategy,the new method can get considerable excess returns.
With the rapid changes in demand,lots of hot-selling products are subject to inventory and production constraints in the short term,resulting in the emergence of speculators.In addition,strategic consumer's delay-buying behavior will do a significant impact on the retailer's pricing decisions and revenue.In this paper,we consider a model that the monopoly retailer with fixed inventory makes pricing decisions when facing speculators.We use the Stackelberg model to analyze the speculators and strategic consumers' behavior,then we discuss the optimal price and retailer's revenue with strategic consumers proportions,consumer's reservation price variation coefficient,purchasing probability in period 2,and get the results of retailer pricing decisions.The conclusions show that the existence of speculators is benefit for retailers under specific situations.
The risk attributes of emergency occurrence,development and evolution are derived from multiple complicated sources,and their related information is always uncertainty and incomplete.In order to accurately deal with emergency operation risk problems concerning these characteristics,a fuzzy evidential reasoning model is proposed.Firstly,the risk factors are identified under emergency structural description framework and FMECA(failure mode effects and criticality analysis),and some information is obtained as evidence for risk analysis and further is normalized.Secondly,a risk analysis model with fuzzy evidential reasoning is constructed,and the reasonable judgment criterion of the overall risk level is put forward.Finally,a certain CRH bullet train operation is taken as an example to analyze its traffic risk.The study results show that,when people analyze the emergency risk problem,the fuzzy evidential reasoning model concerning with uncertainty and incomplete is feasible and effective;furthermore,it could provide auxiliary support for emergency risk analysis and risk response.
Evaluating the combat capability of networking system of system(SoS) is one of the hardest problems in current combat SoS analysis,and there are many challenges in theory,methodology and platform when evaluating the SoS capability.Firstly,three changes in the theory for SoS capability evaluating are presented,namely,creating a complex system view for war,bringing in the complex network theory and reconstructing the index for SoS capability.Secondly,three methodologies deserving close attention when evaluating the SoS capability are next presented,namely,paying attentions to complex network methodology for theoretical analysis,paying attentions to actual situation combining methodology for experimental evaluation and paying attentions to big data methodology for the deeply mining technology.At last,we discussed how to set up the SoS simulation testbed platform which supports the capability evaluating of networking SoS.
In this paper,it builds an impulse response function model,regarding Shanghai city as the empirical object,indicating how the regional planning policy influences Shanghai economy development.Based on the impulse response function,it indicates different outcomes from the same policy under different macroeconomic backgrounds,covering the shortage of existing researches which ignores the fact of background.As well this paper describes how the impact from both policy and economic variable on the economic variable when the policy variable residual changes a unit standard deviation,through decomposition of model residuals.The study shows that when the economy is recession,the expanding gross fixed asset formation has a better outcome than the boom period in Shanghai for ten years in the future.Hence,it is important to choose a suitable time point to decide the intensity of policy.
Managing the emergency resources through organizational collaboration on the emergency platform is currently an important method in emergency response work.And in this process how to make the emergency process effect which could meet the technical and functional need of the emergency platform is the key factor of the success of emergency management.In this paper,the method of emergency resource integration was analyzed and a process which could be made and adjusted according with the requirements of the tasks was proposed and the model for this task-oriented management process was built attached with the algorithms and applications.
This paper presents multi-dimensional scenario space method,and sets up case model with four layer structure corresponding to "case-scenario-sub-scenario-element".Multi-dimensional scenario space method takes scenario as the basic reasoning unit,regards element as fundamental unit of scenario expression,and establishes element coordinate system,then,scenarios can be expressed as track consisting of a few quantitative points in scenario space.It reaches quantitative description of scenarios,furthermore,the quantitative description of similarity assessment and scenario deduction process.Taking typical oil tank fire cases in recent years as examples,study has carried out case analysis and reasoning,set up scenario deduction process and meanwhile realized decision-making support on the basis of this method.
Taking the ten most important stock markets indexes as examples,this paper calculated the predicted VaR value of the portfolio with the four vine copula models,R-vine,D-vine,C-vine and R-vine all t,based on the rolling technique of monte carlo simulation.Furthermore,using rigorous Backtesting method,we compared the performance of forecasting VaR of the four vine copula models.The empirical results show that,the R-vine is the best model in measuring and predicting of the portfolio of the VaR no matter under the condition of equal weight or mean-CVaR.Under high quantile condition,the performance is better.Moreover,the overall prediction accuracy of D-vine is higher than that of C-vine and R-vine all t,however,the performance of R-vine all t is relatively worse when there is only t copula between the nodes.
In recent years,Europe,North America and other developed countries which signed free trade agreement through the TRIPS-plus treaty have been prohibiting parallel imports to strengthen the protection of intellectual property rights.In order to help developing countries to effectively deal with the terms of the TRIPS-plus,this paper constructs a multi-stage game model and makes enterprise's innovation ability as an endogenous variable based on the Acharyya~([1-2]),to analyze the benefit level from developed and developing countries before and after the application of TRIPS-plus,in order to prove the impact of TRIPS-plus on both countries;then to analyze the parallel import and price subsidy policy coordination within and between the two countries,thus to make conclusion on the effect of price subsidy in the process of applying TRIPS-plus.The research result shows that,under TRIPS-plus,the policy choices of developed and developing countries are based on the income level of the countries,and the developing countries can improve or keep its own social benefit by using price subsidy;if the TRIPS-plus is cancelled,developed countries will prohibit the parallel import,making the win-win result of the two countries by both using price subsidy.At the same time,this paper has also found parallel import and price subsidy ratio are important factors of innovation ability.
This paper takes advantage of the Baidu News search engine to extract data of internet news about public companies.We test the determination of the cross-section of expected stock returns in Chinese A-share market from 2003 to 2010,and the empirical results turn out to be consistent with Fang etc.To unveil the intrinsic mechanism of coverage effect,we decompose media attentions into expected portion and unexpected portion.The result suggests that the coverage of stock return mainly contributed by the unanticipated part,yet the pricing effect of the unexpected can be explained by heterogeneity investors opinions based on short-sales constraints by Miller,and,likewise,the speculative attention hypothesis in this paper.
As the era of social commerce is coming,the transactional community has become a key solution to the contradiction between economic nature and social nature in social commerce.Traditional social network analysis explored the evolution of social network,while transactional community is very different from social community regarding the roles and motivations of their members.This research,based on one of the most active communities in Taobao.com,analyzed the differences of transactional community in network closure mechanism.The results showed:(1) Members in transactional community would choose to avoid reciprocity because of high cost of social interaction and the risk of inefnciency of relationship;(2) In a vague situation where informational social influence impacts the most,more options of contagion path would enhance influence but harm necessity of its member,which has a negative effect on relationship estabUshment;(3) The relationship establishment in transactional community comes mainly from the similarities among members,which include the mutual acquaintances or mutual activities.
This paper studies the education policy choices in a decentralized economy with two levels of governments and regional income disparity.We employ a dynamic game model incorporating overlapping generations to analyze the optimal education spending of the central and local governments,and the subsequent effects of such financing arrangements on the dynamics of regional income distribution.We show that,whether the central government should provide public education and what level should be provided would depend on the extent of regional disparity.Only when the disparity is large could the provision of public education by the central government improve social welfare and reduce regional disparity over time.The optimal education expenditure of central government,however,does not monotonically increase with the extent of regional disparity.Finally,policy implications for China are discussed.
On the basis of analyzing the characteristic of computer network operation(CNO),describing the network transaction by Markov process,describing the uncertain factors by interval number,a new CNO mode whose objective function is the summary of discounted reward is established.Then,it is proved that the reward function of CNO is a contraction mapping and equi-continuous function,and the equilibrium strategy is got by solving the corresponding nonlinear programming problem.In the end,the calculation and sensitive analysis of example demonstrate the proposed method is feasible and effective.
Considering systematic jumps and heterogeneity jumps as tail events,we discuss the tail characteristics of distribution of stock return from the perspective of the extreme value theory.We use time of day(TOD) method to eliminate intraday effect of high-frequency data,apply index-stock method to decompose systematic jumps and heterogeneity jumps,and the peak over threshold(POT) method to estimate the left tail and right tail parameters.Empirical studies show that the intraday effect of A-share market possesses apparent L type feature.Each stock exists significant systematic and heterogeneity jumps.And the tails of two jump types are obvious thick.The times and contributions of right tail jumps are larger than left in all stocks.This suggests that the frequent appearance of jumps and jump tail characteristics are an important reason for non-normal distribution of stock return.
This paper established a Hotelling model with bounded rationality,and analyzed the complexity of the dynamic system.By theory solution and numerical simulation we can get the conclusion that under bounded rationality,the coefficients of the price adjustment,the place,the deviation cost of the products and other parameter values determined the stability,the output bifurcation,profit bifurcation and chaotic state of the dynamic system.When the coefficients of price adjustment are in a proper range,Hotelling equilibrium can be realized as a stable dynamic equilibrium.Otherwise,the equilibrium will become unstable,bifurcation and chaos will occur to the economic system.If the economic system enters into chaotic state,a small variation in the initial value will cause a huge fluctuation of the price,then the market become unpredictable and the players can't make a reasonable decision of the future price;Delay feedback control can make the system from a chaotic state to a stable state.Demonstrated enterprises horizontal differentiation can increase the system stability.
By improving the relevance of web pages and search requests,the search engines sort spam achieves the purposes of improving search ranking.Hence,according to the characteristics of the cheating pages,the paper introduces the concept of spam tendency rate to measure the possibility of a web spam behavior.Web spam may be achieved through a variety of channels,based on nouns density,it measures content spam tendency rate.Because majority search keywords are nouns,so the greater a page exceeds a certain proportion of nouns threshold,the greater the possibility of spam.Based on link characteristics,it measures link spam tendency rate.The paper calculates link spam tendency rate by iteration from the blacklist page,then sets the weight in accordance with the distance from the blacklist page.Finally,from these both aspects to comprehensive considerate the spam tendency rate of a page.By selecting PageRank,TrustRank,BadRank as baseline,the experimental results verify the assumptions of the part-of-speech on keywords and the effectiveness of link spam detection.
With respect to the second-hand house combination matching problem,a novel decision-making analysis method is proposed.Firstly,the definitions of second-hand house combination matching,individual rationality,no wasteful,fairness,pareto optimal and pareto efficient matching alternatives are given.Then,the methods for calculating matching satisfaction degrees of buyers and sellers are given by considering the evaluation provided by sellers and the aspiration level on multi-attribute and distance demand provided by buyers.Further,an extended H-R algorithm considering the stability of matching alternative is designed to determine the optimal matching alternative,and the rationality of this algorithm is proved.Finally,an example is given to illustrate the efficient and feasible of extended H-R algorithm.
