Systems Engineering Procedia最新文献_第8页

The PWM speed regulation of DC motor based on intelligent control 基于智能控制的直流电机PWM调速

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2011.11.028

Wenbin Yan , Dada Wang , Pengfei Jia , Weiguo Li

引用次数: 18

Size and Location of Distributed Generation in Distribution System Based on Immune Algorithm 基于免疫算法的配电系统分布式发电的规模与选址

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2011.11.057

Ma Junjie, Wang Yulong, Liu Yang

引用次数: 51

Performance Evaluation of Investment Funds with DEA and Higher Moments Characteristics: Financial Engineering Perspective 具有DEA和高矩特征的投资基金绩效评价:金融工程视角

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2011.10.033

Jian Guo , Chaoqun Ma , Zhongbao Zhou

引用次数: 15

Discrete-Event Simulation Engineering in Evaluation of Medical Treatment Capability Against Biochemical Terrorist Attacks 生化恐怖袭击医疗救治能力评估中的离散事件模拟工程

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2012.04.042

Juyun Wang , Cheng Jiang , Hua Yu

{"title":"Discrete-Event Simulation Engineering in Evaluation of Medical Treatment Capability Against Biochemical Terrorist Attacks","authors":"Juyun Wang , Cheng Jiang , Hua Yu","doi":"10.1016/j.sepro.2012.04.042","DOIUrl":"10.1016/j.sepro.2012.04.042","url":null,"abstract":"<div><p>Large-scale victims would flock to the nearest hospital in a short period of time against biochemical terrorist attacks. It better treat these victims within the “Golden Hour” as more as possibly. In this paper, we proposed a new method to predict the medical treatment capability with two steps. First of all, we built a model to calculate the number of victims arriving in hospital with Monte Carlo Simulation engineering method, and then simulated this model to generate the victims-flow arriving in hospital and made chi-square test to find out that these data distribution follow Poisson distribution approximately. Secondly, we built another model to calculate the medical treatment capability based on the generated data from the first simulation. As a result, we can get the capability and main factors influencing it. The parameters in these models and procedures can be adjusted depending on specific scenarios, so that they can be integrated in decision support systems of relevant engineering areas and play an auxiliary role for decision-makers in an emergency management.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"5 ","pages":"Pages 266-275"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2012.04.042","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76351818","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}

引用次数: 1

Economic Value Added for Performance Evaluation: A Financial Engineering 经济附加价值绩效评价:一种金融工程

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2012.04.059

Zhao Xin’e , Wang Ting , Zheng Yuan

引用次数: 23

Social Network Developing Process Driven by Conflict in Mass Contingency Events 大规模突发事件冲突驱动下的社会网络发展过程

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2012.04.044

Dehai Liu , Weiguo Wang , Qingquan Wang

引用次数: 1

Comparing the forecastability of alternative quantitative models: A trading simulation approach in financial engineering 比较不同定量模型的可预测性:金融工程中的交易模拟方法

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2011.11.046

Mei Zheng , Jia Miao

{"title":"Comparing the forecastability of alternative quantitative models: A trading simulation approach in financial engineering","authors":"Mei Zheng , Jia Miao","doi":"10.1016/j.sepro.2011.11.046","DOIUrl":"10.1016/j.sepro.2011.11.046","url":null,"abstract":"<div><p>In this article, we build Box-Jenkins ARMA model and ARMA-GARCH model to forecast the returns of shanghai stock exchange composite index in financial engineering. Out-of-sample forecasting performances are evaluated to compare the forecastability of the two models. Traditional engineering type of models aim to minimize statistical errors, however, the model with minimum engineering type of statistical errors does not necessarily guarantee maximized trading profits, which is often deemed as the ultimate objective of financial application. The best way to evaluate alternative financial model is therefore to evaluate their trading performance by means of trading simulation.</p><p>We find that both quantitative models are able to forecast the future movements of the market accurately, which yields significant risk adjusted returns compared to the overall market during the out-of-sample period. In addition, although the ARMA-GARCH model is better than the ARMA model theoretically and statistically, the latter outperforms the former with significantly higher trading performances.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"4 ","pages":"Pages 35-39"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.046","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82489693","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}

引用次数: 2

Multi-Firms’ Product Innovation Diffusion Engineering Model in Dynamical Competition 动态竞争下多企业产品创新扩散工程模型

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2011.11.033

Cao Hongxing , Yang Pengfei

{"title":"Multi-Firms’ Product Innovation Diffusion Engineering Model in Dynamical Competition","authors":"Cao Hongxing , Yang Pengfei","doi":"10.1016/j.sepro.2011.11.033","DOIUrl":"10.1016/j.sepro.2011.11.033","url":null,"abstract":"<div><p>A continuing stream of new product development engineering is essential to ensure long-term companies’ health. The new product development process is the interactive effects among different companies’ engineering and marketing departments. At the final step of the commercialization, successful diffusion of innovations plays a key role in a dynamic competitive environment, needing the corporation of internal and external engineers, marketing people and right diffusion strategy making. The previous research build one-dimensional, two-dimensional, and three-dimensional product diffusion model of competing product in one market, which is conflict with the reality thus limit the application. This paper establishes a general mathematical model on multi-firms’ competition, extending three-dimensional model to multi-dimensional competition systems in a dynamical environment. The model assumes that there are many firms in the product life cycle and they are in an intense competition. Based on this new model, we demonstrate various diffusion strategies for firms of different size. The research result is consistent with Bass’ model. However, this paper set up a bridge by linking the micro-firms level with the macro-industry level in one product innovation engineering diffusion process. The theoretical discussion and managerial implications are provided at the end of the paper.</p></div>","PeriodicalId":101207,"journal":{"name":"Systems Engineering Procedia","volume":"3 ","pages":"Pages 297-306"},"PeriodicalIF":0.0,"publicationDate":"2012-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.sepro.2011.11.033","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73562321","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}

引用次数: 3

A Model on Emergency Resource Dispatch under Random Demand and Unreliable Transportation 随机需求和不可靠运输条件下的应急资源调度模型

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2012.04.039

Xiang Li , Yongjian Li

引用次数: 7

Z-score Model on Financial Crisis Early-Warning of Listed Real Estate Companies in China: a Financial Engineering Perspective 中国房地产上市公司财务危机预警的Z-score模型:金融工程视角

Systems Engineering Procedia Pub Date : 2012-01-01 DOI: 10.1016/j.sepro.2011.11.021

Wang Yi

引用次数: 29