2008 International Conference on Information Management, Innovation Management and Industrial Engineering最新文献

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A Quasi-analytical Pricing Formula for Arithmetic Asian Options 算术亚洲期权的拟解析定价公式
Jianqiang Sun, Langnan Chen, Jian-cheng Sun
{"title":"A Quasi-analytical Pricing Formula for Arithmetic Asian Options","authors":"Jianqiang Sun, Langnan Chen, Jian-cheng Sun","doi":"10.1109/ICIII.2008.190","DOIUrl":"https://doi.org/10.1109/ICIII.2008.190","url":null,"abstract":"A quasi-analytical pricing method for arithmetic Asian option is presented based on an approximate relation between the geometric and arithmetic average of the log-normal random variables. With a generalized mean function, we use a Taylor expansion in terms of the geometric average value of the underlying assets to approximate the arithmetic average value. Hence, in pricing the arithmetic average Asian option, the density of the geometric average is used rather than that of the arithmetic average. In this way, the quasi-analytical formula for pricing arithmetic Asian option is derived. The accuracy of the method depends on the number of dates at which the asset prices are averaged when the maturity of the option is given, i.e. on the length of the interval between each two time points. The accuracy is desirable when the number is sufficiently large or the length of interval is sufficiently short.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129028783","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
Order Acceptance and Capacity Allocation Policies Based on Revenue Management 基于收益管理的订单接受和容量分配策略
Lifan Fan, Xu Chen
{"title":"Order Acceptance and Capacity Allocation Policies Based on Revenue Management","authors":"Lifan Fan, Xu Chen","doi":"10.1109/ICIII.2008.98","DOIUrl":"https://doi.org/10.1109/ICIII.2008.98","url":null,"abstract":"Selective order acceptance and capacity allocation policies are vital to the success of make-to-order (MTO) manufactures. The importance of these two policies has been acknowledged both in manufacturing industry and academic research. After the huge success of revenue management in retail and service industries, there are more and more MTO manufactures introducing revenue management techniques into MTO manufacturing industry. In this paper, we consider the application of revenue management into a make-to-order system. Based on the maximizing revenue policy, we use the stochastic dynamic programming to model the MTO revenue problem, and solve it with the certainty equivalence approach, then the optimal order acceptance and capacity allocation polices are proposed-accept a new coming order as long as its revenue is greater than or equal to the minimum of the shadow revenue, and if it is accepted, allocate it a machine which with the minimum shadow revenue. In the end, the further research directions are presented.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"70 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131038546","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
Trust Propagation Policy for Secure Interoperability in Multi-domain Environments 多域环境下安全互操作性的信任传播策略
Luo Xin, Yang Yi-xian, Niu Xin-xin, Hu Zheng-ming
{"title":"Trust Propagation Policy for Secure Interoperability in Multi-domain Environments","authors":"Luo Xin, Yang Yi-xian, Niu Xin-xin, Hu Zheng-ming","doi":"10.1109/ICIII.2008.48","DOIUrl":"https://doi.org/10.1109/ICIII.2008.48","url":null,"abstract":"Access control is one of the most important issues of secure interoperability between domains. Role-based access control (RBAC) is a technology that has been proposed as an alternative approach to traditional access control mechanisms both to simplify the task of access control administration and to directly support function-based access control. This model maps users to roles and roles to permissions, making policy authorization simplified since the amount of roles are much fewer than users. Role hierarchies are the RBAC relevant extensions and they also are instrumental in reducing the complexity of role and authorization specification. In this paper, a framework for a multi-domain environment where RBAC policies have been employed is provided. Then, the theory of Hierarchical RBAC and modeling Hierarchical RBAC using role graphs are discussed in detail. Finally, role hierarchy governing read and write access to objects are studied via an example.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130435197","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 Consumer Behavior Influenced by ICT Using Structural Equation Model 信息通信技术对消费者行为影响的结构方程模型研究
Zhang Yang, Zhi Luping
{"title":"Research on Consumer Behavior Influenced by ICT Using Structural Equation Model","authors":"Zhang Yang, Zhi Luping","doi":"10.1109/ICIII.2008.69","DOIUrl":"https://doi.org/10.1109/ICIII.2008.69","url":null,"abstract":"The development and progress of ICT in the recent two decades has brought great changes to the whole world. Nowadays, ICT is being applied abroad, typically applied on Internet. As for consumerpsilas behavior, e-shopping is common. This research does an analysis in the factors on traditional shopping (in-store shopping) and e-shopping by SEM Models. Also, this research analyses the causes of e-shopping behavior. This research takes the case of Shanghai to conduct an analysis of the impacts ICT has on consumerspsila activities. After set up a Full Model of SEM, data are input to Lisrel to justify the results of Model. The conclusion is that ICT has an obvious influence to the consumerspsila shopping ways. The paper is a sum-up of empirical research, including the choice of variables, questionnaire, data processing and analysis of the conclusion and so on. The research conduces to better understand e-shopping and provide basis for making related policies.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128789686","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
Integrated Schedule Information Model for Airport Construction Projects 机场建设项目综合进度信息模型
Guangshe Jia, Xiangdong Xue, L. Cao, Jianguo Chen
{"title":"Integrated Schedule Information Model for Airport Construction Projects","authors":"Guangshe Jia, Xiangdong Xue, L. Cao, Jianguo Chen","doi":"10.1109/ICIII.2008.180","DOIUrl":"https://doi.org/10.1109/ICIII.2008.180","url":null,"abstract":"Based on the experience of developing and tracking the construction schedules for three airport projects, this article presents an integrated schedule information model for managing the development and tracking of the total project scheduling. It is a systems engineering approach to plan scheduling for airport construction projects, the methods of developing the total project scheduling include analyzing the total schedule target, and developing of an overall schedule by level, zone and stage. And the methods were to develop an integrated three-dimensional schedule information conceptual model. The methods of tracking the schedule plan include schedule target breakdown, duty assignment, establishment of a schedule information communication platform and schedule information reporting system, and execution of dynamic control. The result is a scientifically rigorous and robust tool for construction management of airport projects. And it becomes an important component of the overall project management for airport headquarters to develop and track schedule plan system.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126932659","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
Sensitivity Analysis Method for Traffic Impact of Projects on Transport Network Based on BP Neural Network 基于BP神经网络的项目交通影响敏感性分析方法
Ren Qiliang
{"title":"Sensitivity Analysis Method for Traffic Impact of Projects on Transport Network Based on BP Neural Network","authors":"Ren Qiliang","doi":"10.1109/ICIII.2008.23","DOIUrl":"https://doi.org/10.1109/ICIII.2008.23","url":null,"abstract":"There is no theoretical basis about resolving scheme for traffic impact of large scale projects because of the absence of the sensitive analysis method. The sensitive analysis index system of traffic impact, the computing model and the BP neural network model about the sensitive analysis are built. To prove the application of the method, Chongqing NanAn sports center is given as an example, the main sensitive index and its range of the sports center were found.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"82 2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123236808","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
Stability of Evolutionary Equilibrium on Small Business Credit Risk 小企业信用风险演化均衡的稳定性
Lin Jin-guo, Liang Xue-chun, Liu Yan
{"title":"Stability of Evolutionary Equilibrium on Small Business Credit Risk","authors":"Lin Jin-guo, Liang Xue-chun, Liu Yan","doi":"10.1109/ICIII.2008.309","DOIUrl":"https://doi.org/10.1109/ICIII.2008.309","url":null,"abstract":"In this paper the credit risk of enterprise is represented by three factors: the probability for enterprise to lie to banks 1-Y, the probability for banks to check enterprise Xand the probability for banks of obtaining the real revenue of the enterprise q. Then we construct a replicator dynamics model about banks and enterprise's strategy, and analyze the stability of evolutionary equilibrium. Meanwhile we also consider the effect of the legislation and collateral on credit risk. By using simulation analysis, we study the direction of banks and business strategy evolvement path. At last some advice to control small business credit risk has been presented.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123377915","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
Economic Analysis and Technical Evaluation for the Existing Building Renovation 既有建筑改造的经济分析与技术评价
Cheng-Zhong Zhang, Qian Ma, Di-Tao Niu
{"title":"Economic Analysis and Technical Evaluation for the Existing Building Renovation","authors":"Cheng-Zhong Zhang, Qian Ma, Di-Tao Niu","doi":"10.1109/ICIII.2008.276","DOIUrl":"https://doi.org/10.1109/ICIII.2008.276","url":null,"abstract":"With the rapid development of the national economy, many buildings unable to meet the requirements of structure perfection degree and decoration form because the economic conditions and construction techniques constraint. Especially the buildings built in 50-70, which most are masonry structure, and face the alternative that one is reconstruction and the other is reinforcement to meet the new function request. The program selection be infected with the factors such as policy, economic, and so on. The paper from the technical and economic point of view, take a project as example, give the economic analysis, compare and evaluation between the reconstruction and reinforcement, and give the preferred plan to guide the project implement.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121562500","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 Research on Relations of China's Energy Consumption to Its Industrial Development 中国能源消费与工业发展关系的实证研究
Song Malin
{"title":"Empirical Research on Relations of China's Energy Consumption to Its Industrial Development","authors":"Song Malin","doi":"10.1109/ICIII.2008.152","DOIUrl":"https://doi.org/10.1109/ICIII.2008.152","url":null,"abstract":"As an important foundation for resources, energy, being an important strategic commodity for the survival of human, economic development and social progress, has been related to national economic lifelines and national security, which plays a decisive role in the modernization of China. Through correlation analysis between China's energy consumption by the industrial and its total energy consumption, the impact of China's current industrial structure on energy consumption can be drawn, while the interactive process of China's energy consumption associated with the main industrial energy consumption will be further understood with the devices of Granger causality test and VAR impulse response. The Government should implement means of incentive and restraint to encourage and guide manufacturers to participate in the construction of a new type of industrialization on their own initiative. This is the only way to realize China's sustained and effective energy-saving policy, and to promote its ecological modernization process finally.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114251416","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: 3
An Empirical Study on the Concentration Ratio of Stockholders Equity and the Corporate Governance Performance in Listed Companies 上市公司股东股权集中度与公司治理绩效的实证研究
Yang Shuili, Yang Wan-shun
{"title":"An Empirical Study on the Concentration Ratio of Stockholders Equity and the Corporate Governance Performance in Listed Companies","authors":"Yang Shuili, Yang Wan-shun","doi":"10.1109/ICIII.2008.293","DOIUrl":"https://doi.org/10.1109/ICIII.2008.293","url":null,"abstract":"With the 169 listing enterprises of machinery, equipment and instrumentation industries as the samples and by means of the 2004 and 2006 data, this paper deals with the empirical relation among the first major shareholders equity ration, the second to the fifth largest shareholding ratio and Z index and the corporate governance performance. The research results indicate that, before the share reform, the first major shareholders equity ratio is not in obviously correlation with the corporate governance performance, but in remarkable correlation with the agency cost, and that the second to the fifth largest shareholding ratio is in significant correlation with the corporate governance performance. Z index is in the significant negative correlation with the corporate governance performance. After the share reform, the first major shareholders equity ratio is in significant positive correlation with TobinQ value and the agency cost, and the second to the fifth largest shareholding ratio is in significant positive correlation with the corporate governance performance, but is in significant negative correlation with agency cost; and also Z index is in significant negative correlation with the corporate governance performance.","PeriodicalId":185591,"journal":{"name":"2008 International Conference on Information Management, Innovation Management and Industrial Engineering","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116075132","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
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