极大极小投资组合选择模型和均衡价格系统

讨论了市场上不存在无风险资产条件下投资组合选择的极大极小模型,推导出市场上不存在无风险资产时极大极小模型的最优投资策略和有效前沿,得到了资本市场均衡时存在唯一的非负均衡价格系统的充分必要条件和各资产均衡价格的解析表达式.     

不可再生与可再生能源开发的博弈均衡分析

能源开发的时间路径上,不可再生能源面临资源储量约束,可再生能源面临知识与技术水平的约束,R&D投资促进知识增长与技术进步.就此情形构建了两类能源的生产者以各自的市场利润最大化为目标,以能源的开发与市场供给时间路径为战略选择的一个动态微分博弈的理论模型,研究两类能源并存的能源市场的均衡路径,分析两类能源的市场供给、市场价格、不可再生能源储量等经济变量的均衡特征和时间依变性质.     

基于熵权-AHP融合的跨境电商综合试验区发展环境评价研究——产业生态系统的视角

以产业生态系统理论为基础,分析了跨境电子商务产业生态系统的产业发展环境,并以此构建了跨境电子商务试验区发展环境评价指标体系,包含市场环境、应用环境、支撑环境和创新环境四个一级指标和15个二级指标.对我国第一、二批13个跨境电子商务综合试验区的发展环境进行了评价,根据评价结果划分了三个发展集团,分析了均衡和非均衡两类发展环境禀赋模式.本文构建的评价指标体系对跨境电子商务综试区城市选择、发展模式选择具有一定的指导意义,各跨境电子商务综合试验区可以结合自身发展环境选择补齐短板、扬长避短、独辟蹊径等不同发展策略.     

多重均衡选择中的风险占优与混合策略

均衡选择理论是博弈理论的重要组成部分.风险占优均衡是人们经济决策或行为的一个主要结果.利用混合策略及其性质和“抵制”的概念,“支持”了海萨尼和泽尔腾用公理定义的风险占优概念,且具体给出了识别风险占优均衡的标准和方法,并把它们推广到对称博弈中去.最后对均衡占优的直觉概念和风险占优相冲突的一些博弈进行了类似的讨论.     

“选择资费”的多重价格歧视特性

本文在分析电信业选择资费实例和价格结构的基础上 ,研究了选择资费中的三级和二级价格歧视 ,并提出了多重价格歧视的概念 .研究结果表明 ,电信公司在选择资费中综合运用了三级、二级价格歧视 ,且通过提供多个二部资费计费方案 ,达到双重二级价格歧视和优化二部资费的目的 .选择资费是电信公司应对市场竞争的一种定价策略 ,认识其经济特性有利于我国电信公司和电信管制部门进行科学决策     

顾客选择偏好下的供应链竞争的随机用户均衡模型

本文建立了具有顾客选择偏好的供应链与供应链竞争随机用户网络均衡模型。基于随机用户均衡理论和logit模型,利用变分不等式,得出在竞争均衡态下胜出的供应链,其市场占有率和所提供产品的市场价格等参数。该模型从供应链与供应链竞争的角度,很好刻画了顾客的对具有价格等差异性的同类产品的选择偏好,并给出了研究思路,适用算法和合理的经济解释。     

具有随机需求的多种差异产品供应链网络均衡模型研究

针对产品的品牌和产地存在的差异性,研究了供应链网络的均衡模型,构建了具有随机需求的多种差异产品的供应链网络均衡模型.运用随机效用理论和多项式logit模型分析了需求市场上产品的随机选择问题,利用变分不等式的形式给出了制造商、零售商,需求市场以及整个供应链网络的均衡条件,并给出了经济解释.最后,通过算例验证了模型的合理性.     

不完全信息下房地产价格的演化博弈分析

基于PAB(Pay-As-Bid)竞价机制,探讨不完全信息情况下供需关系对房屋成交价格的影响.在购房者对房屋价格预期不确定和购房者有限理性的假设下,利用鲁棒优化技术和演化博弈论中的"复制动态"思想,提出鲁棒演化博弈均衡的概念,建立相应的复制动态系统,并对系统的鲁棒演化均衡的渐进稳定性进行分析,得到在不同市场供需情况下购房者价格策略演化的一般规律.最后选用数值算例对模型加以验证.     

双渠道双目标的多期供应链网络均衡问题研究

以变分不等式为工具建立双渠道双目标的多期供应链网络均衡模型.在传统实体交易和电子网上交易的双渠道环境下,考虑时间因素与库存变量的影响,提出由制造商、零售商和需求市场组成的三层多期供应链网络均衡问题,其中制造商和零售商均追求经济利润最大化与风险最小化的双重目标.分别对各系统成员的独立决策行为及其相互作用进行分析,得到各层决策成员的均衡条件并给出相应经济解释,推导与双渠道双目标的多期供应链网络均衡问题等价的有限维变分不等式模型.在证明其解在一定的假设条件下存在的基础上,构造数值算例以验证模型的正确性与合理性.     

自主品牌汽车产业的财税激励政策研究:基于CGE模型的分析

现有关于发展自主品牌汽车产业的政策与研究结论相互掣肘,摇摆不定.通过在可计算一般均衡模型中引入以往研究所忽视的技术要素和财政补贴变量,利用中国2012年实际经济运行数据,分析了自主品牌汽车技术进步的影响和财税激励政策的作用差异.研究发现,基于社会福利最大化角度,最优财政补贴比例在5%左右,且随着自主品牌汽车技术的提升而下降,与购置税优惠政策以牺牲其它产业和劳动者利益为代价发展汽车产业不同,技术进步和财政补贴政策既能促进经济增长,又能缩小贫富差距.因此,对自主品牌汽车部门实施研发补贴,是一项兼顾长期技术进步与短期补贴效用的更为有利的政策选择.     

Supporting rural telecommunications: A compromise solutions approach

Rural telecommunication networks can foster the development of needed infrastructures for rural residents in an economically viable way. Thanks to emerging broadband fiber optics technology, rural telecommunications can be established via hub cities that function as service centers for neighboring smaller rural areas. Determining hub locations typically requires trade-offs among conflicting criteria. Policy makers typically set their goals as target values. The main aim of this paper is to present a zero—one compromise programming model that reflects such policy makers' target-setting behavior under a multiple criteria environment. A case in which the model is applied to the location of hub telecommunication centers in an American state further illustrates the applicability of the method.     

Decision support system for planning telecommunication networks: a case study applied to the Andalusian region

Network planning is essential to design real broadband integrated services digital networks (B-ISDN). This paper presents an operations research application to the design of an optic fibre network for the Andalusian region. The economical appraisal is the main consideration in order to take the appropriate decisions: hub location, region sizes and selection of the urban nodes that will receive telecommunication contents. A decision support system with a graphic interface that allows interactive analysis of different scenarios is presented. The system contains a set of mathematical programming models and it has the capability to dynamically construct and solve instances of those models. In addition, it provides data preparation and reports. The system is an integrated, user-friendly and powerful tool to make planning studies by firms developing cable network systems in the telecommunications market.     

Interaction between data analysis and telecommunications

We consider interaction between data analysis and telecommunications from both sides, examining the contribution of each discipline to the other. The fast changes in telecommunications have some important consequences. First, the importance of statistics in the design of a network is growing, given the evolution of technology towards more digitalization and the resulting changes in dimensioning the network. Second, the technical tools of statistics are deeply modified, and there is concern about how to take this into account—particularly how to take advantage of the new economy of ‘value added services’ which uses the network as a ‘market place’.     

对技术进步贡献率“索洛余值法”估计的一种改进

在用"索洛余值法"估计技术进步贡献率研究的基础上,将多项式分布滞后模型和半参数回归模型引入"索洛方程",对"索洛余值法"估计进行改进,避免前提假设未得到满足而直接对参数进行估计,并以山西省为例进行实证分析.     

Total factor productivity growth and directions of technical change bias: evidence from 99 OECD and non-OECD countries

Based on data of 99 nations during 1991–2003, the Malmquist index and its composition of technical change and efficiency change are estimated. In particular, the hypothesis of neutral technology is released to divide technology into the magnitude of the shift in the world production frontier and input-biased technology, and to show that in order to gain more benefit or not to lose so much benefit from technology change, it is important for countries to coordinate their choice of input mix with the directions of technology bias if their technical changes are biased. The results indicate that both OECD and non-OECD countries tend to show capital-using/labor-saving, capital-using/energy-saving and energy-using/labor-saving technical change bias over the entire period. The production pattern of a majority of countries is shown to have been able to take advantage of their technological innovations.     

Valuation of contingent convertible catastrophe bonds — The case for equity conversion

Within the context of banking-related literature on contingent convertible bonds, we comprehensively formalise the design and features of a relatively new type of insurance-linked security, called a contingent convertible catastrophe bond (CocoCat). We begin with a discussion on its design and compare its relative merits to catastrophe bonds and catastrophe-equity puts. Subsequently, we derive analytical valuation formulae for index-linked CocoCats under the assumption of independence between natural catastrophe and financial market risks. We model natural catastrophe losses by a time-inhomogeneous compound Poisson process, with the interest-rate process governed by the Longstaff model. By using an exponential change of measure on the loss process, as well as a Girsanov-like transformation to synthetically remove the correlation between the share and interest-rate processes, we obtain these analytical formulae. Using selected parameter values in line with earlier research, we numerically analyse our valuation formulae for index-linked CocoCats. An analysis of the results reveals that the CocoCat prices are most sensitive to changing interest-rates, conversion fractions and the threshold levels defining the trigger times.     

技术生态位视角下技术变迁过程的仿真分析:一个基于不同模式的对比研究

为解释不同技术变迁模式的作用原理,基于技术生态位理论,采用NetLogo软件进行智能体仿真实验。研究结果表明:技术外干扰的作用与强度是技术能否借助转变模式实现变迁的关键;技术变迁的去结盟与再结盟模式将导致生态位网络呈现区域高连通性,但主导技术出现空白阶段的情况;技术替代模式的技术变迁利于新技术通过生态位的积累与扩展建立市场权力,并逐步淘汰体制技术;技术变迁的重组模式是以成功的技术创新为前提,推动突破性创新涌现并彻底实现技术变革的方式。研究不仅从理论拓展和研究方法两个方面为技术生态位理论做出了贡献,而且所得结论亦从管理实践的角度,为管理者制定行之有效的技术变迁策略提供了有益借鉴。     

中央空调系统节能设计与运行控制策略研究

根据大型商场中央空调系统运行原理,建立了商场"冷负荷需求模型",提出了节能设计与节能运行控制策略.假设人流或室外温度在一定范围内变化,对商场"冷负荷需求模型"进行误差分析.以某大型商场实际运行数据为例,求出某商场人流与电器设备的冷负荷,给出其误差范围,并验证了模型合理性.以保持商场内部温度尽可能稳定且节能为目标,在冷冻水、冷却水流量以及制冷机运行台数等约束条件下,建立多目标规划模型;并进行求解分析,给出优化控制策略.利用模型按"日"计算出夏季合理基准冷负荷;求出在商场设定温度提高1度时,其合理基准冷负荷减少量.     

System catastrophe: A distributive model for collective phenomenon

The phenomenon of system catastrophe often occurs in a system with a network structure. A system's resources can be utilized in two different modes: efficiently or inefficiently. When actions with inefficient mode pose no threat to other users or, in other words, when they employ resources that would otherwise be idle, they do not waste the system's resources at all. But when critical levels of inefficient uses of system's resources are reached, there is a sudden decrease in the capacity of the system due to the multiplication effects of inefficient factors. This collective inefficiency results in everyone getting worse in average. The common theme behind the catastrophe phenomenon demonstrates a possible explanation for the famous question about the choice between market and hierarchy. That is, when all firms pursue their own individual interests, resulting in a collective breakdown, they turn to consolidated ways of carrying out transactions.