Markov models of occupational mobility: Theoretical development and empirical support. Part 1: Careers†

This paper, consisting of two parts, presents an analysis of the current state of Markov model , building for intragenerational occupational mobility. Part One examines theories of careers and Part Two theories of continuously operative job systems. Stress is given to the empirical support of the models and to the cumulative development of theory. Among the paper's findings are that several models proposed to span both occupational and geographical mobility have used only migration data; that analytic development is more cumulative for career models; and that there exists a basic divergence of findings from tests of models of careers and continuously operative job systems. In Part One we focus on individual behavior or subaggregates (cohorts).     

心理契约对建筑工人流动行为影响的演化博弈分析

建筑工人的频繁流动影响到建筑产业结构升级及可持续发展。在正式契约缺失或不完善的现实背景下,研究建筑工人对雇主履行心理契约的感知如何影响其流动意愿。不完全信息条件下,用工方和建筑工人的心理契约与建筑工人的流动选择呈现动态博弈关系,运用演化博弈论思想和方法,构建演化博弈模型,分析不同条件下演化稳定策略,探索用工方履行心理契约状况对建筑工人流动行为的影响。结果表明,用工方积极履行心理契约能够有效降低建筑工人的流动,建筑工人履行心理契约增强用工方的履约意愿。     

Model,properties and imputation method of missing SNP genotype data utilizing mutual information

Mutual information can be used as a measure for the association of a genetic marker or a combination of markers with the phenotype. In this paper, we study the imputation of missing genotype data. We first utilize joint mutual information to compute the dependence between SNP sites, then construct a mathematical model in order to find the two SNP sites having maximal dependence with missing SNP sites, and further study the properties of this model. Finally, an extension method to haplotype-based imputation is proposed to impute the missing values in genotype data. To verify our method, extensive experiments have been performed, and numerical results show that our method is superior to haplotype-based imputation methods. At the same time, numerical results also prove joint mutual information can better measure the dependence between SNP sites. According to experimental results, we also conclude that the dependence between the adjacent SNP sites is not necessarily strongest.     

Column generation for vehicle routing problems with multiple synchronization constraints

Synchronization of workers and vehicles plays a major role in many industries such as logistics, healthcare or airport ground handling. In this paper, we focus on operational ground handling planning and model it as an archetype of vehicle routing problems with multiple synchronization constraints, coined as “abstract vehicle routing problem with worker and vehicle synchronization” (AVRPWVS). The AVRPWVS deals with routing workers to ground handling jobs such as unloading baggage or refuelling an aircraft, while meeting each job’s time window. Moreover, each job can be performed by a variable number of workers. As airports span vast distances and due to security regulations, workers use vehicles to travel between locations. Furthermore, each vehicle, moved by a driver, can carry several workers. We propose two mathematical multi-commodity flow formulations based on time-space networks to efficiently model five synchronization types including movement and load synchronization. Moreover, we develop a branch-and-price heuristic that employs both conventional variable branching and a novel variable fixing strategy. We demonstrate that the procedure achieves results close to the optimal solution in short time when compared to the two integer models.     

Markov models of occupational mobility: Theoretical development and empirical support. Part 2: Continuously operative job systems

This paper, consisting of two parts, presents an analysis of the current state of Markov model building for intragenerational occupational mobility. Part 1 examined models of careers; Part 2 analyzes models of continuously operative job systems. In Part 2 we find considerable predictive power for the simple MC model of personnel flows and the job vacancy chain model. Major analytical work has extended in two primary directions: the theoretical conceptualization of job vacancies to further explicate the underlying causal structure of mobility and the use of control theory to shift the focus to manpower decision making and policy formulation. Moreover, the diversity of job systems in which the models have been tested points to their general applicability.     

Machine scheduling with resource dependent processing times

We consider machine scheduling on unrelated parallel machines with the objective to minimize the schedule makespan. We assume that, in addition to its machine dependence, the processing time of any job is dependent on the usage of a discrete renewable resource, e.g. workers. A given amount of that resource can be distributed over the jobs in process at any time, and the more of that resource is allocated to a job, the smaller is its processing time. This model generalizes the classical unrelated parallel machine scheduling problem by adding a time-resource tradeoff. It is also a natural variant of a generalized assignment problem studied previously by Shmoys and Tardos. On the basis of an integer linear programming formulation for a relaxation of the problem, we use LP rounding techniques to allocate resources to jobs, and to assign jobs to machines. Combined with Graham’s list scheduling, we show how to derive a 4-approximation algorithm. We also show how to tune our approach to yield a 3.75-approximation algorithm. This is achieved by applying the same rounding technique to a slightly modified linear programming relaxation, and by using a more sophisticated scheduling algorithm that is inspired by the harmonic algorithm for bin packing. We finally derive inapproximability results for two special cases, and discuss tightness of the integer linear programming relaxations.     

扫描统计量--检测基金业绩持续性的新方法

基金业绩持续性检测的一般方法是横截面回归与列联表分析，都是从基金行业层面整体检测持续性，不能有效的检测单只基金的业绩持续性。为此本文引入一种新的检测方法——扫描统计量，可以创新性地对单只基金进行有效分析。利用扫描统计量方法对我国基金业绩持续性进行了实证分析，发现部分基金存在持续性，给出了持续性强度的上限，为投资者买卖基金、基金业绩考核、风险监控提供了决策参考依据。     

Estimating household purchase rates for consumer nondurable goods

Understanding the purchase rates of households for frequently purchased packaged goods is an important element in developing effective marketing strategies. Previous researchers have attempted to estimate these rates by assuming that the time between purchases is a random variable that follows some common parametric probability distribution such as the exponential or Weibull distribution. Recent research has shown that for many frequently purchased packaged goods, the interpurchase times cannot be adequately described by these commonly used probability distributions. In this study we demonstrate how household purchase rates can be estimated in a robust manner using a generalized semiparametric approach that obviates the need for specifying a parametric form for the distribution of interpurchase times. The motivation being that often there is no theory of household purchase behaviour that specifies a priori the probability distribution underlying the interpurchase times. Our empirical results indicate that, for the data analysed, the household purchase rates exhibit a regular pattern that cannot be recovered by probability distributions often used in previous research. Further, marketing actions taken by sellers do indeed influence household purchase behaviour.     

Single-machine group scheduling problems with deteriorated and learning effect

In many realistic situation, a job processed later consumes more time than the same job when it is processed earlier, this phenomenon is known as deteriorated effect. The skills of workers continuously improve when repeating the same or similar tasks, this phenomenon is as the “learning effect” in the literature. However, most studies considering the deteriorated and learning effect ignore the fact that production efficiency can be increased by grouping various parts and products with similar designs and/or production processes. This phenomenon is known “group technology” in the literature. In this paper, we propose a new group scheduling with deteriorated and learning model where the learning effect not only depends on job position, but also depends on the group position; the deteriorated effect depends on its starting time of the job. We then show that the single-machine makespan and the total completion time problems remain polynomial optimal solvable under the proposed model. In addition, we show the maximum lateness have a polynomial optimal solution under certain agreeable restriction.     

A computational study of constraint satisfaction for multiple capacitated job shop scheduling

We introduce the multiple capacitated job shop scheduling problem as a generalization of the job shop scheduling problem. In this problem machines may process several operations simultaneously. We present an algorithm based on constraint satisfaction techniques to handle the problem effectively. The most important novel feature of our algorithm is the consistency checking. An empirical performance analysis is performed using a well-known set of instances of the job shop scheduling problem and a newly constructed set of instances of the multiple capacitated job shop scheduling problem. We show that our algorithm performs well for both sets of instances.     

Constraint-Based Job Shop Scheduling with IILOG SCHEDULER

We introduce constraint-based scheduling and discuss its main principles. An approximation algorithm based on tree search is developed for the job shop scheduling problem using ILOG SCHEDULER. A new way of calculating lower bounds on the makespan of the job shop scheduling problem is presented and we show how such results can be used within a constraint-based approach. An empirical performance analysis shows that the algorithm we developed performs well. Finally, taking the job shop scheduling problem as a start point, we discuss how constraint-based scheduling can be used to solve more general scheduling problems.     

An asymptotic decomposition for multivariate distribution-free tests of independence

In the multivariate case, the empirical dependence function, defined as the empirical distribution function with reduced uniform margins on the unit interval, can be shown for an i.i.d. sequence to converge weakly in an asymptotic way to a limiting Gaussian process. The main result of this paper is that this limiting process can be canonically separated into a finite set of independent Gaussian processes, enabling one to test the existence of dependence relationships within each subset of coordinates independently (in an asymptotic way) of what occurs in the other subsets. As an application we derive the Karhunen-Loeve expansions of the corresponding processes and give the limiting distribution of the multivariate Cramer-Von Mises test of independence, generalizing results of Blum, Kiefer, Rosenblatt, and Dugué. Other extensions are mentioned, including a generalization of Kendall's τ.     

Dissecting income segregation: Impacts of concentrated affluence on segregation of poverty

This article investigates how income inequality shapes residential segregation by income. Using agent-based modeling, it develops a residential preferences model that is capable of generating results mimicking empirical income segregation patterns. Simulation analysis shows how varying income inequality produces differential residential mobility outcomes that alter income segregation profiles. The model is used to capture the distinct impacts of households’ moves into richer or poorer neighborhoods, and how these impacts are further differentiated with respect to the moving household’s income. The article demonstrates how aggregating such diverse outcomes of micro-level interactions at a meso-level can help us to better understand the changes in macro-level income segregation patterns. Analyzing residential mobility patterns carefully, the article suggests that i) segregation of affluence and of poverty can trigger each other via initiating cascades of residential mobility and housing prices, and ii) increasing income inequality can disrupt housing market and lead to shortages in affordable housing, which can yield high residential instability and eviction rates among the poorest stratum.     

Limit theory for the empirical extremogram of random fields

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions to ensure asymptotic normality of the empirical extremogram centred by a pre-asymptotic version. The proof relies on a CLT for exceedance variables. For max-stable processes with Fréchet margins we provide conditions such that the empirical extremogram centred by its true version is asymptotically normal. The results of this paper apply to a variety of spatial and space–time processes, and to time series models. We apply our results to max-moving average processes and Brown–Resnick processes.     

Pension expectations as disincentives to job mobility

I address the measurement problem of the extent to which workers in an industry face disincentives to changing employment because of an interest in private pension benefits. I take an individual worker as the unit of analysis and represent job mobility over the work life by a time-varying point process. I treat the various plan types (pension systems) in a unified way through a general reward function (accumulated benefit function). By merging the employment termination process with this function, I derive two other benefit functions to measure the pension expectations of a worker from current and future employments. I then use these functions to construct a loss function that trades off the benefit gains and losses faced by a worker in a pension system at the time of a potential job change. I apply the methodology developed in the paper to the United States pension system, using data from the 1989 Survey of Consumer Finances. © 1997 by John Wiley & Sons, Ltd.     

Characterizing mutual exclusivity as the strongest negative multivariate dependence structure

Mutual exclusivity is an extreme negative dependence structure that was first proposed and studied in Dhaene and Denuit (1999) in the context of insurance risks. In this article, we revisit this notion and present versatile characterizations of mutually exclusive random vectors via their pairwise counter-monotonic behaviour, minimal convex sum property, distributional representation and the characteristic function of the sum of their components. These characterizations highlight the role of mutual exclusivity in generalizing counter-monotonicity as the strongest negative dependence structure in a multi-dimensional setting.     

On the Introduction of an Agile, Temporary Workforce into a Tandem Queueing System

We consider a two-station tandem queueing system where customers arrive according to a Poisson process and must receive service at both stations before leaving the system. Neither queue is equipped with dedicated servers. Instead, we consider three scenarios for the fluctuations of workforce level. In the first, a decision-maker can increase and decrease the capacity as is deemed appropriate; the unrestricted case. In the other two cases, workers arrive randomly and can be rejected or allocated to either station. In one case the number of workers can then be reduced (the controlled capacity reduction case). In the other they leave randomly (the uncontrolled capacity reduction case). All servers are capable of working collaboratively on a single job and can work at either station as long as they remain in the system. We show in each scenario that all workers should be allocated to one queue or the other (never split between queues) and that they should serve exhaustively at one of the queues depending on the direction of an inequality. This extends previous studies on flexible systems to the case where the capacity varies over time. We then show in the unrestricted case that the optimal number of workers to have in the system is non-decreasing in the number of customers in either queue. AMS subject classification: 90B22, 90B36     

沪深股市相关结构分析研究

在金融市场风险分析中,对金融资产相关结构的讨论有着重要意义,从而引出对如何选取好的相关结构模型来捕捉金融资产间的相关变化规律的讨论。针对这一问题,我们用混合相关结构函数Copula对上海、深圳股票市场进行了相关分析研究,用极值分布刻画了每支股票的边缘分布,用两步估计法对Copula中的参数进行了估计。分析结果表明:混合Copula相关结构能够捕捉金融市场间相关性变化规律,比单个Copula相关结构更灵活,更能全面地反映市场间非对称变化的相关程度和模式,此方法还可以推广到对多种金融资产收益率进行相关性分析。     

Hybrid approaches to optimize mixed-model assembly lines in low-volume manufacturing

In this paper, a production planning problem for mixed-model assembly lines in low-volume manufacturing as can be found in aircraft manufacturing is considered. This type of manufacturing is labor-intensive. Low-volume production of huge-sized jobs, i.e. airplanes, is typical. Balancing labor costs and inventory holding costs assuming a given job sequence is the purpose of this paper. Therefore, worker assignments to each station and start times and processing times for each job on each station are determined. Two different mathematical models are proposed. The first formulation is a time-indexed linear formulation that allows for a flexible allocation of workers to periods and stations while the second one has a non-linear objective function and allows only for a fixed assignment of workers to stations. It is proven that the second formulation leads to a linear program with continuous decision variables if the values of the decision variables that determine the number of workers assigned to a station are given, while the first formulation contains even in this situation binary decision variables. Heuristics that hybridize the mathematical formulations with variable neighborhood search techniques are proposed. Computational experiments on randomly generated problem instances and on real-world instances demonstrate the high performance of the heuristics.