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.     

湖南壶瓶山自然保护区管理与经济发展关系问题的探讨

从壶瓶山自然保护区内居民传统生活方式、建立保护区后给居民生产生活所产生的影响及如何解决自然资源保护与发展经济的矛盾等方面，探讨了保护自然资源和生态环境与发展经济的关系，并提出了相关的措施。     

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。     

用ISM分析某集团公司关键性经营战略因素

针对A集团公司经营发展中的问题，采用问卷调查方式，咨询了该公司20位中上层领导。总结出了7个重要因素。应用ISM方法分析这些因素，得出相应的解释结构模型，使影响该集团发展由浅入深的因素层次化。文中认为低层矛盾得以解决，公司深层能力才能得到提高，表层问题也自然迎刃而解，公司才能加速发展。     

论工程管理学科方向的学术研究

建筑科学、经济科学和管理科学相互交叉并以管理科学的为内核，形成工程管理的学科方向，学科建设应以学术研究为根本，带动学术梯队建设，专业建设和研究生培养，指出工程管理应开展学术研究的一些问题。     

PowerBuilder下招标管理系统的设计与实现

阐述了用 Power Builder开发招标管理系统的设计方法与实现方案 ,并对 ODBC数据库的动态注册及数据的安全性、完整性作了较为详细地分析