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主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
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Table of Content

    28 March 1998, Volume 6 Issue 1 Previous Issue    Next Issue
    Mathematical Models in Finance
    Xia Yusen, Wang Shouyang, Deng Xiaotie
    1998, (1):  1-9. 
    Abstract ( 3851 )   PDF (1827KB) ( 6798 )   Save
    Mathematical models play a significant role to traders in financial market. The well known portfolio selection models and pricing models of financial derivative instruments are two breakthronghs of mathematical models in finance. The capital asset pricing model is a very valuable one following with these two sort of models. Further developments and applications of these models are two attracting topics in this field.
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    A Univariate ARIMA Model with Outlier Analysis Applied in Stock Market
    Cao Yunjian
    1998, (1):  10-15. 
    Abstract ( 2543 )   PDF (1561KB) ( 2366 )   Save
    By the comparison with several economic forecasting methods,this paper adopts univariate ARIMA model and outlier analysis on some economic data,such as stock price,which is effected easily by outside factors and cannot be analyzed by multivariate model. The positive analysis represents its good performance.
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    A Model for Determining the Size of Time Buffers in DBR
    Li Aihua, Yin Liuying
    1998, (1):  16-20. 
    Abstract ( 2219 )   PDF (827KB) ( 2258 )   Save
    DBR approach is the management tool of TOC when applied to an production system. Time buffers in DBR have direct influence on lead times and the system’s throughput,which will ultimately affect the competitive edge of the products a production system produces. The determination of time buffers is exploited in detail with the corresponding mathematical model for determining the size of time buffers being presented in this paper.
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    A Model of Assets Function for Evaluation of Capital Stock
    Chen Qi
    1998, (1):  21-27. 
    Abstract ( 2215 )   PDF (1212KB) ( 1672 )   Save
    By application of method of dynamic economic analysis,a model of assets function for evaluation of capital stock is founded,that can be widely used as a basic tool.
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    New Idea for Developing BPR and IS Combined System
    Chao Leichun, Wu Xinming
    1998, (1):  28-31. 
    Abstract ( 2111 )   PDF (532KB) ( 1726 )   Save
    In this article,the authors analyze modern environment of enterprise,and its influence on business process performance. The role of BPR & IS in flexible management is also proposed with the method of CSF.
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    Analysis and Evaluation on Enterprise′s Production Buffer
    Wang Fengzhou, Yang Yun, Li Biqiang
    1998, (1):  32-39. 
    Abstract ( 2007 )   PDF (898KB) ( 1748 )   Save
    This paper classifies the production buffer(PB),puts forward several factors of PB,establishes the″wooden bucket″theory for PB by considering level of the factors to be coordinated,inquires into the economic evaluation of PB and hierarchical analysis and measurement of PB degree.
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    Optimal Policies for a Two-Echelon(DC/STORES) Inventory System Model
    Dong Yunting, Wang Ying
    1998, (1):  40-47. 
    Abstract ( 1973 )   PDF (1501KB) ( 1895 )   Save
    This paper considers a two-echelon inventory system with N-Identical Stores and One-Distribution Center. The demands have the Negative Binomial Distribution and partial lost sales (PLS). Most pervious two-echelonmodels have assumed either Poisson or Normal demands,which are poor model for items with high demand rates. We develop the model and show optimal policies for an inventory system. It can supply effective decision support.
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    Application of Fuzzy Selection Method in Selection of Talent
    Fan Pengfei, Liu Yong
    1998, (1):  48-53. 
    Abstract ( 2063 )   PDF (1202KB) ( 2604 )   Save
    The paper applies theory and method of fuzzy thought to providing a kind of clear and precise model for talent selection.
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    Monitoring Technique Study for Measurement System
    Ma Yizhong, Zhao Fengyu, Xu Jichao
    1998, (1):  54-58. 
    Abstract ( 2149 )   PDF (1284KB) ( 1672 )   Save
    Measurement systems play a significant role in helping manufacturing organization to improve product quality. In this paper,we propose the idea for applying statistical process control(SPC) to monitor the measurement process. Firstly,we point out the differences between measurement process and production process and set up the model of measurement process,then introduce the identical distribution principle for monitoring the measurement process. Finally,the method of transformation to implement the principle is provided by an example,which is from practical measurement process.
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    Agile Manufacturing Strategy for China′s Enterprises
    Yang Xiaoyuan
    1998, (1):  59-64. 
    Abstract ( 2144 )   PDF (735KB) ( 2450 )   Save
    The paper sketches the main idea of agile manufacturing (AM) strategy and points out AM is a pressing matter for China′s enterprises. It discusses key problems,such as agile manufacturing unit technology and unit integrated fabrication,starting from the real situation of China′s manufacturing industry,and proposes a group-management strategy in the way of invented enterprise.
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