模糊优选模型及其应用

模糊综合评判在经济中应用十分广泛,然而由于传统的模糊综合评判模型依赖于隶属函数的确定,并往往带有较强的“主观任意性”,且不同的函数组合对评判结果的影响较大,故评判结果有时难以令人信服.本文对适度型指标的相对隶属函数———优属度的计算提出了具体方法,使模糊优选模型更具有实用性.这一新的模糊优选途径,具有理论严谨,概念明确,计算简便实用的特点,是解决大系统模糊优选问题的有效方法.文中还结合港口类上市公司绩效的综合评价进行了实证分析,获得了理想的效果.     

清晰集构造模糊集的简易方法及其在模糊评判中的应用

运用清晰集合的交、并运算、模糊集的分解定理,本文提出了一个用多个清晰集合构造一个模糊集合的简易方法,并将这个方法应用于模糊综合评判.本方法能将模糊综合评判中取值范围不同的指标的取值范围归一化为区间(0,1).实例表明,本方法在模糊综合评判领域是有效的、且易于操作,可以广泛应用于工程、社科等领域.     

社区教育评价的模糊等级和灰色关联度方法研究

阐述社区教育评价中应用模糊集合论方法的必要性;提出L-R型模糊数以及7个模糊等级的梯形模糊数和三角形模糊数表示方法及其清晰化计算公式;提出对象评判经模糊等级评价、综合并清晰化得出评价矩阵的方法;在提出理想矩阵基础上建立评价的灰色关系系数矩阵,最终求出每一评判对象的关联度,以此确定排序.举出由5名评价人员,对8个评判对象社区教育教学内容按"教学内容体现时代特色"、"教学内容体现社会关注"、"教学内容体现实际应用"3个指标进行评判的示例,得出绩效排序为Q_8优于Q_4优于Q_3优于Q_1优于Q_7优于Q_2优于Q_5优于Q_6的结果.     

区域经济系统的ARX参数模型估计

利用系统辨识的方法,对非线性系统进行输入、输出分析,利用模糊评判的输入、输出数据,从多个非线性模型中,确定出一个能够反映区域经济系统特征的模型,从而形成了一种建构在模糊评判基础上系统辨识新思路.     

基于模糊综合评判方法的DEA模型

利用数据包络分析和多目标规划的有关理论,对模糊综合评判方法进行进一步探讨,给出一个建立在模糊综合评判过程基础上的DEA模型,该方法不仅能够增强模糊综合评判结果的客观性,更重要的是它可以找出模糊综合评判中较差单元无效的原因,并能为较差单元的改进提供许多有用的信息。     

模糊综合评判在高校排课系统评价中的应用

模糊综合评判是一种应用广泛的模糊数学方法,是在综合考虑和整体平衡中顾及各种因素全面进行评判的科学方法,可广泛应用在各类人员、工作、产品等等客体的综合评判工作中.本文主要采用模糊数学理论对我院排课系统进行综合评价,经确定评判因素集、权重、等级评语向量和评价矩阵等,从而得到了三级模糊综合评判模型.结果表明该模型用于排课系统评估,客观公正,可信度高.     

战场敌情威胁的多级模糊综合评判

敌情威胁程度的判断是定下作战决心的基础.提出利用多级模糊综合评判的方法,首先利用层次分析法(AHP法)综合专家的判断,建立权重集,然后利用模糊综合评判理论对对战场某一指定区域的模糊敌情进行威胁程度判断,从而将两种方法的优点综合起来.并给出了一个应用该方法的海区模糊敌情判断实例,结论说明该方法可行.     

多对模糊算子的综合评判模型

本文提出了一个用多对模糊算子进行模糊综合评判的新模型．用此模型对多个评判对象的几种指标进行评判和排序．     

基于Vague集信息的多属性群决策专家水平评判方法

针对基于Vague集信息的多属性群决策专家水平评判问题提出了两种评判方法.首先引进了基于Vague集信息的多属性群决策信息体(即决策信息体)的相关概念,通过决策信息体构造了基于Vague集信息的一致性决策矩阵及模糊熵,其次利用Vague集信息的相似度量以及Vague集信息的模糊熵两种信息不确定性度量方法,对基于Vague集信息的多属性群决策专家水平评判问题提出了两种评判方法,即统计分析方法和模糊熵分析方法,对专家的评判水平进行排序.最后,通过一个算例说明两种方法的一致性、有效性和实用性.     

煤矿瓦斯风险评估中的多值逻辑

煤矿瓦斯风险评估中因风险状态渐变连续,所以单风险隶属度是可取[0,1]区间上一切实数,可表征"部分属于"模糊状态的模糊隶属度.因此由单风险隶属度确定多风险隶属度实现的是模糊状态转换,所以支撑隶属度转换的不是二值逻辑而是多值逻辑.在多值逻辑研究中,基于"取大取小"推理的模糊逻辑不是数学逻辑,"加权平均"的模糊综合评判是"假设"不是推理.所以处理模糊信息的多值逻辑尚需深入研究.指出隶属度转换不是线性转换的原因是,单风险模糊隶属度中可能包含对确定多风险隶属度不起作用的非线性冗余值.通过确定冗余值的数学表达式建立冗余理论,用冗余理论界定模糊隶属度转换不是线性转换,并推导去冗算法实现隶属度转换.由此建立处理模糊信息的多值逻辑.     

Extreme events and entropy: A multiple quantile utility model

This paper introduces a multiple quantile utility model of Cumulative Prospect Theory in an ambiguous setting. We show a representation theorem in which a prospect is valued by a composite value function. The composite value function is able to represent asymmetric attitude on extreme events and a rational prudence on ordinary events.     

Optimal prevention and prudence in a two-period model

This work shows that, in a two-period framework, prudence has a positive effect on optimal prevention. This conclusion is the opposite to that obtained in a one-period framework [Eeckhoudt L., Gollier C., 2005. The impact of prudence on optimal prevention. Economic Theory 26, 989–994]. This is due to the opposite effect of prevention on wealth in the period where the risk occurs.     

Optimal prevention and prudence in a two-period model

This work shows that, in a two-period framework, prudence has a positive effect on optimal prevention. This conclusion is the opposite to that obtained in a one-period framework [Eeckhoudt L., Gollier C., 2005. The impact of prudence on optimal prevention. Economic Theory 26, 989–994]. This is due to the opposite effect of prevention on wealth in the period where the risk occurs.     

Option pricing bounds with standard risk aversion preferences

For a theoretical valuation of a financial option, various models have been proposed that require specific hypotheses regarding both the stochastic process driving the price behaviour of the underlying security and market efficiency. When some of these assumptions are removed, we obtain an uncertainty interval for the option price. Up to now, the most restrictive intervals for option prices have been obtained using the decreasing absolute risk aversion (DARA) rule in a state-preference approach. Precautionary saving entails the concept of prudence; in particular, decreasing absolute prudence is a necessary and sufficient condition that guarantees that the saving of wealthier people is less sensitive to the risk associated to future incomes. If this condition is coupled with the DARA assumption we obtain standard risk aversion (SRA), which guarantees on the one hand that introducing a zero-mean background risk to wealth makes people less willing to accept another independent risk and on the other hand that an increase in the risk of the returns distribution of an asset reduces the demand for this asset. The main idea of this contribution is to apply decreasing absolute prudence and SRA rules in a state-preference context in order to obtain efficient bounds for the value of European-style options portfolio strategies. Lower and upper bounds for the options portfolio value are obtained by solving non-linear optimization problems. The numerical experiments carried out show the efficiency of the technique proposed.     

Beneficial changes in dependence structures and two-moment decision models

We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In a quasi-linear decision model with an endogenous risk and a dependent background risk, a mean-variance decision maker will choose a lower level of risky activities upon an increase in the coefficient of correlation of the risks if, and only if, the elasticity of risk aversion is larger than −0.5. For elliptical distributions, the elasticity condition is equivalent to relative prudence being smaller than 1.     

A Bowley solution with limited ceded risk for a monopolistic reinsurer

Borch (1969) advocated that the study of optimal reinsurance design should take into consideration the conflicting interests of both an insurer and a reinsurer. Motivated by this and exploiting a Bowley solution (or Stackelberg equilibrium game), this paper proposes a two-step model that tackles an optimal risk transfer problem between the insurer and the reinsurer. From the insurer’s perspective, the first step of the model provisionally derives an optimal reinsurance policy for a given reinsurance premium while reflecting the reinsurer’s risk appetite. The reinsurer’s risk appetite is controlled by imposing upper limits on the first two moments of the coverage. Through a comparative analysis, the effect of the insurer’s initial wealth on the demand for reinsurance is then examined, when the insurer’s risk aversion and prudence are taken into account. Based on the insurer’s provisional strategy, the second step of the model determines the monopoly premium that maximizes the reinsurer’s expected profit while still satisfying the insurer’s incentive condition. Numerical examples are provided to illustrate our Bowley solution.     

A theory of liberal churches

There is a counterintuitive gap in the club theory of religion. While it elegantly accounts for the success of strict sectarian religious groups in recruiting members and maintaining commitment, it is less satisfactory when attempting to account for groups requiring neither extreme nor zero sacrifice. Moderate groups are always a suboptimal choice for rational, utility maximizing agents within the original representative agent model. The corner solutions of zero and absolute sacrifice, however, are rarely observed empirically compared to the moderate intermediate. In this paper, we extend the original model to operate within an agent-based computational context, with a distribution of heterogeneous agents occupying coordinates in a two dimensional lattice, making repeated decisions over time. Our model offers the possibility of successful moderate groups, including outcomes wherein the population is dominated by moderate groups. The viability of moderate groups is dependent on extending the model to accommodate agent heterogeneity, not just within the population of agents drawn from, but heterogeneity within groups. Moderate sacrifice rates mitigate member free riding and serve as a weak screening device that permits a range of agent types into the group. Within-group heterogeneity allows agents to benefit from the differing comparative advantages of their fellow members.     

New results on the relationship among risk aversion,prudence and temperance

This note studies the relationships between different aspects of agent’s preferences toward risk. We show that, under the assumptions of non-satiation and bounded marginal utility, prudence implies risk aversion (imprudence implies risk loving) and that temperance implies prudence (intemperance implies imprudence). The implications of these results for comparing risks in the cases of increase in risk, increase in downside risk and increase in outer risk are discussed.     

专利中介参与下的技术创新授权策略

考虑外部创新者向两个制造企业及专利中介(PI)拍卖提高质量的创新技术, 获胜者可对创新技术进行授权。基于Stackelberg博弈模型分析两企业的生产决策, 以及PI对市场的影响。研究发现:1)跟随企业在竞价中无法直接赢得专利; 2)若赢得专利, 领导企业只有在渐进式创新中授权给跟随企业, 而PI仅在根本性创新中授权给领导企业; 3)PI的存在会增加外部创新者的利润而降低领导企业的利润。     

基于TOPSIS灰色关联投影法的高技术产业技术创新能力动态综合评价——以京津冀一体化为视角

为实现对京津冀地区高技术产业技术创新能力的动态综合评价,文章从技术创新投入、技术创新产出和技术创新环境三个方面建立评价指标体系,采用TOPSIS灰色关联投影法计算灰色关联投影贴近度,引入协调度模型评价区域协调发展水平,并进行二次加权计算。对比所得到的截面静态评价结果和面板动态评价结果,可以看出,京津冀地区高技术产业技术创新能力存在不同程度的波动和较大的地区差异,产业发展处于中度失调状态。研究认为,京津冀应努力加强区域产业合作和优势互补,推动创新资源有效配置,促进产业结构优化升级,不断缩小产业技术创新能力的地域差距,实现一体化发展。