连续双向拍卖中演化Risk-Based策略研究

Risk-Based策略是基于风险行为的代理策略。为了改善Risk-Based代理的行为,使交易价格迅速收敛于市场均衡价格,提高市场效率,提出利用粒子群优化算法演化Risk-Based策略参数。首先分析了影响Risk-Based代理行为的关键参数;之后提出了改进的粒子群优化算法演化Risk-Based策略关键参数的模型。最后,在基于市场控制的模拟系统中采用连续双向拍卖机制对演化Risk-Based策略进行了实验评价,结果表明演化后的Risk-Based策略比演化前的策略更为优秀。

The Self-inspections(Internal Audits)Process as a Part of the Pharmaceutical Quality System:Formation of a Risk-Based Approach to Internal Audits Planning

The quality system of any modern pharmaceutical company is the pharmaceutical quality system(PQS),which extends the GMP standards to all stages of the medicinal productslife cycle,from pharmaceutical development to its withdrawal from production.The principal difference between PQS and GxP rules from other quality systems is that the medicinal product,its safety and efficacy is put at the forefront.At the same time,PQS implies a process approach to all components that should be aimed at achieving the main goal—ensuring and guaranteeing the quality of the medicinal product for the end user(patient)—and should be based on the quality risk management system.An integral part of PQS,as well as the GxP rules adopted in the European Union and PIC/S,is a process for self-inspections and/or quality audits,which regularly appraises the effectiveness and applicability of the PQS.This publication is dedicated to the definition of self-inspections(internal audits)as one of the PQS’s processes.The article defines the main standard stages and develops a model of a risk-based approach to the self-inspections’planning in relation to processes of the pharmaceutical quality system.

Risk-based security-constrained economic dispatch in power systems

Based on a new perspective in coordinating with the traditional"N-1"criteria and system risk,a real-time electricity market model is presented,in which the system risk is employed to model the system’s overall security level.This new model is called the risk-based security-constrained economic dispatch(RB-SCED).Relative to the securityconstrained economic dispatch(SCED)used in the power industry today,the RB-SCED finds more secure and economic operating conditions.It does this by obtaining solutions that achieve a better balance between post-contingency flows on individual branches and the overall system risk.The method exploits the fact that,in a SCED solution,some postcontingency branch flows which exceed their limits impose little risk while other post-contingency branch flows which are within their limits impose significant risk.The RB-SCED softens constraints for the former and hardens constraints for the latter,thus achieving simultaneous improvement in both security and economy.In this work,the basic concept and the mathematical formulation of the RB-SCED model are systematically described.Experimental results on a 9-bus system and the ISO New England actual system have demonstrated the advantages of RB-SCED over SCED.

Optimal Day-ahead Scheduling of Islanded Microgrid Considering Risk-based Reserve Decision

Due to the lack of support from the main grid,the intermittency of renewable energy sources(RESs)and the fluctuation of load will derive uncertainties to the operation of islanded microgrids(IMGs).It is crucial to allocate appropriate reserve capacity for the economic and reliable operation of IMGs.With the high penetration of RESs,it faces both economic and environmental challenges if we only use spinning reserve for reserve support.To solve these problems,a multi-type reserve scheme for IMGs is proposed according to different operation characteristics of generation,load,and storage.The operation risk due to reserve shortage is modeled by the conditional value-at-risk(CVaR)method.The correlation of input variables is considered for the forecasting error modeling of RES and load,and Latin hypercube sampling(LHS)is adopted to generate the random scenarios of the forecasting error,so as to avoid the dimension disaster caused by conventional large-scale scenario sampling approaches.Furthermore,an optimal day-ahead scheduling model of joint energy and reserve considering riskbased reserve decision is established to coordinate the security and economy of the operation of IMGs.Finally,the comparison of numerical results of different schemes demonstrate the rationality and effectiveness of the proposed scheme and model.

Call For Paper 5th International Maritime Conference on DESIGN FOR SAFETY and 4th Workshop on RISK-BASED APPROACHES IN THE MARINE INDUSTRIES

In 1999, the first International Maritime Confere- nce on Design for Safety was successfully held in Glasgow, UK as a WEGEMT Euro Conference with the sponsorship of the European Commission. Respo- nding to the expectation from the world maritime safety community, the second was held in 2004 in Japan. The third and fourth were held in USA, 2007 and Italy, 2010, respectively. This year the Design for Safety conference including a single event of the 4th Workshop on Risk-Based Approaches in the Marine Industries will be held in Shanghai on November 25- 27, 2013. The conference is organized by Shanghai Jiao Tong University and is co-organized/sponsored by Marine Design and Research Institute of China （MARIC） and China Classification Society （CCS~.

基于风险策略的多单元连续双向拍卖的网格资源分配

针对计算网格资源的特点,提出一种基于风险策略的多单元连续双向拍卖的网格资源分配机制,实现对网格资源灵活有效的管理。首先,介绍了基于多单元连续双拍卖的网格资源分配框架。其次,针对计算网格资源的有限性,提出了RB2-MCDA机制。RB2-MCDA机制是在多单元连续双向拍卖中,代理采用Risk-Based2策略进行资源交易。Risk-Based2策略是一种基于风险行为的代理策略。实验结果表明,在不同规模的有限资源的计算网格中采用RB2-MCDA机制能够实现较高的资源分配效率,当资源需求量接近供给量时,分配效率超过99%。

Development of index system for inherently safer process design using an integrated approach

With a growing population, an increasing number of petrochemical facilities are built with larger capacity and more complexity, which pose a great risk to assets, community and environment. The value of inherently safer design is recognized with time by all stakeholders, and an effective tool is needed to evaluate and compare inherent safety of alternative technologies. This study developed a safety index to evaluate existing technologies for their safety levels and guide inherently safer design. The Integrated Risk-based Safety Index(IRSI) was developed based on a comprehensive review of petrochemical processes, incident cases from Sinopec and US Chemical Safety Board, and existing safety index systems. The IRSI included all major hazards, including fire, explosion,toxic release, dust explosion, physical explosion, and runaway. Also, the integrated life cycle approach considered chemical hazards, equipment failure rates and safety measures in this risk-based index. Advanced modeling techniques, PHAST simulation and Neural Network, were used in the development of three novel sub-indices in the projects, fire, explosion and toxic release. The index system could be easily incorporated into a user friendly tool for the ease of application. A case study of hydrogen dioxide was conducted using the IRSI, which showed its capability for evaluating the safety level of process facilities.

动态环境中基于风险的模糊策略

提出了一种适合动态环境的代理策略。基于风险的模糊策略是在Risk-Based策略基础上提出的,能够在动态市场环境下完成较高的市场效率,并且交易价格基本在市场均衡价附近波动。首先简要介绍了Risk-Based策略,分析了影响Risk-Based代理行为的关键参数,然后在此基础上将模糊理论与Risk-Based策略相结合提出了基于风险的模糊策略,最后通过实验证明了在动态环境下基于风险的模糊策略胜过其他的代理策略。

人工智能辅助下的海上风力支撑结构延寿评估研究综述

The primary objective of the present literature review is to provide a constructive and systematical discussion based on the relevant development,unsolved issues,gaps,and misconceptions in the literature regarding the fields of study that are building blocks of artificial intelligence-aided life extension assessment for offshore wind turbine support structures.The present review aims to set up the needed guidelines to develop a multi-disciplinary framework for life extension management and certification of the support structures for offshore wind turbines using artificial intelligence.The main focus of the literature review centres around the intelligent risk-based life extension management of offshore wind turbine support structures.In this regard,big data analytics,advanced signal processing techniques,supervised and unsupervised machine learning methods are discussed within the structural health monitoring and condition-based maintenance planning,the development of digital twins.Furthermore,the present review discusses the critical failure mechanisms affecting the structural condition,such as high-cycle fatigue,low-cycle fatigue,fracture,ultimate strength,and corrosion,considering deterministic and probabilistic approaches.

Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers

The main business of Life Insurers is Long Term contractual obligations with a typical lifetime of 20 - 40 years. Therefore, the Solvency metric is defined by the adequacy of capital to service the cash flow requirements arising from the said obligations. The main component inducing volatility in Capital is market sensitive Assets, such as Bonds and Equity. Bond and Equity prices in Sri Lanka are highly sensitive to macro-economic elements such as investor sentiment, political stability, policy environment, economic growth, fiscal stimulus, utility environment and in the case of Equity, societal sentiment on certain companies and industries. Therefore, if an entity is to accurately forecast the impact on solvency through asset valuation, the impact of macro-economic variables on asset pricing must be modelled mathematically. This paper explores mathematical, actuarial and statistical concepts such as Brownian motion, Markov Processes, Derivation and Integration as well as Probability theorems such as the Probability Density Function in determining the optimum mathematical model which depicts the accurate relationship between macro-economic variables and asset pricing.

A Test Case Prioritization through Correlation of Requirement and Risk

Test case prioritization techniques have been focused on regression testing which is conducted on an already executed test suite. In fact, the test case prioritization for new testing is also required. In this paper, we propose a method to prioritize new test cases by calculating risk exposure value for requirements and analyzing risk items based on the calculation to evaluate relevant test cases and thereby determining the test case priority through the evaluated values. Moreover, we demonstrate effectiveness of our technique through empirical studies in terms of both APFD and fault severity.

P2P Energy Trading Considering Prosumer Preference and System Risk

As an important means of mobilizing demand-side resources,peer-to-peer(P2P)energy trading has drawn more and more attention from scholars.This paper constructs a P2P energy trading framework considering prosumers’trading partner preferences(TPPs)and system risk.At first,we build the P2P trading models of prosumers equipped with different distributed energy resources(DERs),and TPP models.Secondly,to solve the established energy trading problem,a fully distributed double-consensus alternating direction method of multipliers(DC-ADMM)is proposed,which can achieve transaction consensus when considering market players’TPPs.Then,a risk-based security constrained economic dispatch(RBSCED)model based on AC power flow is established for the first time,by which a distribution system operator(DSO)checks system security and obtains risk-based locational marginal prices(RLMPs).Moreover,double-regulated price signals related to RLMPs which contain grid utilization prices(GUPs)and DSO’s retail prices realize management of players’transactions.In the end,the proposed method is applied to an IEEE33 bus distribution system.Results show the proposed method effectively reduces system risk and ensures secure operation of system without direct management.

A Framework for Cloud Validation in Pharma

The pharmaceutical industry’s increasing adoption of cloud-based technologies has introduced new challenges in computerized systems validation (CSV). This paper explores the evolving landscape of cloud validation in pharmaceutical manufacturing, focusing on ensuring data integrity and regulatory compliance in the digital era. We examine the unique characteristics of cloud-based systems and their implications for traditional validation approaches. A comprehensive review of current regulatory frameworks, including FDA and EMA guidelines, provides context for discussing cloud-specific validation challenges. The paper introduces a risk-based approach to cloud CSV, detailing methodologies for assessing and mitigating risks associated with cloud adoption in pharmaceutical environments. Key considerations for maintaining data integrity in cloud systems are analyzed, particularly when applying ALCOA+ principles in distributed computing environments. The article presents strategies for adapting traditional Installation Qualification (IQ), Operational Qualification (OQ), and Performance Qualification (PQ) models to cloud-based systems, highlighting the importance of continuous validation in dynamic cloud environments. The paper also explores emerging trends, including integrating artificial intelligence and edge computing in pharmaceutical manufacturing and their implications for future validation strategies. This research contributes to the evolving body of knowledge on cloud validation in pharmaceuticals by proposing a framework that balances regulatory compliance with the agility offered by cloud technologies. The findings suggest that while cloud adoption presents unique challenges, a well-structured, risk-based approach to validation can ensure the integrity and compliance of cloud-based systems in pharmaceutical manufacturing.

An Updated Review of Event Attribution Approaches

There have been considerable high-impact extreme events occurring around the world in the context of climate change.Event attribution studies,which seek to quantitatively answer whether and to what extent anthropogenic climate change has altered the characteristics-predominantly the probability and magnitude-of particular events,have been gaining increasing interest within the research community.This paper reviews the latest approaches used in event attribution studies through a new classification into three major categories according to how the event attribution question is framed-namely,the risk-based approach,the storyline approach,and the combined approach.Four approaches in the risk-based framing category and three in the storyline framing category are also reviewed in detail.The advantages and disadvantages of each approach are discussed.Particular attention is paid to the ability,suitability,and applicability of these approaches in attributing extreme events in China,a typical monsoonal region where climate models may not perform well.Most of these approaches are applicable in China,and some are more suitable for analyzing temperature events.There is no right or wrong among these approaches,but different approaches have different framings.The uncertainties in attribution results come from several aspects,including different categories of framing,different conditions in climate model approaches,different models,different definitions of the event,and different observational data used.Clarification of these aspects can help to understand the differences in attribution results from different studies.

Audit mode change,corporate governance and audit effort

This study investigates changes in audit strategy in China following the introduction of risk-based auditing standards rather than an internal control-based audit mode.Specifically,we examine whether auditors are implementing the risk-based audit mode to evaluate corporate governance before distributing audit resources.The results show that under the internal control-based audit mode,the relationship between audit effort and corporate governance was weak.However,implementation of the risk-based mode required by the new auditing standards has significantly enhanced the relationship between audit effort and corporate governance.Since the change in audit mode,the Big Ten have demonstrated a significantly better grasp of governance risk and allocated their audit effort accordingly,relative to smaller firms.The empirical evidence indicates that auditors have adjusted their audit strategy to meet the regulations,risk-based auditing is being achieved to a degree,reasonable and effective corporate governance helps to optimize audit resource allocation,and smaller auditing firms in particular should urgently strengthen their risk-based auditing capability.Overall,our findings imply that the mandatory switch to risk-based auditing has optimized audit effort in China.

EXPERIMENTS ON IMPACT-BASED FORECASTING AND RISKBASED WARNING OF TYPHOON IN CHINA

Typhoon is one of the disastrous weather systems that usually occur in summer and autumn in China’s coastalregions.Gales and rainstorms brought by typhoon can directly cause serious loss in economy and also induce storm surge,flash flood,mud-rock flow,landslide and other secondary disasters.This article studies the impact of collapsing force of typhoon gale and the risk-based warning of typhoon rainstorm.By calculating the accumulated wind pressure and the designed wind load of bearing walls of low-rise building in coastal region,we define the damaged building index.In addition,four steps for the risk-based warning or impact forecasting for small and medium-sized river basins,flash flood,mud flows and landslides caused by Typhoon rainstorm are introduced,which include understanding vulnerability of disaster carriers,developing risk thresholds of disasters,improving the accuracy of QPE/QPF and the risk assessment skill.

Geographic and health system correlates of interprofessional oral health practice

Objective:This study explores geographic,system,and organizational constructs that predict medical care teams’willingness to administer fluoride varnish and conduct oral health risk assessments.Methods:A cross-sectional survey of voluntary health professionals attending trainings on interprofessional oral health practice was completed at ten meetings across the United States from April through September,2016.Bivariate and multivariate analyses were used to examine un-known correlates of oral health prevention and intervention at geographic,organizational,and sys-tem levels relating to the impact of referral mechanisms and systems as well as health information technology on fluoride varnish administration and risk-based oral evaluations.Results:A convenience cohort(n=560)from 44 states was examined.Most(68.7%,n=385)agreed with the dependent variable“medical providers at our site,or part of our network,are admin-istering fluoride varnish and identifying oral health risk factors in the majority of patients seen.”In bivariate analysis,organization type(P=0.0067),having successful referral systems(P<0.0001),and electronic health record(EHR)utility(P<0.0001)were associated with the dependent vari-able.No geographic indicators were significant.All referral system indicators were significant in multivariate analysis.Dependable referrals(P<0.0001),EHR utility(P=0.0054),and type of re-ferral(P=0.0009)were predictors of the dependent variable.The odds of those reporting a depend-able referral system and dependent variable agreement were 4.5 times greater than for those who lacked dependable referral systems(odds ratio 4.54,confidence interval 2.79-7.39).The odds of those who had dependable EHRs and dependent variable agreement were 2.4 times greater than for those who lacked useful EHRs(odds ratio 2.4,confidence interval 1.29-4.37).Conclusion:The dependability of medical-to-dental referral systems and processes impacts the administration of fluoride varnish and identification of oral health risk factors by motivated primary care teams.Additionally,the ease of EHR use and the availability of electronic information exchange were found to impact primary care oral health practice.