模糊数在股本权证定价中的应用

采用Ukhov权证定价模型求解权证价值的过程中,需要求解一个非线性方程组．但是采用数值法得到的最优解与精确解往往有一定偏差．针对这个情况,本文采用模糊数刻画非线性方程组的解,得到不确定形式的股本权证定价模型,并给出一定可信度下权证的模糊价格区间．同时也给出了给定任意一个权证价格求其对应的可信度的优化算法．数值算例验证了该文方法的有效性．     

品牌资产与品牌价值关联模型的实证研究

现如今,品牌资产与品牌价值在企业经济活动中扮演的角色日益重要,二者的概念、特征以及作用机制等越来越被学者和企业界所重视,但聚焦品牌资产与品牌价值关联关系的研究仍然较为缺乏.通过对品牌资产与品牌价值的概念界定,依据品牌资产的作用机制和品牌价值的形成机理,构建了二者的关联理论模型,并通过实践调研对这一问题进行了实证研究,结果表明品牌资产通过调节效应能够驱动品牌价值的形成,最后为企业如何杠杆品牌资产实现品牌价值提出了相关管理启示.     

消费者心理违约对品牌权益的影响机制研究

本文旨在把组织行为学中的心理契约理论应用于市场营销情景下的品牌关系。本文通过把心理违约分成两个阶段,即心理违约(Psychological Contrac(?) Breach)和心理违背(Psychological Contract Violation)来研究消费者心理违约对品牌权益的影响。结果显示,心理违背会负面地影响品牌形象和品牌忠诚。但在心理违约和心理违背之间还存在着其它影响因素,有待进一步的研究。     

面向顾客资产的三维顾客细分模型及其应用

简单依照顾客利润贡献对顾客细分未能充分考虑顾客的无形贡献,会低估顾客对企业的价值.从面向顾客资产的视角进行顾客细分,可以兼顾到顾客当前的利润贡献和顾客的潜在有形和无形贡献,从而提出基于顾客当前显性贡献、潜在显性贡献和潜在隐性贡献三维顾客细分模型及度量方法,并结合实证阐述顾客细分方法的实现过程.     

Quantum Private Comparison Protocol Based on Bell Entangled States

In this paper,a quantum private comparison protocol is proposed based on bell entangled states.In our protocol,two parties can compare the equality of their information with the help of a semi-honest third party.The correctness and security of our protocol are discussed.One party cannot learn the other's private information and the third party also cannot learn any information about the private information.     

Quantum Private Comparison of Equality Based on Five-Particle Cluster State

A protocol for quantum private comparison of equality (QPCE) is proposed based on five-particle cluster state with the help of a semi-honest third party (TP). In our protocol, TP is allowed to misbehave on its own but can not conspire with either of two parties. Compared with most two-user QPCE protocols, our protocol not only can compare two groups of private information (each group has two users) in one execution, but also compare just two private information. Compared with the multi-user QPCE protocol proposed, our protocol is safer with more reasonable assumptions of TP. The qubit efficiency is computed and analyzed. Our protocol can also be generalized to the case of 2N participants with one TP. The 2N-participant protocol can compare two groups (each group has N private information) in one execution or just N private information.     

A Multigenerational Game Model to Analyze Sustainable Development

This paper deals with a multigeneration game that provides a new rationale for representing time preference in very long term cost benefit analysis, as it happens typically in the economics of global climate change. One defines an intergenerational game where each generation has a random life duration and transfers the control of the economic system to the next generation at the end of its life. The payoff to a generation is a discounted sum of the expected consumption by the whole infinite sequence of generations, starting with the current one. The equilibrium is characterized by a dynamic programming equation; a unique solution is proved to exist; a numerical technique is proposed and implemented on a continuous time simplified version of the model DICE94. The results show the influence of this form of altruism on the asymptotic steady states of the economy subject to a global climate change effect. This research has been supported by an SNSF grant in the NCCR-Climate research program.     

An intensity‐based approach for equity modeling

This paper analyzes an intensity‐based approach for equity modeling. We use the Cox–Ingersoll–Ross (CIR) process to describe the intensity of the firm's default process. The intensity is purposely linked to the assets of the firm and consequently is also used to explain the equity. We examine two different approaches to link assets and intensity and derive closed‐form expressions for the firms' equity under both models. We use the Kalman filter to estimate the parameters of the unobservable intensity process. We demonstrate our approach using historical equity time series data from Merrill Lynch. Copyright © 2011 John Wiley & Sons, Ltd.     

出行选择行为的演化博弈分析

为缓解城市交通拥堵,通过分析出行者出行选择方式的博弈心理,建立了交管部门与出行者策略选择的决策博弈模型,应用演化博弈的思想分析了交管部门对私家车管理与不管理、出行者选择私家车与选择公交车出行各自两种策略选择的演化过程.根据雅克比矩阵的局部稳定性,对演化稳定状态进行了分析,并对一些主要参数对选择行为的影响进行了研究,结果表明,交管部门对公交车的激励效应以及对私家车管理效应对出行者出行方式选择行为的演化起着至关重要的作用.在讨论过程中,对各种情况做了详细地分析和解释,可以为政府决策部门提供相应的参考.     

Examining Elementary School Science Achievement Gaps Using an Organizational and Leadership Perspective

There is the tendency to explain away successful urban schools as indicative of the heroic efforts by a tireless individual, effectively blaming schools that underperform for a lack of grit and dedication. This study reports the development of a research instrument (School Science Infrastructure, or SSI) and then applying that tool to an investigation of equitable science performance by elementary schools. Our efforts to develop a science‐specific instrument to explore associations between school‐level variables and equitable science performance are informed by James Coleman's tripartite notion of social capital: the “wealth” of organizations is encompassed within their social norms, informational channels, and reciprocating relationships. Grounded in school effectiveness research and social capital theory, the instrument that we report on here is a valid and reliable tool to support meso‐level investigations of factors contributing to school variations in science achievement.