Abstract:The diagnose analysis and modeling problem with structure change in ARCH models are discussed in this paper.The paper proposses fractional integrated augmented GARCH M model which can embrace almost all the current ARCH models. Based on the fractional integrated augmented GARCH M model, the handicap in model specification test, long memory test and parameters estimation is oversome.The segment modeling method is used to detect the structure changing points of the ARCH model and test the models for segment changing mod els．Finally，with the composite index of closing price in Shanghai stock market，it is shown to illustrate the effectiveness of the diagnose analysis

Abstract:According to the significance and charaters of R&D project termination decision and basic principle of pattern identification, the paper discussed general pattern identification proceduces about R&D project termination decision and proposed a new mode identification method of R&D project termination decision based on the property that the Wavelet can smooth datum and adapt to the changes of function. Furthmore, the dialation and shifts which are the parameters of wavelet function and the weight of neural network structure ars calculated by conjugate gradient algorithm in term s of the latest mean squared energy criterion．The study not only overcome the difficulties and drawbacks in the existing method of R&D project termination decision，but provide also a new theoretical basis for following management of R＆D projects and a set of operational decision method and procedure for specific decision makers or government departments．

Abstract:In this paper the problem of Walras equilibrium of a real estate market is considered. First, a static model of the real estate market is established. The viability Walras equilibrium of the real estate market is defined, and its existence is proved. Secondly, a dynamic evolution model of the real estate market is developed in the form of differential inclusion. The existence of viability dynamic equilibrium of the real estate market is proved under some assumptions by applying viability theory. Finally,the situati0n of Chinese real estate market is analyzed，and some suggestions are presented．

Abstract:The paper has put forward our own opinion about how to realize to signify、comprehend and solve complicated problem on metasynthesis research domain. And based on the complicated decision ma king problem, the paper has also built up the three levels theory framework of metasynthesis, which is more suitable to the human thinking habit. The theory framework consists of the predigestion process level of complicated problem, the quantitative analysis level, and the qualitative and quantitative metasynthesis solving leve1．At the same time．we have discussed the main research contents of the three levels in the paper．In addition，the paper gave a beneficial discussion about how to realize pure man-machine integration in the process of solving complicated problem using metasynthesis

Abstract:In this paper,the benefits of passengers and railway departments are both considered and a bi level programming approach is presented in order to seek the optimal railway passenger ticket price under the competition between different inter city traffic modes.The lower level problem represents an equilibrium model that describes passengers'mode choice behavior under the condition of multimodal transportation. The upper level problem is to determine railway passenger ticket price to maximize the revenue of railway departments while considering passengers’mode-choice behavior．A heuristic algorithm for the bilevel rmlway pasenger—ticket pricing problem is also proposed．Firmlly the applications of the mod el and its algorithm are illustrated with a numerical example．

Abstract:From the viewpoint of system theory, the concept of large complex system of flood disaster is put forward, on which is based to investigate the characteristics and fundamental contents about the risk analysis for flood disaster. The hazard analysis of flood and vulnerability analysis of flood disaster affected body as well as lose evaluation of flood disasters taken as the key contents are systematically described.

Abstract:It is important component and also is one of the kernel problem of sustainable development strategy that mineral resources are of sustainable utilization, but the mineral resources are limited, scarce, exhausted and not regenerated resources in the natural world and they are not be of sustainable utilization on theory. Exploited and utilized of them will undoubtedly lead to the result that the ultimate of their reserves is zero. Then，how to define sustainable utilization of minera1 resources has caused the concern of theory circle in recent year．Th．s paper has gone on the quantitative analysis to the replacement problem of exhaustible resources with the math mode1．infers the condition of mineral resources exhaustion an d replacement occurred from economic meaning，and gives a concrete application of the model for instance．It lays a theoretical foundation for further study on fair alloc ation of mineral Reso urces be tween generations，and it has also important practical significa nce for the protection and utilization of mineral resources

Abstract:Ant algorithm is a newly emerged stochastic searching optimization algorithm in recent years. It has been paid much attention to since the successful application in the famous travelling salesman problem. This paper further extends the idea of this new biological optimization strategy to some other hard combinatorial optimization problems, including the multi attribute situation which lack of efficient solving methods. The ability of optimization for the algorithm is tested experimentally which give encouraging results．

Abstract:The previous data envelopment analysis(DEA) can only be used to measure relative efficiencies of decision making units(DMUs) in either input orientation or output orientation, so it is considered to be traditional DEA in this paper. As the result, it is unable to reflect totally the performance of DMUs in the input output process. On the basis of bi objective programming,this paper develops input and output oriented DEA so as to assess relative efficiencies of DMUs in both input and output orientation,and further discusses the relative eficiency of DMUs

Abstract:This paper proposes an expected return model for linear bilevel problems with uncertain reaction from follower. Using double penalty functions, the bilevel problem is transformed into a single level optimization problem. A global optimization procedure is developed to find the optimal decision. It is shown that using this model, the degree of co operation from the follower plays a key role for the leader to determine his optimal strategy, and that the follower with a partial co operation with the leader may have his most favorlte outcome

Abstract:This paper explores the design of incentive scheme to induce agent to invest in specific human capital, whose motivation to invest depends on career concerns. In case that investment is the agent's hidden action and productivity is the principal's private information, productivity contingent contract can't induce efficient investment due to double moral hazard. Both up or out contract and promotion contract can alleviate double moral hazard problem.But the efficiency of Promotion Scheme depends on the principal’s reputation． Whereas up or out contract can achieve Pareto efficiency when human capital is specific enough，or the marginal cost of invest is low enough

Abstract:First, the recent research on complex system and complexity from both China and abroad are briefly described in this paper. Then macro economy decision making is discussed. Macro economy decision making belongs to the category of open complex giant system. One effective method for solving this problem is the hall for workshop of metasynthetic engineering proposed by professor Qian Xue sen in 1992. Combined with qualitative comprehension of expert group and processed with appropriate methods of modeling, it can resolve the complex problem at last．The hall for workshop is composed of three paft ：expert group system，information and knowledge system，computer technology of hardware＆ software．Since expert group plays an extrod inary important role in the hall for workshop，and both expert’s individual behavior and group behavior have a direct effect on the decision making．The thought and behavior of expert’s individual and group are inevitably imperfect．Their behavior is under the control of be havioral rule of the individual and group．In this paper，based on the analysis of faults in individual be havior and group behavior，a behavior norm is establlshed for experts in the hall to help them to overcome their defeets-With advanced decision making technology and instruments and modeling methodology，better decision making can be expected．

Abstract:Reviewed the literature on psychological contract research recently growing in the field of organizational behavior (OB) and human resource management (HRM), the present paper focuses on introduction of the western researches on psychological contract. Key themes include the conceptual development of psychological contract, the content of psychological contract, and its influence on organizational outcomes.