考虑CO2排放的中国港口动态网络效率研究

港口是一个多时期多流程组成的动态复杂网络系统。本文以2013~2016年中国10个主要沿海港口为研究对象,综合考虑经济、运营、环境等多种因素,将港口分为生产运营阶段和盈利转化阶段,并运用动态网络SBM模型进行港口效率评价,同时考虑了港口内部结构和跨期活动因素,通过结转指标将不同时期的港口结构连接成一个动态的整体系统,构建了动态的考虑港口相邻阶段间相互活动和相邻时期间跨期活动的非线性目标规划效率模型。不仅反映了港口效率在时间序列中的动态变化,而且揭示了港口内部的薄弱环节,完善了现有港口效率评价中忽略跨期活动和内部结构影响的不足。实证结果表明:中国港口的生产运营阶段效率普遍高于盈利转化阶段效率,动态网络综合效率低下与盈利转化阶段效率低有较大的关系,港口碳排放量仍然有很大的减排空间,动态网络SBM模型比动态SBM模型区分力更强,更适于港口效率评价。     

Algorithms for the q-model clustering problem with application in switching cabinet manufacturing

The model configuration problem (MCP) is a combinatorial optimization problem with application in the telecommunications manufacturing industry. The product is a switching cabinet, defined by a number of positions (slots) in which specific circuit packs are installed according to the customer requirements (configurations). Variety of customer requirements leads to a relatively large number of distinct configurations. In order to streamline the manufacturing process, a large number of switching cabinets with identical configurations (model cabinets) are produced in advance. A customer order is then filled by selecting a model cabinet whose configuration is relatively close to the customer configuration and performing any necessary circuit pack exchanges to make its configuration identical to the customer requirement. The manufacturing costs are proportional to the number of these circuit pack exchanges, and the q-model configuration problem is to design q different model configurations so as to minimize the total number of exchanges for a given collection of customer orders. We propose three heuristic algorithms for solving the q-model configuration problem and carry out a computational experiment to evaluate their effectiveness.     

Developing a measure of risk adjusted revenue (RAR) in credit cards market: Implications for customer relationship management

Current models of customer lifetime value (CLV) consider the discounted value of profits that a customer generates over an expected lifetime of relationship with the firm. This practice can be misleading in the financial services markets because it ignores the risk posed by the customer (such as delinquency and default). Specifically, in the credit card market, the correlation between revenue and risk is positive. Therefore, firms need to adjust a customer’s profits for the associated risk before developing a measure of customer lifetime value. We propose a new measure, risk adjusted revenue (RAR), that can incorporate multiple sources of risk and demonstrate the usefulness of the proposed measure in correctly assessing the value of a customer in the credit card market. The model can be extended to compute risk adjusted lifetime value (RALTV). We use the RAR metric to understand the effectiveness of different modes of acquisition, and of retention strategies such as affinity cards and reward cards. We find that both reward- and affinity-cardholders generate higher RAR than non-reward and non-affinity cardholders respectively. The ordering of different modes of acquisition with respect to RAR (in decreasing order) is as follows: Internet, direct mail, telesales, and direct selling.     

Customer retention: a behavioural model

One of the main problems currently facing CTedit-card issuersis the increasing number of cardholders who are using theircards less often (i.e. attrition) and/or returning their cards(closures). This problem is of particular concern as the totalnumber of credit cards held by consumers is declining (by approximately0.6 per cent per month in 1992) and the number of new applicantsis also running at an all time-low (less than 1 per cent permonth in 1992). Most of the published literature in the broad area of creditcards looks at credit scoring, rather than the need for cardissuers to identify and retain a profitable portfolio of cardcustomers. The overall objective of our research is ‘segmentationfor customer retention’, and this paper aims to identifythe characteristics of card customers who initiate the closureof their accounts Linear discriminant analysis is applied toa sample of approximately 17,000 UK holders of bank credit cards,using various behavioural and sociodemographic variables, andtested on a holdout sample of 10,000 cases.     

Staircase rook polynomials and Cayley’s game of Mousetrap

First introduced by Arthur Cayley in the 1850’s, the game of Mousetrap involves removing cards from a deck according to a certain rule. In this paper we find the rook polynomial for the number of Mousetrap decks in which at least two specified cards are removed. We also find a new expression for the rook polynomial for the number of decks in which exactly one specified card is removed and give expressions for counts of two kinds of Mousetrap decks in terms of other known combinatorial numbers.     

基于网络外部性的港口FDI企业与内资港口企业博弈策略研究

将港口服务产品的网络外部性和服务质量水平引入到发货人的效用函数中,通过Hotelling价格竞争模型分析港口FDI企业与内资港口企业的博弈策略行为,分别研究在Nash和Stackelberg博弈条件下,港口服务价格、收益与网络外部性系数、服务质量水平之间的关系.理论研究的结论表明:港口FDI企业与内资港口企业在Stackelberg条件下的最优定价、均衡收益均大于Nash条件下的最优定价、均衡收益;企业最优定价随网络外部性强度线性递减,随服务水平线性递增;企业均衡收益受服务水平和网络外部性强度的影响,呈现出一定的区间变化规律,处于相同港口外部市场环境下,内资港口企业与港口FDI企业的服务策略选择和侧重点不相同.     

Evaluating dredging and offshore loading locations for U.S. coal exports using the local logistics system

The formulation and use of a mixed integer mathematical programming location-allocation model, the Coal Logistics System (COLS), is presented in this study. COLS is used to evaluate the potential for reducing water-borne coal transportation costs, and concomitantly the costs of delivering coal to European markets. This cost reduction is accomplished through the use of supercolliers which would require the dredging of channels at selected ports or the use of offshore loading sites at East and Gulf Coast ports or both. The model developed and the analysis presented in this paper are intended to aid in the determination of the location and extent of these activities, and to indicate the size of the potential reduction in the costs of U.S. export coal. In order to be able to accommodate these deeper draft vessels at East and Gulf Coast ports, expensive improvements would need to be undertaken which may include the deepening of harbor channels to the depths required for 120 000 dead weight ton (dwt) or larger supercolliers. Since dredging requires large initial investments and has significant long-term maintenance costs, excess capacity could represent an inefficient use of both U.S. revenues and the ports' own funds. The use of offshore loading moorings to permit the topping off of supercolliers by self-unloading colliers at the deepwater sections of harbor channels has been proposed as a way of reducing trans-ocean transportation costs and avoiding the large investments and time delays associated with dredging activities. The Coal Logistics System was modified and extended to enable the evaluation of these two port improvement options to be undertaken in a consistent and realistic manner.     

An Alternative Model for Queueing Systems with Single Arrivals,Batch Services and Customer Coalescence

In this paper we consider a queueing system with single arrivals, batch services and customer coalescence and we use it as a building block for constructing queueing networks that incorporate such characteristics. Chao et al. (1996) considered a similar model and they proved that it possesses a geometric product form stationary distribution, under the assumption that if the number of units present at a service completion epoch is less than the required number of units, then all the units coalesce into an incomplete (defective) batch which leaves the system. We drop this assumption and we study a model without incomplete batches. We prove that the stationary distribution of such a queue has a nearly geometric form. Using quasi-reversibility arguments we construct a network model with such queues which provides relevant bounds and approximations for the behaviour of assembly processes. Several issues about the validity of these bounds and approximations are also discussed.     

Heuristics for Distribution Network Design in Telecommunication

A distribution network problem arises in a lower level of an hierarchical modeling approach for telecommunication network planning. This paper describes a model and proposes a lagrangian heuristic for designing a distribution network. Our model is a complex extension of a capacitated single commodity network design problem. We are given a network containing a set of sources with maximum available supply, a set of sinks with required demands, and a set of transshipment points. We need to install adequate capacities on the arcs to route the required flow to each sink, that may be an intermediate or a terminal node of an arborescence. Capacity can only be installed in discrete levels, i.e., cables are available only in certain standard capacities. Economies of scale induce the use of a unique higher capacity cable instead of an equivalent set of lower capacity cables to cover the flow requirements of any link. A path from a source to a terminal node requires a lower flow in the measure that we are closer to the terminal node, since many nodes in the path may be intermediate sinks. On the other hand, the reduction of cable capacity levels across any path is inhibited by splicing costs. The objective is to minimize the total cost of the network, given by the sum of the arc capacity (cables) costs plus the splicing costs along the nodes. In addition to the limited supply and the node demand requirements, the model incorporates constraints on the number of cables installed on each edge and the maximum number of splices at each node. The model is a NP-hard combinatorial optimization problem because it is an extension of the Steiner problem in graphs. Moreover, the discrete levels of cable capacity and the need to consider splicing costs increase the complexity of the problem. We include some computational results of the lagrangian heuristics that works well in the practice of computer aided distribution network design.     

利用贝叶斯网络提高港口国检查效率

提高港口国监控(PSC)的检查效率,本文研究了船舶固有属性(船舶年龄、船旗、船级社、船舶尺度)、港口国检查缺陷项与船舶事故间的影响关系。本文所使用的数据主要来自于英国劳氏船级社(LR)、国际海事组织(IMO)和东京谅解备忘录(Tokyo MOU)三个数据库,共5478条干散货船数据。利用贝叶斯网络(BN)构建模型,并分别采用Bayesian Network (BN)和Greedy thick thinning(GTT)算法构建网络模型。同时利用K-折交叉验证、对数似然函数(LL)、赤池信息量准则(AIC)和贝叶斯信息准则(BIC)对模型进行评估。结果表明船舶的固有属性和关键检查缺陷项对船舶事故均有较高的直接影响,而大多数的港口国监控检查缺陷之间具有相互影响,并且通过关键检查缺陷项对船舶事故产生间接影响。因此可以利用关键检查缺陷项优化港口国检验制度,提高检验效率。     

基于企业网络舆情的客户满意度分析及管理方法

社交网络平台的迅速发展,促使网络舆情成为企业获取商业情报、扩大竞争优势的重要信息来源。本文针对网络舆情环境下的企业客户关系管理问题展开研究。通过构建企业客户推动式信息反馈模型,描述了企业客户、网络用户与企业网络舆情间的联系,并依据信息反馈模型,提出变尺度聚类算法。该算法将传统聚类方法的求解过程由单一尺度分析扩展到多尺度分析,克服了实际数据聚类应用过程中的聚类结果特征不显著问题。本文选取新浪微博作为数据源,利用企业网络舆情数据集和企业客户数据集进行数据分析实验。实验结果表明,企业可以通过获取与其主营业务相关的网络舆情信息,实现客户满意度预测;同时,变尺度聚类算法结果能够为企业进一步制定销售战略和销售战术提供决策支持。     

基于风险网络结构的资产分配策略研究

股票市场是一个高风险市场,如何在频繁发生的极端波动环境下进行有效的资产分配是当前热点问题。本文首次应用VaR模型构建股市风险网络,并基于风险网络模型进行最优投资组合成分选择,分析不同市场波动行情下最优资产分配权重和股票中心性的时变关系,融合风险网络时变中心性和个股表现提出新的动态资产分配策略(φ投资策略)。结果表明:在股市上涨和震荡期,股票中心性和最优投资组合权重呈正相关关系;股市下跌期,股票中心性和最优投资组合权重呈负相关关系;当φ>0.05时,投资者的合理投资区域向高中心性节点移动,反之。φ投资策略的绩效表现证明了风险网络结构能提高投资组合选择过程。此研究对于优化资产配置、提高投资收益、多元化分散投资风险具有重要意义。     

Analysis of ordered categorical data to develop control charts for monitoring customer loyalty

In the highly competitive business environment of today, the cost to attract new customers is much higher than the cost required to maintain the existing ones. To keep the balance between the acquisition rate and defection rate through executing offensive and defensive marketing policies, it is required to have real time information using an efficient method to monitor customer loyalty. The relationship between customer loyalty and customer satisfaction should be kept in mind when one develops a method for loyalty monitoring. This paper presents several control charts classified in two groups based on the scale used to assess customer loyalty. In the first group of control charts, customer loyalty is considered as a binary random variable modeled by Bernoulli distribution whilst in the second group, an ordinal scale is considered to report loyalty level. Performance comparison of the proposed techniques using ARL criterion indicates that chi‐square and likelihood‐ratio control charts developed based on Pearson chi‐square statistic and ordinal logistic regression model respectively are able to rapidly detect the significant changes in loyalty behavior. To show how to apply the procedures and how to interpret their results, two illustrative synthetic cases are also explained. Copyright © 2009 John Wiley & Sons, Ltd.     

加权演化的港口网络模型的研究

港口系统的发展、演化对国民经济的繁荣发展起着至关重要的作用,因此如何定量地描述港口系统的发展、演化规律也就显得尤为关键,由此出发,从整体论的角度把港口系统作为一个整体来进行系统研究,利用复杂网络的特性,提出了一个真实的随时间演化的港口系统发展、演化模型,该模型能够有效地再现实际港口系统的一些统计特性,这些特性对于了解港口系统的运行状态和对于港口容错能力的优化将具有十分重要的意义.     

A Feed-Forward Neural Network for Solving Stokes Problem

The current research attempts to offer a novel method for solving the Stokes problem based on the use of feed-forward neural networks. We transform the mixed Stokes problem into three independent Poisson problems which by solving them the solution of the Stokes problem is obtained. The results obtained by this method, has been compared with the existing numerical method and with the exact solution of the problem. It can be observed that the current new approximation has higher accuracy. The number of model parameters required is less than conventional methods. The proposed new method is illustrated by two examples.     

A GRASP and Path Relinking Heuristic for Rural Road Network Development

This paper presents a model for rural road network design that involves two objectives: maximize all season road connectivity among villages in a region and maximize route efficiency, while allocating a fix budget among a number of possible road projects. The problem is modeled as a bicriterion optimization problem and solved heuristically through a greedy randomized adaptive search procedure (GRASP) in conjunction with a path relinking procedure. The implementation of GRASP and path relinking includes two novel modifications, a new form of reactive GRASP and a new form of path relinking. Overall, the heuristic approach is streamlined through the incorporation of advanced network flow reoptimization techniques. Results indicate that this implementation outperforms both GRASP as well as a straightforward form of GRASP with path relinking. For small problem instances, for which optimality could be verified, this new, modified form of GRASP with path relinking solved all but one known instance optimally.     

An Interactive Dynamic Inventory-Production Control System

The development and evaluation of an interactive model for controlling inventories and scheduling production in a high technology batch production environment are discussed. The model allows the use of expert knowledge and company policy for matters such as customer service and safety stocks, in an interactive way. Production of a large number of products has to be scheduled for a number of time periods and a modified Wagner-Whitin algorithm is used for developing good schedules. A versatile data and information management system is a part of the developed software which has been implemented using a standard microcomputer. An evaluation suggests that the system is a practical one for use by busy managers. Further, it results in substantial cost savings and increased customer service.     

基于实际路网情境的配送车辆调度优化

在实际路网情境下结合车道数、车道宽度、路口信号灯设置等路网物理特性,构建了考虑综合交通阻抗的多车型车辆调度模型,提出了两阶段求解策略:第1阶段设计了改进A-star精确解算法用于计算客户时间距离矩阵;第2阶段针对实际路网的特征设计了混合模拟退火算法求解调度方案。以大连市某配送中心运营实例进行路网情境仿真试验,结果表明:改进A-star算法较改进Dijkstra算法具有更短的路径搜索时间;混合模拟退火算法求解结果较实际调度方案优化了13.1% 的综合成本;路网增流、区域拥堵和路段禁行三类路网情境均能对配送方案的车辆配置、路径选择、客户服务次序、作业时间和违约费用等5方面内容产生干扰,调度计划的制定需要详细考虑这些因素的变化。     

A mathematical model of inter-terminal transportation

We present a novel integer programming model for analyzing inter-terminal transportation (ITT) in new and expanding sea ports. ITT is the movement of containers between terminals (sea, rail or otherwise) within a port. ITT represents a significant source of delay for containers being transshipped, which costs ports money and affects a port’s reputation. Our model assists ports in analyzing the impact of new infrastructure, the placement of terminals, and ITT vehicle investments. We provide analysis of ITT at two ports, the port of Hamburg, Germany and the Maasvlakte 1 & 2 area of the port of Rotterdam, The Netherlands, in which we solve a vehicle flow combined with a multi-commodity container flow on a congestion based time–space graph to optimality. We introduce a two-step solution procedure that computes a relaxation of the overall ITT problem in order to find solutions faster. Our graph contains special structures to model the long term loading and unloading of vehicles, and our model is general enough to model a number of important real-world aspects of ITT, such as traffic congestion, penalized late container delivery, multiple ITT transportation modes, and port infrastructure modifications. We show that our model can scale to real-world sizes and provide ports with important information for their long term decision making.     

港口货物总吞吐量概率分布数学模型的建立与分析

为了研究港口货物总吞吐量随时间变化的规律,提出了港口货物总吞吐量的概率分布模型.由于货物总吞吐量的变化与到达港口的货运船数目以及装卸设备的工作效率有密切关系,构造一个关于到达港口的货运船数目以及装卸设备的工作能力组合而成的复合变量,货物总吞吐量是这些复合变量所表示的货物装卸量的和.应用wald方程,得到货物总吞吐量的概率分布.货物总吞吐量服从何种概率分布依赖于到达港口的货运船数目所服从的概率分布.克服了传统预测模型难于对未来货物吞吐量大小变化的可能性作出量化判断的缺点.同时,根据建立的数学模型,分析了影响货物总吞吐量变化的因素,以山东地区某港口的货物吞吐量变化规律进行了案例分析.实际结果与理论分析相符.