基于非对称漂移双gamma跳-扩散过程的创新幂型期权定价模型

针对假设股价的对数收益率布朗运动在期权定价时产生的无法解释股价对数收益率的尖峰厚尾和序列相关性的缺陷,采用了Zhang提出的非对称漂移双gamma跳-扩散过程来描述资产(股价)的对数收益率运动形态(该过程是kou提出的双指数跳-扩散过程的推广),并利用Esscher风险中性变换,研究了幂型期权的定价公式.还设计了两种创新的幂型期权,在非对称漂移双gamma跳-扩散过程下给出了相应的定价公式.     

基于层次分析法的企业网络舆情危机应对评价研究

网络舆情危机应对评价是企业在新的舆论背景下研究危机应对的重点.采用定量和定性分析有机结合的层次分析法确定指标体系及权重,给出了企业网络舆情危机应对评价的步骤,并进行了评价验证.该评价体系为相关单位网络舆情危机应对评价提供一定的参考和指导.     

Method development for mono- and disaccharides monitoring in cell culture medium by capillary and microchip electrophoresis

The rapidly growing, competitive biopharmaceutical market requires tight bioprocess monitoring. An integrated, automated platform for the routine online/at-line monitoring of key factors in the cell culture medium could greatly improve process monitoring. Mono- and disaccharides, as the main energy and carbon source, are one of these key factors. A CE-LIF method was developed for the analysis of several mono- and disaccharides, considering requirements and restrictions for analysis in an integrated, automated monitoring platform, such as the possibility for miniaturization to microchip electrophoresis. Analysis was performed after fluorescent derivatization with 8-aminopyrene-1,3,6-trisulfonic acid. The derivatisation reaction and the separation BGE were optimized using design of experiments. The developed method is applicable to the complex matrix of cell culture medium and proved transferable to microchip electrophoresis.     

基于AHP权重和灰色服务器负载预测的云计算On-line迁移策略

为了克服云计算环境下由于实时用户任务的不确定性到来和服务器性能差异而导致的云计算环境的负载不均衡问题,提出了一种AHP权重获取和灰度算法预测服务器负载的云计算on-line虚拟机迁移策略。首先,设计了基于AHP和灰色服务器预测的虚拟机on-line迁移模型,提出了采用AHP获取虚拟机各资源需求权重,然后,采用灰色模型预测下一时刻的服务器负载,采用此权值向量与各无需迁移的服务器的空闲资源向量进行加权得到加权和,将具有最小加权和的物理服务器作为迁移的目标宿主机。最后,定义了基于AHP权重和灰色服务器负载预测的云计算on-line迁移算法。在CloudSim环境下进行实验,结果表明文中的迁移策略使得云计算在响应用户任务时,具有任务失败次数少、SLA违约率低和迁移成功率高的优点,同时与其它方法相比,具有负载均衡程度高的优点,具有较强的可行性。     

Real-time in situ monitoring of manufacturing process and CFRP quality by relative resistance change measurement

In situ monitoring of resin flow, impregnation of carbon fiber fabrics, and curing during composite manufacturing are very important for determining the quality of composite parts. In conventional methods, sensors, such as optical fibers and strain gages, are bonded to or embedded in the composites for measuring the changes in mechanical and chemical properties. Although they can detect resin curing behavior and impregnation of carbon fibers, they may adversely affect the manufacturing process or structural integrity of the composites. In this study, carbon fiber itself was used as a sensor that minimizes the degradation of mechanical properties and increases the efficiency of monitoring the manufacturing process. The change in the electrical resistance of carbon fiber fabrics was monitored during the various manufacturing processes when the resin flowed through the carbon fiber fabric and curing progressed. The effectiveness of this monitoring method was confirmed, and it is expected to be applicable in monitoring the quality of the finished composite parts.     

选矿产品矿物自动分析的光片制备

基于扫描电子显微镜的矿物自动分析仪(Quantitative Evaluation of Minerals by Scanning Electronic Microscopy)、MLA(Mineral Liberation Analyser)和AMICS(Advanced Mineral Identification and Characterization System)可用于测定选矿产品中目的矿物的粒度和单体解离度,为确定合理的磨矿细度以及优化选矿工艺流程提供依据。环氧树脂光片的制备是矿物自动识别和测量的最关键的一环,其代表性直接关系到后续数据测量的准确性和真实性。对于金属矿产品来说,由于选矿产品中矿物颗粒粗细不均、密度差异较大,在环氧树脂胶结固化过程中矿物颗粒会产生明显的分异作用并互相黏连,造成分析结果失真。实验证明,把样品与晶质石墨混均,然后加入环氧树脂以及固化剂搅拌混合倒入圆柱状模具进行冷镶嵌,待样品固化后再沿圆柱体的纵向进行切割,并对其切割面进行粗磨、细磨、精磨以及抛光,就可以制备出样品分散性好、分布均匀、表面光滑平整的具有代表性的环氧树脂光片。     

Optimisation of mould surface temperature and bottle residence time in mould for the carbonated soft drink PET containers

Polyethylene terephthalate (PET) bottles, which are usually produced by injection stretch blow moulding (ISBM) are widely used for carbonated soft drinks (CSD) storage and transportation. Stretch rod movement, blow pressure, preform temperature profile, mould surface temperature and material properties are among the most important factors affecting the final product's quality in terms of the thickness distribution, burst pressure and top-load resistance of the bottles. However, the residence time of the blown bottle inside the mould is also an important factor affecting its final properties. Especially in PET bottle production for hot fillings, the residence time is a very important factor because the longer the residence time the better the crystalline structure of the PET. In this production, the lid section is desired to have a fully crystalline form so that it can withstand hot fluids. In this study, the aim was to optimise the mould surface temperature and the blown bottle's residence time inside the mould for 1 L soft drink PET bottle production based on the final properties using the ECHIP 7 design of experiment (DOE) program. The method employed through this program was a quadratic one. Optimum process parameters were determined by the response surface method (RSM) and the process settings ensuring maximum top-load, burst pressure, Tg and degree of crystallinity were regarded to be optimum. It was found that the optimum mould surface temperature and blown bottle residence time inside the mould were 10 °C and 20 s, respectively.     

Mathematical models for job-shop scheduling problems with routing and process plan flexibility

As a result of rapid developments in production technologies in recent years, flexible job-shop scheduling problems have become increasingly significant. This paper deals with two NP-hard optimization problems: flexible job-shop scheduling problems (FJSPs) that encompass routing and sequencing sub-problems, and the FJSPs with process plan flexibility (FJSP-PPFs) that additionally include the process plan selection sub-problem. The study is carried out in two steps. In the first step, a mixed-integer linear programming model (MILP-1) is developed for FJSPs and compared to an alternative model in the literature (Model F) in terms of computational efficiency. In the second step, one other mixed-integer linear programming model, a modification of MILP-1, for the FJSP-PPFs is presented along with its computational results on hypothetically generated test problems.     

On the importance of behavioral operational research: The case of understanding and communicating about dynamic systems

We point out the need for Behavioral Operational Research (BOR) in advancing the practice of OR. So far, in OR behavioral phenomena have been acknowledged only in behavioral decision theory but behavioral issues are always present when supporting human problem solving by modeling. Behavioral effects can relate to the group interaction and communication when facilitating with OR models as well as to the possibility of procedural mistakes and cognitive biases. As an illustrative example we use well known system dynamics studies related to the understanding of accumulation. We show that one gets completely opposite results depending on the way the phenomenon is described and how the questions are phrased and graphs used. The results suggest that OR processes are highly sensitive to various behavioral effects. As a result, we need to pay attention to the way we communicate about models as they are being increasingly used in addressing important problems like climate change.