消费者连续统集合下一种投入产出经济的均衡和一般均衡价格

本给出了一个经济模型把跨期间的一般均衡理论和neo-Ricardian的生产价格理论联系起来，并改进了Roce-Anne Oana模型[1][2]。即把消费有限改变消费连续统，并在Rose-Anne Dana模型的基础上，加了条件C.4和C.7，得出了两个重要的结果：（1）在标准条件下，此模型有一均衡使得每一个生产的每期最大利润是相等的；（2）如考虑生产价格是稳定价格；且等于最大利润；则在适当的条件下，这样的价格系统是存在且唯一的，而所定义的均衡的非折扣的价格序列收敛于生产价格。因此均衡价格依赖于技术和消费特征，但在取极限时，有关价格仅依赖于技术。     

Embedding optimisation algorithms with Mosel

Algebraic modelling languages allow models to be implemented in such a way that they can easily be understood and modified. They are therefore a working environment commonly used by practitioners in Operations Research. Having once developed models, they need to be integrated inside the company information system. This step often involves embedding a model into a programming language environment: many existing algebraic modelling languages make possible to run parameterised models and subsequently retrieve their results, but without any facility for interacting with the model during the model generation or solution process.In this paper we show how to use the Mosel environment to implement complex algorithms directly in the modelling language.The Office cleaning problem is solved by a branch-and-cut algorithm, implemented entirely in the modelling language (including the definition of the callback function for the solver). Secondly, a cutting stock problem is solved by column generation, also implemented in the modelling language.AMS classification: 90Cxx, 65K05, 68N15     

A unified framework for pull control mechanisms in multi‐stage manufacturing systems

This paper presents a unified framework for pull production control mechanisms in multistage manufacturing systems. A pull production control mechanism in a multistage manufacturing system is a mechanism that coordinates the release of parts into each stage of the system with the arrival of customer demands for final products. Four basic pull production control mechanisms are presented: Base Stock, Kanban, Generalized Kanban, and Extended Kanban. It is argued that on top of any of these basic coordination mechanisms, a local mechanism to control the workinprocess in each stage may be superimposed. Several cases of basic stage coordination mechanisms with stage workinprocess control are presented, and several production control systems that have appeared in the literature are shown to be equivalent to some of these cases.     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

Bionomic exploitation of a ratio-dependent predator–prey system

The present article deals with the problem of combined harvesting of a Michaelis–Menten-type ratio-dependent predator–prey system. The problem of determining the optimal harvest policy is solved by invoking Pontryagin's Maximum Principle. Dynamic optimization of the harvest policy is studied by taking the combined harvest effort as a dynamic variable. Computer simulations are carried out to illustrate our analytical findings. Biological and bioeconomical interpretations of the results are explained critically.     

油价波动对国民经济影响模型构建与应用

为了科学构建原油价格波动与国民经济发展的关系,在借鉴国内外专家学者相关模型基础上,考虑不同国民经济指标对油价波动的时滞反馈等因素,构建油价波动对国民经济影响模型.利用原油价格波动对国民经济发展的动态模型,对模型的各部分关系系数进行确定,最后根据所得到的模型对国民经济影响进行实际分析与预测,并得出规避油价波动影响风险的措施.     

企业经营者股票期权薪酬机制的模型探讨

采用 Black-Scholes期权定价理论 ,建立了激励机制下企业经营者股票期权薪酬机制的分析、操作模型     

基于GARCH模型的石油价格变动模拟

石油是一种特殊的商品,是国家重要的战略物资,世界各国都十分重视其价格变动问题,因为油价变化会影响到各国经济发展,甚至国家安全。因此,本文采用GARCH模型,通过基于Gibbs抽样的MCMC方法分析了国际市场石油价格的分布特征,对石油价格波动的异方差特性进行描述和模拟,实证分析结果说明从石油价格波动序列峰度系数和平方价格波动序列自相关函数的描述来看,基于t分布的模型模拟效果优于基于正态分布的模型,这一结论反映了石油价格波动序列的分布特性。     

二级线性价格控制问题的满意解的求解思路及实例

本文就文献 [1]对线性二级价格控制问题 (BLP) 2 研究的结果及文献 [2 ]提出的问题进行了进一步的讨论。用反例指出文 [1]求出的极点最优解是错的 ,以及一般的 (BL P) 2 问题求出的最优解 ,可能是下层决策者根本无法接受的。因此 ,本文提出 (BLP) 2 的求下层目标最优解的边界搜索法及在此基础上用多目标的观点来求 (BLP) 2 的满意解的思路及实例     

沪深股市回报率、波动率和交易量关系的实证研究

本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;同时将交易量对波动率的解释能力进行了研究,发现在沪市交易量对波动率具有解释力,而在深市交易量对波动率没有解释力。