长三角地区房地产市场是如何实现"去库存"的?

长三角地区在全国房地产"库存"的背景下,实现了房地产市场的不断向好.对长三角地区有关面板数据进行实证研究,实证结果表明房地产开发投资、医院床位数、工业生产总值与人均房地产成交面积呈正相关.城镇人口数,中、长期贷款利率与人均房地产成交面积呈负相关,高收入城市比低收入城市人均房地产成交面积低14.%,教育支出和城镇居民总的可支配收入对人均房地产成交面积影响不显著.     

一般梯形模糊逼近算子及其在模糊运输问题中的应用

研究运输成本信息为一般模糊数的模糊运输问题.首先,在保持一般模糊数的核不变的条件下,建立一般模糊数与一般梯形模糊数的距离最小优化模型,通过求解模型得到一般模糊数的一般梯形模糊逼近算子,并给出该逼近算子具有的性质如数乘不变性、平移不变性、连续性等.然后利用该逼近算子将一般模糊运输信息表转换成一般梯形模糊运输信息表,再根据已有GFLCM和GFMDM算法得到模糊运输问题的近似最优解,最后给出具体算例分析说明方法的有效性和合理性.     

On the Existence Of Consistent Price Systems

We formulate a sufficient condition for the existence of a consistent price system (CPS), which is weaker than the conditional full support condition (CFS). We use the new condition to show the existence of CPSs for certain processes that fail to have the CFS property. In particular this condition gives sufficient conditions, under which a continuous function of a process with CFS admits a CPS, while the CFS property might be lost.     

An evaluation of semidefinite programming based approaches for discrete lot-sizing problems

The present work is intended as a first step towards applying semidefinite programming models and tools to discrete lot-sizing problems including sequence-dependent changeover costs and times. Such problems can be formulated as quadratically constrained quadratic binary programs. We investigate several semidefinite relaxations by combining known reformulation techniques recently proposed for generic quadratic binary problems with problem-specific strengthening procedures developed for lot-sizing problems. Our computational results show that the semidefinite relaxations consistently provide lower bounds of significantly improved quality as compared with those provided by the best previously published linear relaxations. In particular, the gap between the semidefinite relaxation and the optimal integer solution value can be closed for a significant proportion of the small-size instances, thus avoiding to resort to a tree search procedure. The reported computation times are significant. However improvements in SDP technology can still be expected in the future, making SDP based approaches to discrete lot-sizing more competitive.     

Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem

This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.     

Demand dispersion and logistics costs in one-to-many distribution systems

When an organization decides on which groups of consumers it should target, the locations of these target consumers often play a role. Methods from the field of market segmentation are able to identify target groups with high benefit levels, but the expected costs of supplying products to the target groups are less well understood. These costs can play a large role if the locations of the customers, the demand locations, are geographically widely dispersed. This paper focuses on one-to-many distribution systems in which a central facility serves all demand points. We derive accurate logistics cost estimates from the dispersion of demand points for such systems, enabling a comparison of the expected logistics costs of different candidate target groups. The most accurate measure combines the average distance from the demand locations to a central location and the mutual distances between neighboring demand locations. The average of the distances between all pairs of locations forms a good alternative measure.     

带交易费用的可数无限态两期经济的均衡存在性

To some two-period economies with countable infinite state spaces,the existence of expectation equilibrium of real asset economies with transaction costs is given. This work extends the researches of Zame in 1993.