• Volume 2,Issue 4,1999 Table of Contents
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    • >论文
    • Research on Distributed Solving Model of Decision Support System for Business Process Reengineering

      1999, 2(4).

      Abstract (302) HTML (0) PDF 0.00 Byte (1179) Comment (0) Favorites

      Abstract:The distributed cooperative solving model of decision support system for business process reengineering based on multi agent planning technology is proposed and implemented, including four components: hierarchical process planning theory, analysis of multi agent cooperative modes, situation space model,task decomposition algorithm,which provides an important theoretical basis and technological method for tool support of BPR.It is argued that this method can be used to guide the developing of BPR DSS efectively

    • Multiagent simulation and individual's adaptive behaviors in resource shortage

      1999, 2(4).

      Abstract (252) HTML (0) PDF 0.00 Byte (1103) Comment (0) Favorites

      Abstract:Theories of information economics and multiagent system are adopted as analysis frame for this paper, with Swarm as the simulation tool. Swarm is a software package for multiagent simulation of complex systems being developed at the Santa Fe Institute, which has been a useful tool for researchers in a variety of disciplines, especially artificial life. In this paper we use it to describe agents' selection, competition, and adaptive behaviors in resource shortage, and the evolution of institutions as a whole Agents interact each other by local information and relatively simple reinforcement algorithms,and new data are collected from the environment and processed,which change the internal model of the agent in the end.Research evinces that sim Dle adaptive behaviors of individuals can leacl to complex system eharacteristics in higher leve1.Agent learns a lot from analysis of the operation history and by communications among them.New institution emerges in some conditions,which is often quite efficient in the context.Furthermore,we observe that complex system behaviors such as moral hazard and reverse selection may evolve out due to informational asymmetries. This research helps to explain the universel occupation phenomenon in real world,and the evolution of property right and institutions.Above al1.multiagent simulation used in this paper ofered a quite new perspective in research of complex social—economic phenomena.

    • The application of QFD in business process improvement

      1999, 2(4).

      Abstract (277) HTML (0) PDF 0.00 Byte (1277) Comment (0) Favorites

      Abstract:It is a very important issue in business process improvement (BPI) to consider both customer and operation's need, identify crux of the whole process to improve, and insure the achievement. In this thesis, quality functional deployment (QFD) is employed to help to analyze and identify crucial process in BPI. A guide framework in BPI has been presented to answer the question what is the use of QFD in each BPI steps. Detail phases of QFD have been discussed in the context of BPI.BPI.To show the feasibility of QFD,a real e&se is also reviewed in the paper.ActuaI data and house of quality related to the case are shown and analyzed The esse gives a good example of how QFD framework and measures discused above can apply in a procurement process.At last limitations and three remaining problems of QFD in BPI is evaluated to point out the further study in this field.

    • The optimal strategy of security investment with transaction costs

      1999, 2(4).

      Abstract (373) HTML (0) PDF 0.00 Byte (1531) Comment (0) Favorites

      Abstract:Under the assumption that security price follows the Geometric Brownian Motion, this paper studies the investment problem with transaction costs in a n security financial market, by using the theory of stochastic optimal control, and an optimal control model is established for the problem of security investment with transaction costs. First, this paper states related theory on stochastic optimal control, and provides the definitions of value function, utility function and viscosity solution.solution.Secondly,in terms of viseosity solution,a PartiaI INferential Equation(PED) is derived for the value function in two cases!bounded trading rates and unbounded trading rates.The obtained PDE is a free—boundary problem governed by avariation inequality.Finally,the optimai investment strategy is provided based on the value function of the stochastic optimal contro1.The result of this paper is userul in such practice as fund management,financial risk management.It is hope d that the resuhs can improve the scientific ievel of decision making.

    • >应用案例
    • Restraining factors analysis on Hi Tech enterprises ′ growth

      1999, 2(4).

      Abstract (475) HTML (0) PDF 0.00 Byte (1215) Comment (0) Favorites

      Abstract:This paper first analyzed the internal mechanism of high tech enterprise ′s growth and put forward the growth resource factors and growth process factors. Then, it discussed Hi Tech enterprises ′ special requirements for the two kinds of factors. At last, it put forward a model which could be used to analyze the restraining factors of Hi Tech enterprises ′ growth.

    • Empirical analysis on the effect of joint venture on industrial economy of our country

      1999, 2(4).

      Abstract (266) HTML (0) PDF 0.00 Byte (1136) Comment (0) Favorites

      Abstract:Firstly this paper demonstrated that joint venture is an important part of industrial economy of our country relied on the discussion in five respects. Next the whole industial enterprises of our country was regarded as three systems:the whole industrial enterprise system, the joint venture system and other enterprise system. Then the paper demonstrated, according to the whole quantity analysis about Industrial Output Value and its share in whole industry as well as the Growth Rate of Industrial Output Value and its share in whole industry for three systems,that the development of joint venture is meaningful for the industrial economy growth of our country.According to the evaluation and comparison about technica1 leve1 and its growth rate for three systems,the paper demonstrated that the raising of technical 1eve1 of joint enterprise places an important role in the improvement of technology of the whole industry,the technical progress of joint adventure has effected promotion for the technical progess of our industry.

    • >论文
    • Nonlinear prediction model based on radial basis functions

      1999, 2(4).

      Abstract (380) HTML (0) PDF 0.00 Byte (1331) Comment (0) Favorites

      Abstract:In this paper,a new nonlinear prediction model of chaotic time series which has both the global and local properties has been given and explained in detail. Firstly, the Kohonen Self Organization Network is used to produce K centers and to cluster the points of the reconstructed attractor using time delay coordinate into K classes; Secondly. a nonlinear model based on radial basis functions is fitted to every class. So the prediction model is composed of K functions which are all defined on the whole whole attractor and also have the good properties near their correspondent centers,such as the predicting ability can be improved by increasing size of the learning set.Compared with the local prediction model,this new model has an explicit form (only K functions)and avoids the long time searching for the local points as in the previous one.

    • The pattern recognition and state monitor of land use based on intensity benefit

      1999, 2(4).

      Abstract (424) HTML (0) PDF 0.00 Byte (1680) Comment (0) Favorites

      Abstract:This paper defines the intensity, intensity benefit of land use and its calculating method, and presents four different typical pattern that describe the condition of land use in a region. Based on which, an intensity estimation and pattern classification model of land use is established, and a method of pattern recognition and state monitor of land use is developed. According to this new method, the benefit analysis of land use can be combined with the harm in land ecosystem, and the strength acted on land ecosystem by regional economy development can been evaluated.Finally,an example is introduced to illustrate the above results.It is useful to make good use of land resource and coordinate the development of.society,economy and ecological environment.

    • The study of pricing strategies with differential games model in monopolistic competition market

      1999, 2(4).

      Abstract (585) HTML (0) PDF 0.00 Byte (3526) Comment (0) Favorites

      Abstract:In this paper, the brands ′ value function that consumer evaluate different brand of same goods in the condition of monopolistic competition market is analyzed. Then, the brand choice probability and preference dynamic process for brand is studied. Finally, the difference game model of optimal pricing strategy for maximizing firm's profit is proposed, and Nash equilibrium steady state pricing strategy is given.

    • >研究简报
    • The application of artificial neural network(ANN) on investment risk evaluation

      1999, 2(4).

      Abstract (721) HTML (0) PDF 0.00 Byte (1494) Comment (0) Favorites

      Abstract:Risk evaluation is a key management step employed to avoid or prevent investment risk by appraising the risk level of a certain investment project before its execution. An artificial intelligence method is an effective choice of investment risk management. As a component of the artificial intelligence method, the artificial neural network(ANN)is dealt with in this paper. The feasibility of the ANN as an appraising tool against investment risk is discussed. Thus, the ANN model is set up, and its structure is carefully designed.In the ANN mod eI as risk evaluation.the inputs of the network should be the indices that desaribe or may cause the investment risks,and then the output wilI show the risk Ieve1.On the basis of the investment risk distinction.the input units and the output units are defined.The concealed Iayers and units are also determined by making use of the ANN theories and method s.In addition,the relationship between the training frequency of the network and the precision of the output has been studied and the best training frequency thus obtained should be 200 thousand times.So ma ny times of studying 41 samples with the network have resulted in the distribution of the weights among the points of the mode1.This modeI has been applied to the rea1 cases of some investment projects to evaluate their respective risk 1evels.and the results have proved satisfactory.

    • >论文
    • A review and study on the mutual influence of investment decision and capital structure optimization

      1999, 2(4).

      Abstract (380) HTML (0) PDF 0.00 Byte (4256) Comment (0) Favorites

      Abstract:Financial and investment are two parts of the corporate finance. After M M and Markowitz's celebrated works, the research has been deeply proceeded. However, most of the research treated these two aspects separately, ignoring the mutual influence between them in a firm. In our paper, we give a general description and analysis of the study on capital structure theory and investment decsion making, and make some comments on the existing papers. At last, some thought of the joint determination of capital structure and investment return and risk are also presented

    • Select important journals of management sciences in China

      1999, 2(4).

      Abstract (906) HTML (0) PDF 0.00 Byte (3257) Comment (0) Favorites

      Abstract:Authors expatiate the status of management sciences' journals in sciences document area, introduce the rules, choosing process and important journals list of management sciences. Utilize the papers and cite statistics to analyse the existing problem and provide reform advise of management sciences journals.

    • On some problems of researching and applying genetic programming

      1999, 2(4).

      Abstract (278) HTML (0) PDF 0.00 Byte (1447) Comment (0) Favorites

      Abstract:Genetic Programming is increasing the popularity as the basis for a wide range of learning algorithms. In this paper a brief introduction to Genetic Programming (GP) and the characteristics of the areas in which GP can be successfully applied are presented, combined with some examples including some of our works. Two common problems encountered when applying GP,i.e. the exploration of the size of individuals and the available subroutines, are discussed and the methods to solve them are given in order to improve the power of GP.

    • The demand for narrow money and its components

      1999, 2(4).

      Abstract (288) HTML (0) PDF 0.00 Byte (1146) Comment (0) Favorites

      Abstract:This paper makes a systematic study about the demand for M0、DD and M1 of China. Our econometric tests show that the demand for money appears to be sensitive to income, price level, interest rates and monetization. The growth rate of money supply is more than the sum of economic growth and inflation rate, because there exists monetization process in China. This process promate a rapid growth in the demand for money.

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