基于数据仓库和OLAP技术的证券交易系统的实现方案研究

数据仓库和联机分析处理(OLAP)技术是信息技术领域的新兴技术,而如何应用到证券交易中是证券业面临的问题。建立证券交易数据仓库并使用OLAP技术,可以将大量源数据有效地转化为有用的知识信息,并服务于决策过程。基于数据仓库的证券交易系统就是在面向信息处理的联机事务处理(OLTP)系统的基础上并引入数据仓库和OLAP技术而发展起来的。论文结合证券交易业务提出了系统实现的解决方案,并给出了基于证券交易业务的数据仓库的体系结构、逻辑模型、粒度模型,以及基于证券交易业务的联机分析处理(OLAP)系统的实现方法。     

8011瓶盖料耐烘烤性能研究

针对8011瓶盖料经过涂层烘烤后力学性能迅速降低的现象进行了详细的工艺研究。结果表明，通过向合金中加入微量的元素Mn，调整均匀化处理制度以及控制中间退火后的冷轧变形量能够有效地提高8011合金的再结晶温度。改善其高温稳定性。在210℃反复涂覆烘烤过程中力学性能衰减比较缓慢，达到了高档瓶盖料的技术要求，完全满足用户的使用。     

多元统计分析在企业财务危机预警中的应用

主要针对我国家电业上市公司,利用其公开披露的年报财务信息和数据,运用聚类分析法、判别分析法和主成份分析法等多元统计分析方法,并借助于SPSS统计分析软件,建立多变量预测模型进行企业财务危机预警的实证分析.利用财务危机预警体系,企业可以预先发现将有可能出现的财务危机.分析研究方法可供国内的上市公司和非上市公司进行财务危机预警分析的参考.     

基于Agent的股票交易模拟及应用

股票市场是市场经济的重要组成部分。但是现有的基于演绎推理的理论分析方法在处理股市这类复杂性系统时遇到了很多困难,因此基于归纳推理的实验经济学方法成为一种可行的选择。论文基于多Agent系统,采用再励学习算法模拟交易者行为特征,实现了一个股票市场的模拟系统,并且应用这一系统研究了涨跌停板交易机制对于股市的影响。     

基于J2ME技术的移动证券研究与实现

论文在研究现有移动证券方案基础上,提出了基于J2ME(Java2Platform,MicroEdition)技术的移动证券应用系统,并对系统的安全性进行了讨论。该系统的实现为证券运营商提供安全、方便、迅捷的行情,交易和个性化定制等服务提供了新的接入方式。     

浅谈企业债转股面临的问题及对策

最近几年，国有企业严重亏损，国有银行也开始进入亏损阶段，在这样的背景下，政府出台了债转股政策，即商业银行成立的金融资产管理公司作为主体，将商业银行原有的不良债权转为金融资产管理公司对企业的股权。但由于缺乏经验，在债转股运动过程中逐渐暴露出了一系列问题，针对这些问题，本文提出了自己的几点对策。     

Solution approaches for the cutting stock problem with setup cost

In this paper, we study the Cutting Stock Problem with Setup Cost (CSP-S) which is a more general case of the well-known Cutting Stock Problem (CSP). In the classical CSP, one wants to minimize the number of stock items used while satisfying the demand for smaller-sized items. However, the number of patterns/setups to be performed on the cutting machine is ignored. In most cases, one has to find the trade-off between the material usage and the number of setups in order to come up with better production plans. In CSP-S, we have different cost factors for the material and the number of setups, and the objective is to minimize total production cost including both material and setup costs. We develop a mixed integer linear program and analyze a special case of the problem. Motivated by this special case, we propose two local search algorithms and a column generation based heuristic algorithm. We demonstrate the effectiveness of the proposed algorithms on the instances from the literature.     

中国建筑业分行业资本存量测算

结合国家和建筑行业相关统计数据,并综合有关研究成果确定关键指标,采用永续盘存法对我国建筑业1980～2009年的资本存量进行测算,同时对分行业资本存量进行比较分析。结果表明我国建筑业资本存量总体呈逐年上升趋势,房屋建筑业和铁路、公路、隧道、桥梁行业的增长速度要明显高于其他行业。     

Measure of bullwhip effect in supply chains with first-order bivariate vector autoregression time-series demand model

With supply chains becoming increasingly global, the issue of bullwhip effect, a phenomenon attributable to demand fluctuation in the upstream section of the supply chains, has received greater attention from many researchers. However, most existing research studies on quantifying the bullwhip effect were conducted under the first-order autoregressive [AR(1)] incoming demand process or its variants as the fundamental demand process, thereby failing to account for the retailer demand dependency. This research work thus examined the bullwhip effect for the first-order bivariate vector autoregression [VAR(1)] demand process in a two-stage supply chain consisting of one supplier and two retailers. The impacts of the correlation parameters of the demand process, the correlation coefficient between the two error terms, and the variances of the error terms on the bullwhip effect were investigated. As such, the measure of the bullwhip effect was established using an analytical approach in which the minimum mean square error (MMSE) forecasting method and the base stock policy were applied to all members of the supply chain. Numerical experiments were then conducted to illustrate the behavior of the bullwhip effect with respect to various parameters of the demand processes to see in which situations the bullwhip effect would be absent. In addition, an evaluation of the inventory variance ratio was analyzed.     

Key factors determining the energy rating of existing English houses

In the UK, the Standard Assessment Procedure (SAP) is used to rate the energy performance of existing dwellings whenever they are let or sold. This study investigates which of the inputs to SAP account for the most variance in energy rating across existing gas central heated houses in England. Data from the English Housing Survey (EHS) 2009 are used to generate a representative set of dwellings and variance-based global sensitivity analysis is then applied to assess each input's contribution to the variance in the calculated ratings. It is demonstrated that heating system efficiency, external wall U-value and dwelling geometry account for 75% of the variance of the energy rating of gas central heated houses in England. This suggests that improving heating system efficiencies and wall U-values of the worst performing dwellings will go a long way towards improving their energy rating and potentially reducing their energy consumption. It is also demonstrated that dwelling geometry has a much bigger influence on the calculated carbon emissions (accounting for 80% of the variance) than it does on the SAP energy rating (accounting for 30%), meaning that significant improvements in energy rating might not be accompanied by significant reductions in carbon emissions.