基于CTI技术呼叫中心的实现

研究了如何应用CTI(Computer Telephony Integration)技术设计呼叫中心，概述了设计基于CTI技术的呼叫中心的基本问题，从系统的体系结构、硬件实现和软件实现3个方面详细描述了如何建立基于CTI技术的呼叫中心系统，这种技术方案的优点是投资较小、软件的开发和扩展比较容易，特别适合于业务量不大的小型呼叫中心。     

论可转换公司债券融资的利弊

以《上市公司证券发行管理办法》为依据,论述了可转换公司债券的主要构成因素,分析研究了发行可转换公司债券融资的优缺点,提出了可转换公司债券融资的对策。     

The pricing and optimal strategies of callable warrants

In this paper, we introduce a valuation model of callable warrants under a setting of the optimal stopping problem between the holder (investor) and the issuer (firm). A warrant is the right to purchase new shares at a predetermined price. When the new stocks are issued, the value of the stock is diluted. We consider the model taking the dilution into account. After identifying optimal policies for the issuer and the investor, we explore the analytical properties of the optimal exercise and call boundaries for the holder and the issuer, respectively. Furthermore, the value of such a callable warrant and the optimal critical prices are examined numerically using the binomial method.     

The Pietra term structures of financial assets

This paper explores an elemental connection between call options-the most commonly tradable financial derivatives, implied volatility term structures-critical “market information” emanating from call-option prices, and the Pietra index-a quantitative economic measure of societal egalitarianism. Our study: (i) unveils an intrinsic “Pietra structure” of call-option prices; (ii) introduces the notion of the “Pietra term structures” of financial assets; (iii) describes the probabilistic meaning of the Pietra term structures; (iv) establishes an explicit nonlinear one-to-one mapping between the Pietra term structures and the implied volatility term structures of financial assets. The results presented in this paper provide a deep insight into the econophysics of call options and implied volatility term structures.     

DTMF发送接收器MT8888在微波一点多址通信中的应用

文中重点介绍了一种ＤＴＭＦ收发器ＭＴ８８８８的性能及其在微波一点多址通信中的应用。该芯片集接收、发送ＤＴＭＦ信号、检测呼叫过程于一身，可编程控制，广泛应用于程控交换机、无线通信设备、移动通信等系统中     

S-Storage Operators

In 1990, J. L. Krivine introduced the notion of storage operator to simulate, for Church integers, the “call by value” in a context of a “call by name” strategy. In the present paper we define for every λ-term S which realizes the successor function on Church integers the notion of S-storage operator. We prove that every storage operator is an S-storage operator. But the converse is not always true.     

The impact of special days in call arrivals forecasting: A neural network approach to modelling special days

A key challenge for call centres remains the forecasting of high frequency call arrivals collected in hourly or shorter time buckets. In addition to the complex intraday, intraweek and intrayear seasonal cycles, call arrival data typically contain a large number of anomalous days, driven by the occurrence of holidays, special events, promotional activities and system failures. This study evaluates the use of a variety of univariate time series forecasting methods for forecasting intraday call arrivals in the presence of such outliers. Apart from established, statistical methods, we consider artificial neural networks (ANNs). Based on the modelling flexibility of the latter, we introduce and evaluate different methods to encode the outlying periods. Using intraday arrival series from a call centre operated by one of Europe’s leading entertainment companies, we provide new insights on the impact of outliers on the performance of established forecasting methods. Results show that ANNs forecast call centre data accurately, and are capable of modelling complex outliers using relatively simple outlier modelling approaches. We argue that the relative complexity of ANNs over standard statistical models is offset by the simplicity of coding multiple and unknown effects during outlying periods.     

Robust and data-driven approaches to call centers

We propose both robust and data-driven approaches to a fluid model of call centers that incorporates random arrival rates with abandonment to determine staff levels and dynamic routing policies. We test the resulting models with real data obtained from the call center of a US bank. Computational results show that the robust fluid model is significantly more tractable as compared to the data-driven one and produces overall better solutions to call centers in most experiments.     

Mathematical analysis of pricing of lookback performance options

Lookback N-time period performance options are proposed. Explicit risk-neutral probability density functions for extrema of N-time period return rates are obtained over the time interval [0, T ], T ≤? 2N. Pricing formulae at t = 0 for lookback performance options with logarithm return rate are derived. The pricing formulae for lookback performance options with gross return rate at t = 0 can be derived similarly. Put-call parity relations at t = 0 for these options follow from these pricing formulae. Applications of lookback performance options are also discussed.