项目风险分析与管理

本文在分析比较传统风险分析方法的基础上,提出了一个更为有效的风险分析方法,即“交叉分析-蒙特卡罗模拟”综合模型。并利用此模型对H集团的某技改投资项目进行了案例分析。在此基础上,提出了建立项目风险防范预警系统的风险管理模式。     

系统症结辨识的模糊分析与应用

本文基于模糊因果网络分析,提出了系统症结辨识的一种新思路,实例研究了吉林省轻工业发展现状的主要症结所在．     

三元采策略的影响因素研究

为了更好地获取和利用供应商网络中供应商资源与能力,制造企业需要通过采购活动主动地对供应商网络进行配置与管理,由此三元采购策略成为学术界讨论的热点问题.在文献分析的基础上,本文从制造企业、组织间关系和供应商3个层面提取了三元采购策略的影响因素,并引入采购绩效来评价三元采购策略的效果.本文通过在全国不同地区调查收集的365份样本,实证研究了影响因素、三元采购策略与采购绩效间的作用关系.研究发现,采购管理技能、采购地位、高管支持、封闭式治理机制、目标一致性、制造企业与供应商间相互信任、供应商间相似性、供应商能力以及供应商意愿正向影响制造企业三元采购策略;三元采购策略对采购绩效也有显著正向影响.同时,影响因素中采购管理技能、供应商能力和采购地位还直接作用于制造企业的采购绩效.     

A lower bound of the surviving rate of a planar graph with girth at least seven

Let G be a connected graph with n≥2 vertices. Suppose that a fire breaks out at a vertex v of G. A firefighter starts to protect vertices. At each time interval, the firefighter protects one vertex not yet on fire. At the end of each time interval, the fire spreads to all the unprotected vertices that have a neighbor on fire. Let sn(v) denote the maximum number of vertices in G that the firefighter can save when a fire breaks out at vertex v. The surviving rate ρ(G) of G is defined to be ∑ _v∈V(G)sn(v)/n ², which is the average proportion of saved vertices. In this paper, we show that if G is a planar graph with n≥2 vertices and having girth at least 7, then $\rho(G)>\frac{1}{301}$ .     

Best routes selection in multimodal networks using multi-objective genetic algorithm

In this study, we propose a bi-level multi-objective Taguchi genetic algorithm for a multimodal routing problem with time windows. The mathematic model is constructed, which is featured by two optimal objectives, multiple available transportation manners and different demanded delivery times. After thoroughly analyzing the characteristics of the formulated model, a corresponding bi-level multi-objective Taguchi genetic algorithm is designed to find the Pareto-optimal front. At the upper level, a genetic multi-objective algorithm simultaneously searches the Pareto-optimal front and provides the most feasible routing path choices for the lower level. After generalizing the matrices of costs and time in a multimodal transportation network, the \(k\) -shortest path algorithm is applied to providing some potential feasible paths. A multi-objective genetic algorithm is proposed at the lower level to determine the local optimal combination of transportation manners for these potential feasible paths. To make the genetic algorithm more robust, sounder and faster, the Taguchi (orthogonal) experimental design method is adopted in generating the initial population and the crossover operator. The case study shows that the proposed algorithm can effectively find the Pareto-optimal front solutions and offer series of transportation routes with best combinations of transportation manners. The shipper can easily select the required shipping schemes with specified demands.     

Minimum number of disjoint linear forests covering a planar graph

Graph coloring has interesting real-life applications in optimization, computer science and network design, such as file transferring in a computer network, computation of Hessians matrix and so on. In this paper, we consider one important coloring, linear arboricity, which is an improper edge coloring. Moreover, we study linear arboricity on planar graphs with maximum degree \(\varDelta \ge 7\) . We have proved that the linear arboricity of \(G\) is \(\lceil \frac{\varDelta }{2}\rceil \) , if for each vertex \(v\in V(G)\) , there are two integers \(i_v,j_v\in \{3,4,5,6,7,8\}\) such that any two cycles of length \(i_v\) and \(j_v\) , which contain \(v\) , are not adjacent. Clearly, if \(i_v=i, j_v=j\) for each vertex \(v\in V(G)\) , then we can easily get one corollary: for two fixed integers \(i,j\in \{3,4,5,6,7,8\}\) , if there is no adjacent cycles with length \(i\) and \(j\) in \(G\) , then the linear arboricity of \(G\) is \(\lceil \frac{\varDelta }{2}\rceil \) .     

独立董事责任险、机构投资者与公司治理

独立董事责任险(独董险)强化了独立董事的独立性和信息监督动机。董事会独立性的提高有助于机构投资者提高治理效率。实证分析认为,独董险和机构投资者形成显著的共同治理效果。一方面,对于管理层代理问题,独董险与机构投资者的共同机制对管理费用率有显著的控制作用,形成对显性代理行为的有效监督;机构投资者对ROA有显著的提升能力,一定程度弥补了独立董事对隐性代理行为监督上的不足。另一方面,独董险和机构投资者对国有公司信息披露质量有提高作用。独董险可以强化对披露信息的监督动机,机构投资者有助导入国有公司缺失的独立董事外部声誉约束。在信息监督过程需要较多时间和专业知识投入的情况下,两者对独立董事的激励作用形成互补。     

股权价值高估、投资者保护与企业应计及真实盈余管理行为选择

现有研究股权价值高估企业盈余操纵行为的文献基本上都局限于短期视角,本文以2003-2011年的中国上市公司为研究样本,从长期视角考察了股权价值高估企业如何采用应计与真实盈余管理手段进行盈余操纵。研究结果发现,为迎合市场预期,股权价值高估企业在初期会采用应计项目操纵手段来调高会计盈余,但随着高估时间的推移,这种现象会逐渐消失;与此同时,为了避免股价泡沫破裂时受到严厉的惩罚,经理人员也会采用真实经济业务操纵手段调低会计盈余,促使股票价格向其内在价值回归。基于投资者保护的进一步检验结果表明,在我国投资者保护程度较高的地区,股权价值高估企业进行盈余操纵的成本将增加,经理人员通过应计盈余管理调高利润及真实盈余管理调低利润的行为将受到显著抑制。研究结果最后还通过了由于股权价值高估与盈余管理变量间因果关系导致的内生性问题的稳健性检验。该结论丰富了Jensen所建立的股权价值高估企业的委托代理成本理论。     

An individual-based model of information diffusion combining friends’ influence

In many real-world scenarios, an individual accepts a new piece of information based on her intrinsic interest as well as friends’ influence. However, in most of the previous works, the factor of individual’s interest does not receive great attention from researchers. Here, we propose a new model which attaches importance to individual’s interest including friends’ influence. We formulate the problem of maximizing the acceptance of information (MAI) as: launch a seed set of acceptors to trigger a cascade such that the number of final acceptors under a time constraint T in a social network is maximized. We then prove that MAI is NP-hard, and for time \(T = 1,2\) , the objective function for information acceptance is sub-modular when the function for friends’ influence is sub-linear in the number of friends who have accepted the information (referred to as active friends). Therefore, an approximation ratio \((1-\frac{1}{e})\) for MAI problem is guaranteed by the greedy algorithm. Moreover, we also prove that when the function for friends’ influence is not sub-linear in the number of active friends, the objective function is not sub-modular.     

耦合网络边相继故障模型研究

针对耦合网络上频发的相继故障问题,通过分析边级联故障蔓延的动力学演化机制,构建耦合网络上边相继故障模型。以提高耦合网络整体抵制相继故障能力为出发点,依据不同度量指标,多角度分析具有不同耦合模式的耦合网络鲁棒性与模型参数之间的关联性,研究耦合网络间耦合模式和网络基本模型等因素对相继故障的影响,探讨耦合网络边相继故障模型的整体保护策略。研究结果表明,同配连接模式能够增强耦合网络抵制级联故障的鲁棒性;相互依赖的两个耦合网络之间拓扑结构越相似,网络抵制相继故障的鲁棒性越强;耦合网络鲁棒性与网络平均度正相关;适当的增加耦合网络间对称边数量,能够有效提高网络的鲁棒性。最后,应用边相继故障模型在耦合电力网络上进行实例分析。