中国科学院数学与系统科学研究院期刊网

系统科学与信息学报(英文) 2014年 2卷

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1. A Study on the Chinese Enterprise Annuity Replacement Rate Problem
Journal of Systems Science and Information    2014, 2 (1): 1-15.  
摘要425)      PDF(pc) (140KB)(947)    收藏

In this paper, the enterprise annuity replacement rate in China is discussed. The enterprise annuity replacement rate refers to the ratio of pension income and wages income before retired. It is an important indicator to measure the standard of living of the elderly population. The paper succeeded derived the equilibrium model of the enterprise annuity fund under the cost and management fee, and the enterprise annuity replacement rate is deduced. Moreover, the sensitivity analysis of each parameter is given, and the enterprise annuity rate of substitution for different gender is also obtained, which shows that the existing system of enterprise annuity unfairness to exist between men and women.

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2. A Novel Intelligence Recommendation Model for Insurance Products with Consumer Segmentation
Journal of Systems Science and Information    2014, 2 (1): 16-28.  
摘要390)      PDF(pc) (876KB)(3005)    收藏

As one of the financial industry, the insurance industry is now facing a vast market and significant growth opportunities. The insurance company will generate a lot transaction data each day, thus forming a huge database. Recommending insurance products for customers accurately and efficiently can help to improve the competitiveness of insurance company. Data mining technologies such as association rules have been applied to the recommendation of insurance products. However, large policyholders' data will be calculated when it being processed with associate rule algorithm. It not only requires higher cost of time and space, but also can lead to the final rules lack of accuracy and differentiation. In this paper, a recommendation model for insurance products based on consumer segmentation is constructed, which first divides consumer group into different classes and then processed with associate rule algorithm. The empirical results show that our proposed method not only makes the consumption of association rules analysis reduced, it has also got more effective product recommendation results.

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3. Price Increasing Timing of Competitive Perishable Products
Journal of Systems Science and Information    2014, 2 (1): 29-37.  
摘要243)      PDF(pc) (218KB)(639)    收藏

Dynamic pricing has been proven to be an effective tool to increase revenue in many industries. We discuss the optimal time point to increase price of perishable products under duopoly competition in revenue management. We propose a game-theoretic model to describe the price increasing timing problem of competitive perishable products in the same market. By solving this problem, we show the existence of Stackelberg equilibrium point and Cournot equilibrium point when choosing the optimal price switching time. To illustrate our results, we also present a numerical example. Our results are applicable for decision makers to determine the optimal time to stop discounting.

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4. Modeling and Forecasting Morbidity and Disease-mortality of Chinese Impaired Lives with the General Chronic Diseases
Journal of Systems Science and Information    2014, 2 (1): 38-46.  
摘要338)      PDF(pc) (122KB)(1048)    收藏

The paper did some work to analyze the longevity risk of impaired lives with general chronic diseases. The work was based on the age-specific, time-specific and disease-specific data set which is from the underwriting data base, the Chinese healthy yearbook and the medical institution. After some analysis on the final data, the results showed that there was an obvious upward trend in morbidity and downward trend mortality. All the results can be used in the pricing process of insurance products for impaired lives. The paper also showed the pricing results of innovative life insurance products for impaired lives with diabetes. The conclusion means a good market chance for any insurance companies.

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5. A Dynamic Model of Housing Wealth Effect: Based on the Diversity of Wealth Expectations
Journal of Systems Science and Information    2014, 2 (1): 47-53.  
摘要290)      PDF(pc) (100KB)(524)    收藏

Considering the dynamics and diversity of wealth expectations, this paper follows and extends Hall's consumption
function to establish a new dynamic model of housing wealth effect. People are classified into the rich group and the poor
group and a housing wealth effect model is made for each group to explore the relationship between housing wealth effect and social
inequality. We get three interesting conclusions which are helpful for further empirical test apart from the former deviation or fallacy.

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6. Well-posedness and Stability of the Repairable System with Three Units and Vacation
Journal of Systems Science and Information    2014, 2 (1): 54-76.  
摘要309)      PDF(pc) (178KB)(616)    收藏

The stability of the repairable system with three units and vacation was investigated by two different methods in this
note. The repairable system is described by a set of  ordinary differential equation  coupled with partial differential equations
with initial values and integral boundaries. To apply the theory of positive  operator semigroups to discuss the repairable system,
the system equations  were transformed into an abstract Cauchy problem oo some Banach lattice.  The system equations has a unique
non-negative dynamic solution and positive steady-state solution and dynamic solution strongly converges to  steady-state solution
were shown on the basis of the detailed spectral analysis of the system operator. Furthermore, the Ces\`{a}ro mean ergodicity of the semigroup $T(t)$ generated by the system operator was also shown through the irreducibility of the semigroup.

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7. Bayesian Subset Selection for Reproductive Dispersion Linear Models
Journal of Systems Science and Information    2014, 2 (1): 77-85.  
摘要274)      PDF(pc) (127KB)(789)    收藏

We propose a full Bayesian subset selection method for reproductive dispersion linear models, which bases on  expanding the
usual link function to a function that incorporates all possible  subsets of predictors by adding indictors as parameters. The vector of indicator variables
 dictates which predictors to delete.  An efficient MCMC  procedure that combing Gibbs sampler and Metropolis-Hastings algorithm is
presented to approximate the posterior distribution of the indicator variables. The promising subsets of predictors can be identified as
those with higher posterior probability. Several numerical examples are used to illustrate the newly developed methodology.

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8. Study on Evolutionary Algorithm Online Performance Evaluation Visualization Based on Python Programming Language
Journal of Systems Science and Information    2014, 2 (1): 86-96.  
摘要358)      PDF(pc) (887KB)(1079)    收藏

Evolutionary computations are kinds of random searching algorithms derived from natural selection and biological genetic evolution behavior. Evaluating the performance of an algorithm is a fundamental task to track and find the way to improve the algorithm, while visualization technique may play an important act during the process. Based on current existing algorithm performance evaluation criteria and methods, a python-based programming tracking strategy, which employs 2-D graphical library of python matplotlib for online algorithm performance evaluation, is proposed in this paper. Tracking and displaying the performance of genetic algorithm (GA) and the particle swarm optimization (PSO) optimizing two typical numerical benchmark problems are employed for verification and validation.
Results show that the tracking strategy based on Python language for online performance evaluation of evolutionary algorithms is valid, and can be used to help researchers on algorithms' performance evaluation and finding ways to improve it.

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9. On Complete Carbon Emission of China's Industries Based on Input-Output Analysis
Journal of Systems Science and Information    2014, 2 (2): 97-110.  
摘要399)      PDF(pc) (123KB)(1193)    收藏

This article establishes a useful analytical framework
for complete carbon emission of the industries in China and then
makes comparison on carbon emission among these industries based
on the latest data derived from China's Input-Output Table and
Energy Statistics in 2007. It is found that some industries are
``invisible high-carbon" sectors by the definitions of
directly-embodied coefficient and perfectly-embodied coefficient
and that others have made contributions to carbon leakage by
measure of importing and exporting carbon emission volume.
Finally, this article provides suggestions to industrial
strategies, trade policies and the comprehensive economic
management policy in order
to effectively achieve energy conservation and emission reduction.

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10. A Theoretical Analysis of Financial Agglomeration in China Based on Information Asymmetry
Journal of Systems Science and Information    2014, 2 (2): 111-129.  
摘要390)      PDF(pc) (390KB)(964)    收藏

The development of financial centers can illustrate continuous significance of geography.
This paper regards financial services industry as a special kind of industry,
and establishes a multi-region model to discuss the formation mechanism and equilibrium of finance agglomeration.
Our findings suggest emergence of finance agglomeration depends on opportunity costs caused by information asymmetry,
economies of scale, the share of financial services industry in economy and the amount of financial information.
The results of numerical examples declare the same conclusions that effects of information asymmetry would
push financial firms closer to an information source in order to find and interpret non-standardized information
that a financial firm can use to make profit. And the agglomeration of real sector industry will enhance
the agglomeration of finance. Finally, this paper puts forward a ratio, related with the opportunity costs,
which could be regarded as a measure of whether the central area is an information center.

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11. Pluralistic Efficiency-Equity Tradeoffs in Locating Public Services
Journal of Systems Science and Information    2014, 2 (2): 130-143.  
摘要296)      PDF(pc) (313KB)(863)    收藏

Aside from efficiency, equity is a particularly salient
objective in siting public facilities. In this paper, we develop
and test a bicriteria mixed integer program that trades off the
efficiency and equity measures between an individual and the
group. Individual efficiency is measured by data envelopment
analysis (DEA) while individual equity is modeled by a center
location model. On the other hand, group efficiency is measured by
the median location model, while group equity is measured by the
Gini coefficient. Available computational results suggest that the
multicriteria model provides a promising approach to locate public
services in a pluralistic society, when the individual rights are
often weighed
against common good.

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12. The Evaluation of Status Quo of Growth Capacity in Chinese Logistics
Enterprises
Journal of Systems Science and Information    2014, 2 (2): 144-153.  
摘要296)      PDF(pc) (261KB)(630)    收藏

Growth force plays a decisive role in the growth and
choices of growth path of logistics groups. It's better to
identify the status quo and choose the appropriate nurturing path
when evaluations of growth force of logistics groups have been
done. The article, by means of AHP, constructs a model evaluation
index system so as to analyze and evaluate the status quo and its
main influencing factors of growth force of a branch of logistics
groups with typical cases. Finally, suggestions of enhancing
growth force and nurturing path of the logistics group will be
provided.

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13. An Empirical Study on the Influencing Factors of Knowledge Sharing in
Project Context
Journal of Systems Science and Information    2014, 2 (2): 154-169.  
摘要395)      PDF(pc) (193KB)(1094)    收藏

The article makes a comparative research on the effect
of leader supporting, interpersonal relationship, knowledge
sharing mechanisms and organizational incentive on the formal and
informal knowledge sharing in the project context. Through the
establishment of structural equation model, some conclusions have
been reached as follows: Firstly, leader supporting positively
influences both formal and informal knowledge sharing, whereas the
interpersonal relationship partly mediates between leader
supporting and informal knowledge sharing; Moreover, the
interpersonal relationship has a significant effect on both formal
and informal knowledge sharing; Sharing mechanisms can
significantly promote formal knowledge sharing, but there is no
direct impact on informal side. Instead, the interpersonal
relationship plays a fully mediating role between sharing
mechanism and informal sharing; Finally, organizational incentive
has a significant promotion on formal
sharing, but negatively influences the informal sharing.

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14. System Planning of Route Diagram for China Railway Passengers Based on Network and Ergonomics
Journal of Systems Science and Information    2014, 2 (2): 170-177.  
摘要420)      PDF(pc) (527KB)(799)    收藏

Focus on the China Railway network and its planar route
diagram for passengers, this study further extends network
analysis to the representation of the railway network. After
detail system analysis, backbone framework for the China Railway
and its high-speed railway network is identified. With a
straight-line principle, planning horizon till the year of 2020,
and ergonomic pictogram measures, a brand new route diagram for
China Railway passengers is created. This diagram will convey a
new image and modern information of China Railway to meet the
demand of passengers and the requirement of ever-expanding
network.

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15. Review paper: A Briefing to Grey Systems Theory
Journal of Systems Science and Information    2014, 2 (2): 178-192.  
摘要493)      PDF(pc) (141KB)(2495)    收藏

Grey systems theory, probability theory, fuzzy systems
theory and rough set theory are known as four uncertain systems
scientific methodologies. After thirty years of development, grey
systems theory has formed its own disciplinary framework, whose
content includes grey philosophy, grey mathematics, processing and
technology systems of grey information, as well as grey systems
engineering. However, as a developing area of scientific
activities, a lot of theoretical contents are still imperfect and
awaiting further studies. The purpose of this paper is to acquaint
the readers with the development history, the main content and the
major challenges of grey system theory. It is our hope that this
paper could play the role of attracting the attention of the
international academic community to the theory
so that the development of this theory could be further promoted.

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16. Forecasting the Crude Oil Price with Extreme Values
Journal of Systems Science and Information   
18. Fiscal Behavior Volatility, Economic Growth, and Urban-Rural Income Disparity
Journal of Systems Science and Information   
19. Estimation of  Partially  Specified  Spatial Autoregressive Model
Journal of Systems Science and Information   
20. A Study on the Asymmetry in the Role of Monetary Policy by Using STR
model
Journal of Systems Science and Information   
21. A Real-time Products Management Method in Supply Chain Management based on IOT
Journal of Systems Science and Information   
22. A Convergent Control Strategy for Quantum Systems
Journal of Systems Science and Information   
24. Exponential Stability and Availability Analysis of a Complex Standby System
Journal of Systems Science and Information   
25. A  Robust VRPHTW Model with Travel Time Uncertainty
Journal of Systems Science and Information   
27. Pricing Defaultable Securities under Actual Probability Measure
Journal of Systems Science and Information   
29. Optimal Sales Discount Decision Model with Fixed Ordered Quantities
Journal of Systems Science and Information   
30. The Order Quantity Decision of Newsboy Retailer with Financing
Journal of Systems Science and Information   
31. Widespread Traffic Congestion Prediction for Urban Road Network Based on Synergetic Theory
Journal of Systems Science and Information   
32. Calculating the Maximum Assembling on Nested Routing Platforms of Urban Rail Transit Line
Journal of Systems Science and Information   
33. Spatial Dynamics, Vocational Education and Chinese Economic Growth
Journal of Systems Science and Information   
34. The Differential Algorithm for American Put Option with Transaction Costs under CEV Model
Journal of Systems Science and Information   
35. Nonlinear Dynamics of International Gold Prices: Conditional Heteroskedasticity or Chaos?
Journal of Systems Science and Information   
36. Design and Pricing of Chinese Contingent Convertible Bonds
Journal of Systems Science and Information   
37. A Robust Factor Analysis Model for Dichotomous Data
Journal of Systems Science and Information   
39. Uncertain Comprehensive Evaluation Method Based on Expected Value
Journal of Systems Science and Information   
40. MSVM Recognition Model for Dynamic Process Abnormal Pattern Based on Multi-Kernel Functions
Journal of Systems Science and Information