社会化媒体环境下不可辩解型产品伤害危机演化博弈研究

社会化媒体的普及改变了信息传播模式,使得产品伤害危机的演化发生了变化。针对社会化媒体环境下不可辩解型产品伤害危机构建演化博弈模型,并引入前景理论构建收益矩阵,对社会化媒体环境下不可辩解型产品伤害危机的演化稳定策略进行分析,通过数值仿真发现社会化媒体环境下不可辩解型产品伤害危机演化中存在:损失规避态度的变化对企业-消费者利益损失的影响存在非对称性现象;合理的政府协调补偿会引导企业和消费者进行策略调整,从而有利于危机的快速平息;外界干预对企业-消费者责任性的影响存在非对称性现象,舆论等干预会对企业行为起到责任约束作用。     

危机企业网络互动对信任修复效果影响研究

近年来,各行业被曝光的产品伤害危机事件层出不穷,事件一旦发生极易对产品品牌以及企业声誉造成巨大的损害。本论文以此为背景探究危机后企业网络互动与消费者信任修复效果间的关系,通过实证分析验证了企业在产品伤害危机事件后与消费者的网络互动将显著提升信任修复的效果,同时验证了消费者感知的负面情绪及风险程度在上述关系中的中介作用,分析了产品伤害危机类型在网络互动对信任修复效果的调节作用。论文的研究为企业应对产品伤害危机提供了有效的解决途径。     

Reducing mosquito-borne disease outbreak size: The relative importance of contact and transmissibility in a network model

The complex biological and environmental factors involved in the transmission of mosquito-borne diseases in humans have made their control elusive in many instances. Conceptual models contribute to gain insight and help to reduce the risk of taking poor managerial decisions. The focus of this paper is to compare, using a contact network model, the impact that perturbation of the number infectious contacts and of transmissibility have on the size of an outbreak. We illustrate the analysis on a contact network parametrized with data that associates humans and the mosquito Culex quinquefasciatus, a vector for lymphatic filariasis. The model suggests that, if the values corresponding to transmissibility and number of infectious contacts is relatively large, variations in the size of an outbreak are significantly in favor of control measures to reduce infectious contacts.     

优化分配水资源

水资源危机使得合理分配和利用水资源非常重要.本文给出了干旱缺水时,如何把有限的水资源在社会各个行业部门之间进行优化分配的模型,以获得最大的社会效益、经济效益和生态效益.     

Developing an early warning system to predict currency crises

The purpose of this paper is to develop an early warning system to predict currency crises. In this study, a data set covering the period of January 1992–December 2011 of Turkish economy is used, and an early warning system is developed with artificial neural networks (ANN), decision trees, and logistic regression models. Financial Pressure Index (FPI) is an aggregated value, composed of the percentage changes in dollar exchange rate, gross foreign exchange reserves of the Central Bank, and overnight interest rate. In this study, FPI is the dependent variable, and thirty-two macroeconomic indicators are the independent variables. Three models, which are tested in Turkish crisis cases, have given clear signals that predicted the 1994 and 2001 crises 12 months earlier. Considering all three prediction model results, Turkey’s economy is not expected to have a currency crisis (ceteris paribus) until the end of 2012. This study presents uniqueness in that decision support model developed in this study uses basic macroeconomic indicators to predict crises up to a year before they actually happened with an accuracy rate of approximately 95%. It also ranks the leading factors of currency crisis with regard to their importance in predicting the crisis.     

基于时间相依Cox回归的动态财务预警模型及实证

本文以中小企业为研究对象,从偿债能力、盈利能力等财务因素,加之公司治理、宏观环境等非财务因素出发,利用共线性检验和时间相依Cox回归构建动态财务预警模型,并与经典的Cox模型、logit模型进行对比分析。本研究的特色有二:一是通过时间相依Cox回归模型,构建随时间而变化的预警指标数据与财务危机之间的函数关系。利用偏似然估计、Breslow估计量分别拟合回归系数和基准危险强度,构建财务预警模型,预测企业在未来一段时间内每个时间点上的财务危机概率。相比于基于传统Cox模型的预警研究仅用一期的截面数据建模,本研究考虑了预警指标的动态变化对财务风险的影响,涵盖了更多的历史信息,达到提高预警精度的目的。二是考虑第一类错误“危机企业判为正常”与第二类错误“正常企业判为危机”给投资者造成的损失差异,衡量预警的“错误成本”,以错误成本最低为目标,反推出财务正常和财务危机之间的预警阈值,实现了对财务危机发生与否的提前预警功能。经过实证,本研究的财务预警模型精度较高,尤其对财务危机企业的正确识别率达到75%。相较于传统的Cox回归、logit模型,危机企业的正确识别率更高、错误成本更低。盈利能力、公司治理水平是对企业财务风险影响最为显著的因素。     

基于潜伏因子模型分析的新兴市场国家金融传染效应研究

构建了基于资本资产定价模型为基础的潜伏因子模型对金融危机传染效应进行分析,将引起市场收益率波动的因素分解为"共同因子","特质因子"和"传染因子",同时采用迭代累计平方和算法内生性地对金融危机演化的不同阶段进行了时间上的划分.以2008年全球金融危机期间4个主要新兴市场国家的股票市场为对象进行了实证研究,结果表明这些国家均遭受到了不同程度的传染,其中中国和巴西受到的传染较弱,而印度和俄罗斯受到的传染较强.     

金融风险在股票市场的传染效应及联动行为分析

近年来金融危机频发并表现出了易传染性,引起了众多学者的高度关注。以动态条件相关模型研究美欧股市与中、日、韩股市间的时变相关性,并结合内生多重结构突变模型划分危机传染阶段,选用溢出指数模型分析股市间的风险溢出特性;随后,定义股市间相互影响的联动模式并构建不同传染阶段的加权有向网络图分析股市间的联动行为。研究表明:美欧股市对中日韩股市有明显的传染效应,被传染的速度和持续时间均不相同;金融传染和风险溢出展现出一定的不一致性,危机期间日股的风险溢出效应强于美股;传染效应在联动网络中表现为联动模式的高聚类性和高联动性,相比欧债危机,次贷危机时期股市间展现出更强的联动行为;日股与美欧股市在两次危机中均表现出最强的联动性,其所受影响也最大。     

Financial crisis: An attempt of mathematical modelling

We attempt to explore the development of a financial crisis mathematically, constructing and analysing a simple qualitative mathematical model of a progressing crisis. This model brings an insight into the evolution of a crisis and enables us to evaluate the likely outcomes of the possible interventions that can slow the crisis’ progress or ameliorate its consequences. The model also helps to identify the factors and actions that may enhance the global economic security.     

Agent-based and multi-agent simulations: coming of age or in search of an identity?

The promise of agent-based for explicating properties of social systems has not yet been fully realized. Agent models sometimes provide only a veneer of, rather than substantive engagement with, social behavior. The problem will be illustrated with Axelrod’s model for evolution of ethnocentrism (a biological model) versus Schelling’s model for spatial segregation based on preferences (a cultural model). The examples show the need to incorporate both the biological and cultural basis for behavior through a schema that includes behavior based on cultural/cognitive processing of information and behavior based on biological/cognitive processing of information. An example of an agent-based model that implements decision making in this manner is discussed. The model accounts for heterogeneity in behavior outcomes and leads to two main predictions: (1) small scale, hunter-gatherer societies in resource scarce environments will have stable adaptations less affected by variation in resource abundance in comparison to groups in resource rich regions where inter-group conflict is more likely and (2) the relationship between community size, population size and administrative complexity will have two distinct patterns, one for patrilineally organized societies and the other for matrilineally organized societies. Both predictions have been verified empirically.     

SWAMP: A two‐dimensional hydrodynamic and quality modeling platform for shallow waters

Water quality two‐dimensional models are often partitioned into separate modules with separate hydraulic and biological units. In most cases this approach results in poor flexibility whenever the biological dynamics has to be adapted to a specific situation. Conversely, an integrated approach is pursued in this article, producing a two‐dimensional hydraulic‐water quality model, named Shallow Water Analysis and Modeling Program (SWAMP) designed for shallow water bodies. The major objective of the work is to create a comprehensive two‐dimensional water quality assessment tool, based on an open framework and combining easy programming of additional procedures with a user‐friendly interface. The model is based on the numerical solution of the partial differential equations describing advection‐diffusion and biological processes on a two‐dimensional rectangular finite elements mesh. The hydraulics and advection‐diffusion modules model were validated both with experimental tracer data collected at a constructed wetland site and a comparison with a commercial hydrodynamic software, showing good agreement in both cases. Moreover, the model was tested in critical conditions for mass conservation, such as time‐varying wet boundary, showing a considerable numerical robustness. In the last part of the article water quality simulations are presented, though validation data are not yet available. Nevertheless, the observed model response demonstrates general consistency with expected results and the advantages of integrating the hydraulic and quality modules. The interactive graphical user interface (GUI) is also shown to represent a simple and effective connective tool to the integrated package. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 663–687, 2002; DOI 10.1002/num.10014     

Inadvertent leaks: exploration via agent-based dynamic network simulation

A significant volume of information leaks in organizations are inadvertent, a form of information spillage. Because the leakage of information is driven by the complex interaction of technology, social, and behavioral factors, we use a hybrid agent-based and dynamic network model, Construct, to simulate the flow of sensitive information in knowledge-driven organizations. Because interaction patterns often change when an organization is under stress, we simulate stress to the organization with effect-based (reliability and integrity) crisis scenarios. Using a virtual experiment, we vary the crisis scenarios, organization’s structure, IT connections, and pressure to separate personnel based on security ratings. Our experiment suggests that the organization’s structure, IT connections, separation pressure, and typical performance all influence how much an organization suffers from inadvertent leakage. In evaluating how organizations respond to crisis, organizations with stove-piped IT tend to clamp down on leakage in response to the crisis, while organizations with Mesh IT tend to have more leakage. Integrity crises tend to decrease leakage; while reliability crises tend to increase leakage in organizations, especially those with Mesh-based IT.     

金融危机通过对外贸易渠道对我国经济增长和就业的影响分析

美国次贷危机引发的金融危机通过对外贸易渠道对我国经济增长和就业产生了较大影响,有效的测算出其对各产业部门不同程度的影响,对于我国保持经济增长和稳定就业有着非常重要的意义.阐述了金融危机影响下我国对外贸易和就业的现状,构建了金融危机通过对外贸易途径影响我国经济和就业的投入产出测度模型,利用2002年1月至2009年4月的数据实证测算了此次金融危机通过对外对外贸易渠道对各产业部门的产出的直接影响和完全影响、增加值的完全影响以及就业的完全影响,并提出相应的政策建议.     

次贷危机下中国股市与国外股市相依性分析——基于Markov机制转换模型

文章通过选取2004年1月1日到2009年6月30日中国、香港、日本、英国和澳大利亚五个股票市场日收盘价的道琼斯数据,采用三状态Markov机制转换模型研究这些股市间相依性结构的变化。通过对目标股市结构变化的研究,可以描述并预测股市的波动性,从而指导风险管理。实证分析表明,在有机制转换条件下,澳大利亚与英国、日本股市间的相依性比无机制转换条件下均有所下降,而中国与香港股市间相依性却大幅上升。同时,本文采用总体拟合效果法来选取合适的copula函数并运用基于copula理论的相关系数法进行对比研究,发现次贷危机后各股市间的尾部相依性出现不同的变化,市场收益率呈现下降趋势,波动性均有所增加。其中,澳大利亚与英国股市间的尾部相依性最强,而中国股市与其他股市之间的相依性较弱,说明受到影响的程度较小。     

国际金融危机对我国就业的影响分析

利用区分加工出口的非竞争型投入占用产出模型,从受国际金融危机影响最为直接的出口、投资角度出发,测算了国际金融危机对我国就业的影响.测算结果显示:最近一年金融危机对我国就业影响是逐步加剧的;重点行业影响较为集中;由于我国宏观调控政策的及时准确,刺激经济计划的有效实施在很大程度上抵消了金融危机的影响.     

Exploring communication networks to understand organizational crisis using exponential random graph models

In recent social network studies, exponential random graph (ERG) models have been used comprehensively to model global social network structure as a function of their local features. In this study, we describe the ERG models and demonstrate its use in modelling the changing communication network structure at Enron Corporation during the period of its disintegration. We illustrate the modelling on communication networks, and provide a new way of classifying networks and their performance based on the occurrence of their local features. Among several micro-level structures of ERG models, we find significant variation in the appearance of A2P (Alternating k-two-paths) network structure in the communication network during crisis period and non-crisis period. We also notice that the attribute of hierarchical positions of actors (i.e., high rank versus low rank staff) have impact on the evolution process of networks during crisis. These findings could be used in analyzing communication networks of dynamic project groups and their adaptation process during crisis which could lead to an improved understanding how communications network evolve and adapt during crisis.     

上市公司退市风险预警模型研究

运用统计方法,选取有效建模变量,建立了L og istic预测模型对我国上市公司退市风险进行了预测,研究结果表明该模型具有良好的预测精度,该模型预测精度可达98.10%,可以作为证券投资者和分析人员使用的一种有效预测上市公司退市风险的工具.     

货币危机交叉传染的非线性动力学模型

越来越多的证据表明金融市场是一个由大量非线性金融子系统通过广泛连接所构成的多级非线性动力学系统.当金融危机爆发时,系统的非线性、复杂性等特征使得危机极易通过多市场间的耦合作用而迅速传染.本文构建了一个基于Logistic模型的两国之间货币危机交叉传染微分动力学方程,利用常微分方程定性理论对模型奇点进行讨论,得出了不同的参变量组合下奇点稳定性的判断结果,并以此将危机传染分为可控传染和不可控传染两种情况,并给出相应的政策建议.     

Ambulance location and relocation models in a crisis

This article deals with the relocation of ambulance vehicles from their origin location (i.e., position before a crisis occurs) to a crisis area and to undercovered areas (i.e., no ambulance vehicle is available for a potential emergency in a given region). Support for a crisis area can lead to insufficient coverage of other emergency patients in other regions, so decision makers need assistance with useful relocation information, including the relocation of vehicles to the crisis area and to undercovered areas. As optimization criteria, this study considers two objectives: undercoverage (i.e., unsupported demand) and the total time needed to get to the crisis area with all vehicles. A proposed model aims to minimize the time required for the vehicle relocation process and avoid relocation mistakes (e.g., sending a vehicle to support the crisis area when it would be better to leave it at its current location). Devising the relocation plan consists of three phases. First, a location model allocates all available vehicles to potential vehicle locations (positioning vehicles before the crisis occurs). Second, the same location model allocates the remaining vehicles in the case of a crisis (all vehicles not needed to manage the crisis). Third, the relocation model (phase three) moves vehicles from their position before the crisis occurs (phase one) to their position during the crisis (phase two).