The Single Period Coverage Facility Location Problem: Lagrangean heuristic and column generation approaches

In this paper we introduce the Single Period Coverage Facility Location Problem. It is a multi-period discrete location problem in which each customer is serviced in exactly one period of the planning horizon. The locational decisions are made independently for each period, so that the facilities that are open need not be the same in different time periods. It is also assumed that at each period there is a minimum number of customers that can be assigned to the facilities that are open. The decisions to be made include not only the facilities to open at each time period and the time period in which each customer will be served, but also the allocation of customers to open facilities in their service period.     

Monetary and Fiscal Policy Interaction in the EMU: A Dynamic Game Approach

The interaction of monetary and fiscal policies is a crucial issue in a highly integrated economic area as the European Union. We investigate to which extent the EMU, that introduced a common monetary policy and restrictions on fiscal policy at the national level, benefits from macroeconomic policy cooperation due to the various interactions, spillovers and externalities from national macroeconomic policies. To study the effects of policy cooperation we compare the impact of three alternative policy regimes in a stylized dynamic model of the EMU: (i) non-cooperative monetary and fiscal policies, (ii) partial cooperation, and (iii) full cooperation both in symmetric and asymmetric settings where countries differ in structural characteristics, policy preferences and/or bargaining power. The paper introduces an analysis of coalitional behaviour in a dynamic setting into the literature.     

商业银行:效率、市场结构与绩效的关系研究

伴随着银行商业化、金融业开放和市场竞争的加剧,中国商业银行绩效增长呈现出规模加速扩张的新特征,然而2013年中国银行业利润增长却呈现出收敛下降的新特征。本文针对银行业绩效演化的特征,以产业组织的哈佛学派或芝加哥学派假说为基础,选择2001—2012年期间的数据,采用以非参数生产前沿面理论为基础的生产率指数测度方法和基于面板数据的计量模型,对各商业银行绩效水平演化趋势的影响因素及其作用机理进行了研究。结果表明,市场份额对商业银行业绩效的提升并不显著,并不符合哈佛学派的市场势力假说,而资产规模的变化率是银行业绩效的提升的主要影响因素,而对国有银行来说效率对绩效的影响小于资产规模变化率的影响。     

银根紧缩 银企合作

如果不能适时地进行产业结构调整和价值链升级,实现经济发展方式的顺利转型,增强企业的核心竞争能力,中国的产业和企业将无力应对新一轮的经济复苏和市场竞争。     

一类潜伏期与传染期均传染的SEIQR传染病模型

研究了一类潜伏期和感染期均传染的SEIQR模型的全局稳定性,找到疾病绝灭和持续生存的阈值——基本再生数R0,证明了无病平衡点和地方病平衡点的存在性和全局渐近稳定性,揭示了隔离对疾病控制的积极作用。     

周期映射单调性的新证法

研究方程d2xdt2 + g(x)= 0 周期解的周期映射,给出了当g(x)为二次多项式时其周期单调的新证法.     

A tournament of order 14 with disjoint Banks and Slater sets

It is shown in this note that there exists a tournament of order 14 with disjoint Banks and Slater sets. Previously, the smallest such tournament was reported to be of order 16. In addition, it is shown that 11 is the minimum order of a tournament in which the Slater set is not a subset of the Banks set.     

Floats, Integers, and Single Source Shortest Paths

Floats are ugly, but to everyone but theoretical computer scientists, they are the real thing. A linear time algorithm is presented for the undirected single-source shortest paths problem with nonnegative floating point weights.     

Balancing the Failure Modes in the Electronic Circuit of a Cardiac Pacemaker: A Decision Analysis

Cardiac pacemaker malfunctions are of continuous concern to the medical profession as well as to the electronics industry. Certain failures in cardiac pacemaker performance are critical and can result in patient deaths. Cardiac pacemakers are vulnerable to certain malfunctions in the electrode, batteries and the electronic circuit. This paper focuses on failures and reliability of the electronic circuit and how they affect its choice and design. The paper discusses the issues of balancing the various failure modes by considering both failure rates and failure outcomes. As the choice of an appropriate pacemaker is a decision problem under conditions of uncertainty, we employ decision analysis as the analytical and conceptual framework. Use of utility theory enables a systematic quantitative evaluation of such seeming intangibles as the various failure outcomes. Probabilities are assessed using specific engineering and reliability literature. The method is demonstrated on a choice problem between two specific electronic circuit designs. The methodology can be useful in designing the electronic circuit to meet certain reliability specifications, deciding whether or not to introduce redundancy, decisions affecting components and technology, and establishing minimal reliability standards, with regard not only to cardiac pacemakers but to other electronics as well.     

破产控制约束下组合投资:两阶段MiniMax模型

以绝对偏差函数作为风险测度,考虑不允许卖空约束条件下基于MiniMax的多期证券组合选择问题。为了避免在投资周期内破产事件的发生,增加了风险控制约束。利用动态规划和拉格朗日乘子法,给出了两阶段MiniMax投资组合模型最优解析策略。本文所提出策略可以为需要同时资产管理和破产控制的投资者提供决策依据。     

ARIES: A Visual Path in the Investigation of Statistical Data

Abstract

The massive flood of numbers in ongoing large-scale periodic economic and social surveys commonly leaves little time for anything but a cursory examination of the quality of the data, and few techniques exist for giving an overview of data activity. At the U.S. Bureau of Labor Statistics, a graphical and query-based solution to these problems has recently been adopted for data review in the Current Employment Statistics survey. Chief among the motivations for creating the new system were: (1) Reduce or eliminate the arduous paper review of thousands of sample reports by review analysts; (2) allow the review analysts a more global view of sample activity and at the same time make outlier detection less of a strain; and (3) present global views of estimates over time and among groups of subestimates. The specific graphics approaches used in the new system were designed to quickly portray both time series and cross-sectional aspects of the data, as these are both critical elements in the review process. The described system allows the data analysts to track down suspicious sample members by first graphically pinpointing questionable estimates, and then pinpointing questionable sample data used to produce those estimates. Query methods are used for cross-checking relationships among different sample data elements. Although designed for outlier detection and estimation, the data-representation methods employed in the system have opened up new possibilities for further statistical and economic uses of the data. The authors were torn between the desire for a completely automatic system of data review and the practical demands of an actual survey operating under imperfect conditions, and thus viewed the new system as an evolutionary advance, not as an ideal final solution. Possibilities opened up by the new system prompted some further thinking on finding an ideal state.     

国有商业银行投资收益影响因素的研究

商业银行是关系国家金融体系安全稳定的关键行业,而国有商业银行在商业银行的发展中占据了极其重要的位置.国有商业银行投资以其较低的风险和稳定的收益获得了投资者的青睐,因此其投资收益的影响因素成为投资者特别关注的对象.对中国银行、中国工商银行、中国建设银行、中国农业银行等四大商业银行2006年以来的季度数据利用excel进行了统计分析,然后借助Eviews6.0软件,运用普通最小二乘回归方法建立了多元线性回归模型,结果发现投资收益与考虑现金红利的股票回报率、每股收益、资产报酬率、股本报酬率、净利润增长率、股东权益比率有显著的相关关系,为投资者投资国有商业银行提供了参考.     

商业银行间风险相依结构、传染网络与溢出效应

为更加科学地揭示我国商业银行间的风险溢出效应,提出“相依结构-传染网络-风险测度”的研究思路,并使用贝叶斯网络与R藤Copula-CAViaR-CoVaR模型对我国14家商业银行在2008年至2018年区间内的风险溢出效应进行了系统分析。实证研究表明：银行风险相依结构具有国有商业银行、股份制商业银行各自聚集,城市商业银行分布于股份制商业银行周边的经济性质聚集分布特征,其中股份制商业银行起到了枢纽连接作用;国有商业银行管理、抵御及分散风险的能力大于股份制商业银行大于城市商业银行;银行间存在双向溢出效应且呈现非对称性,其中股份制银行的风险溢出大小大于城市商业银行大于国有商业银行,且银行之间存在负向溢出效应。     

一类潜伏期和染病期均具有传染性的手足口病模型

根据手足口病的病理特性及传播特点,建立一类描述其传播的数学模型并对模型的动力学性态进行分析.首先利用再生矩阵的方法定义了模型的基本再生数R_0,同时通过构造Lyapunov函数和Routh-Hurwitz判据证明了当R_0≤1时无病平衡点E_0的金局渐近稳定性,R_0>1时地方病平衡点E_*的局部渐近稳定性,并进一步证明了在一定条件下地方病平衡点的全局渐近稳定性.     

Single Machine Scheduling with Major and Minor Setup Times: A Tabu Search Approach

The paper deals with a single machine scheduling problem in which jobs are grouped into families that require major setup times, and where jobs within families require for processing minor setup times. The former are sequence independent and the latter have special triangular structure. The problem is to find a partition of families into batches, sequences of jobs in particular batches and a sequence of batches which minimize a general regular cost function. The tabu search algorithm for finding near-optimal schedules is proposed and results of computational experiments are presented.     

Period integrals,quantum numbers,and confinement in Susy QCD

We compute the period integrals on degenerate Seiberg—Witten curves for supersymmetric QCD explicitly and also show how these periods determine the changes in the quantum numbers of the states when passing from the weak- to strong-coupling domains in the mass moduli space of the theory. We discuss the confinement of monopoles at a strong coupling and demonstrate that the ambiguities in choosing the path in the moduli space do not affect the physical conclusions on confinement of monopoles in the phase with condensed light dyons.     

Mathematics and Dialectics in the Soviet Union: The Pre-Stalin Period

During the 1920s, Soviet Marxist theorists paid less attention to developments in mathematics in their own country than to various manifestations of “mathematical idealism” in the West. Their criticism concentrated on set-theoretical studies, the theory of probability, mathematical logic, and the foundations of mathematics. Because of their disunity, the Marxist scholars did not present an obstacle to the work of mathematicians, dominated by the much-heralded Moscow school of mathematics, strong in the theory of functions of a real variable and its applications to topology and several other branches of mathematics. The end of the decade was marked by the beginning of Stalinist pressure to establish full ideological control over all branches of mathematics.Copyright 1999 Academic Press.MSC 1991 subject classifications: 01A60; 01A72; 01A74; 01A80.