汇改与外汇市场波动性:大玩家理论的视角

央行在外汇市场的行动对市场波动性有重要影响。本文从主观预期概念出发,基于“大玩家”理论解释了2005年和2015年中国外汇管理体制两次改革前后人民币外汇市场的波动性差异。汇改前,央行积极地承担着“大玩家”的角色,人民币对美元汇率波动性较强;汇改后,央行的“大玩家”角色减弱,汇率波动性程度显著下降,市场效率增强。利用汇率数据进行的R/S分析支持了前述解释。     

智能制造环境下的备件生产与运输协同调度问题研究

智能制造和即时配送环境下的备件生产与运输协同调度问题是目前国内研究的一大热点,这是因为备件供应链响应速度已成为当前备件制造企业赢得客户的关键因素。为了提高客户满意度,尽可能缩短从客户下达定制化生产订单到订单配送完成的时间,本文建立了以所有客户总等待时间最短为目标的混合整数规划模型和集合覆盖模型,推导了最优解性质,并设计改进的分支定价算法求得最优解。通过将小规模算例结果与CPLEX进行对比,验证了模型和算法的有效性。多组算例测试结果表明,所提出的模型和算法可以有效提升智能制造环境下的备件供应链运作效率。     

A Polynomial Time Algorithm for the Resource Allocation Problem with a Convex Objective Function

Consider the resource allocation problem:minimize ∑ⁿ_i=1 f_i(x_i) subject to ∑ⁿ_i=1 x_i = N and x_i's being nonnegative integers, where each f_i is a convex function. The well-known algorithm based on the incremental method requires O(N log n + n) time to solve this problem. We propose here a new algorithm based on the Lagrange multiplier method, requiring O[n²(log N)²] time. The latter is faster if N is much larger than n. Such a situation occurs, for example, when the optimal sample size problem related to monitoring the urban air pollution is treated.     

基于对故障规律统计分析的汽车备件需求预测

汽车备件的需求与汽车故障紧密相关,文章介绍了一种在对汽车故障进行统计分析并确定其分布规律的基础上预测备件需求的方法,预测中需要结合整车保有量的历史数据以及故障与备件的对应表。用统计的方法对某型客车的故障信息进行分析,认为故障的规律可用四种典型的分布进行描述。实例验证了这种方法的准确性高于传统方法,并且在计算机的辅助下可以方便操作。     

A Robust Genetic Algorithm for Resource Allocation in Project Scheduling

Genetic algorithms have been applied to many different optimization problems and they are one of the most promising metaheuristics. However, there are few published studies concerning the design of efficient genetic algorithms for resource allocation in project scheduling. In this work we present a robust genetic algorithm for the single-mode resource constrained project scheduling problem. We propose a new representation for the solutions, based on the standard activity list representation and develop new crossover techniques with good performance in a wide sample of projects. Through an extensive computational experiment, using standard sets of project instances, we evaluate our genetic algorithm and demonstrate that our approach outperforms the best algorithms appearing in the literature.     

A Hybrid Particle Swarm Optimization Algorithm for the Redundancy Allocation Problem

The Redundancy Allocation Problem generally involves the selection of components with multiple choices and redundancy levels that produce maximum system reliability given various system level constraints as cost and weight. In this paper we investigate the series–parallel redundant reliability problems, when a mixing of components was considered. In this type of problem both the number of redundancy components and the corresponding component reliability in each subsystem are to be decided simultaneously so as to maximise the reliability of system. A hybrid algorithm is based on particle swarm optimization and local search algorithm. In addition, we propose an adaptive penalty function which encourages our algorithm to explore within the feasible region and near feasible region, and discourage search beyond that threshold. The effectiveness of our proposed hybrid PSO algorithm is proved on numerous variations of three different problems and compared to Tabu Search and Multiple Weighted Objectives solutions.     

A Genetic Algorithm for the Allocation of Buffer Storage Capacities in a Production Line with Unreliable Machines

In this paper, we consider a flow-line manufacturing system organized as a series of workstations separated by finite buffers. The failure and repair times of machines are supposed to be exponentially distributed. The production rate of each machine is deterministic, and different machines may have different production rates. The buffer allocation problem consists in determining the buffer capacities with respect to a given optimality criterion, which depends on the average production rate of the line, the buffer acquisition and installation cost, and the inventory cost. For this problem we propose a genetic algorithm where the tentative solutions are evaluated with an approximate method based on the Markov-model aggregation approach.     

A Genetic/Tabu Thresholding Hybrid Algorithm for the Process Allocation Problem

In this paper we describe an hybrid heuristic approach, which combines Genetic Algorithms and Tabu Thresholding, for the static allocation of interacting processes onto a parallel target system, where the number of processes is greater than the number of available processors. This problem is known to be NP-hard and finds many practical applications, given the increasing diffusion of distributed and parallel computing systems.The algorithm faces infeasibilities due to processors overload by incorporating them into the objective function and by adapting the mutation operator. Global search is performed on the set of local optima obtained by a repair search operator based on a Tabu Thresholding procedure.Extensive computational testing on randomly generated instances with up to 100 processes characterized by different target network topologies with 4 to 25 processors, shows that the algorithm favorably compares with other approaches from the literature.The proposed approach has also been extended to the allocation of parallel objects and classes, where an additional co-residence constraint between each parallel object and the associated class arises.     

科教兴国的创维人

曾几何时 ,“创维情 ,中国心”这个风靡大江南北的广告语 ,让人们认识了创维集团、创维电视和黄宏生 .在前不久举行的′99创维杯全国大学生数学建模竞赛的颁奖大会上 ,创维集团副总经理李鸿安先生这样说 :大学是全社会最具创造力的地方 ,青年学生担负着科教兴国和新技术革命的重任 ,创维集团出资赞助这个竞赛 ,就是要鼓励大学生们的创造精神 ,就是要实践我们“创维情 ,中国心”的根本愿望 .创维集团是我国彩电业的一匹黑马 .近年来 ,在激烈的市场竞争中 ,创维集团坚持科技创新的发展道路 ,不断推出领先业界的新产品 ,仅仅几年 ,创维电视就进…     

A Genetic Algorithm Based Approach for the Uncapacitated Continuous Location–Allocation Problem

A GA-based approach is introduced to address the continuous location–allocation problem. Selection and removal procedures based on groups of chromosomes instead of individual chromosomes are put forward and specific crossover and mutation operators that rely on the impact of the genes are proposed. A new operator that injects once in a while new chromosomes into the population is also introduced. This provides diversity within the search and attempts to avoid early convergence. This approach is tested on existing data sets using several runs to evaluate the robustness of the proposed GA approach.     

Operational Research in a Developing Country: The Example of Jordan

Much interest has been expressed in recent years in the problem of applying operational research in less developed countries. This paper examines the problems and possibilities of developing an interest in operational research in one such country, the Hashemite Kingdom of Jordan.     

修如新模型中备件量的计算及其置信上限的Fiducial推断

本文研究了在修如新模型下, 对预定贮存期为$T$同时开始贮存的$N$个系统, 给出在$P_0$可修复率下所需备件数的计算公式; 针对贮存寿命服从威布尔分布的系统, 利用枢轴量, 在$P_0$可修复率和预定贮存期为$T$的条件下, 给出$N$个系统所需备件数的置信上限的定义; 并基于系统寿命试验的完全样本, 利用Fiducial方法得出备件数置信上限的计算方法.     

The Role of the Computer and Computer Associated Studies in Mathematical Education in a Developing Country

The author reviews the present state of mathematics in schools and universities in Tanzania and the development of new syllabuses at all levels to take into account the increasing use of digital computers in everyday life. Some examples are given of the use of scientific computing, in particular, problems which are encountered in a developing country.     

中国外汇储备规模适度性研究与预测

2005年,我国的外汇储备已经达到8188.72亿美元,且在近几年呈高速增长的势态.我国的外汇储备是否过多,这种增长是否会继续,面对高额的外汇储备,我们应该采取怎样的态度和政策?利用1979年—2005年的年度数据,运用协整分析的方法对外汇储备及相关变量进行分析,并通过得出的结论对上述问题给出一个解答.     

度量异常外汇资金规模的新统计模型及实证

本文使用小波分析和协整分析建立了测算跨境异常外汇资金规模的新模型。提出的模型能够反映跨境异常资金净流入或流出,从而可以为有关政府部门的决策提供定量分析支持。本文使用商业银行买卖外汇变量建模,有别于以往研究。本文还通过对股市及房地产市场影响的分析,检验了模型的可靠性.     

突发事件下应急物资多目标优化调度模型与算法研究：以新冠肺炎疫情为例

突发事件下应急物资调度具有高度不确定性与动态性,应急物资跨区域调度计划能否科学合理制定对应急救援的有效开展具有重要影响。以武汉市新冠肺炎疫情为例,考虑应急物资跨区域调配的时效差异、地域分散以及资金消耗等要素,建立多周期下包含软硬需求时间窗约束的多物资品种、运输方式的跨区域三级动态物资调度网络模型,并设计一种带变异操作的动态变惯性权重自适应粒子群算法(VDCWPSO),利用疫情算例验证该算法的有效性和可行性。研究结果表明,在保障应急物资供应时效性、公平性、经济性原则下,物资跨区域调度可以缓解资源严重短缺状况、提高医用物资利用率,研究可为突发事件下应急物资调度计划的制定与动态调整提供决策支持。     

A Network Optimization Model for Budget Allocation in a Multi-Campus University

A network flow model is used for budget allocation in a multi-campus institution over several years. The network had a hierarchical structure with three hierarchies. The network's lower bounds represent the minimal requirements for each component. The upper bounds represent the predicted future requirement. They are predicted via a cost simulation model where several volume indices, policy variables and some environmental factors are used. Thus the overall planning process combines simulation with optimization.The model maximizes the additive utility function of the institution, expressed as a weighted summation over the preferences of the three hierarchies. The preferences are evaluated by using a multi-goal approach, utilizing pairwise comparisons and the eigenvalue prioritization technique developed by T. Saaty.     

基于工时优化的柔性生产人员配置模型及算法

为满足企业工时优化和提高运营效益的内在需求,针对柔性生产,以合理人工配置和最佳作业排序为目标建立了数学模型,并设计了递阶启发式搜索算法.根据组合并联作业结构特性,采用遗传算法优化子层作业的人工配置和作业工时,并将子层作业视为父层作业的相似阶段采用动态规划法决策父层的最优工时.在上述优化工作的基础上再利用改进蚁群算法,将其等效为具有m台处理机、目标函数为最优工时的流水车间作业排序问题,利用优先调度算法确定能见度因子并通过仿真和灵敏度分析优化了算法参数,最终生成最优作业排序计划.对实例问题的求解证明了研究模型和算法的有效性和鲁棒性.     

我国外贸企业人民币升值加息双重风险同步管理与独立管理比较研究

我国出口外贸企业将来收到外汇货款又要借款用于生产,企业面临很大人民币汇率利率双重风险,因此迫切需要解决其风险管理问题。可以使用目前市场上交易的人民币外汇远期、外汇期货和利率远期等衍生工具,分别对这两项风险进行独立管理和同步管理。导出策略的回报、风险和效率等统计指标,比较评价这两种风险管理策略的优良性。得到同步管理比独立管理更加优越的结论,企业可以使用同步管理策略更有效地规避所面临的双重风险。     

进出口贸易对我国经济增长关系的变因分析

本采用计量研究的方法，从数量分析的角度，对进出口与经济增长的相互关系进行回归分析，并对模型结果作了一些理论上的探讨。