发布求助
文献互助 智能选刊 最新文献

Systems Engineering - Theory & Practice最新文献

筛选
英文 中文
Minimizing Makespan in Semiresumable Case of Single-Machine Scheduling with an Availability Constraint 带可用性约束的单机调度半可恢复情况下最大完工时间最小化
Systems Engineering - Theory & Practice Pub Date : 2009-04-01 DOI: 10.1016/S1874-8651(10)60018-X
Ma Ying , Yang Shan-lin , Chu Cheng-bin
{"title":"Minimizing Makespan in Semiresumable Case of Single-Machine Scheduling with an Availability Constraint","authors":"Ma Ying ,&nbsp;Yang Shan-lin ,&nbsp;Chu Cheng-bin","doi":"10.1016/S1874-8651(10)60018-X","DOIUrl":"10.1016/S1874-8651(10)60018-X","url":null,"abstract":"<div><p>A single-machine scheduling problem with an unavailable period to minimize makespan is discussed in this article. The disrupted job is assumed to be semiresumable. It is shown that the relative worst-case error bound of the longest processing time (LPT) algorithm is α/2, where α is reprocess-ratio. Furthermore, an example is provided to show the tightness of this bound, and then a LPT-based heuristic is proposed. Computational results show that this heuristic is quite effective in finding an optimal or near-optimal solution. Effects of different parameters on this algorithm are also analyzed.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60018-X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73485761","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Multiple Change-Points Analysis for the Dependence Structures of Exchange Rate 汇率依赖结构的多变化点分析
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60011-7
Xia Cai, Guangliang He, Jing Guan, Xiu-Min Li
{"title":"Multiple Change-Points Analysis for the Dependence Structures of Exchange Rate","authors":"Xia Cai, Guangliang He, Jing Guan, Xiu-Min Li","doi":"10.1016/S1874-8651(10)60011-7","DOIUrl":"https://doi.org/10.1016/S1874-8651(10)60011-7","url":null,"abstract":"","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75404286","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Path Optimization of Stochastic Transportation Network Based on Frequency-Domain Spanning Graph Model 基于频域生成图模型的随机交通网络路径优化
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60014-2
Long Zheng, Jing-lun Zhou
{"title":"Path Optimization of Stochastic Transportation Network Based on Frequency-Domain Spanning Graph Model","authors":"Long Zheng, Jing-lun Zhou","doi":"10.1016/S1874-8651(10)60014-2","DOIUrl":"https://doi.org/10.1016/S1874-8651(10)60014-2","url":null,"abstract":"","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74542956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multiple Change-Points Analysis for the Dependence Structures of Exchange Rate 汇率依赖结构的多变化点分析
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60011-7
Xia CAI , Guang-ting HE , Jing GUAN , Xiu-min LI
{"title":"Multiple Change-Points Analysis for the Dependence Structures of Exchange Rate","authors":"Xia CAI ,&nbsp;Guang-ting HE ,&nbsp;Jing GUAN ,&nbsp;Xiu-min LI","doi":"10.1016/S1874-8651(10)60011-7","DOIUrl":"https://doi.org/10.1016/S1874-8651(10)60011-7","url":null,"abstract":"<div><p>Dependence plays an important role in risk management. Copula gradually becomes a useful tool for risk analysis because of its description of correlation of portfolio in finance. By using the Mixed Gumbel Copula and generalized Pareto distribution, an appropriate model is created to describe the dependence of two exchange rates - English Pound and Eurodollar. Then, the changes in dependence structure, which is modeled by using change-point techniques, are discussed. The results indicate that the change of dependence structure between these exchange return rates have close relations to some important finance events. This methodology is applied in many financial fields such as capital pricing and risk management.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60011-7","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90003355","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Path Optimization of Stochastic Transportation Network Based on Frequency-Domain Spanning Graph Model 基于频域生成图模型的随机交通网络路径优化
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60014-2
Long ZHENG , Jing-lun ZHOU
{"title":"Path Optimization of Stochastic Transportation Network Based on Frequency-Domain Spanning Graph Model","authors":"Long ZHENG ,&nbsp;Jing-lun ZHOU","doi":"10.1016/S1874-8651(10)60014-2","DOIUrl":"https://doi.org/10.1016/S1874-8651(10)60014-2","url":null,"abstract":"<div><p>Because of the uncertainty, openness, and complexity of modern transportation system, the path optimization becomes a challenge in most cases. To address this challenge, we propose a Frequency-domain Spanning Graph (FSG) method for searching the optimal path of stochastic transportation network in terms of various probability distribution function of path optimization problem. Furthermore, we design an improved algorithm to achieve the FSG model based on generalized adjacency matrix. By using FSG method to execute the mutual transformation of probability function between time-domain and frequency-domain, the quantitative analysis for the dynamic process of pass rate (probability) between node couple <em>O-D</em> (origin node and destination) can be obtained directly, and continuous probability distribution and discrete probability distribution can be handled. In addition, the algorithm is highly effective, and easy to be realized with low complexity. To demonstrate the performance of our method, a detailed example is implemented, and the results show that our method has the feasibility and effectiveness when compared with traditional method.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60014-2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91639353","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Signaling Game among Administrative Agents in the Integration Process of Urban Agglomerations in China 中国城市群整合过程中行政主体间的信号博弈
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60012-9
Ying-ming ZHU
{"title":"Signaling Game among Administrative Agents in the Integration Process of Urban Agglomerations in China","authors":"Ying-ming ZHU","doi":"10.1016/S1874-8651(10)60012-9","DOIUrl":"https://doi.org/10.1016/S1874-8651(10)60012-9","url":null,"abstract":"<div><p>Empirical studies on models of signaling games are reviewed, and game evolutionary characteristics of administrative agents in the integration process of Chinese urban agglomerations are briefly set forth in this article. Based on this, signaling game model of labor market from Spence is used for reference, and the model in which administrative agents build collaborative mechanism and enhance collaborative returns based on signaling game is constructed. Case analysis about integration of urban agglomeration of Yangzi River Delta indicates that signaling game among administrative agents is one of the factors influencing the integration of urban agglomeration of Yangzi River Delta. The result of game equilibrium shows that accumulated levels of collaborative information and transfer effects of collaborative signals among administrative agents accelerate the process of integration of urban agglomeration of Yangzi River Delta in China.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60012-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90003356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Signaling Game among Administrative Agents in the Integration Process of Urban Agglomerations in China 中国城市群整合过程中行政主体间的信号博弈
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60012-9
Yingming Zhu
{"title":"Signaling Game among Administrative Agents in the Integration Process of Urban Agglomerations in China","authors":"Yingming Zhu","doi":"10.1016/S1874-8651(10)60012-9","DOIUrl":"https://doi.org/10.1016/S1874-8651(10)60012-9","url":null,"abstract":"","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76384733","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Applications of Decision-making Model in Progress Management of Urban Development 决策模型在城市发展进度管理中的应用
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60009-9
Wei LI, Zhong-you SU, Min CHEN
{"title":"Applications of Decision-making Model in Progress Management of Urban Development","authors":"Wei LI,&nbsp;Zhong-you SU,&nbsp;Min CHEN","doi":"10.1016/S1874-8651(10)60009-9","DOIUrl":"10.1016/S1874-8651(10)60009-9","url":null,"abstract":"<div><p>Schedule arrangement is a key to success in urban development. In conventional practice, however, schedule arrangement in urban development is merely taken into account at the conceptual level. This study efficiently and effectively investigates and discusses the urban planning process based on the theory of systems engineering by an integral approach of quality and quantity, theory and practice, and government and market views. Support from specialist and financial model analysis also plays dominant roles in urban planning process. Furthermore, based on the outputs of models and experiences from a number of different urban planning projects, a decision-making model created by Da Yue Consulting Co., Ltd (DYCCL) has been applied in consulting project in Huainan of Anhui province. The evaluation of schedules in urban development process can be effectively settled via application of decision-making model.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60009-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74520950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Noise Trading, Investor Sentiment Volatility, and Stock Returns 噪音交易，投资者情绪波动和股票回报
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60010-5
Zhang Qiang, Yang Shu-e
{"title":"Noise Trading, Investor Sentiment Volatility, and Stock Returns","authors":"Zhang Qiang,&nbsp;Yang Shu-e","doi":"10.1016/S1874-8651(10)60010-5","DOIUrl":"10.1016/S1874-8651(10)60010-5","url":null,"abstract":"<div><p>This article analyzes the mechanism of investor sentiment impact on stock price based on the noise trading theory of Delong et al. The market turn over, close-end fund discount, and growth rate of investor accounts are chosen as indirect investor sentiment index to construct comprehensive sentiment index on the basis of factor analysis approach. The relationship between investor sentiment and stock returns in China's stock markets is tested using the regression method of ordinary least squares (OLS) and generalized autoregressive conditional heteroskedasticity in mean model (GARCH-M). The results show that investor sentiment is a systematic factor in forming stock prices. Stock price fluctuates with the fluctuation of investor sentiment, but the impact due to positive and negative investor sentiment changes is different. The impact of positive changes is stronger than that of passive changes. The volatility of stock returns caused by investor sentiment changes is a systematic risk.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60010-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82144338","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 54
Innovation Mode of an Asymmetric Duopoly with Semi-collusion 半合谋的非对称双寡头创新模式
Systems Engineering - Theory & Practice Pub Date : 2009-03-01 DOI: 10.1016/S1874-8651(10)60007-5
Cai-hong SUN , Jian-guo QI , Hui YU
{"title":"Innovation Mode of an Asymmetric Duopoly with Semi-collusion","authors":"Cai-hong SUN ,&nbsp;Jian-guo QI ,&nbsp;Hui YU","doi":"10.1016/S1874-8651(10)60007-5","DOIUrl":"10.1016/S1874-8651(10)60007-5","url":null,"abstract":"<div><p>Asymmetric mode is proposed to analyze the effects of asymmetries on R&amp;D investment, output, profit, and social welfare in a duopoly with semi-collusion. Simulations show that the agent with lower initial cost has higher R&amp;D expenditures, output, and profit; the agent with a higher innovation ability has higher R&amp;D expenditure and output, while the profit depends on its spillover; under the condition of asymmetric spillover, the agent with lower spillover has lower R&amp;D expenditure higher output and profit; when the difference of initial cost and innovation ability is lower and the two agents' spillover is close to 0 or 1, the welfare reaches high.</p></div>","PeriodicalId":101206,"journal":{"name":"Systems Engineering - Theory & Practice","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2009-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S1874-8651(10)60007-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85165664","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信