服务业集聚现象测度模型及其应用

服务业集聚测度是服务业集聚研究的核心环节。本文通过服务业集聚指标和服务业集聚动态面板模型,从静态和动态两方面分析了我国服务业空间集聚的特征和动态规律。研究表明,我国服务产业集聚程度总体偏低,生产性服务业较消费性服务业有较高的区域集聚趋势和较明显的企业集聚趋势。服务业集聚水平变化是产业集聚回复效应和随机效应共同作用的结果。政府应根据不同服务行业的集聚特征,积极引导和推进服务行业有效集聚。     

中国工业化发展态势分析:1981～2001

本文利用时序全局主成分分析法对1981～2001年中国的工业化发展作了动态描绘,结果表明,1981～2001年中国的工业化发展处于整体攀升并伴有小幅波动态势。动态轨迹与客观实际能较好的吻合,可为中国工业化进一步健康发展提供参考依据。     

用有限元结合动态光弹性分析确定动态应力强度因子

本文运用有限元方法结合动态光弹性分析,对动态应力强度因子的计算进行了分析研究.作者在钱伟长教授[1]的基础上,将动态裂尖的奇异性分析解引入有限元计算;并以动态光弹性分析所得的裂纹扩展长度与时间的关系曲线作为定解补充条件,据此建立了有效模拟裂纹扩展的数值模型.通过具体算例证明,本文的方法取得了与实验结果相吻合的效果.     

舰船研制风险的模糊动态群决策方法研究

针对舰船研制过程的动态性,考虑到在研制过程中风险表述的模糊性,深入探讨了模糊动态层次分析的处理方式,在此基础上建立了动态群决策模型,并以一个实例的形式应用上述模型分析了舰船研制风险各组成部分的动态演变趋势.     

上市公司动态复合财务系数

上市公司动态复合财务系数．本文应用主成份分析方法和理想点法,讨论了上市公司动态复合财务系数的计算原理和方法,从而给出了对上市公司财务状况进行动态综合评价的一种简单、有效的方法     

基于模糊层次分析法的动态群决策及其应用

探讨了基于常规AHP的模糊动态层次分析法(FDAHP)的实现过程,对其判断矩阵的一致性问题进行了深入研究。针对传统静态群决策不能反映决策对象的动态变化的不足,提出了基于FDAHP的动态群决策算法,并将其应用于舰船各费用成份的动态分析中,取得了良好效果。     

干预ARIMA模型及其在我国人口总量预测中的实证研究

本文利用干预时序模型方法简明扼要地对我国建国以来的人口发展趋势建立了动态模型,并预测了未来几年我国人口发展的趋势。结果表明,此模型很好地解释了我国人口发展的动态结构,为促进我国人口政策的调整与扩展提供了很好的参考依据。     

基于多元灰色关联度的人岗动态匹配模型研究

针对现有人岗匹配方法缺乏动态预见性的问题,探讨一种基于多元灰色关联分析的动态人岗匹配模型.首先,根据岗位能力的动态性要求,提出岗位能力多元序列的概念;然后,基于灰色关联分析的原理构造了人岗匹配的横、纵向匹配模型,并分析模型的性质;在此基础上,构造人岗动态匹配模型;结合灰色预测模型,探讨了人岗动态匹配的方法与步骤;最后,通过案例验证了本文方法的有效性.     

动态投入产出模型的反向求解及灵敏度分析

在经济理论研究和实践中 ,动态投入产出模型是一类有广泛应用前景的模型 .本文讨论了动态投入产出模型的反向递推解法及灵敏度分析 ,给出了目标年的总产出向量和各期的最终净需求向量发生变动时 ,对计划期内国民经济各部门总产出产生影响的计算公式 ,揭示了动态投入产出系统初始条件和外生变量对国民经济各部门总产出的传递效应 .计算实例的结果表明 ,所给的公式是正确的、可行的 .     

一类变结构动态系统的非光滑最优性条件

研究了一类事件驱动的变结构动态系统的非光滑最优性条件. 通过引入一个新的时间变量, 将变结构动态系统的最优性问题转化为古典动态系统的最优性问题. 基于广义微分和古典动态系统的最优性理论, 得到了该系统的Frechet上微分形式的必要性条件, 推广了已有文献的相关结论. 结果表明, 在系统的连续运行过程中, 控制变量、协态变量和状态变量满足最小值原理和协态方程. 在系统的运行模型发生改变时, 协态变量产生一定的跳跃, 哈密尔顿函数连续. 最后通过一个算例说明了该结论的有效性.     

长沙经济发展的动态分析

本文根据1997~2004年的长沙经济主要指标的时序立体数据表,进行时序全局主成分分析,得到一条动态轨迹并表明和客观实际能较好的吻合,为促进经济的快速发展提供一定的参考依据.     

The symmetry approach on economic systems

This paper studies the symmetry on the dynamic equations of economic systems. Symmetry group transforms a solution of the equations to other solutions. Thus we can understand the transformational relations among these solutions. Symmetry describes the invariance of the dynamic equations. Then the symmetry provides more information for the inner structure of the economic systems. The complexity of the socioeconomic phenomena is discussed by using dynamic systems with symmetry. For the calculation of the symmetry, the prolongation technique is adopted. This method reformulates the basic problem of finding solutions of differential equations in a more geometrical form which is suited to the investigation of symmetry groups. Some examples of dynamic equations by using symmetry analysis are also illustrated.     

具有固定时滞的经济周期模型的动态分析

在经济活动中,投资行为和资本存量存在一定的时滞效应,这会影响经济周期模型的动态行为,进而使得投资政策对经济的稳定调整复杂化.考虑到资本存量的预期时间以及投资时滞对经济活动的影响,采用Hopf分岔理论,研究具有固定时滞的经济周期模型的均衡点的稳定性以及形成经济周期的条件.研究发现,投资过程中的投资时滞,以及投资决策中对于资本存量的预测时间构成经济周期产生的诱因;同时可通过政府投资政策调整达到预期均衡目标,这对保持经济周期稳定及经济政策制定有一定的指导作用.     

Optimal control of a class of systems with continuous lags: Dynamic programming approach and economic interpretations

This paper derives a maximum principle for dynamic systems with continuous lags, i.e., systems governed by integrodifferential equations, using dynamic programming. As a result, the adjoint variables can be provided with useful economic interpretations.This research was supported by NSERC Grant No. A4619.     

Ratio-conjugation tool and its application in linear optimization models†

The ratio-conjugation-tool (RC) is constructed systematically, and its applicability for analysis of economic models is demonstrated. One of the main results establishes a general formula for RC of aggregative function. This tool is applied to the analysis of linear economic dynamics models of Neumann–Gale type which can be solved by a dynamic programming method: for each direct problem we construct the corresponding dual RC-problem. Moreover, we consider three examples of the most important economic dynamics models and look at these now from a unified general position.     

THE OPTIMAL MANAGEMENT OF TRANSBOUNDARY FISHERIES: GAME THEORETIC CONSIDERATIONS

One of the most ubiquitous of the fishery management problems to have arisen as a result of E.F.J. is that of managing transboundary resources. Economic analysis of this problem rests upon models blending the standard dynamic economic analysis of fisheries with game theory. The analysis reveals that noncooperation is likely to have severe economic consequences and that cooperative arrangements must deal with possible conflicting goals of management, as well as the division of economic returns from the fishery. While the existing economic analysis of transboundary fishery management is far from complete, it can be shown that the analysis is capable of providing important insights into existing real world cases of transboundary resource management.     

Optimal control of harvest and bifurcation of a prey-predator model with stage structure

This paper describes a prey-predator model with stage structure for prey. The adult prey and predator populations are harvested in the proposed system. The dynamic behavior of the model system is discussed. It is observed that singularity induced bifurcation phenomenon is appeared when variation of the economic interest of harvesting is taken into account. State feedback controller is incorporated to stabilize the model system in case of positive economic interest. Harvesting of prey and predator population are used as controls to develop a dynamic framework to investigate the optimal utilization of the resource, sustainability properties of the stock and the resource rent earned from the resource. The Pontryagin’s maximum principle is used to characterize the optimal controls. The optimality system is derived and then solved numerically using an iterative method with Runge-Kutta fourth order scheme. Simulation results show that the optimal control scheme can achieve sustainable ecosystem.     

Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives

This paper broadens research literature associated with the assessment of modern portfolio risk management techniques by presenting a thorough modeling of nonlinear dynamic asset allocation and management under the supposition of illiquid and adverse market settings. Specifically, the paper proposes a re-engineered and robust approach to optimal economic capital allocation, in a Liquidity-Adjusted Value at Risk (L-VaR) framework, and particularly from the perspective of trading portfolios that have both long and short-sales trading positions. This paper expands previous approaches by explicitly modeling the liquidation of trading portfolios, over the holding period, with the aid of an appropriate scaling of the multiple-assets’ L-VaR matrix along with GARCH-M technique to forecast conditional volatility and expected return. Moreover, in this paper, the authors develop a dynamic nonlinear portfolio selection model and an optimization algorithm which allocates both economic capital and trading assets subject to some selected financial and operational rational constraints. The empirical results strongly confirm the importance of enforcing financially and operationally meaningful nonlinear and dynamic constraints, when they are available, on economic capital optimization procedure. The empirical results are interesting in terms of theory as well as practical applications and can aid in developing robust portfolio management algorithms that financial entities could consider in light of the aftermath of the latest financial crisis.     

Process Spillovers and Growth

This paper develops an R&D based endogenous growth model in which the firm’s free-riding behavior, prompted by an incomplete technological protection at the industry level, can drive economic growth. Unlike existing endogenous growth models, it shows how free-riding behavior and process spillovers can mutually promote dynamic competition at the industry level and how they constitute a major source of growth in the economy. In the dynamic general equilibrium model that we propose, the representative industry is a duopoly that consists of a leader who innovates and a laggard who freerides by exploiting the source of intraindustry spillover. The main results show that the innovation strategies of the two firms can be dynamically strategic complements if a large technology gap prevails and that a fall in the level of technological protection can enhance economic growth. This paper is a substantially revised version of a chapter of S. Luckraz’s Ph.D. thesis. He thanks Julian Wright for his encouragement and helpful suggestions. The paper has also benefited from the comments of Jie Zhang, Mark Donoghue and Ho Kong Weng. The author is also grateful to T.L. Vincent and three anonymous referees for their comments.     

二供应商经济批量问题的多项式时间算法

为了从采购费用结构不同的供应商中找到最佳补货策略,考虑一个零售商从两个供应商补货的二供应商经济批量问题.零售商在两个供应商处的采购费用结构分别为复合安装费用和全单位数量折扣费用结构.通过对问题结构性质的分析论证,将问题的可行解转化为一个有向网络,降低问题求解的计算复杂性.综合动态规划和Dijkstra最短路算法证明了该问题是多项式时间可解的.