跳扩散模型下基金平衡管理的最优脉冲控制

在基金市值波动服从跳扩散过程, 基金持有的罚金成本为当前基金水平的二次函数及存在交易费的假设下研究了无穷时域的基金平衡管理的最小成本模型. 利用随机最优脉冲控制的拟变分不等式理论建立了判定定理,得到了最优脉冲控制策略的存在性, 同时通过构造方法给出了解的数学结构形式.     

Visual Interactive Simulation Using a Mini-Computer

Visual Interactive Simulation models have, to date, only been run on mainframe time-sharing systems. This note presents details of the first implementation of the technique on a dedicated mini-computer.     

“重整”现金管理

在银行—企业系统应用中,现金管理业务已经发生很大改变,在这个背景下,企业如能尽早地对现金管理业务发展趋势做一个整体考察和分析,将会占据竞争的有利位置。     

邹志英：“三四四”法则

自2008年金融危机以后,国内外许多知名企业难逃破产厄运,著名的有美国第四大投资银行雷曼兄弟公司、全美第一大汽车制造商通用汽车公司、美国第三大汽车公司克莱斯勒等等,分析其破产原因,竟惊人的相似：资金链断裂。资金链断裂导致企业失败．只是问题的表象,其实质是企业缺乏财务风险防范和现金管理的能力。     

Using a Neural Network to Enhance the Decision Making Quality of a Visual Interactive Simulation Model

The use of a neural network to represent the results of a simulation model is described. The neural network is implemented as an interaction within a visual interactive simulation model. All results obtained from the simulation are offered to the neural network. After a suitable period of training the quality of results obtained from the network matches those obtained by running the original simulation model. An example which embeds a neural network as an interaction within a visual interactive simulation model is described. The example shows how the combined system may enhance the decision making quality of a visual interactive simulation model.     

Stochastic Visual Interactive Simulation Models

Many writers and practitioners have mentioned the difficulties that result from randomness in visual interactive simulation or animated simulation modelling. This paper discusses the use of VIS to model transient system behaviour, and proposes some approaches to stochastic VIS modelling which may be helpful in overcoming the difficulties.     

Functions of Interactive Visual Representations in Interactive Mathematical Textbooks

The paper explores changes in technology that have implications for the teaching and learning of school mathematics. To this end, it examines aspects of interactive mathematical textbooks; specifically it analyzes functions authors may intend to be carried out by embedded interactive diagrams. The paper analyzes theoretical as well as practical lessons that I learned while designing such a book. It is the purpose of this article to provide a rough, preliminary collection of categories of diagram function that would allow an orderly discussion of the subject. While this is not an empirical study, the hypotheses about student practices with interactive diagrams are based on a long series of studies related to the learning of algebra in a technologically-rich environment.     

管控“现金流”

目前我国企业的现金流量管理还处于极低的水平。绝大多数企业实行的还是根据国家规定的现金开支范围和银行结算制度办理往来收付结算,以经验和内部牵制制度为主体的管理办法。可以采取以下措施来提高我国企业的现金流管理水平。     

Decision Support for the Design of a New Production Plant Using Visual Interactive Simulation

Following promising results in test markets and successful pilot-scale manufacturing, the Board of a major Canadian manufacturer took the decision to proceed to develop the design for a full-scale production plant for a new advanced-technology product. The success of this new product was seen as critical to the Company's future, but Company personnel had limited experience with the new production technology and with the design of plants of this large scale. Finally, competitors from the USA and Europe were known to be working on similar products resulting in a sense of urgency in getting the product to the marketplace. A visual interactive decision support system built around a simulation model was developed using a methodology designed to help management understand the plant design issues and to help them resolve various key plant design options. When completed, the model gave management a tool which was used to analyse alternative plant designs and different production and manpower scheduling scenarios under a broad range of production conditions. The intensity of worldwide competition in this new product market, and the critical importance of this product to this Canadian corporation, have led to the decision to omit the name of the corporation from this article. In addition, certain production details have been disguised.     

The Interactive Development of Visual Simulation Models

Visual interactive simulation has been shown to have advantages over conventional ‘batch’ simulation. This paper suggests that further gains could be made by providing the facilities necessary for the interactive development of such models. An experimental system is described which embodies some of these facilities.     

Visual Interactive (Computer) Solutions for the Travelling Salesman Problem

A visual interactive method of improving solutions for the travelling salesman problem is described. The travelling or multiple travelling salesman problem, when constraints are included, forms the core of the local delivery routing problem. The approach described in this note may be modified to give a visual interactive method of investigating practical physical distribution problem situations.     

An Optimization Model for Stochastic Project Networks with Cash Flows

Project networks – or PERT networks – can be characterized by random completion times of activities and positive or negative cash flows throughout the project. In these cases the decision maker’s problem consists of determining a feasible activities schedule, to maximize the project financial value, where the financial value is measured by the net present value (npv) of cash flows.The analysis of these networks is a difficult computational task for the following reason. First, suppose that a schedule is fixed using a heuristic rule. Then the expected npv is calculated. But, due to stochastic job completion times, this problem belongs to the ♯-P complete difficulty class, e.g. problems that involve finding all the Hamiltonian cycles in a network. The problem is such that evaluating one project alone is not sufficient, but the optimal one has to be selected. This involves a further increase in computational time.This paper proposes a stochastic optimization model to determine a heuristic scheduling rule, that provides an approximate solution to finding the optimal project npv. A feature of this approach is that the scheduling rule is completely deterministic and defined when the project begins. Therefore an upper bound of the expected npv, that is an optimistic estimate, can be calculated through linear programming and a lower bound, that is a pessimistic estimate, can be calculated using simulation before the project begins.     

交互视角下的客户关系管理时变决策模型研究

从企业和客户交互视角出发，提出关系承诺是客户关系持续的本质，它的驱动因素为信任、认知价值传递、关系管理努力和机会主义倾向。基于此，论文利用动态优化控制理论，研究了客户关系持续管理决策问题，建立了一种在动态环境中客户关系持续管理的时变模型，讨论了模型建立的依据，给出了决策模型的最优结果以及在客户关系管理实践中的意义。     

现金管控秀

以企业资金管理为主线的新一代企业资金管理模式正在一些大型集团公司中悄然兴起,它们的探索和实践,为＂钱荒＂阴影下的企业提供了有益的借鉴。     

应急物流中库存与运输集成决策模型研究

已有的研究表明,在物流管理中权衡库存与运输成本之间的关系,实现两者的集成决策,可改进系统的运作绩效。在给定的仓库布局条件下,针对应急物流的配送特点,构建了单周期物资的运输与库存集成决策的随机规划模型。考虑到模型求解的复杂性,首先通过对模型的分析,获得了最优解的性质和上界,然后设计了基于BP神经网络和遗传算法的混合智能算法。在算例分析部分,揭示了服务水平、运输、和库存成本在应急物流中之间的复杂关系,说明合理权衡三者之间的关系,可以提升应急物流的管理水平。     

A Decision Analysis Approach to Cash Flow Management

We propose a method of applying the Hespos and Strassmann "stochastic decision tree" framework, originally intended for investment decisions, to cash flow management. Sequences of uncertain events, such as a strike, affecting forecast cash flows are represented by a probability tree. Forecasts of constituent cash flows such as sales and costs are represented by Beta distributions dependent on paths through the tree. Monte Carlo simulations sample these distributions, and equations provided in the model convert the sampled cash flows to cash balances in each period. Frequencies of cash balances weighted by probabilities along paths through the tree yield a combined relative frequency distribution of cash balances for each period. These and related results may be used by management to plan financing arrangements to meet cash requirements in the future.     

用云计算管理企业

浪潮GS5．2通过全面预算、财务管理、商务智能（BI）的结合,洞察跨部门和跨层级的实时变化,同时辅以“资金流”为主线掌控全局,达到集团企业的分级管理和跨部门资源优化配置。