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Flexible Load Participation in Peaking Shaving and Valley Filling Based on Dynamic Price Incentives
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作者 Lifeng Wang Jing Yu Wenlu Ji 《Energy Engineering》 EI 2024年第2期523-540,共18页
Considering the widening of the peak-valley difference in the power grid and the difficulty of the existing fixed time-of-use electricity price mechanism in meeting the energy demand of heterogeneous users at various ... Considering the widening of the peak-valley difference in the power grid and the difficulty of the existing fixed time-of-use electricity price mechanism in meeting the energy demand of heterogeneous users at various moments or motivating users,the design of a reasonable dynamic pricing mechanism to actively engage users in demand response becomes imperative for power grid companies.For this purpose,a power grid-flexible load bilevel model is constructed based on dynamic pricing,where the leader is the dispatching center and the lower-level flexible load acts as the follower.Initially,an upper-level day-ahead dispatching model for the power grid is established,considering the lowest power grid dispatching cost as the objective function and incorporating the power grid-side constraints.Then,the lower level comprehensively considers the load characteristics of industrial load,energy storage,and data centers,and then establishes a lower-level flexible load operation model with the lowest user power-consuming cost as the objective function.Finally,the proposed method is validated using the IEEE-118 system,and the findings indicate that the dynamic pricing mechanism for peaking shaving and valley filling can effectively guide users to respond actively,thereby reducing the peak-valley difference and decreasing users’purchasing costs. 展开更多
关键词 Demand response fixed time-of-use electricity price mechanism dynamic price incentives mechanism bi-level model flexible load
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Multidisciplinary Design Optimization of A Human Occupied Vehicle Based on Bi-Level Integrated System Collaborative Optimization 被引量:4
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作者 赵敏 崔维成 李翔 《China Ocean Engineering》 SCIE EI CSCD 2015年第4期599-610,共12页
The design of Human Occupied Vehicle (HOV) is a typical multidisciplinary problem, but heavily dependent on the experience of naval architects at present engineering design. In order to relieve the experience depend... The design of Human Occupied Vehicle (HOV) is a typical multidisciplinary problem, but heavily dependent on the experience of naval architects at present engineering design. In order to relieve the experience dependence and improve the design, a new Multidisciplinary Design Optimization (MDO) method "Bi-Level Integrated System Collaborative Optimization (BLISCO)" is applied to the conceptual design of an HOV, which consists of hull module, resistance module, energy module, structure module, weight module, and the stability module. This design problem is defined by 21 design variables and 23 constraints, and its objective is to maximize the ratio of payload to weight. The results show that the general performance of the HOV can be greatly improved by BLISCO. 展开更多
关键词 Multidisciplinary Design Optimization (MDO) Human Occupied Vehicle (HOD bi-level Integrated SystemCollaborative Optimization (BLISCO) general performance
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COVID-19 and Unemployment: A Novel Bi-Level Optimal Control Model
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作者 Ibrahim M.Hezam 《Computers, Materials & Continua》 SCIE EI 2021年第4期1153-1167,共15页
Since COVID-19 was declared as a pandemic in March 2020,the world’s major preoccupation has been to curb it while preserving the economy and reducing unemployment.This paper uses a novel Bi-Level Dynamic Optimal Cont... Since COVID-19 was declared as a pandemic in March 2020,the world’s major preoccupation has been to curb it while preserving the economy and reducing unemployment.This paper uses a novel Bi-Level Dynamic Optimal Control model(BLDOC)to coordinate control between COVID-19 and unemployment.The COVID-19 model is the upper level while the unemployment model is the lower level of the bi-level dynamic optimal control model.The BLDOC model’s main objectives are to minimize the number of individuals infected with COVID-19 and to minimize the unemployed individuals,and at the same time minimizing the cost of the containment strategies.We use the modified approximation Karush–Kuhn–Tucker(KKT)conditions with the Hamiltonian function to handle the bi-level dynamic optimal control model.We consider three control variables:The first control variable relates to government measures to curb the COVID-19 pandemic,i.e.,quarantine,social distancing,and personal protection;and the other two control variables relate to government interventions to reduce the unemployment rate,i.e.,employment,making individuals qualified,creating new jobs reviving the economy,reducing taxes.We investigate four different cases to verify the effect of control variables.Our results indicate that rather than focusing exclusively on only one problem,we need a balanced trade-off between controlling each. 展开更多
关键词 bi-level optimal control COVID-19 Hamiltonian function Karush-Kuhn-Tucker unemployment
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A Lagrange Relaxation Based Approach to Solve a Discrete-Continous Bi-Level Model
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作者 Zaida E. Alarcón-Bernal Ricardo Aceves-García 《Open Journal of Optimization》 2019年第3期100-111,共12页
In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programmi... In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs. 展开更多
关键词 bi-level PROGRAMMING LAGRANGE RELAXATION Discrete-Continous LINEAR Bilevel
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Bi-Level Energy Management Model of Grid-Connected Microgrid Community
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作者 Haibin Cao Houqi Dong +3 位作者 Yongjie Ren Yuqing Wang Na Li Ming Zeng 《Energy Engineering》 EI 2022年第3期965-984,共20页
As the proportion of renewable energy power generation continues to increase,the number of grid-connected microgrids is gradually increasing,and geographically adjacent microgrids can be interconnected to form a Micro... As the proportion of renewable energy power generation continues to increase,the number of grid-connected microgrids is gradually increasing,and geographically adjacent microgrids can be interconnected to form a Micro-Grid Community(MGC).In order to reduce the operation and maintenance costs of a single micro grid and reduce the adverse effects caused by unnecessary energy interaction between the micro grid and the main grid while improving the overall economic benefits of the micro grid community,this paper proposes a bi-level energy management model with the optimization goal of maximizing the social welfare of the micro grid community and minimizing the total electricity cost of a single micro grid.The lower-level model optimizes the output of each equipment unit in the system and the exchange power between the system and the external grid with the goal of minimizing the operating cost of each microgrid.The upper-level model optimizes the goal ofmaximizing the socialwelfare of themicrogrid.Taking amicrogrid community with four microgrids as an example,the simulation analysis shows that the proposed optimization model is beneficial to reduce the operating cost of a single microgrid,improve the overall revenue of the microgrid community,and reduce the power interaction pressure on the main grid. 展开更多
关键词 Renewable energy grid-connected micro-grid community bi-level energy management model
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An Alternative Approach for Solving Bi-Level Programming Problems
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作者 Rashmi Birla Vijay K. Agarwal +1 位作者 Idrees A. Khan Vishnu Narayan Mishra 《American Journal of Operations Research》 2017年第3期239-247,共9页
An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, ... An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper. 展开更多
关键词 LINEAR PROGRAMMING PROBLEM bi-level PROGRAMMING PROBLEM GRAPH Algorithm
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Bi-Level Programming for the Optimal Nonlinear Distance-Based Transit Fare Structure Incorporating Principal-Agent Game
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作者 Xin Sun Shuyan Chen Yongfeng Ma 《Journal of Harbin Institute of Technology(New Series)》 CAS 2022年第5期69-77,共9页
The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit a... The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures. 展开更多
关键词 bi-level programming model principal-agent game nonlinear distance-based fare path-based stochastic transit assignment
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Clinical Analysis of Early Application of Bi-level Positive Airway Pressure ventilation in the Treatment of COPD with Type II Respiratory Failure
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作者 Yanbing Wang 《Journal of Clinical and Nursing Research》 2019年第3期16-18,共3页
Objective:To analyze the clinical efficacy of early application of bi-level positive airway pressure ventilation in the treatment of COPD with type II respiratory failure.Method:A total of 58 patients with COPD and ty... Objective:To analyze the clinical efficacy of early application of bi-level positive airway pressure ventilation in the treatment of COPD with type II respiratory failure.Method:A total of 58 patients with COPD and type II respiratory failure admitted to our hospital from January 2017 to January 2019 were randomly divided into observation group and control group,with 29 cases in each group.Among them,the control group was received routine treatment while the observation group was treated with bi-level positive pressure airway ventilation in addition of conventional treatment.The arterial blood gas analysis,mortality rate and hospitalization time of these two groups before and after treatment were compared.Result:The blood pH,partial pressure of oxygen(PaO2)and arterial oxygen saturation(SaO2)of these two groups were significantly higher after the treatment while PaO2 alone was decreased.The difference was statistically significant(P<0.05).The results of arterial blood gas analysis in the observation group were significantly improved compared with those before treatment.The mortality rate and hospitalization time were significantly less than the control group,and the difference was statistically significant(P<0.05).Conclusion:Early clinical application of bi-level positive airway pressure ventilation in the treatment of COPD with type II respiratory failure has a significant clinical effect in reducing the mortality rate and hospitalization time of patients,and thus it is worthy of clinical application. 展开更多
关键词 bi-level POSITIVE AIRWAY pressure ventilation COPD type II RESPIRATORY FAILURE EFFICACY
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Optimization of the bioconversion of glycerol to ethanol using Escherichia coli by implementing a bi-level programming framework for proposing gene transcription control strategies based on genetic algorithms
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作者 Carol Milena Barreto-Rodriguez Jessica Paola Ramirez-Angulo +2 位作者 Jorge Mario Gomez-Ramirez Luke Achenie Andres Fernando Gonzalez-Barrios 《Advances in Bioscience and Biotechnology》 2012年第4期336-343,共8页
In silico approaches for metabolites optimization have been derived from the flood of sequenced and annotated genomes. However, there exist still numerous degrees of freedom in terms of optimization algorithm approach... In silico approaches for metabolites optimization have been derived from the flood of sequenced and annotated genomes. However, there exist still numerous degrees of freedom in terms of optimization algorithm approaches that can be exploited in order to enhance yield of processes which are based on biological reactions. Here, we propose an evolutionary approach aiming to suggest different mutant for augmenting ethanol yield using glycerol as substrate in Escherichia coli. We found that this algorithm, even though is far from providing the global optimum, is able to uncover genes that a global optimizer would be incapable of. By over-expressing accB, eno, dapE, and accA mutants in ethanol production was augmented up to 2 fold compared to its counterpart E. coli BW25113. 展开更多
关键词 bi-level Optimization Escherichia coli Metabolic Flux Analysis Genetic Algorithm
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Student Performance Prediction Using A Cascaded Bi-level Feature Selection Approach
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作者 Wokili Abdullahi Mary Ogbuka Kenneth Morufu Olalere 《Journal of Computer Science Research》 2021年第3期16-28,共13页
Features in educational data are ambiguous which leads to noisy features and curse of dimensionality problems.These problems are solved via feature selection.There are existing models for features selection.These mode... Features in educational data are ambiguous which leads to noisy features and curse of dimensionality problems.These problems are solved via feature selection.There are existing models for features selection.These models were created using either a single-level embedded,wrapper-based or filter-based methods.However single-level filter-based methods ignore feature dependencies and ignore the interaction with the classifier.The embedded and wrapper based feature selection methods interact with the classifier,but they can only select the optimal subset for a particular classifier.So their selected features may be worse for other classifiers.Hence this research proposes a robust Cascade Bi-Level(CBL)feature selection technique for student performance prediction that will minimize the limitations of using a single-level technique.The proposed CBL feature selection technique consists of the Relief technique at first-level and the Particle Swarm Optimization(PSO)at the second-level.The proposed technique was evaluated using the UCI student performance dataset.In comparison with the performance of the single-level feature selection technique the proposed technique achieved an accuracy of 94.94%which was better than the values achieved by the single-level PSO with an accuracy of 93.67%for the binary classification task.These results show that CBL can effectively predict student performance. 展开更多
关键词 RELIEF Particle swarm optimization Cascaded bi-level Educational data mining Binary-level grading Five-level grading
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Efficient Origin-Destination Estimation Using Microscopic Traffic Simulation with Restricted Rerouting
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作者 Kazuki Abe Hideki Fujii Shinobu Yoshimura 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第5期1091-1109,共19页
Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The autho... Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The authors regard an OD estimation as a bi-level programming problem,and apply a microscopic traffic simulation model to it.However,the simulation trials can be computationally expensive if full dynamic rerouting is allowed,when employing multi-agent-based models in the estimation process.This paper proposes an efficient OD estimation method using a multi-agent-based simulator with restricted dynamic rerouting to reduce the computational load.Even though,in the case of large traffic demand,the restriction on dynamic rerouting can result in heavier congestion.The authors resolve this problem by introducing constraints of the bi-level programming problem depending on link congestion.Test results show that the accuracy of the link traffic volume reproduced with the proposed method is virtually identical to that of existing methods but that the proposed method is more computationally efficient in a wide-range or high-demand context. 展开更多
关键词 ODestimation microscopic traffic simulation dynamic rerouting bi-level programming multi-agent basedmodel
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A Novel Stackelberg-Game-Based Energy Storage Sharing Scheme Under Demand Charge
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作者 Bingyun Li Qinmin Yang Innocent Kamwa 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2023年第2期462-473,共12页
Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is... Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme. 展开更多
关键词 bi-level optimization demand charge energy storage system(ESS)sharing energy transaction mathematical program with equilibrium constraints(MPEC) stackelberg game
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Gradient-based algorithms for multi-objective bi-level optimization
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作者 Xinmin Yang Wei Yao +2 位作者 Haian Yin Shangzhi Zeng Jin Zhang 《Science China Mathematics》 SCIE CSCD 2024年第6期1419-1438,共20页
Multi-objective bi-level optimization(MOBLO)addresses nested multi-objective optimization problems common in a range of applications.However,its multi-objective and hierarchical bi-level nature makes it notably comple... Multi-objective bi-level optimization(MOBLO)addresses nested multi-objective optimization problems common in a range of applications.However,its multi-objective and hierarchical bi-level nature makes it notably complex.Gradient-based MOBLO algorithms have recently grown in popularity,as they effectively solve crucial machine learning problems like meta-learning,neural architecture search,and reinforcement learning.Unfortunately,these algorithms depend on solving a sequence of approximation subproblems with high accuracy,resulting in adverse time and memory complexity that lowers their numerical efficiency.To address this issue,we propose a gradient-based algorithm for MOBLO,called gMOBA,which has fewer hyperparameters to tune,making it both simple and efficient.Additionally,we demonstrate the theoretical validity by accomplishing the desirable Pareto stationarity.Numerical experiments confirm the practical efficiency of the proposed method and verify the theoretical results.To accelerate the convergence of gMOBA,we introduce a beneficial L2O(learning to optimize)neural network(called L2O-gMOBA)implemented as the initialization phase of our gMOBA algorithm.Comparative results of numerical experiments are presented to illustrate the performance of L2O-gMOBA. 展开更多
关键词 MULTI-OBJECTIVE bi-level optimization convergence analysis Pareto stationary learning to optimize
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Bus frequency optimization in a large-scale multi-modal transportation system:integrating 3D-MFD and dynamic traffic assignment
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作者 Kai Yuan Dandan Cui Jiancheng Long 《Digital Transportation and Safety》 2023年第4期241-252,共12页
A properly designed public transport system is expected to improve traffic efficiency.A high-frequency bus service would decrease the waiting time for passengers,but the interaction between buses and cars might result... A properly designed public transport system is expected to improve traffic efficiency.A high-frequency bus service would decrease the waiting time for passengers,but the interaction between buses and cars might result in more serious congestion.On the other hand,a low-frequency bus service would increase the waiting time for passengers and would not reduce the use of private cars.It is important to strike a balance between high and low frequencies in order to minimize the total delays for all road users.It is critical to formulate the impacts of bus frequency on congestion dynamics and mode choices.However,as far as the authors know,most proposed bus frequency optimization formulations are based on static demand and the Bureau of Public Roads function,and do not properly consider the congestion dynamics and their impacts on mode choices.To fill this gap,this paper proposes a bi-level optimization model.A three-dimensional Macroscopic Fundamental Diagram based modeling approach is developed to capture the bi-modal congestion dynamics.A variational inequality model for the user equilibrium in mode choices is presented and solved using a double projection algorithm.A surrogate model-based algorithm is used to solve the bi-level programming problem. 展开更多
关键词 Three-dimensional macroscopic fundamental diagram Dynamic traffic assignment bi-level programming model Double projection algorithm Surrogate model-based algorithm
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基于双层规划的震后初期应急物流系统优化 被引量:46
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作者 郑斌 马祖军 李双琳 《系统工程学报》 CSCD 北大核心 2014年第1期113-125,共13页
研究震后应急物流系统优化的问题.结合震后初期应急物资配送的特征,提出了一个上层以有限的应急物资配送时间最短,下层以物资分配公平性最大为目标的双层规划模型,用来解决震后初期应急物流系统中的选址-联运问题.针对该模型的特点,设... 研究震后应急物流系统优化的问题.结合震后初期应急物资配送的特征,提出了一个上层以有限的应急物资配送时间最短,下层以物资分配公平性最大为目标的双层规划模型,用来解决震后初期应急物流系统中的选址-联运问题.针对该模型的特点,设计了一种基于分阶段解码方式的混合遗传算法.最后,以汶川大地震应急物资保障过程构造算例,对模型和算法的有效性和可行性进行了验证. 展开更多
关键词 地震灾害 应急物资 选址-联运问题 双层规划 混合遗传算法
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Bi—Level技术解析及其临床应用 被引量:1
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作者 李振华 郑欲知 彭卫平 《医疗装备》 2003年第4期10-11,共2页
Bi—Level (双水平通气 )是一项全新的机械通气技术 。
关键词 bi-level技术 临床应用 通气模式 双水平通气 呼吸机 机械通气
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Optimal Power Allocation for Multiuser OFDM-Based Cognitive Heterogeneous Networks 被引量:6
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作者 Yongjun Xu Yuan Hu +1 位作者 Qianbin Chen Shun Zhang 《China Communications》 SCIE CSCD 2017年第9期52-61,共10页
Heterogeneous network(HetNet) as a promising technology to improve spectrum efficiency and system capacity has been concerned by many scholars, which brings huge challenges for power allocation and interference manage... Heterogeneous network(HetNet) as a promising technology to improve spectrum efficiency and system capacity has been concerned by many scholars, which brings huge challenges for power allocation and interference management in multicell network structures. Although some works have been done for power allocation in heterogeneous femtocell networks, most of them focus centralized schemes for single-cell network under interference constraint of macrocell user. In this paper, a sum-rate maximization based power allocation algorithm is proposed for a downlink cognitive Het Net with one macrocell network and multiple microcell networks. The original power allocation optimization problem with the consideration of cross-tier interference constraint, maximum transmit power constraint of microcell base station and inter-cell interference of microcell networks is converted into a geometric programming problem which can be solved by Lagrange dual method in a distributed way. Simulation results demonstrate the performance and effectiveness of the proposed algorithm by comparing with the equal power allocation scheme. 展开更多
关键词 COGNITIVE HETEROGENEOUS net-works power ALLOCATION GEOMETRIC program-ming LAGRANGE dual method
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多主导多随从电信增值业务供应链协调研究(英文) 被引量:4
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作者 戴建华 白秀广 舒华英 《China Communications》 SCIE CSCD 2011年第5期157-164,共8页
In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of i... In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of information fee division and advertisement was constructed.Then a demonstration was simulated,and the results were compared with the situation of service providers' income only from information fee division.The simulated and compared results indicate that,the enterprises in the supply chain have the nature of pursuing the maximum profits in capital markets;meanwhile,first-mover advantages and some enterprise can get more profits with the information asymmetry. 展开更多
关键词 telecom service supply chain coordination multi-leaders multi-followers Stackelberg model bi-level programming
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Optimal configuration of 5G base station energy storage considering sleep mechanism 被引量:5
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作者 Xiufan Ma Qiuping Zhu +2 位作者 Ying Duan Xiangyu Meng Zhi Wang 《Global Energy Interconnection》 EI CAS CSCD 2022年第1期66-76,共11页
The high-energy consumption and high construction density of 5G base stations have greatly increased the demand for backup energy storage batteries.To maximize overall benefits for the investors and operators of base ... The high-energy consumption and high construction density of 5G base stations have greatly increased the demand for backup energy storage batteries.To maximize overall benefits for the investors and operators of base station energy storage,we proposed a bi-level optimization model for the operation of the energy storage,and the planning of 5G base stations considering the sleep mechanism.A multi-base station cooperative system composed of 5G acer stations was considered as the research object,and the outer goal was to maximize the net profit over the complete life cycle of the energy storage.Furthermore,the power and capacity of the energy storage configuration were optimized.The inner goal included the sleep mechanism of the base station,and the optimization of the energy storage charging and discharging strategy,for minimizing the daily electricity expenditure of the 5G base station system.Additionally,genetic algorithm and mixed integer programming were used to solve the bi-level optimization model,analyze the numerical example test comparison of the three types of batteries and the net income of the configuration,and finally verify the validity of the model.Furthermore,the sleep mechanism,the charging and discharging strategy for energy consumption,and the economic benefits for the operators were investigated to provide reference for the 5G base station energy storage configuration. 展开更多
关键词 5G base station Sleep mechanism Energy storage configuration Full life cycle bi-level optimization
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考虑数据成组现象的企业信用风险预警模型 被引量:3
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作者 黄秋彧 黄羽翼 鲁亚军 《统计与决策》 CSSCI 北大核心 2021年第3期172-175,共4页
大数据时代企业征信数据出现了较为明显的成组现象,这对企业信用风险预警模型的开发提出了新的挑战。文章在Cox比例风险模型框架下,引入bi-level组变量选择方法筛选影响企业信用风险因素。数值模拟及实证研究表明,文章引用的模型要优于... 大数据时代企业征信数据出现了较为明显的成组现象,这对企业信用风险预警模型的开发提出了新的挑战。文章在Cox比例风险模型框架下,引入bi-level组变量选择方法筛选影响企业信用风险因素。数值模拟及实证研究表明,文章引用的模型要优于基于Group Lasso、Lasso罚及不加罚的Cox模型,且每股未分配利润、资产报酬率、营业利润/营业总收入三个指标对企业信用风险具有显著的负向效应。 展开更多
关键词 企业信用风险 bi-level组变量选择方法 COX比例风险模型
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