企业资信的模糊数学评价方法

根据企业资信定量指标的特性及定性指标的模糊性 ,提出了企业资信优序评价的新模型 ,该模型有效地解决了传统资信评价中软指标的处理难点 ,提高了企业资信评价的准确度 ,具有一定的实用性 .     

Joint pricing and production decisions for new products with learning curve effects under upstream and downstream trade credits

Today's leading companies generate a substantial portion of their sales from new products. For example, Apple Inc. generates almost 60% of its sales revenue from products launched in the past four years. Hence, the importance of new products cannot be overestimated. Pricing strategy is particularly important during the introductory stage of a new product, when the learning curve effect is most pronounced. Although the learning curve effect reduces production cost significantly during the introduction period of a new product, most researchers have assumed that the production cost remains constant throughout a product's lifecycle. In our opinion, failing to consider this learning curve phenomenon may lead to biased solutions. Furthermore, suppliers often offer manufacturers a short-term interest-free loan (i.e., trade credit) to stimulate sales, while manufacturers adjust price to influence consumer purchasing decisions. However, most researchers have not considered the combined effects of pricing strategy on demand, learning curve effect on production cost, and trade credit influence on lot size. Therefore, we propose an inventory model to determine optimal lot-sizing and pricing strategies with both upstream and downstream trade credit, manufacturer's production cost which follows a learning curve effect, and production quantity influenced by both selling price and trade credit. Then we derive the conditions of the optimal solution. Numerical examples and sensitivity analysis are performed to examine results and provide managerial insights. These results show that the learning curve effect significantly lowers selling price, while tremendously increasing both profit and demand.     

基于平滑扩充原理的商业银行信用风险评级模型及实证

本文通过银行的资产质量方面、资本充足率方面、管控效能层面、盈利状态层面、流动性层面与社会敏感度层面等构建商业银行信用风险评价体系。根据平滑扩充原理模拟生成大样本数据,对评级得分进行扩充,进而根据扩充后的大样本数据划分银行的信用风险等级。解决了由于样本少、无法对信用等级合理划分的难题。通过实证分析可以了解到,本文得出的银行评级信息和标准普尔提供的评价结论存在共同的序关系状态。因此,可根据本模型对大多数未经过国际权威机构评级的银行进行风险评级。     

信用支付下基于收益共享契约的网购供应链协调策略研究

信用支付在网购交易中成为了日益重要的支付方式,考虑网络零售商能否在规定的免息期内支付货款两种情形,针对实际延迟支付时间影响网络零售商订货量问题,建立当网络零售商面临不确定的市场需求时的网购供应链决策模型,运用逆向归纳法分析供应商、网络零售商对相关参数的决策并设计收益共享契约实现网购供应链的协调。结果表明:网络零售商的订购量不会随着网络零售商实际支付时间的无限延长而持续增加,只有在供应商规定的免息期内,信用支付策略才会对订购量具有激励作用;两种情形下只要收益共享系数满足一定条件都能够实现网购供应链的协调。最后利用数值算例对上述结论进行了验证。     

供应链上两类不同信用风险的关联及传染效应研究

在一个典型的存在资金约束的二级供应链上,通常存在两类不同的信用风险:一是供应商向银行信用贷款所形成的信贷信用风险;二是供应商为零售商提供商业信用而形成的商业信用风险。本文针对上述两类不同信用风险之间的关联性及传染问题展开研究,揭示了两类风险之间的传染机理,度量了风险的传染强度,并分析了传染强度的影响因素。研究表明:两类不同信用风险之间的关联性,导致供应链上存在由非同类信用风险构成的关联信用风险(Different types of associated credit risk),本文简称为供应链上的D类关联信用风险。结合数值分析发现:D类关联信用风险的传染强度与供应商的生产成本及无风险利率正相关,而与商品的市场价格负相关。特别地,当市场需求服从指数分布时,关联信用风险的传染强度与商业信用成本和零售商的特质有关,供应商通过调整商业信用成本和选择零售商类型可以降低D类关联信用风险的传染强度,进而降低自身的银行信贷风险。本文将同类型信用风险之间的关联和传染问题引申到不同类型的信用风险之间,进一步深化和拓展了关联信用风险的内涵。     

Mover‐stayer model with covariate effects on stayer's probability and mover's transitions

A discrete time Markov chain assumes that the population is homogeneous, each individual in the population evolves according to the same transition matrix. In contrast, a discrete mover‐stayer (MS) model postulates a simple form of population heterogeneity; in each initial state, there is a proportion of individuals who never leave this state (stayers) and the complementary proportion of individuals who evolve according to a Markov chain (movers). The MS model was extended by specifying the stayer's probability to be a logistic function of an individual's covariates but leaving the same transition matrix for all movers. We further extend the MS model by allowing each mover to have her/his covariates dependent transition matrix. The model for a mover's transition matrix is related to the extant Markov chains mixture model with mixing on the speed of movement of Markov chains. The proposed model is estimated using the expectation‐maximization algorithm and illustrated with a large data set on car loans and the simulation.     

通用化数据采集处理系统的LabVIEW实现

针对目前测控领域对自研数据采集系统的不同需求,提出一种基于LabVIEW的通用化设计。整个系统基于软硬件构架：硬件上采用“ADC FPGA PCI”的模块化接口设计,能方便搭载于各种测试平台;软件上采用图形化编程语言LabVIEW进行开发,包括基于NI-VISA的PCI驱动程序和生产者/消费者模式的上位机处理软件。前者通过直接访问底层寄存器进行控制,为同类芯片的通用驱动开发提供了参考方案;后者充分利用LabVIEW多线程处理的特点,从软件构架上改善数据流向,优化程序。实验结果表明,该系统工作稳定,人机交互良好,可实现数据存储、回放和时频分析等多项功能。     

新工科背景下应用型院校化工类工程教育体系探索*——以北京理工大学珠海学院为例

以北京理工大学珠海学院为例,围绕新工科背景下应用型地方院校化工类工科教育体系改革思路及措施进行阐述,分别从培养目标确立及教学管理体系改革、教学过程质量控制、课程体系结构改革、人才培育模式改革等4个方面展开分析,构建适用于新工科背景下应用型地方院校的工科培养体系。重点叙述了完全学分制教学管理模式、IEET认证对教学质量提升的保障及应用型特色人才教学模式的构建,并给出具体的改革举措,希望为同类型高校提供借鉴。     

On an EPQ model for deteriorating items under permissible delay in payments

This paper derives a production model for the lot-size inventory system with finite production rate, taking into consideration the effect of decay and the condition of permissible delay in payments, in which the restrictive assumption of a permissible delay is relaxed to that at the end of the credit period, the retailer will make a partial payment on total purchasing cost to the supplier and pay off the remaining balance by loan from the bank. At first, this paper shows that there exists a unique optimal cycle time to minimize the total variable cost per unit time. Then, a theorem is developed to determine the optimal ordering policies and bounds for the optimal cycle time are provided to develop an algorithm. Numerical examples reveal that our optimization procedure is very accurate and rapid. Finally, it is shown that the model developed by Huang [1] can be treated as a special case of this paper.     

消费者真实/理想自我概念与品牌个性一致性对品牌偏好的影响研究——以高端教育产品为例

本文以高端教育产品为研究对象,就其消费者的真实自我概念和理想自我概念与品牌个性的一致性对品牌偏好的影响进行了实证研究。研究发现,我国高端教育产品消费者理想自我概念与品牌个性的一致性程度对消费者的品牌偏好的影响要高于消费者真实自我概念与品牌个性的一致性对品牌偏好的影响。该研究发现不仅丰富了我国品牌个性及消费行为方面的理论成果,且对企业在产品品牌建设方面具有营销实践的重要指导意义。