2019 International Conference on Economic Management and Model Engineering (ICEMME)最新文献

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Detection and Estimation of Herd Behavior in Futures Market 期货市场羊群行为的检测与估计
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00050
K. Yu, Yaxu Li, Zuode Cao
{"title":"Detection and Estimation of Herd Behavior in Futures Market","authors":"K. Yu, Yaxu Li, Zuode Cao","doi":"10.1109/ICEMME49371.2019.00050","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00050","url":null,"abstract":"With the rapid development of Chinese commodity futures markets and the financialization problem during recent times, there are lots of price rises and drops which can be described as herd behavior in our commodity futures market. Herd behavior and its impact on futures returns are attractive topics in behavioral finance. The basic motivation of this project is to study the interactions between herd behavior and futures returns. Various models are implemented to analysis the herd behavior. We find that there exists significant herd behavior in metal future market and the financialization can aggravates the herd behavior. However, there is no obvious herd behavior in agricultural futures market.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125513125","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
Cost Management Based on Industrial Internet: Taking Bull Group as an Example 基于工业互联网的成本管理——以公牛集团为例
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00134
Yunjing Wang
{"title":"Cost Management Based on Industrial Internet: Taking Bull Group as an Example","authors":"Yunjing Wang","doi":"10.1109/ICEMME49371.2019.00134","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00134","url":null,"abstract":"Facing the new normal of the economy, traditional manufacturing companies want to gain a foothold in an increasingly severe business environment and achieve sustainable development. They should establish a \"industrial Internet\" thinking, deeply integrate with the industry in which they are located, innovate new formats, and actively develop Strategic cost management to promote production, resource allocation and transaction efficiency. This article takes the Bull Group as an example. Based on the strategic positioning and value chain analysiss, it proposes measures for strategic cost management of manufacturing companies based on the Industrial Internet to promote sustainable development of the company.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"233 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125610741","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
Risk Factors Analysis of Cold Chain Logistics for Agricultural Products Based on TISM-MICMAC Method 基于TISM-MICMAC方法的农产品冷链物流风险因素分析
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00074
Lu Zhou
{"title":"Risk Factors Analysis of Cold Chain Logistics for Agricultural Products Based on TISM-MICMAC Method","authors":"Lu Zhou","doi":"10.1109/ICEMME49371.2019.00074","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00074","url":null,"abstract":"To address problems in cold chain logistics of agricultural products, the paper identifies the key risk factors affecting the operation of agricultural products cold chain logistics by the Delphi method, and then makes a quantitative study on the interrelationship among the risk factors by the TISM-MICMAC model. The results show that there is a heterogeneous relationship among risk factors, and there are significant differences in the effects of different risk factors on logistics operations; according to the criteria of driving force and dependence, risk factors can be divided into three types, which will determine different measures to control the risks in cold chain logistics of agricultural products.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133976947","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
Multi-Factor Incentive Pricing Bi-Level Programming Model for Construction Project 建设项目多因素激励定价双层规划模型
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00064
Shuang Han, Shengxiang Sun
{"title":"Multi-Factor Incentive Pricing Bi-Level Programming Model for Construction Project","authors":"Shuang Han, Shengxiang Sun","doi":"10.1109/ICEMME49371.2019.00064","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00064","url":null,"abstract":"Aiming at the problem of asymmetry information between the owner and the contractor in construction project. In order to motivate the contractor to produce, taking cost, quality and progress as incentive factors, and considering the interests of both parties, based on the three factors' relationship function, the bi-level decision-making model of the multi-factor incentive pricing is built. The upper model takes the incentive coefficients as the decision-making variables and maximize the expected utility of the owner as the objective, the lower model takes the efforts' degree as the decision-making variables and maximize the expected revenue of the contractor as the objective. The model is solved with the aid of one example by genetic algorithm and the optimal incentive coefficients are obtained. Finally, through numerical simulation, the variation laws of the incentive coefficients under different influencing factors are obtained.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"72 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131209455","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
Analysis on the Volatility of Sustainable Stock Index and Traditional Stock Index Based on GARCH Model 基于GARCH模型的可持续股票指数与传统股票指数波动性分析
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00018
Aimei Ti, Ziping Du, Wenjing Zhang
{"title":"Analysis on the Volatility of Sustainable Stock Index and Traditional Stock Index Based on GARCH Model","authors":"Aimei Ti, Ziping Du, Wenjing Zhang","doi":"10.1109/ICEMME49371.2019.00018","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00018","url":null,"abstract":"In this paper, ARMA-GARCH model and TARCH model are adopted to describe the fluctuation characteristics of two groups of social responsibility indexes and two groups of traditional market indexes. The results show that the four groups of indexes have the characteristics of volatility clustering, and the long-term and short-term volatility is persistent. The two sets of CSR indices are closer to developed market indices than emerging market indices. TARCH model results show that the four groups of index rate of return sequence indicate that the impact of information shock has asymmetric leverage effect on bad news. That is, bad news causes more volatility than an equal amount of good news. Comparing the leverage effect of index returns in developed and emerging markets, developed markets are more sensitive to bad news than emerging markets","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115990631","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
The Evaluation Model for the Departure Audit of Mineral Resources for Leading Cadres Based on AHP Method 基于AHP法的领导干部离职审计评价模型
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00079
Hongyan Huang, X. Guo
{"title":"The Evaluation Model for the Departure Audit of Mineral Resources for Leading Cadres Based on AHP Method","authors":"Hongyan Huang, X. Guo","doi":"10.1109/ICEMME49371.2019.00079","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00079","url":null,"abstract":"As a unique auditing supervision method in China, the departure audit of mining resource assets is still in the exploratory stage, and there is no scientific and effective evaluation model, which has restricted the effective development of the auditing of mineral resources assets. Based on the analysis of mineral resources assets, this paper uses AHP method to construct an evaluation model for mineral resource assets from four dimensions: environmental management, development and utilization, environmental protection, and capital use efficiency. It's expected to improve the efficiency of auditing and evaluation of mineral resources.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"91 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116186148","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
Research on Executive Incentive and Financial Risk 高管激励与财务风险研究
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00035
Jing Ma
{"title":"Research on Executive Incentive and Financial Risk","authors":"Jing Ma","doi":"10.1109/ICEMME49371.2019.00035","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00035","url":null,"abstract":"This paper selects the data of A-share listed companies from 2013 to 2017 as a research sample, and explores the relationship between executive incentives, equity concentration and financial risk through empirical analysis. The study found that the relationship between compensation incentives and financial risks is a non-linear positive U-shape, and equity incentives and financial risks are linearly negatively correlated. The research contribution is mainly based on the industry-wide research sample to deeply explore the true impact of executive incentives on financial risks. The conclusion is more universal; it provides reference for enterprises to reduce financial risks and optimize capital structure from the perspective of internal governance.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"130 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116263007","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
Empirical Test on the Influence of Agricultural Finance on Agricultural Economic Growth 农业金融对农业经济增长影响的实证检验
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00055
Lina Huang
{"title":"Empirical Test on the Influence of Agricultural Finance on Agricultural Economic Growth","authors":"Lina Huang","doi":"10.1109/ICEMME49371.2019.00055","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00055","url":null,"abstract":"This paper adopts the data of the agricultural loan and agricultural GDP of China's rural commercial banks from 1997 to 2018, and uses ADF test, Granger causality test, and Johnson's co-integration test to analyze the impact of agricultural finance on agricultural economic growth with VEC model and impulse response function. The results show that there is a positive and long-lasting equilibrium relationship between agricultural commercial loans and agricultural economic growth. The government should strengthen support and guidance to agricultural finance with the principle of solving the \"three rural issues\" to improve China's cooperative financial system.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116240679","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
RMB Real Effective Exchange Rate Affects the Economic Growth of China: Based on Building Open Ramsey Model of Foreign Debt's Flow Control 人民币实际有效汇率对中国经济增长的影响——基于构建开放的外债流动控制拉姆齐模型
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00071
Wei Li, Zhentian Su
{"title":"RMB Real Effective Exchange Rate Affects the Economic Growth of China: Based on Building Open Ramsey Model of Foreign Debt's Flow Control","authors":"Wei Li, Zhentian Su","doi":"10.1109/ICEMME49371.2019.00071","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00071","url":null,"abstract":"In order to research the effects of the real exchange on economic growth thoroughly, we should intensively study the decision process of microeconomic body, and pay close attention to the household resident's choice on consumption path as well as manufacturer's selective investment. This paper regards the real effective exchange rate as an important variate of affecting nation's net foreign debt, and which is introduced in open Ramsey model, based on building open Ramsey model of net foreign debt's flow regulation without full opening condition. It also discusses the equilibrium growth path of economy, and analyses the effect direction and mechanism of change in real exchange rate on equilibrium growth path and economic growth with numerical simulation technique.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"23 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113962797","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
Design and Optimization of Risk-Averse Inventory Control System with Supply-Side Uncertainty: Randomness, Computation, and Air Freight 具有供给侧不确定性的风险规避库存控制系统的设计与优化:随机性、计算性和航空运费
2019 International Conference on Economic Management and Model Engineering (ICEMME) Pub Date : 2019-12-01 DOI: 10.1109/ICEMME49371.2019.00082
Bo Li, Lin Sen, Chikage Miyoshi
{"title":"Design and Optimization of Risk-Averse Inventory Control System with Supply-Side Uncertainty: Randomness, Computation, and Air Freight","authors":"Bo Li, Lin Sen, Chikage Miyoshi","doi":"10.1109/ICEMME49371.2019.00082","DOIUrl":"https://doi.org/10.1109/ICEMME49371.2019.00082","url":null,"abstract":"We survey single-period and multi-period inventory control systems for risk-averse decision-makers where supply-side uncertainties are considered. We start with introducing the concept of risk aversion, then discuss single-period models and multi-period models, and finally summarize how supply-side uncertainty may impact risk-averse inventory systems. We provide future directions for researchers in this area such as using air freight to reduce supply-side uncertainty.","PeriodicalId":122910,"journal":{"name":"2019 International Conference on Economic Management and Model Engineering (ICEMME)","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130226343","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
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