A Flexible Markov Chain Approach for Multivariate Credit Ratings

Modeling the dependence of credit ratings is an important issue for portfolio credit risk analysis. Multivariate Markov chain models are a feasible mathematical tool for modeling the dependence of credit ratings. Here we develop a flexible multivariate Markov chain model for modeling the dependence of credit ratings. The proposed model provides a parsimonious way to capture both the cross-sectional and temporal associations among ratings of individual entities. The number of model parameters is of the magnitude O(sm ² + s ² m), where m is the number of ratings categories and s is the number of entities in a credit portfolio. The proposed model is also easy to implement. The estimation method is formulated as a set of s linear programming problems and the estimation algorithm can be implemented easily in a Microsoft EXCEL worksheet, see Ching et al. Int J Math Educ Sci Eng 35:921–932 (2004). We illustrate the practical implementation of the proposed model using real ratings data. We evaluate risk measures, such as Value at Risk and Expected Shortfall, for a credit portfolio using the proposed model and compare the risk measures with those arising from Ching et al. IMRPreprintSeries (2007), Siu et al. Quant Finance 5:543–556 (2005).     

自动生产线和柔性制造系统的建模、分析与控制

自动生产线和柔性制造系统是典型的离散事件动态系统,近几年在控制理论界受到极大重视.本文首先对自动生产线的建模与分析的研究概况做了综述,重点放在排队网络模型.然后介绍了柔性制造系统的管理与控制问题.     

An Approach for Developing Flexible MRP Systems

Like most software systems, manufacturing resource planning systems suffer from high maintenance expense. This article examines how object-oriented techniques can be used to develop systems that require less maintenance. Emphasis is placed on reuse to lower postdevelopment costs.     

Modeling of Flexible Beams for Robotic Manipulators

This work treats the problem of modeling robotic manipulators withstructural flexibility. A mathematical model of a planarmanipulator with a single flexible link is developed. This modelis capable of reproducing nonlinear dynamic effects, such as thebeam stiffening due to the centrifugal forces induced by therotation of the joints, giving it the capability to predictreliable dynamic behaviors for a wide range of applications. Onthe other hand, the model complexity is reduced, in order to keepit amenable for analysis and controller design. The models foundin current literature for control design of flexible manipulatorarms present dynamic limitations for the sake of real timeimplementation in a control scheme. These limitations are theresult of premature linearizations in the formulation of thedynamics equations. In this paper, these common linearizations arepresented and their dynamic limitations uncovered. An alternativereliable model is then presented. The model is founded on twobasic assumptions: inextensibility of the neutral fiber, andmoderate rotations of the cross sections in order to account forthe foreshortening of the beam due to bending. Simulation andexperimental results show that the proposed model has the closestdynamic behavior to the real beam.     

一种支持MDA的PIM建模方法

为解决MDA开发过程中平台无关模型(PIM)的描述方面存在的问题,从软件体系结构建模出发,通过对UML进行扩展并引入界面展示视图,提出了一种平台无关的Web应用建模方法。该方法保持了PIM平台无关的特性,并能充分利用体系结构在软件开发各阶段间保持的良好可追踪性,能够对模型驱动的软件开发提供有力的支持。以J2EE目标平台为例说明了用该方法建立的PIM模型到平台相关模型(PSM)的转换。     

An Approach to the Modeling and Analysis of Software Production Processes

We propose an approach to the analysis and design of software production processes that is based on a new paradigm which we coin ‘PETAN’. It is a blend of concepts from Petri nets theory and activity nets theory. The paper reviews the relevant concepts from activity nets and demonstrates the applicability of the new paradigm by a sample implementation to real life software production processes through simulation using SLAM II language.     

一种基于元数据的柔性操作模型研究

首先介绍了元数据及其发展历程．然后针对行政事务处理系统，提出了一种基于元数据的柔性操作模型（MBFOM）．最后，对微操作的功能、结构和实现进行了具体研究．实践表明，MBFOM具有较强的实用性和普遍性，对提高系统的柔性以及软件重用的程度具有很强的现实意义．     

一种双连杆柔性臂动力学模型的研究

针对末端位置受约束的双连杆柔性机械臂,通过哈密顿原理得到系统的分布参数模型,推导了描述关节角,柔性杆振动和接触力之间关系的动力学模型.根据3个假设条件推导柔性臂简化的集中参数动力学模型及准静态方程,利用了计算力矩法设计的控制器对模型进行控制,通过Matlab进行仿真,利用Matlab的符号运算功能,编制M文件实现数学模型自动推导,整个建模和运算过程简单、直观和高效,并绘制了参数轨迹图像,验证了模型的有效性,已应用到小波神经网络控制算法研究中.     

基于规则的柔性综合统计报表技术

对跨系统的综合统计报表过程进行分析,将其分为数据收集、数据处理和格式化输出三个步骤,并对其中的微操作进行提炼形成共性规则和特性规则,利用这些规则可以组合实现各种跨系统的综合统计报表,从而减少统计报表的专有开发量,使统计报表规则化、工程化和模式化。     

Start-up Unveils Flexible Supercomputing Approach

Topics include a new flexible, easily programmable supercomputer; an API that helps developers build applications for multicore chips; a private wireless-spectrum marketplace; and an intelligent pill that comes with its own microprocessor.     

形状特征局部操作在实体造型中的实现

文章介绍了实体造型中形状特征的局部操作,研究了包含形状特征描述的数据结构,分析了形状特征的分类、框架、特征间的联系及有关操作,分析了欧拉运算及实现思路,在此基础上对实体造型进行局部操作,提高了造型中的运算效率,也对特征造型作了相应的探讨。     

一种新的FMS混合调度算法

在综合一种新的Petri网模型以及另一种新的混合优化策略的基础上,提出了一种具有全局优化特征的PMS调度算法,最后,仿真结果验证了该算法的有效性以及良好的研究与应用前景。     

细粒度信任链研究方法

分析信任链相关研究的当前发展水平,提出细粒度信任链和细粒度系统软件信任链的思想,阐明只有细粒度信任链才能描述现实应用的真实情况.根据问题空间的复杂性,提出细粒度信任链建模的问题分解方法.该方法通过逐步拓展的策略,首先建立细粒度系统软件信任链模型,然后在此基础上建立完全的细粒度信任链模型.     

基于关键链的资源受限项目调度新方法

针对资源受限项目调度问题（RCPSPs）的实际需求建立了多目标优化调度模型,综合运用现有研究成果,设计了基于关键链的项目调度方法。该方法首先采用基于优先规则的启发式算法生成工期最小的近优项目计划,再在该计划中嵌入输入缓冲和项目缓冲,保证项目计划在非确定环境下的稳定执行。论文引用RCPSPs的标准问题库PSPLIB中大量案例对算法进行了的仿真试验,结果表明本文方法较传统项目调度方法有很大改进,论文最后对仿真结果进行了深入讨论,并指出了未来的研究方向。     

应用软件中的管理思想与方法

经过十多年的发展,我国商业信息化有了可喜的成绩.但目前就商业管理信息系统(MIS)而言,现行不少系统存在两大缺陷:一是在系统研发思路问题上,没有摆脱模拟并代替手工操作流程的设计思路,仅部分解决了商业零售业务的"电算化"问题,还谈不上辅助企业经营决策,提高企业管理水平,增强企业核心竞争能力;二是信息技术与商业管理理论和实践严重脱节.     

Guidelines for Collaborative Supply Chain System Design and Operation

Over the past decade, firms have adopted supply chain management as a critical element of their corporate strategies. Despite these efforts, it is our observation that many firms do not realize the anticipated benefits of constructing collaborative operating relationships with supply chain partners. Our purpose in this paper is to establish a set of guiding principles for the effective design and execution of supply chain systems. These principles suggest why, what, and how collaborative relationships should be constructed.While constructing and operating a competitive supply chain is the primary objective of supply chain management, we have observed several impediments to achieving this goal. First, demand uncertainty is so substantial in most supply chain environments that if it is not adequately addressed, it can severely degrade the anticipated performance of the supply chain as measured in terms of unit cost, speed, quality, and responsiveness to changing conditions. Second, supply chains with poor physical characteristics that operate with long and variable response times cannot take full advantage of collaborative relationships due to their inability to respond to changes in the environment. Third, firms with poor information infrastructures lack the capabilities necessary to acquire, store, manipulate, and transmit data effectively and quickly. Fourth, business processes are often not designed properly, both intra- and inter-organizationally, to adapt to evolving supply chain conditions. Finally, decision support systems and operating policies that guide day-to-day operating decisions may not be adequately designed to contend with supply chain uncertainty.We also suggest that the strategic and tactical modeling paradigms employed in supply chain decision support systems are inadequate in many operational environments because of the manner in which uncertainty is treated. Furthermore, collaborative relationships that focus on reducing the uncertainty in operating environments by employing improved information systems and business processes will result in more efficient allocation of key resources, faster response times to market forces, and more reliable supply chain performance; however, these collaborative arrangements by themselves cannot compensate for fundamentally flawed and operationally ineffective manufacturing and distribution environments.     

自顶向下设计的多骨架建模方法

为了解决传统骨架模型设计参数传递路径单一的局限性,并且降低上下层设计单元之间的耦合性,提出自顶向下设计的多骨架建模方法.首先结合不同类型的设计参数定义位置骨架、发布骨架和设计骨架的概念,并阐述多骨架的特点;然后提出自顶向下分层递阶的多骨架建模方法,通过多骨架建模对设计参数进行分类管理和分层控制;最后阐述多骨架建模过程中设计参数传递方式和传递结构的优化,有利于参数的受控发布和设计单元的重用.对某气象卫星进行骨架建模分析的实验结果表明,该方法是可行和有效的.     

一种形式化的组件化软件过程建模方法

为了解决当前软件过程重用方法中存在的问题,特别是由于缺乏对软件过程组件及其操作法则的精确定义所带来的重用中的低效率问题,介绍了一种形式化的组件化软件过程建模方法(componentized software process modeling,简称CSPM).CSPM提供了形式化定义可重用软件过程的机制,并且给出了将过程组件组合成过程模型的一系列操作法则.利用CSPM方法,能够以严格的方式对软件过程组件进行重用,并且有效地避免了传统非形式化建模方法中因歧义而有可能引起的潜在错误.CSPM还可以将对组装后的软件过程模型针对某些特定性质的验证问题转化成对其对应组件的一系列子验证问题,从而通过指数地减少需要搜索的状态空间规模,将原来在某些特定环境下不实用的验证问题简化成验证代价较小的一系列问题.     

面向航天嵌入式软件的形式化建模方法

航天嵌入式软件是航天型号任务成败的关键之一.航天嵌入式软件是一种周期性、多模式的软件.软件的每个模式表示系统处于一定的状态,并进行相应的复杂计算.因此,提出了一种名为SPARDL的形式化建模方法.为了满足型号应用的需求,对这一方法进行了若干改进.为了表达航天器的时序性质,提出了一种基于区间逻辑的性质规范语言.为了支持工业应用,还设计了代码生成方法.这一建模方法已在航天工业领域得到了应用.     

基于字符语言模型的垃圾邮件过滤

基于内容的过滤是当前解决垃圾邮件问题的主流技术之一。该文先简单综述了当前基于内容的垃圾邮件过滤中采用的各种技术,在此基础上提出将基于字符的语言模型应用于垃圾邮件过滤任务中,并通过实验对比了该方法与Nave Bayes、SVM和基于词的语言模型方法的性能差异,以及不同n值、不同特征选择方式对过滤结果的影响。实验结果表明,基于字符的语言模型实现简单且具有很高的性能,能较好地满足大规模在线邮件系统的需要,具有很高的实用价值。