Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

相关系数与相关性度量

研究了度量相关性的两个主要工具:线性相关系数和尾部相关系数.线性相关系数反映了变量间的线性相关性,这对于一般的椭圆型分布是合适的.但如果随机变量具有不对称的尾部变化特征时,要用尾部相关系数描述它们之间的相关性.通过相关函数C opu la,对沪深股市的尾部相关系数进行了定量分析.结果表明:沪深股市具有较强的相关性.     

A web-based workforce management system for Sainsburys Supermarkets Ltd

Labour scheduling plays an important and critical role in Sainsburys day to day operations and profitability. The integrated workforce management solution for Sainsburys is an intelligent solution for the operational deployment of human resources, integrated business forecasting, generation and calculation of workload and staff scheduling. The workforce management technology has provided Sainsburys with a fully web-based and centralised system that produces optimised schedules for all employees satisfying the forecasted demand of work with granularity of fifteen minutes. The system is configured to respect all operational and business requirements as well as employee contractual constraints. This paper introduces the workforce management solution system designed, developed and implemented for Sainsburys. We concentrate on two modelling structures, namely the work pattern model and optimisation model, and briefly discuss the optimisation process.     

综合网管中基于模型驱动的元数据管理

提出了一种基于模型驱动的元数据管理方案．方案采用了基于模型的形式化描述方法，统一了专业网管子系统间的元数据模式；通过引入模型驱动技术，从元模型的抽象层次消除了不同专业网管子系统之间存在的“信息孤岛”；方案还对综合网管环境下的元数据理论和交换机制进行了研究，并给出了元数据的管理框架以及元数据交换的Java接口映射．     

Dynamic Nonlinear Modelization of Operational Supply Chain Systems

Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. To realize this, a dynamic modelling approach for characterizing supply chain activities is opportune, so as to plan efficiently the set of activities over a distributed network in a formal and scientific way. The dynamical system will result so complex that it is not generally possible to specify the functional forms and the parameters of interest, relating outputs to inputs, states and stochastic terms by experiential specification methods. Thus the algorithm that will presented is Data Driven, determining simultaneously the functional forms, the parameters and the optimal control policy from the data available for the supply chain. The aim of this paper is to present this methodology, by considering dynamical aspects of the system, the presence of nonlinear relationships and unbiased estimation procedures to quantify these relations, leading to a nonlinear and stochastic dynamical system representation of the SCM problem. Moreover, the convergence of the algorithm will be proved and the satisfaction of the required statistical conditions demonstrated. Thus SCM problems may be formulated as formal scientific procedures, with well defined algorithms and a precise calculation sequence to determine the best alternative to enact. A “Certainty equivalent principle” will be indicated to ensure that the effects of the inevitable uncertainties will not lead to indeterminate results, allowing the formulation of demonstrably asymptotically optimal management plans.     

一种供应链中的知识管理绩效评价方法研究

作为知识管理的重要组成部分，知识管理绩效评价旨在帮助企业找出影响绩效提高的关键因素并及时采取有效措施，提高知识管理水平。本文从创造顾客价值、知识的获取能力、知识的共享与传播能力、知识的运用水平、知识的存量水平和知识管理平台等六个方面，分析了评价供应链的知识管理绩效应考虑的主要因素，建立了供应链的知识管理绩效评价指标体系，在此基础上，提出了运用D-S证据推理方法，对供应链知识管理绩效进行评价，并给出了证据推理的算法步骤，最后通过算例分析，说明该方法的有效性、实用性。     

ISDN PBX及X.25网关的管理

本文介绍了ＩＳＤＮ用户一网络接口的管理模型，分析了ＰＢＸ、Ｘ．２５网关的管理功能，对协议测试，管理通信进行了研究并提出模型及实现原则。     

基于B/S模式的汽车零件销存管理信息系统的设计与实现

对于采用连锁经营的汽车零件销售企业来说,各经营网点分布在同一城市的不同区域或不同城市,为了在充分利用原有信息和资源的基础上处理好许多中间环节,减少人员工作量,保证企业销存状态良好,提高管理效率,设计了基于B/S模式的汽车零件销存管理信息系统的技术方案,详细讨论系统的功能设计以及实现技术。     

Key processing with control vectors

A method is presented for controlling cryptographic key usage based on control vectors. Each cryptographic key has an associated control vector that defines the permitted uses of the key within the cryptographic system. At key generation, the control vector is cryptographically coupled to the key by way of a special encryption process. Each encrypted key and control vector are stored and distributed within the cryptographic system as a single token. Decryption of a key requires respecification of the control vector. As part of the decryption process, the cryptographic hardware verifies that the requested use of the key is authorized by the control vector. This article focuses mainly on the use of control vectors in cryptosystems based on the Data Encryption Algorithm.     

基于XML技术数据库优化接入设计

鉴于用户对目前数据库接入技术要求的提高，一种基于XML技术对数据库接入进行优化的技术出现了。这种技术利用了基于XML传输时的可扩展、高度结构化等特性，在JavaBean，JDBC，Apache，Tomcat等设计组件及Linux体系结构的配合使用下．为用户提供了一个安全、高效、可扩展且访问灵活的数据库接入方式。