Evaluation model was proposed which refers to fuzzy formalism of the personnel management issues taking account their specific characteristics. Application of TOPSIS (technique for order Performance by similarity to ...Evaluation model was proposed which refers to fuzzy formalism of the personnel management issues taking account their specific characteristics. Application of TOPSIS (technique for order Performance by similarity to ideal solution) method for evaluation and regulation of alternatives based on hierarchically structured criteria of qualitative character by multiple experts to intellectually support decisions made in staff management issues is reviewed in the article. Candidate selection experiment based on criteria system formed using TOPSIS method for evaluation of candidates during solution of hiring problems reviewed and obtained results were compared with results obtained using Matlab program package.展开更多
This paper examined the method to evaluate structural complexity of circular economy system's industrial chain, which applied entropy information and hierarchical metrics to produce complexity degrees according to th...This paper examined the method to evaluate structural complexity of circular economy system's industrial chain, which applied entropy information and hierarchical metrics to produce complexity degrees according to the theory of complex system. We developed an evaluation model to make a general metrics for circular economy system of industrial chains. The development of the evaluation tree drew upon five factors to identify the structural complexity. The evaluation model generated unitive entropy information from six data definition (node, level of community, metabolic span, degree of node, number of relation and connectivity of node) according to the evaluation tree. The industrial chains of Tashan circular economy park of Datong Coal Mine Group and Gujiao circular economy park of Xishan Coal-Electricity Group were evaluated by the proposed method. The key factors stunted by the decline of structural complexity were identified and the unitive metrics of entropy information of the industrial chain was shown for realigning the circular economy systems.展开更多
A new point of view of robust statistics based on a geometrical approach is tackled in this paper. Estimation procedures are carried out from a new robust cost function based on a chaining of elementary convex norms. ...A new point of view of robust statistics based on a geometrical approach is tackled in this paper. Estimation procedures are carried out from a new robust cost function based on a chaining of elementary convex norms. This chain is randomly articulated in order to treat more efficiently natural outliers in data-set. Estimated parameters are considered as random fields and each of them, named articulated estimator random field (AERF) is a manifold or stratum of a stratified space with Riemannian geometry properties, From a high level excursion set, a probability distribution model Mata is presented and a system model validation geometric criterion (SYMOVAGEC) for system model structures Msys based on Rieeian scalar curvatures is proposed. Numerical results are drawn in a context of system identification.展开更多
The dynamic conditional correlation(DCC) model has been widely used for modeling the conditional correlation of multivariate time series by Engle(2002). However, the stationarity conditions have been established only ...The dynamic conditional correlation(DCC) model has been widely used for modeling the conditional correlation of multivariate time series by Engle(2002). However, the stationarity conditions have been established only recently and the asymptotic theory of parameter estimation for the DCC model has not yet to be fully discussed. In this paper, we propose an alternative model, namely the scalar dynamic conditional correlation(SDCC) model. Sufficient and easily-checked conditions for stationarity, geometric ergodicity, andβ-mixing with exponential-decay rates are provided. We then show the strong consistency and asymptotic normality of the quasi-maximum-likelihood estimator(QMLE) of the model parameters under regular conditions.The asymptotic results are illustrated by Monte Carlo experiments. As a real-data example, the proposed SDCC model is applied to analyzing the daily returns of the FSTE(financial times and stock exchange) 100 index and FSTE 100 futures. Our model improves the performance of the DCC model in the sense that the Li-Mc Leod statistic of the SDCC model is much smaller and the hedging efficiency is higher.展开更多
This paper considers the problem of evaluating efficiency of Decision Making Units (DMUs) with network structures of divisions by the Data Envelopment Analysis (DEA) model. All divisions in the network are under a...This paper considers the problem of evaluating efficiency of Decision Making Units (DMUs) with network structures of divisions by the Data Envelopment Analysis (DEA) model. All divisions in the network are under a decentralized authority organiza- tion. That is, each division in a decision making unit has its own authority to adjust its input and output. By incorporating the division operations in the DEA model, we discuss the sufficient and necessary conditions for a DMU to be network efficient in series structure and general structure respectively.展开更多
文摘Evaluation model was proposed which refers to fuzzy formalism of the personnel management issues taking account their specific characteristics. Application of TOPSIS (technique for order Performance by similarity to ideal solution) method for evaluation and regulation of alternatives based on hierarchically structured criteria of qualitative character by multiple experts to intellectually support decisions made in staff management issues is reviewed in the article. Candidate selection experiment based on criteria system formed using TOPSIS method for evaluation of candidates during solution of hiring problems reviewed and obtained results were compared with results obtained using Matlab program package.
基金Supported by the National Natural Science Foundation of China (70771060) the Natural Science Foundation of Shandong Province (Y2006H10) the Project of Humanities and Social Science (11YJA630101)
文摘This paper examined the method to evaluate structural complexity of circular economy system's industrial chain, which applied entropy information and hierarchical metrics to produce complexity degrees according to the theory of complex system. We developed an evaluation model to make a general metrics for circular economy system of industrial chains. The development of the evaluation tree drew upon five factors to identify the structural complexity. The evaluation model generated unitive entropy information from six data definition (node, level of community, metabolic span, degree of node, number of relation and connectivity of node) according to the evaluation tree. The industrial chains of Tashan circular economy park of Datong Coal Mine Group and Gujiao circular economy park of Xishan Coal-Electricity Group were evaluated by the proposed method. The key factors stunted by the decline of structural complexity were identified and the unitive metrics of entropy information of the industrial chain was shown for realigning the circular economy systems.
文摘A new point of view of robust statistics based on a geometrical approach is tackled in this paper. Estimation procedures are carried out from a new robust cost function based on a chaining of elementary convex norms. This chain is randomly articulated in order to treat more efficiently natural outliers in data-set. Estimated parameters are considered as random fields and each of them, named articulated estimator random field (AERF) is a manifold or stratum of a stratified space with Riemannian geometry properties, From a high level excursion set, a probability distribution model Mata is presented and a system model validation geometric criterion (SYMOVAGEC) for system model structures Msys based on Rieeian scalar curvatures is proposed. Numerical results are drawn in a context of system identification.
基金supported by National Natural Science Foundation of China(Grant No.71771224)National Social Science Foundation of China(Grant Nos.14ZDA044 and 15BGJ037)+1 种基金the Program for National Statistics Science Research Plan(Grant No.2016LD02)the Program for Innovation Research in Central University of Finance and Economics
文摘The dynamic conditional correlation(DCC) model has been widely used for modeling the conditional correlation of multivariate time series by Engle(2002). However, the stationarity conditions have been established only recently and the asymptotic theory of parameter estimation for the DCC model has not yet to be fully discussed. In this paper, we propose an alternative model, namely the scalar dynamic conditional correlation(SDCC) model. Sufficient and easily-checked conditions for stationarity, geometric ergodicity, andβ-mixing with exponential-decay rates are provided. We then show the strong consistency and asymptotic normality of the quasi-maximum-likelihood estimator(QMLE) of the model parameters under regular conditions.The asymptotic results are illustrated by Monte Carlo experiments. As a real-data example, the proposed SDCC model is applied to analyzing the daily returns of the FSTE(financial times and stock exchange) 100 index and FSTE 100 futures. Our model improves the performance of the DCC model in the sense that the Li-Mc Leod statistic of the SDCC model is much smaller and the hedging efficiency is higher.
基金The project is supported by National Natural Science Foundation of China(70531040, 70871114), the 985 Research Grant of Renmin University of China, and The Hong Kong CERG Research Fund PolyU 5485/09H.
文摘This paper considers the problem of evaluating efficiency of Decision Making Units (DMUs) with network structures of divisions by the Data Envelopment Analysis (DEA) model. All divisions in the network are under a decentralized authority organiza- tion. That is, each division in a decision making unit has its own authority to adjust its input and output. By incorporating the division operations in the DEA model, we discuss the sufficient and necessary conditions for a DMU to be network efficient in series structure and general structure respectively.