排序方式: 共有172条查询结果,搜索用时 125 毫秒
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针对农村水环境直接监测数据相对缺乏、间接数据难以有效引入的问题,综合灰色关联分析和预测模型,提出一种基于网络搜索信息的农村水环境质量灰色预测模型。首先,综合考虑数据重要性和可获得性,确定农村水环境相关的搜索关键词清单;然后,采用主成分分析法提取搜索关键词的主要特征,构建初始网络搜索变量,并利用灰色绝对关联度衡量各初始网络搜索变量与水环境质量之间的关联程度。在此基础上,构建不同频率数据的多变量离散灰色模型,将强关联变量的降频数据作为多变量离散灰色模型的驱动因素,从而构建基于网络搜索信息的农村水环境质灰色预测模型。实例分析结果表明,相对于传统灰色模型,引入网络搜索信息可以提高农村水环境预测精度,为农村水环境治理提供决策支持。 相似文献
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在风险管理中杠杆效应的现象广泛存在,也是金融计量学中的重要议题。高频金融市场中蕴含着丰富的交易信息,而这些信息并不能都看作随机噪声,因此探讨利用市场交易信息并在带有随机噪声模型下研究杠杆效应具有重要意义。本文在带有市场交易信息和随机微观噪声相结合的模型下研究了杠杆效应,提出了新的杠杆效应估计,该估计具有n1/8的收敛速度,同时给出了估计的方差和相关的定理。通过模拟分析得出利用广泛的市场微观信息可以更有效和更精确地对杠杆效应进行估计,模拟的结果表明本文提出的杠杆效应估计具有更好的渐近正态性和更小的偏差。最后将提出的估计应用到实证分析中,发现杠杆效应对未来一天波动率的预测具有显著性影响。 相似文献
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Quan Yuan Geoffrey A. Chua Xing Liu Youhua Chen 《Production and Operations Management》2015,24(11):1750-1767
We study a minimum total commitment (MTC) contract embedded in a finite‐horizon periodic‐review inventory system. Under this contract, the buyer commits to purchase a minimum quantity of a single product from the supplier over the entire planning horizon. We consider nonstationary demand and per‐unit cost, discount factor, and nonzero setup cost. Because the formulations used in existing literature are unable to handle our setting, we develop a new formulation based on a state transformation technique using unsold commitment instead of unbought commitment as state variable. We first revisit the zero setup cost case and show that the optimal ordering policy is an unsold‐commitment‐dependent base‐stock policy. We also provide a simpler proof of the optimality of the dual base‐stock policy. We then study the nonzero setup cost case and prove a new result, that the optimal solution is an unsold‐commitment‐dependent (s, S) policy. We further propose two heuristic policies, which numerical tests show to perform very well. We also discuss two extensions to show the generality of our method's effectiveness. Finally, we use our results to examine the effect of different contract terms such as duration, lead time, and commitment on buyer's cost. We also compare total supply chain profits under periodic commitment, MTC, and no commitment. 相似文献
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We consider the scheduling of n family jobs with release dates on m identical parallel batching machines. Each batching machine can process up to b jobs simultaneously as a batch. In the bounded model, b<n, and in the unbounded model, b=∞. Jobs from different families cannot be placed in the same batch. The objective is to minimize the maximum completion time
(makespan). When the number of families is a constant, for both bounded model and unbounded model, we present polynomial-time
approximation schemes (PTAS). 相似文献
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如何看待中国情景是中国管理研究的一个核心问题。中国情景应该主要包括2个维度:转型维度与文化认知维度。通过整合2个维度分析中国情景和管理实践,可以为后续中国管理研究和实践提供理论基础。 相似文献
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We consider the online scheduling on a single machine, in which jobs are released over time and each job can be either accepted and scheduled on the machine or rejected under a certain rejection cost. The goal is to minimize the total weighted completion time of the accepted jobs plus the total rejection cost of the rejected jobs. For this problem, we provide an online algorithm with a best possible competitive ratio of 2. 相似文献
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基于战略变化与环境变化的"一致性"观点及3类绩效决定论,依据"竞争战略变化幅度变量、竞争压力变化幅度变量、二者函数关系曲线"对样本空间的划分,来实证战略变化、环境变化、二者一致性对企业绩效的独立影响和综合作用方式.对来自10省市跨行业样本数据的分析表明:一致性是战略变化有效性的主要判断标准,环境因素和战略变化相对起次要作用,它们共同决定企业绩效. 相似文献