A Decision Simulation Model for Health Services Management

This model has been designed to assist decision making in the Health Services by predicting the effects on a local population of proposed policy decisions. Policy decisions are considered to:

1. 1
   Change the amount of certain resources available, e.g. manpower, hospital beds; or
    
2. 2
   Alter the methods of using resources, e.g. changing the emphasis of health care to the community rather than the hospital; or
    
3. 3
   Change the characteristics of illnesses, e.g. by vaccination or screening.
    

The model predicts the incidence of morbidity and mortality in a specified population and the changes in resource use over a period of years. Thus it is possible to see the long term effects of changes in population size and structure alongside the effects of management decisions on the use of health resources.The model has been designed principally for research purposes but has been used in the context of a health services management game. The validity of the model's predictions have yet to be tested. It is hoped to run the model in parallel with management decision making in a single health district in order to test the model's validity and improve its predictive ability.     

Simulation Modelling Using an Interactive Simulation Program Generator

The development of an interactive simulation program generator which is available on micro and mainframe computers is outlined. The generator forms part of a simulation environment being researched into and constructed by a group of researchers at the London School of Economics. The generated programs are written in Pascal, using a suite of routines which assume a three-phase structure for simulation programs. Experiences of modelling using such a simulation modelling environment are outlined, as well as details of related research and future research plans.     

城市便利性与城市集聚发展:基于联立方程模型的实证分析

通过联立方程模型3SLS方法,对土地财政背景下,城市便利性影响城市集聚发展的机制和传导路径进行了实证检验.研究结果表明:1)城市便利性通过促进人口集聚和产业集聚来推动城市集聚发展.城市便利性整体水平提高一个标准单位,城市人口集聚程度上升0.25个百分点,产业集聚程度相应地上升0.148个百分点.2)在城市便利性促进城市集聚发展过程中,人口集聚与产业集聚存在正向的循环因果累积关系,人口集聚吸引了更多的产业集聚,产业集聚水平的提高又进一步促进了人口集聚.3)城市便利性的集聚效应受到土地财政的制约.地方政府对土地财政的依赖程度越高,城市便利性的集聚效应越小.     

Financial Planning and Management — A Budgetary Approach

Journal of the Operational Research Society -     

The AURORA Financial Management System: Model and Parallel Implementation Design

The AURORA financial management system under development at the University of Vienna is a modular decision support tool for portfolio and asset–liability management. It is based on a multivariate Markovian birth-and-death factor model for the economic environment, a pricing model for the financial instruments and an objective function which is flexible enough to express risk aversion.The core of the system is a large scale linear or convex program, which due to its size and structure is well suited for parallel optimization methods.As the system is still at an early stage of development, the results are preliminary in nature. Only a few types of financial instruments are handled and just two types of objectives are considered. The parallel optimization modules are still in the development phase.     

A Simulation Model for Planning Services for Renal Patients in Europe

A discrete-event simulation model is being developed to provide information for national and regional health planners about the effect of different treatment policies and practices on the increasing numbers of patients with irreversible kidney failure. The simulation program, written in Pascal using Pascal-SIM, describes the activities of individual patients whose progress through treatment depends on their characteristics and treatment history, as well as on treatments availability. Programming techniques have been developed to cope with the multiple scheduling of patient entities and the resultant queue-management problems. In order to provide simulation runs on request, for any population group, appropriate data is selected from the European Dialysis and Transplant Association Registry data base for use in the simulation program. Results are shown on a computer screen while the simulation is running, and are saved for further analysis to provide feedback to the requesting organization.     

基于粒子群优化Kriging模型的边坡可靠度分析

采用传统极限平衡法进行边坡可靠度分析时,不可避免会遇到一个问题,即边坡功能函数形式的高度非线性以及隐含性.对于隐式功能函数,传统的求解方法是通过对功能函数进行多次迭代,从而得到安全系数值.但是由于功能函数的形式较为复杂,导致迭代计算的过程变得尤为繁琐且效率低下.鉴于传统边坡可靠度分析中存在的安全系数计算繁琐耗时的问题,...     

Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners

A specialized variant of bundle methods suitable for large-scale problems with separable objective is presented. The method is applied to the resolution of a stochastic unit-commitment problem solved by Lagrangian relaxation. The model includes hydro- as well as thermal-powered plants. Uncertainties lie in the demand, which evolves in time according to a tree of scenarios. Dual variables are preconditioned by using probabilities associated to nodes in the tree The approach is illustrated by numerical results, obtained on a model of the French production mix over a time horizon of 10 days and 1 month.     

基于R-vine-copula-CoVaR模型的金融市场风险溢出效应研究

为了挖掘国际金融市场与中国金融市场的风险溢出效应,本文首先通过ARJI-GARCH模型捕捉单个市场收益率的跳跃等典型事实特征,然后采用最大生成树(Maximum Spanning Tree,MST)算法优化的R-vine来刻画多维金融资产的复杂相依结构;最后构建R-vine-copula-CoVaR模型,测度了国际原油市场、国际黄金市场、美国股票市场与中国股票市场、外汇市场之间的风险溢出效应。实证结果表明:各市场之间均存在双向风险溢出效应,但溢出程度差别很大,国际黄金市场是风险溢出的最大爆发源,仅有中国外汇市场与中国股票市场、国际黄金市场间存在负向风险溢出;市场之间的双向风险溢出效应呈非对称性,国际原油市场与黄金市场的风险溢出效应远大于中国股票市场与外汇市场风险溢出效应;Rosenb-Latt检验表明基于R藤的CoVaR风险溢出测度更具有灵活性和有效性;后验测试结果表明R-vine-copula-CoVaR模型能有效地测度国际金融市场对中国金融市场风险溢出效应,而对中国金融市场风险溢出效应的CoVaR测度存在被高估的可能。     

Simulation of Surface Wetting by Droplets Using a Phase Field Model

In the proposed phase field model a continuous order parameter indicates the phase distribution (liquid/gas). An energy density functional which is dependent on the surface tensions and defined by three contributions yields the total energy of the system. An equilibrium state is then computed by minimizing this energy of the system using an evolution equation. Details of the algorithmic implementation are discussed by illustrative examples. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Development of a Financial Performance Index for Hospitals: DEA Approach

This paper presents an innovative method of measuring and assessing financial performance for hospitals using data envelopment analysis (DEA). A 6% national sample of acute care hospitals was used to compare conventional ratio analysis with the financial performance index (FPI), an aggregate measure of financial performance, developed in this study. The results showed that FPI has captured what various financial ratios indicate independently. The development of a FPI across many financial ratios eases the comparison of an individual hospital with its peers. Development and uses of a FPI can also be applied to other industries.     

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.     

A Holistic Simulation Approach from a Measured Load to Element Stress Using Combined Multi-body Simulation and Finite Element Modelling

The design of vehicle bodies requires the knowledge of the vehicle's structural response to external loads and disturbances. In rigid multi-body simulation the dynamic behaviour of complex systems is calculated with rigid bodies and neglect of body elasticity. On the other hand, in finite element models large degree of freedom numbers are used to represent the elastic properties of a single body. Both simulation methods can be combined, if the finite element model size is reduced to a degree of freedom number feasible to multi-body simulation. The application to practical purposes requires the use and interconnection of several different software tools. In this contribution a holistic method is presented, which starts with the measurement or synthesis of loads and excitations, continues with the integration of a reduced finite element model into a multi-body system, the dynamic response calculation of this combined model, and concludes with the result expansion to the full finite element model for calculating strain and stress values at any point of the finite element mesh. The applied software tools are Simpack, Nastran, and Matlab. An example is given with a railway vehicle simulated on measured track geometry. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Using Hypergames to Model Difficult Social Issues: An Approach to the Case of Soccer Hooliganism

In this paper, Hypergame Analysis is used to produce predictive models of the social conflict of "soccer hooliganism". The purpose of this form of analysis is to help model interactions in which the parties involved may have quite different perceptions of the "game" being played. Soccer hooliganism is considered in terms of an interaction between two main parties-the "hooligan fans" and the "authorities". Recent empirical studies are used to help build up representations of some possible "games" that may be seen by each side. From the resulting hypergames, predictions are derived as to the likely outcome under various circumstances. Also considered are possible effects of taking the interaction through several "rounds". Finally, some practical conclusions are drawn, both about the problem of how best to respond to soccer hooliganism, and about the methodological question of how to approach the analysis of such social conflicts in a systematic way.     

Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach

We study a large financial market where the discounted asset prices are modeled by martingale random fields. This approach allows the treatment of both the cases of a market with a countable amount of assets and of a market with a continuum amount. We discuss conditions for these markets to be complete and we study the minimal variance hedging problem both in the case of full and partial information. An explicit representation of the minimal variance hedging portfolio is suggested. Techniques of stochastic differentiation are applied to achieve the main results. Examples of large market models with a countable number of assets are considered according to the literature and an example of market model with a continuum of assets is taken from the bond market.