Modified linear programming and class 0 bounds for graph pebbling

Given a configuration of pebbles on the vertices of a connected graph G, a pebbling move removes two pebbles from some vertex and places one pebble on an adjacent vertex. The pebbling number of a graph G is the smallest integer k such that for each vertex v and each configuration of k pebbles on G there is a sequence of pebbling moves that places at least one pebble on v. First, we improve on results of Hurlbert, who introduced a linear optimization technique for graph pebbling. In particular, we use a different set of weight functions, based on graphs more general than trees. We apply this new idea to some graphs from Hurlbert’s paper to give improved bounds on their pebbling numbers. Second, we investigate the structure of Class 0 graphs with few edges. We show that every n-vertex Class 0 graph has at least \(\frac{5}{3}n - \frac{11}{3}\) edges. This disproves a conjecture of Blasiak et al. For diameter 2 graphs, we strengthen this lower bound to \(2n - 5\), which is best possible. Further, we characterize the graphs where the bound holds with equality and extend the argument to obtain an identical bound for diameter 2 graphs with no cut-vertex.     

大规模同质不良资产组合回收率定价研究

处置不良资产是我国金融业改革和发展的重要问题,大规模批量处置不良贷款是处置不良资产的首选方法之一.不良贷款组合的回收率分布,是不良贷款组合定价的基础.针对不良贷款回收率的双峰分布特性,将不良贷款分为低峰回收贷款和高峰回收贷款,证明了不良贷款组合的回收率收敛于低峰回收率和高峰回收率的条件期望之和.基于信用风险结构模型,进一步证明了高峰回收率条件期望的正态逆变换与低峰回收比率的正态逆变换之间存在线性关系.由于对低峰回收贷款易于判断,很容易估计低峰回收比率,因而可以通过线性回归估计出高峰回收率条件期望,这样就给出了不良贷款组合的整体回收率估计模型.基于这一模型,还给出了估计不良贷款回收率的分位数的计算方法,该方法实际上是VaR方法的推广.     

The role of leadership in shared mental model convergence and team performance improvement: An agent-based computational model

Research in shared mental models has immeasurably aided our understanding of effective teamwork and taskwork. However, little research has focused on the role that leaders play, if any, in influencing, developing and/or fostering shared mental models and thereby improving team performance. We developed an agent-based computational model based on McComb's theory of three-phase mental model development, where agents repeatedly share individual opinions (orientation phase), evaluate and respond to the opinions expressed by others (differentiation phase), and modify their understanding of the team based on the responses (integration phase). Leadership and team properties are represented in three experimental parameters: social network structure, heterogeneity of agents' domains of expertise, and level of their mutual interest. Participative leadership is represented by a fully connected network, while Leader–Member eXchange (LMX) is represented by a fully connected network of in-group members and several out-group members connected only to the leader. Our simulation results show that, in general, participative leadership promotes mental model convergence better than LMX. In the meantime, the team performance improvement is achieved by participative leadership only when members have both heterogeneous domains of expertise and strong mutual interest. In all other conditions, participative leadership causes the worst degradation of team performance through team development processes, while LMX is the best to minimize such team degradation. Implications and suggestions for future research are provided.     

我国银行业技术效率演进的实证分析

针对金融业自由化推进的过程中,中国银行业采取的逐步放宽外资银行的市场准入、降低不良货款率、加强银行资本充足率管理等改革政策,对其技术效率的影响问题,选取了1997～2004年期间15家国有及股份制商业银行,首先运用最高前沿DEA计算出样本区间内样本银行的技术效率面板数据,然后随机生产前沿函数SFA对获得的技术效率面板数据进行分析.分析结果显示:政府对资本充足率的管制政策对银行业效率起到负作用;降低不良货款率的政策发挥了提高银行业技术效率的功效;外资银行的进入对中国银行业的技术溢出正效应抵消了中国金融业市场分配的负效应.分析结果还显示国有和股份制商业银行分别以年7.70%、4.80%速率递增.     

一种改进的电子商务网站综合评价方法

电子商务网站评价是衡量网站价值,分析网站优劣,指导网站建设的重要依据和方法.现有评价模式忽视了评价过程中的动态性、模糊性因素,存在很多缺点.本文提出的动态模糊综合评价法基于动态模糊理论,模拟评价指标的动态性和模糊性,采用多级动态模糊递归方式,减少人为因素的影响.评价结果可以反映评价目标的动态发展趋势,且可以指导网站质量改进.最后通过对某商务网站的综合评价验证了该方法的有效性和实用性.     

面向服务的企业信息系统集群部署方案

集群服务器作为一种服务器应用的新模式正在受到越来越多的重视.本文根据企业业务的需求,提出面向服务的企业信息系统集群部署方案,该方案具备更好的稳定性、可扩展性.     

基于精益六西格玛思想的供应链跨链间协作研究

协作在缓解供应链中效益悖反现象以及提升供应链绩效中发挥着重要的作用。目前有关供应链协作方面的研究主要集中于供应链节点企业与上下游企业之间的协作,对于供应链中的企业与其他供应链企业之间的跨链间协作的研究比较少。本文将以精益6σ思想为基础,应用系统动力学软件Vensim对供应链与供应链之间的协作进行建模研究,探索能够实现精益6σ思想下的多重目标共赢的跨链间协作模式。     

大股东控制下的资本投资与利益攫取研究

基于资本投资形成控制权收益的理论阐释,结合我国上市公司大股东攫取控制权收益的自利动机和市场风险分析,本文以2001-2005年沪深两市A股市场发生了非流通股交易的公司作为考察对象,从固定资产投资和股权投资两个方面对大股东的控制权收益攫取进行了实证研究,并进行了稳健性检验.研究发现,大股东不仅通过资本投资形成了控制权收益,而且资本投资规模越高,增加等量资本投资所攫取的控制权收益越低;尽管通过股权投资攫取控制权收益的隐秘性较高、成本较低,但由于增加了控制链的代理层级,控制性股东的收益占有程度也较低;大股东的自利性资本投资行为不仅挤占了中小投资者的共享利益,而且形成了从增加资本投资、形成更高控制权收益到损害企业价值的传导机制.根据经验结论,本文提出了相应的政策建议.     

债务保守、投资机会与中国上市公司资本投资

国内对于财务保守行为的研究,均是从产品市场竞争角度展开的。然而,这些研究并没有得出一致的结论。公司的财务保守目的,是给公司提供一定程度的财务灵活性,便于公司在未来使用这种灵活性。当公司遇到有利的投资机会时,具有这种灵活性的公司能够抓住有利的投资机会,进行资本投资。运用1999-2008年中国上市公司的不平衡面板数据,采用动态面板模型进行了实证分析。实证结论表明:公司的财务保守行为与公司未来的投资机会高度显著相关;公司的财务保守行为与公司未来的资本投资高度显著相关。同时,动态面板回归结果也显示,公司的财务保守行为和公司的投资支出都具有时间连续性,与其滞后项高度显著相关。     

Managing Retail Shelf and Backroom Inventories When Demand Depends on the Shelf‐Stock Level

Inventory displayed on the retail sales floor not only performs the classical supply function but also plays a role in affecting consumers’ buying behavior and hence the total demand. Empirical evidence from the retail industry shows that for some types of products, higher levels of on‐shelf inventory have a demand‐increasing effect (“billboard effect”) while for some other types of products, higher levels of on‐shelf inventory have a demand‐decreasing effect (“scarcity effect”). This suggests that retailers may use the amount of shelf stock on display as a tool to influence demand and operate a store backroom to hold the inventory of items not displayed on the shelves, introducing the need for efficient management of the backroom and on‐shelf inventories. The purpose of this study is to address such an issue by considering a periodic‐review inventory system in which demand in each period is stochastic and depends on the amount of inventory displayed on the shelf. We first analyze the problem in a finite‐horizon setting and show under a general demand model that the system inventory is optimally replenished by a base‐stock policy and the shelf stock is controlled by two critical points representing the target levels to raise up/drop down the on‐shelf inventory level. In the infinite‐horizon setting, we find that the optimal policies simplify to stationary base‐stock type policies. Under the billboard effect, we further show that the optimal policy is monotone in the system states. Numerical experiments illustrate the value of smart backroom management strategy and show that significant profit gains can be obtained by jointly managing the backroom and on‐shelf inventories.