Seeking for Passenger under Dynamic Prices: A Markov Decision Process Approach

In recent years, ride-on-demand (RoD) services such as Uber and Didi are becoming increasingly popular. Different from traditional taxi services, RoD services adopt dynamic pricing mechanisms to manipulate the supply and demand on the road, and such mechanisms improve service capacity and quality. Seeking route recommendation has been widely studied in taxi service. In RoD services, the dynamic price is a new and accurate indicator that represents the supply and demand condition, but it is yet rarely studied in providing clues for drivers to seek for passengers. In this paper, we proposed to incorporate the impacts of dynamic prices as a key factor in recommending seeking routes to drivers. We first showed the importance and need to do that by analyzing real service data. We then designed a Markov Decision Process (MDP) model based on passenger order and car GPS trajectories datasets, and took into account dynamic prices in designing rewards. Results show that our model not only guides drivers to locations with higher prices, but also significantly improves driver revenue. Compared with things with the drivers before using the model, the maximum yield after using it can be increased to 28%.

内蒙古大兴安岭重点国有林区林地资源生态经济价值评估

森林自然资源的价值评估对于天然保护林工程的实施以及支持中国达到碳达峰和碳中和的发展计划具有重要意义。然而,鲜有文献同时考虑国有森林资源中林地资源的经济价值和生态价值。基于此本文从经济—生态两个角度出发,采用基准价格修正法、AHP层次分析法、生态价值补偿法对内蒙古大兴安岭重点国有林区的林地资源价值进行了全面评估。本文研究结论有助于明确我国国有林地资源的经济价值创造能力,同时也能够明确其在我国绿色生态改革进程中蕴含的巨大生态价值推动力,为合理管控森林资源,防止国有资源流失,并促进我国低碳减排事业的进一步发展提供了科学依据。

Modeling and Design of Real-Time Pricing Systems Based on Markov Decision Processes

A real-time pricing system of electricity is a system that charges different electricity prices for different hours of the day and for different days, and is effective for reducing the peak and flattening the load curve. In this paper, using a Markov decision process (MDP), we propose a modeling method and an optimal control method for real-time pricing systems. First, the outline of real-time pricing systems is explained. Next, a model of a set of customers is derived as a multi-agent MDP. Furthermore, the optimal control problem is formulated, and is reduced to a quadratic programming problem. Finally, a numerical simulation is presented.

The mean correcting martingale measures for exponential additive processes

The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.

Option Pricing and Hedging under a Markov Switching Lévy Process Model

In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging. In this model, the market interest rate, the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process. We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure. The option price using this model is obtained by the Fourier transform method. We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.

ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES

In this paper,the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.

考虑策略型消费者的高斯过程回归动态定价算法

现有需求不确定下的动态定价算法鲜有考虑消费者策略行为的。将零售商的价格决策过程描述为一个多摇臂(Multi-Armed Bandit,MAB)问题,提出一种非参数贝叶斯算法。将高斯过程回归与汤普森抽样算法相结合,并加入策略型消费者购买决策过程,帮助零售商进行价格决策。仿真结果表明,该算法能有效提高零售商收益,收敛速度更快。此外,策略型消费者的存在可以改善需求学习算法的性能,降低由于需求不确定性导致的零售商收益损失。

Pricing Model of Multiattribute Derivatives Based on Mixed Process

By Analyzing the behavior and character of derivative security, the authors established a pricing model of multiattribute derivative security whose underlying asset pricing process is a mixed process, and obtained a new model for option pricing of multiattribute derivatives based on mixed process, and improved some original results.

Extracting the Influential Commodities in Stochastic Model of Simple Laspeyre Price Index Numbers with AR(2) Errors

This paper, on the first hand, deals with the problem of estimation of Laspeyre price index number when the errors are assumed to be generated from AR(2) process. The general expression of hat matrix and DFBETA measure to find the influential consumer commodities in stochastic Laspeyre price model with AR(2) errors are developed on the other. The hat values show the noteworthy findings that the corresponding weights of consumer items have large influence on the parameter estimates for simple Laspeyre price index number and are not affected by the parameter of autoregressive process of order two. While, DFBETA measures are the functions of both weights and autocorrelation parameters. Lastly, an example is presented with reference to price data of Pakistan, and shows its practical importance in financial time series.

基于马尔可夫决策过程的附加服务定价优化

随着民航运输业竞争日益加剧以及航空旅客个性化需求逐步提高,为取得差异化竞争优势和提高旅客满意度,开展附加服务业务是目前国内外航空公司关注的焦点,如何对附加服务定价以增加收益是目前航空公司运营的一个重要问题.为此基于马尔可夫决策过程提出了一种附加服务定价模型,并使用策略迭代算法对该模型进行求解以获得最优价格.对两类旅客细分市场进行仿真实验.结果表明,相比于现行使用较多的附加服务短视化定价模型,通过该模型求解得到最优价格将每位旅客的平均预期收益从93.7元提高到102.1元,提升幅度约8.96%.

浅析水源山抽水蓄能电站工程砂石料单价计算

砂石料单价对水电工程投资的确定和优化有直接影响,合理计算砂石料单价成为控制及优化投资的重要环节。自产砂石料具有渣料消纳、成品多样、运输方便、价格普遍低于外购砂石料等优势,被广泛应用于抽水蓄能工程中。文章结合水源山抽水蓄能电站上水库砂石料加工系统,梳理了该系统的工艺流程,包括工序划分、设备选用以及皮带输送机流向,通过对各生产工序的分析研究,单价计算过程费用结构清晰,计算成果合理。

基于层次分析法和市场法的数据资产定价方法

数据资产定价至今是一个具有挑战性的问题。随着大数据时代的来临,数据资产已成为企业核心竞争力和决策支撑的关键要素。由于数据资产的特殊性,传统的资产定价方法不能完全适用于数据资产,目前还缺乏明确的交易规则和成熟的定价方法。因此,博弈论、期权定价法与市场对比法等成为数据资产定价的新探索方向。本研究在现有方法的基础上,提出一种综合运用层次分析法和市场法的定价模型。具体来说,首先采用专家打分方式选取合适的数据评估指标,运用层次分析法确定各评估指标的权重,然后在交易市场中搜集同类数据资产的交易案例,通过市场法计算市场修正系数,运用权重修正模型和系数修正模型对待评估数据资产进行定价。模型考虑了数据资产的特殊属性,也综合了多种定价方法的优势,能够实现对数据资产更准确和科学的评估。

混合LSTM-VMD在股价趋势预测中的应用

为提高分析和应对股市波动的能力,本文构建了一个基于LSTM-VMD的股价预测模型。在混合预测框架的基础上采用自适应VMD再分解机制来自动寻找最优的分解次数,将深度学习和信号处理相互融合,通过多次分解来减少噪声,提高模型的预测精度。实验结果表明,混合LSTM-VMD模型在多个数据集上展现出更优的鲁棒性和预测准确度,特别是在捕捉时间序列数据的长期依赖特征和减少预测误差中的噪声干扰方面表现出色。

施工过程结算的实践与探索

文章通过梳理施工过程结算的法规政策依据,分析了开展施工过程结算使工程价款的结算重心从竣工阶段向施工建造阶段前移,大大缩短了竣工结算周期,减少了竣工结算中的重复性工作,有效化解了各类结算纠纷,对根治新产业工人工资欠薪问题有极大的促进和推动作用等优势和长远影响;总结了开展施工过程结算以来存在的一些施工企业合同意识薄弱,对施工过程结算认识片面,对施工过程结算的核心要义理解不深,工程结算人员工程计量多算或少算,工程取费时对工程项目的类别划分不准确,对人材机价格调整时调差计算不准确,工程变更、签证资料签署不完整等结算业务能力不过硬的问题;对开展施工过程结算工作提出了以工程质量达标为合格线,完善合同条款、合理划分结算周期、完善过程结算资料、修订合同示范文本、有效解决结算争议等五个方面的意见和建议。

体验与实物商品价值评估中消费者价格线索敏感性的非对称效应

价格是消费者评估商品价值时所参考的一个重要线索,然而已有价格线索与价值推断的研究主要关注有形的实物商品,忽略了无形的体验商品。本研究基于可评估理论,探究消费者在体验商品与实物商品价值评估中价格线索敏感性的非对称效应。研究发现:消费者对实物商品的价格线索敏感性更高,而对体验商品的价格线索敏感性更低(实验一、二、三)。其原因在于,消费者在评估实物商品时更倾向于采用以计算为主导的价值评估策略,从而对具有量化特征的价格线索敏感性更高,而在评估体验商品时更倾向于采用以感觉为主导的价值评估策略,从而对具有量化特征的价格线索敏感性更低(实验四);单独与联合评估模式在以上效应中起边界条件的作用,相比于单独评估模式,联合评估模式会削弱体验与实物商品价值评估过程中价格线索敏感性的非对称效应(实验五)。

铁路货运价格应用设计研究

随着铁路货运价格市场化改革的不断深入,铁路局集团公司越来越多的利用价格策略来提升在货运市场的竞争力,面对全路提出的大量价格策略项目申请,对铁路货运价格智能化管理提出更高要求。新版铁路95306构建的铁路货运PaaS平台,为铁路货运价格应用的智能化提供了技术底座,在此基础上设计了铁路货运价格应用。在阐述系统总体架构设计的基础上,从市场价格管理、收付费管理、价格策略流程管理、价格策略分析、配置管理等方面进行功能设计。从构建全路一体的价格决策管理体系、基于规则的权限配置管理、基于生效日期的数据发布等方面探讨铁路货运价格应用的关键技术。铁路货运价格应用实现对价格策略的全生命周期管理,通过对价格策略的实施效果监控来对价格策略进行及时调整,使得价格策略的管理更加规范,有力提升了价格管理水平。

内蒙古农业水价综合改革实施的抑制因素与纾解路径——基于史密斯政策执行过程模型

推进农业水价综合改革是落实习近平总书记“节水优先、空间均衡、系统治理、两手发力”治水思路,保障国家粮食安全与水安全的重要举措。文章依据史密斯政策执行过程模型,从理想化政策、执行机构、目标群体和政策环境4个方面剖析内蒙古农业水价综合改革实施的抑制因素,并提出相应的纾解路径。

锅炉产品油包产序固定作业成本工艺定额算法设计与应用案例

电站锅炉产品油漆包装生产工序固定作业成本工艺定额算法设计,通过工艺定额与财务数据结合,细分财务成本动因、作业人员出勤占比率成本动因、产品生产吨位成本动因,应用人定额与产品关联的直接作业成本吨位价格、间接其他成本吨位价格构成的阶梯式固定作业成本综合吨位的案例,实现生产工序工艺定额人工基础价格体系的建立,为全员经营模式提供数据支撑。

基于信息化的低值计价耗材精益管理方案的构建与应用

目的以儿科静脉留置针管理为试点,构建一套基于信息化的低值计价耗材精益管理方案,以提升耗材管理效率。方法以精益管理问题解决方法为基础,通过柏拉图明确影响留置针管理效率低的主要原因,在临床调研基础上构建基于信息化的精益管理方案,从二级库建立、数量管理工具研发、记账功能优化3个方面入手,对管理流程进行改进。以精益管理实施为时间节点,对实施前后留置针日常管理时间、记账准确率、护理人员满意度进行对比,验证精益管理方案的实施效果。结果基于信息化的精益管理方案实施后,留置针日常管理时间从(44.40±4.73)min下降至(6.43±2.97)min,记账准确率从84.53%提高至99.05%,护理人员满意度也有所提高,差异均有统计学意义(P<0.05)。结论本研究构建的基于信息化的精益管理方案可切实提高留置针管理效率,未来可在各类耗材管理上加以推广并持续优化。

核燃料后处理无盐调价技术挑战与解决方案

为解决核燃料后处理工艺中氧化调价及亚硝酸根脱除的复杂性和低效率问题,以某料液的调节制备装置为研究对象,围绕提升处理效率和环境安全性展开研究。通过集成化设计和自动化控制,针对性地提出了优化工艺流程和设备设计的解决方案。采用的措施包括优化填料柱使用、改进保温夹套的保温方式以及尾气处理技术的优化,取得了显著提升处理效率、降低操作复杂度和增强环境安全性的效果。