Abstract:The combination forecasting model based on vectorial angle cosine is a kind of correlation one. It is a new way to study combination forecasting method. In this paper, the basic structural characteristics of combination forecasting model is studied under the criterion of vectorial angle cosine. Firstly, some new concepts, such as superior combined forecasting, dominant forecasting method, redundant degree etc, are put forward; then some questions are discussed, such existence of noninferior combination forecasting, superior combination forecasting and redundant forecasting method. The method of determining redundant information is also given in a theorem. Finally an example is used to show that this model has much applicable value

Abstract:In this paper, we study the multiple attribute decision making problems, in which the information about attribute weights is partly known and the attribute values take the form of linguistic variables or uncertain linguistic variables, and the decision maker has preferences on alternatives. We introduce the operation laws of linguistic variables and uncertain linguistic variables and a formula of possibility degree for the comparison between uncertain linguistic variables, and then define the concept of deviation degree between linguistic variables. We establish two goal programming models based on the concept of deviation degree under the situations where the attribute values are linguistic variables and uncertain linguistic variables respectively. By solving these two models, the attribute weights can be obtained. After that, when the attribute values are linguistic variables, we utilize the linguistic weighted averaging （LWA） operator to aggregate the given linguistic decision information, and then rank the ahematives and select the most desirable one（s）; when the attribute values are uncertain linguistic variables, we utilize the uncertain linguistic weighted averaging （ULWA） operator to aggregate the given uncertain linguistic decision information and utilize the formula of possibility degree to construct a possibility degree matrix （or called complementary judgement matrix）, and then utilize the priority formula of complementary judgement matrix to rank the alternatives and to select the most desirable one（s）. Finally, an illustrative example is also given

Abstract:This paper is concerned with a one-supplier-one-retailer supply chain in which the additional service can be offered to its customers by the supplier or the retailer or both of them. We consider three different channel structures based on who provide（s） the customer service. We show that, both the supplier and the retailer can be always benefited no matter who provides service in the Stackelberg game. Given that there is only on member who can provide service, we identify the conditions under which who is willing to provide service. Furthermore, under the Staekelberg game framework, the bes＇t strategy is that both the supplier and the retailer provide service. While under the Nash game framework , the retailer is willing to act as a Stackelberg follower under certain

Abstract:The paper theoretically discussed the investment decision behavior and incentives design when the shareholder faced a project with expand option but at the same time had to undertake the double risks of action-hidden and information-hidden from the manager. We compared different results with different utility of the manager, and concluded that the shareholder would decrease the investment break-even point to prevent the manager to exaggerate the value of the expand option, while the break-even point would still be higher than that when the information is symmetric

Abstract:Virtual enterprise is a new organization pattern based on contract or agreement. So it design a reasonable contract in order to realize ＂win-win＂. In this paper, the right and obligati is very important to on included in contract terms are analyzed using option analysis method, and an agreement of automobile alliance in the real world is studied through Monte-Carlo simulation

Abstract:Customer segmentation is one of the basic functions in customer relationship management. Most of the customer segmentation methods definitely classified the customer into different classes according to their attributes. But these definite classification methods can＇t fit the customer segmentation tasks well, for the uncertain and stochastic characteristics of customer behavior. The shortcoming of current definite customer segmentation methods consisted of a C-process and a P-process according to the uncertainty and the heterogeneity in data space of customers＇ behaviors. The proposed new model could meet the requirement in presenting the uncertainty of customers＇ behaviors by introduced the cloud model theory in to the P-process. A synthetic data experiment and a real data experiment indicated the effectiveness of this method

Abstract:To solve the problem of interest rate risk management with default risk, we point out the necessity of studying the problem of interest rate risk management for bonds with default risk within the framework of the asset and liability management for commercial banks, obtain the formula of Duration of bond with default risk and establish a goal programming model for the interest rate risk, mean-absolute deviation constraint, other related balance constraints and the goal constraint. After giving a numerical example, we discuss the impact of the existence of default risk on the interest rate risk management of banks

Abstract:According to the fractal market hypothesis, the current share prices do not absorb all the historical market information, we think that the price series information is a sort of grouped incomplete fuzzy information. The theorem that the information volume is a constant under the linear information distribution function is proved. We set up a pattern recognition model, based on the fuzzy information distribution theory, to predict the direction of fluctuation of Shanghai stock market composite index day time series. By empirical analysis it is found that this model is very effective and can also give the possible distribution of logarithmic stock return. Finally the framework of decision support system for pattern recognition of short-term share price fluctuation is put forth

Abstract:This paper studies the behavior of copper future return volatility and its relationship with trading volume and market depth under different market conditions. Test results show that volatility was positively related to trading volume, but negatively to open interest. In a market characterized by low volume, open interest lowered volatility. The higher the open interest was, the lower the volatility was. Trading and non-trading hours had negative impact on volatility significantly. Low depth added to more market friction and increased volatility during heavy trading. Greater volatility for non-trading returns than trading returns in markets with deep depth and heavy trading may reveal market＇s use morn offshore information than domestic information in the pricing mechanism

Abstract:The study aims to review research in information systems （IS） in China in recent years and to identify the similarities and the differences between North American and Chinese IS research from four perspectives： reference discipline, researches topics, research methods, and unit and level of analysis. A total of 604 research papers published in 18 academic joumals in China from 1999 to 2003 were identified and reviewed. A categorization approach developed in previous studies was adopted to classify the IS research. The results show： 1） IS itself represented the major reference discipline used as the theoretical basis for the studies, and IS research in China does not demonstrate reliance on a single theory; 2） IS researchers in China have clearly focused on organizational and system/software issues; 3） Non-Empirical Study was dominant in the field of IS research in China; 4） the majority of studies were conducted at the organization and system level. Group/team and individual level issues were not studied extensively. Compared with western IS research, Chinese IS field is still in the developing process

Abstract:Many problems existed in past researches on performance, and the muddled state of overlap among several constructs of job performance has received much criticism. Researches such as： organizational citizenship behavior（OCB）, Prosocial organizational behavior （POB）, contextual performance and task performance, extra-role behavior and role-behavior, and task performance and non-task performance compel us to rethink the defining domain of individual job performance in the past years. It no longer seems fruitful to regard non-task performance as ＂beyond the job＂, or ＂unrewarded by the formal system＂. This paper introduces several different theories and assumptions on the relationship between the construct of the performance behaviors of organizational members, and points out some problems existing in these studies. The purpose of this study is to aid in the synthesis of existing domestic and international research and serve as a framework for future research