Evolution of bank efficiency in Brazil: A DEA approach

This paper investigates cost, technical and allocative efficiencies for Brazilian banks in the recent period (2000–2007). We use Data Envelopment Analysis (DEA) to compute efficiency scores. Brazilian banks were found to have low levels of economic (cost) efficiency compared to banks in Europe and in the US. For the period with high macroeconomic volatility (2000–2002) the economic inefficiency in Brazilian banks can be attributed mainly to technical inefficiency rather than allocative inefficiency. State-owned banks are significantly more cost efficient than foreign, private domestic and private with foreign participation. There is no evidence of differences in economic efficiency due to type of activity and bank size. These results may provide some useful guidance for financial regulators and bank managers.     

基于投入产出分析的建筑节能经济-环境影响测算模型的研究和应用

将改进的投入产出局部闭模型和分析方法应用到建筑节能研究领域.结合数量经济方法,建立了建筑节能经济-环境影响测算投入产出模型,应用该模型测算了2002年不同比例的既有建筑实施50%的建筑节能标准后的直接经济影响,然后测算通过各个产业部门之间的相互影响和相互作用后,建筑节能对国民经济其他产业部门的关联影响、对本部门的完全影响和对以GDP衡量的整个国民经济系统的影响.最后测算不同比例的既有建筑实施50%的建筑节能标准后减少的二氧化碳和二氧化硫的排放量.     

区间合成模糊对策

给出了一种新的合成模糊对策模型——区间合成模糊对策,研究了区间合成模糊对策的区间稳定集、区间核心、区间Shapley值、区间Banzhaf-Coleman势指标以及与子区间模糊对策的关系。区间合成模糊对策作为一种特殊的模糊数合成模糊对策,对于研究其它具有模糊数的模糊合成对策有一定的参考价值。     

Comparison of three semiparametric methods for estimating dependence parameters in copula models

Three semiparametric methods for estimating dependence parameters in copula models are compared, namely maximum pseudo-likelihood estimation and the two method-of-moment approaches based on the inversion of Spearman’s rho and Kendall’s tau. For each of these three asymptotically normal estimators, an estimator of their asymptotic (co)variance is stated in three different situations, namely the bivariate one-parameter case, the multivariate one-parameter case and the multivariate multiparameter case. An extensive Monte Carlo study is carried out to compare the finite-sample performance of the three estimators under consideration in these three situations. In the one-parameter case, it involves up to six bivariate and four-variate copula families, and up to five levels of dependence. In the multiparameter case, attention is restricted to trivariate and four-variate normal and t copulas. The maximum pseudo-likelihood estimator appears as the best choice in terms of mean square error in all situations except for small and weakly dependent samples. It is followed by the method-of-moment estimator based on Kendall’s tau, which overall appears to be significantly better than its analogue based on Spearman’s rho. The simulation results are complemented by asymptotic relative efficiency calculations. The numerical computation of Spearman’s rho, Kendall’s tau and their derivatives in the case of copula families for which explicit expressions are not available is also investigated.     

集值优化全局真有效解的最优性条件

本文引进集值映射的全局真有效次微分的概念,并用它得到了约束集值优化问题全局真有效解在集值映射的支撑函数和Lagrange乘子形式下的最优性必要条件.     

具V-不变凸性的一类多目标控制问题的混合对偶性

本文研究了一类多目标控制问题的混合对偶性.利用函数的广义V-不变凸性条件,得出了关于有效解的弱对偶定理、强对偶定理和严格逆对偶定理,推广了多目标控制问题的对偶性结论.     

射频感应耦合低压等离子体特性分析

采用光谱诊断法和Langmuir单探针法对射频感应耦合Ar气等离子体特性进行分析。通过光栅光谱仪研究了低气压下Ar气等离子体的光谱强度的变化特性,采用Langmuir单探针法测量不同条件下电子密度和电子温度。等离子体发射光谱的光谱强度随着气压和功率的增加而增强,射频功率对光谱强度的影响较明显。当功率从120W增加到180W时,光谱强度将会迅速增加,等离子体发生E模向H模的模式转换。Langmuir单探针法测量的电子密度和电子温度在的变化规律符合E模向H模转换的变化规律。     

锂玻璃探测器中子探测效率的刻度

为了精确测量keV能区的中子俘获截面,中国原子能科学研究院正在建造一台4π 全吸收型γ 探测装置---GTAF,锂玻璃探测器将会作为中子束流监视器测量中子能谱。利用5SDH-2 加速器刻度了锂玻璃探测器在两个入射中子单能点(250 和565 keV) 的探测效率,并使用EANT4 和MCNP 程序模拟计算了锂玻璃探测器的相对探测效率。通过归一化实验数据和模拟结果,得到了锂玻璃探测器在10keV~1 MeV 能区的中子探测效率曲线。对于把锂玻璃探测器测量得到的飞行时间谱转化为中子束流能谱,是一项非常重要的工作,同时为探测器效率刻度提供了新方法。In order to accurately measure the neutron capture cross section in the energy range of keVMeV, 4 πgamma-ray total absorption facility (GTAF) is being constructed at China Institute of Atomic Energy (CIAE). The lithium glass detector will be used as a neutron beam monitor for GTAF. The detection efficiency of the lithium glass detector at two incident neutron energy points (250, 565 keV) was calibrated in 5SDH-2 accelerator, and the relative detection efficiency was simulated by GEANT4 and MCNP code. By the normalization of the experimental data and simulation result, the neutron detection efficiency curve of the lithium glass detector between 10 keV and 1 MeV was obtained. This work will be important to convert the Time-of-flight spectrum that be measured by Li-glass detector to the energy spectrum of neutron beam, and provide the new method for calibration of detection efficiency.     

物理量单位的智能导出算法及其应用

推导物理量的单位是物理作业中不可缺少的重要环节。提出一种物理量单位的智能导出算法,即计算机根据物理量的运算式自动推导出待求物理量的单位。实验结果表明,物理量单位导出及换算算法的结果正确,对算术运算式中的物理量单位导出及换算的正确率为100%,且物理量数值的运算正确。     

复杂交通运输网络上的拥挤与效率问题研究

本文研究复杂交通运输网络上的拥挤与效率问题. 在无标度网络、随机网络以及小世界网络等不同拓扑结构中, 探讨了不同的能力分配方式和不同的OD (Origin-Destination) 交通需求分布对网络拥挤度和效率的影响. 随着平均交通需求的增加, 分析无标度网络、随机网络以及小世界网络从自由流状态到交通拥堵状态的变化规律. 为便于比较, 本文侧重研究网络拥挤度的倒数, 并将其定义为通畅度. 研究发现网络中的通畅度与效率之间存在线性相关关系, 并且不同网络中的线性比例系数 (或斜率)是不同的, 从而体现了不同网络具有不同的运输性能. 关键词： 复杂网络 拥挤 效率