{"title":"Deriving Dependence Structure of Credit Derivatives: A Differential Evolution Approach","authors":"Xu Wei, Hu Zuhui","doi":"10.1016/j.sepro.2012.04.060","DOIUrl":"10.1016/j.sepro.2012.04.060","url":null,"abstract":"<div><p>This paper focuses on the application of an original engineering global optimization algorithm, based on matrixing operators, positive semi-definite transformation and DE algorithm, for the resolution of constrained optimization problem for credit derivative correlation relationships. Results are analyzed confirming their efficiencies from a financial point view.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 388-397"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.060","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85164251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An Improved Mixed Conjugate Gradient Method","authors":"Wen Jia , Jizhou Zong , Xiaodong Wang","doi":"10.1016/j.sepro.2011.11.069","DOIUrl":"10.1016/j.sepro.2011.11.069","url":null,"abstract":"<div><p>Conjugate gradient method is an important and efficient method to solve the unconstrained optimization problems, especially for large scale problems. Based on the mixed conjugate gradient method proposed by Jing and Deng <span>[1]</span>, we improve the mixed conjugate gradient method and prove the global convergence under a sufficient condition. At last, some numerical experiments from engineering are shown.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 219-225"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.069","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82538854","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Monte-Carlo simulation of information system project performance","authors":"Weihua Yang, Cong Tian","doi":"10.1016/j.sepro.2011.11.039","DOIUrl":"10.1016/j.sepro.2011.11.039","url":null,"abstract":"<div><p>This paper aims to put forward an approach to verify the feasible degree of information system development engineering project and indentify the key risk factors in the process of system development. Firstly, six risk factors, to which have been paid great attention in risk management area, are chosen as independent random variables. Then we use Crystal ball software to fit a probablity distribution for each risk factor, also the structural equation modeling method is adopted to establish a mathematical formula between risk factors and project performance. Finally, we run a Monte-Carlo simulation and get the frequency chart and sensitivity chart of performance, from that we can know about the statistic data and the key risk factors. The conclusion shows that the mean value of project performance is high and User Participation, Project Communication, Personnel Conflict have most greatest impact on project performance.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 340-345"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.039","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77663662","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Evolutionary Mechanism of Self-organization of University Core Competence Construction Engineering System","authors":"Zhang Fusong , Diao Zhaofeng","doi":"10.1016/j.sepro.2011.11.086","DOIUrl":"10.1016/j.sepro.2011.11.086","url":null,"abstract":"<div><p>There is an important transition from analytical paradigm to systematic engineering paradigm in the method of research on university core competence. As a new trend of system engineering theory, self-organization theory focuses on the study of the mechanism, condition and law of system evolution from disorderly to orderly and low to high stages .The purpose of this paper is to answer what constituent elements of university core competence construction engineering system are, what its self-organization characteristic is and how to evolve its self-organization system. Firstly, this paper has discussed its constituent elements and structural model by systematic engineering method; Secondly, this paper has revealed its self-organization characteristics by utilizing organization theory; Finally, this paper has established the dynamic engineering model of its organization evolution by using organizing theory. The innovative point of this paper is that based on the definition of resources gain and conformity competence, personnel training competence, educational reform and innovation competence, scientific research competence, social service competence and management innovation competence the university core competence construction engineering 6 strength engineering dimension structural model and its system dynamic engineering model have been constructed in order to discuss the evolving mechanism of university core competence construction engineering self-organization system.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 352-358"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.086","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75903279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modeling of Engineering R&D Staff Performance Appraisal Model Based on Fuzzy Comprehensive Evaluation","authors":"Xiong Min-peng, Zhou Xiao-hu, Duan xin","doi":"10.1016/j.sepro.2011.11.071","DOIUrl":"10.1016/j.sepro.2011.11.071","url":null,"abstract":"<div><p>Engineering R&D personnel's performance is different from the general staff performance, so the assessment for them must be different. How to accurately measure performance of R&D staff has become a major problem. After considering the work characteristics of the engineering R&D staff, this paper designs performance indicators based on morality, ability, diligence, and performance and then uses AHP to determine the weight of every index; then fuzzy evaluation method is used to design performance appraisal model, to overcome the issue of quantifying the engineering R&D performance. Finally, this paper demonstrates performance appraisal model that is feasible and practical through empirical research.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 236-242"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.071","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83626095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"E Bayesian Estimation and Hierarchical Bayesian Estimation of the System Reliability Parameter","authors":"Jianhua Wang, Dan Li, Difang Chen","doi":"10.1016/j.sepro.2011.11.031","DOIUrl":"10.1016/j.sepro.2011.11.031","url":null,"abstract":"<div><p>This paper discusses the property of Bayesian estimation and E Bayesian estimation of the system reliability parameter with the zero-failure date. We give the mathematical proof of that the E Bayesian estimation of Pascal distribution's parameter is asymptotic equal to its hierarchical Bayesian estimation and E Bayesian estimation of Pascal distribution's parameter is smaller than its hierarchical Bayesian estimation.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 282-289"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.031","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83789950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Analysis on the impact of large-scale wind power accessing the power grid on Inner Mongolia grid","authors":"Gaoqiang Zhao, Jianxun Qi, Sen Guo","doi":"10.1016/j.sepro.2011.11.005","DOIUrl":"10.1016/j.sepro.2011.11.005","url":null,"abstract":"<div><p>With the adjustment of energy structure and the development of wind power accessing the power grid in China, large-scale wind power will certainly have a significant impact on the power grid. For the large-scale wind power accessing the power grid in Inner Mongolia, a quantitative study has been done from two aspects which are ancillary facilities of wind power project accessing to power grid and the average price and cost of purchasing electricity for power Grid Corporation. The result shows: firstly, large-scale wind power accessing the power grid will not only increase the transmission line, but also increases the grid construction cost; secondly, large-scale wind power accessing the power grid will increase the average price and cost of purchasing electricity for power Grid Corporation. The analysis on the impact of large-scale wind power accessing the power grid on Inner Mongolia grid can provide some references for policy-makers and researchers.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 36-41"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.005","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74550204","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Research on Financial Risk Management for Electric Power Enterprises","authors":"Li Zhe, Liu Ke, Wang Kaibi, Shen Xiaoliu","doi":"10.1016/j.sepro.2011.11.049","DOIUrl":"10.1016/j.sepro.2011.11.049","url":null,"abstract":"<div><p>Primarily this paper emphasizes the importance and standard process of financial risk engineering for electric power enterprises, and then identifies the risks which are most likely to occur in business activities. In addition, this paper established an index system for financial risks. Taking Linfen Power Supply Company as an example, this paper analyses its financial status, and discovers two key issues in its business activities. Finally some proposals are provided to handle these problems.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 54-60"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.049","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86510985","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Technology Feasibility Evaluation of Grid-connected Distributed Generation Based on Cloud Model","authors":"Dongxiao Niu, Leilei Fan","doi":"10.1016/j.sepro.2011.11.080","DOIUrl":"10.1016/j.sepro.2011.11.080","url":null,"abstract":"<div><p>According to the particularity of the grid-connected distributed generation, this paper established a comprehensive multi-level evaluation index system for technology feasibility of the grid-connected distributed generation. The analytic hierarchy process was introduced based on cloud model. Compared to the traditional analytic hierarchy process, this method calculated both the fuzziness and randomness of evaluation language. The results are more objective, which is in favour of developing grid-connected distributed generation.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 305-313"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.080","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76158185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The group decision-making rules based on rough sets on large scale engineering emergency","authors":"XiongWei, Su Qiuyan, Li Jinlong","doi":"10.1016/j.sepro.2011.11.083","DOIUrl":"10.1016/j.sepro.2011.11.083","url":null,"abstract":"<div><p>This paper expounds the basic concepts of rough set theory, studies a method of extracting group decision-making rules based on rough set theory which is applied to the group decision-making process of large scale engineering emergency, through the establishment of a decision index system of distribution site of medical supplies in large scale engineering emergency, we obtain a reduction of decision rules finally. The results show that the applying of group decision-making model based on rough set to the group decision-making of large scale engineering emergency can greatly improve the decision efficiency, and provide basis for future engineering incidents.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 331-337"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.083","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89775682","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}