Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction

In the literature, more and more clues show that the bidders indeed tend to risk averse. But as a good structure estimation procedure in first-price sealed-bid auctions, the traditional PPMLE (Piecewise Pseudo-Maximum Likelihood Estimation) approach is only applicable to the risk neutrality case. This study generalizes this approach to the risk aversion case, and obtains a simple estimation procedure for the Pareto family of private costs. In the procedure, the estimation order of distribution parameters of private costs is not important, which is different from the traditional PPMLE method. Though there is no unique estimator for θ ₁ and γ, some guidance is given for real-world applications on the basis of our Monte Carlo simulation experiments. What’s more, this procedure can be reduced further, if one is only interested in estimating the private costs. Extensive simulation experimental results indicate that our approach outperforms or matches at least the traditional one in the case of risk neutrality, and is applicable to the risk aversion case.     

Shrinkage estimation in general linear models

We propose a James-Stein-type shrinkage estimator for the parameter vector in a general linear model when it is suspected that some of the parameters may be restricted to a subspace. The James-Stein estimator is shown to demonstrate asymptotically superior risk performance relative to the conventional least squares estimator under quadratic loss. An extensive simulation study based on a multiple linear regression model and a logistic regression model further demonstrates the improved performance of this James-Stein estimator in finite samples. The application of this new estimator is illustrated using Ontario newborn infants data spanning four fiscal years.     

UAVs Integration in the SWIM Based Architecture for ATM

The System Wide Information Management (SWIM) approach has been conceived to overcome the capacity and flexibility limitations of the current ATM systems. On the other hand the commercial applications of Unmanned Aerial Vehicles (UAVs) require the integration of these vehicles in the ATM. From this perspective, the unavoidable modernization of the ATM is seen as an opportunity to integrate the UAVs with the rest of the air traffic. This paper is devoted to study the feasibility and impact of the aggregation of UAVs on the future ATM supported by a SWIM inspired architecture. Departing from the existing technical documents that describe the fundamentals of SWIM we have explored the compatibility with a potential UAVs integration and also explored how the UAVs could help to improve the future ATM system. We will use the weather application as an example in both cases.     

Time Petri nets as an evaluation tool for handling travel time uncertainty in vehicle routing solutions

Congestion on roads leads to uncertainty in travel times, which is important in delivery of goods, especially in a business environment where high levels of customer service are expected. Delivery periods to customers might be constrained by time windows, which makes the scheduling and routing of vehicles from the supplier’s side more difficult. Operations Research methods turn into heuristics for this type of application. But when, on top, uncertainty on travel times are the case, any hope of a simple and well-performing heuristic is lost. This study applies a methodology in which a heuristic is used to find a solution for scheduling and routing under deterministic travel times and, by means of simulation, though the use of Time Petri nets evaluates the sensitivity of the solution to uncertainties in travel times from one customer to the next in a route.     

TPS中调节控制点的综合应用

提出了在控制系统更新时,利用新系统的控制功能,实现对老系统中一些特殊控制回路的控制方法.详细介绍了利用Hon-eywell公司HPM中常规控制点的功能,对现场多变量参数求和运算以后进行大可调比参数的控制,以及这种控制回路的控制策略和组态方法.应用结果表明,该控制回路控制精度高、可靠性高.据此提出了充分利用系统软件提供的各种功能模块,解决生产实际问题的方法.     

旋转环境下弱小信号无线遥测系统研制

为了提高直升机风洞试验中桨叶载荷、变距拉杆载荷等旋转弱小信号的测量精度,研制了一套40通道的无线遥测系统.该系统成功解决了高精度测量技术,高精度同步触发技术、高速无线数据通信、大容量数据压缩等关键技术难题,构建了高精度、模块化、小型化、实时无线传输的遥测系统.通过性能测试及试验运行,证明该系统能够提高旋转信号的测量精度及传输的实时性,满足直升机风洞试验等旋转环境下弱小信号的测量.     

基于小波神经网络的水合物形成条件预测方法

传统的水合物形成条件预测方法都存在各种缺点,而小波神经网络预测水合物形成条件的精度比较高,利于推广。针对水合物形成条件预测值之间相对差距较大,本文提出群体最大误差比率代表机制来改进小波神经网络的学习方式。实验结果表明,该算法有效可行,预测准确度高。     

Cryptanalysis of an identity based broadcast encryption scheme without random oracles

Identity based broadcast encryption allows a centralized transmitter to send encrypted messages to a set of identities S, so that only the users with identity in S can decrypt these ciphertexts using their respective private key. Recently [Information Processing Letters 109 (2009)], an identity-based broadcast encryption scheme was proposed (Ren and Gu, 2009) [1], and it was claimed to be fully chosen-ciphertext secure without random oracles. However, by giving a concrete attack, we indicate that this scheme is even not chosen-plaintext secure.     

Prediction of rank deficiency in partition of unity-based methods with plane triangular or quadrilateral meshes

In the partition of unity (PU)-based methods, the global approximation is built by multiplying a partition of unity by local approximations. Within this framework, high-order approximations are achieved by directly adopting high-order polynomials as local approximations, and therefore nodes along sides or inside elements, which are usually adopted in the conventional finite element methods, are no more required. However, the PU-based approximation constructed in this way may suffer from rank deficiency due to the linear dependence of the global degrees of freedom. In this paper, the origin of the rank deficiency in the PU-based approximation space is first dissected at an element level, and then an approach to predict the rank deficiency for a mesh is proposed together with the principle of the increase of rank deficiency. Finally, examples are investigated to validate the present approach. The current work indicates such a fact that the rank deficiency is an unrelated issue to the nullity of the global matrix. It can be resolved in its own manner.     

Online hierarchical scheduling: An approach using mathematical programming

This paper considers an online hierarchical scheduling problem on parallel identical machines. We are given a set of m machines and a sequence of jobs. Each machine has a different hierarchy, and each job also has a hierarchy associated with it. A job can be assigned to a machine only if its hierarchy is no less than that of the machine. The objective is to minimize the makespan, i.e., the maximum load of all machines. Two models are studied in the paper. For the fractional model, we present an improved algorithm and lower bounds. Both the algorithm and the lower bound are based on solutions of mathematical programming. For any given m, our algorithm is optimal by numerical calculation. For the integral model, we present both a general algorithm for any m, and an improved algorithm with better competitive ratios of 2.333 and 2.610 for m=4 and 5, respectively.