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Journal of Systems Science & Complexity 2019年第2期32卷 657-680页

作者： ZHOU Qing WANG Qian WU Weixing school of Science Beijing University of Posts and Telecommunications school of Banking and Finance University of International Business and Economics

This paper considers an improved model of pricing defaultable bonds under the assumption that the interest rate satisfies the Vasicek model driven by fractional Brownian motion(fBm for short)based on the counterparty risk framework of Jarrow and Yu(2001). The authors use the theory of stochastic analysis of f Bm to derive pricing formulas for the defaultable bonds and study how the counterparty risk, recovery rate, and the Hurst parameter affect the values of the defaultable *** experiment results are presented to demonstrate the findings.

关键词： Counterparty risk defaultable bond fractional Brownian motion recovery rate Vasicek model

An economic evaluation method of coalbed methane resources during the target selection phase of exploration

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Petroleum Science 2015年第4期12卷 705-711页

作者： Dong-Kun Luo Liang-Yu Xia school of business Administration China University of Petroleum (Beijing)

Because forecasting a development program during the target selection phase of exploration for coalbed methane （CBM） is impossible, the conventional method that relies on a conceptual （or detailed） development pro- gram cannot be used during the economic evaluation of CBM resources. Hence, this study focuses on establishing an economic evaluation model based on the characteristics of the target selection phase. The discounted cashflow method is applied to the construction of the model with the assumption that there is a uniform distribution of produc- tion wells. The computational error generated by the assumption is corrected by introducing a correction factor based on the production profile of single CBM wells. The case study demonstrates that the blocks lacking economic value can be screened out, and the most advantageous targets can be found by computing the resource values in the best- and worst-case scenarios. This technique can help to reduce wasted investments and improve the quality of decision-making in selecting targets for exploration.

关键词： Coalbed methane Exploration targetselection Economic evaluation Scenario analysis

Non-Cooperative Behavior Management in Large-Scale Group Decision-Making Considering the Altruistic Behaviors of Experts and Its Application in Emergency Alternative Selection

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Computer Modeling in Engineering & Sciences 2023年第7期136卷 487-515页

作者： Mingjun Jiang business school Sichuan UniversityChengdu610064China

Emergency decision-making problems usually involve many experts with different professional backgrounds and concerns,leading to non-cooperative behaviors during the consensus-reaching *** studies on noncooperative behavior management assumed that the maximumdegree of cooperation of experts is to totally accept the revisions suggested by the moderator,which restricted individuals with altruistic behaviors to make more contributions in the agreement-reaching *** addition,when grouping a large group into subgroups by clustering methods,existing studies were based on the similarity of evaluation values or trust relationships among experts separately but did not consider them *** this study,we introduce a clustering method considering the similarity of evaluation values and the trust relations of experts and then develop a consensusmodel taking into account the altruistic behaviors of ***,we cluster experts into subgroups by a constrained Kmeans clustering algorithm according to the opinion similarity and trust relationship of ***,we calculate the weights of experts and clusters based on the centrality degrees of ***,to enhance the quality of consensus reaching,we identify three kinds of non-cooperative behaviors and propose corresponding feedback mechanisms relying on the altruistic behaviors of experts.A numerical example is given to show the effectiveness and practicality of the proposed method in emergency *** study finds that integrating altruistic behavior analysis in group decision-making can safeguard the interests of experts and ensure the integrity of decision-making information.

关键词： Large-scale group decision making altruistic behavior non-cooperative behaviors consensus reaching emergency alternative selection

REGULARITY OF RANDOM ATTRACTORS FOR A STOCHASTIC DEGENERATE PARABOLIC EQUATIONS DRIVEN BY MULTIPLICATIVE NOISE

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Acta Mathematica Scientia 2016年第2期36卷 409-427页

作者：赵文强 school of Mathematics and Statistics Chongqing Technology and Business University

We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div（o（x）↓△u） and multiplicative noises. Under some mild conditions on the diffusion variable o（x） and without any restriction on the upper growth p of nonlinearity, except that p 〉 2, we show the existences of random attractor in D0^1,2（DN, σ） space, where DN is an arbitrary （bounded or unbounded） domain in R^N N 〉 2. For this purpose, some abstract results based on the omega-limit compactness are established.

关键词： Random dynamical systems stochastic degenerate parabolic equation multiplicative noise random attractors Wiener process

Laws of Large Numbers for Cesàro alpha-integrable Random Variables under Dependence Condition AANA or AQSI

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Acta Mathematica Sinica,English Series 2012年第6期28卷 1103-1118页

作者： De Mei YUAN Jun AN school of Mathematics and Statistics Chongqing Technology and Business University

Both residual Cesaro alpha-integrability （RCI（α） and strongly residual Cesaro alpha- integrability （SRCI（α）） are two special kinds of extensions to uniform integrability, and both asymptotically almost negative association （AANA） and asymptotically quadrant sub-independence （AQSI） are two special kinds of dependence structures. By relating the RCI（α） property as well as the SRCI（α） property with dependence condition AANA or AQSI, we formulate some tail-integrability conditions under which for appropriate α the RCI（（α） property yields Ll-convergence results and the SRCI（α） property yields strong laws of large numbers, which is the continuation of the corresponding literature.

关键词： Law of large numbers residual Cesaro alpha-integrability strong residual Cesaro alphaintegrability asymptotically almost negative association asymptotically quadrant sub-independence

SOCIAL MEDIA RESEARCH:A REVIEW

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Journal of Systems Science and Systems Engineering 2013年第3期22卷 257-282页

作者： Junjie WU Haoyan SUN Yong TAN school of Economics and Management Beihang University Michael G.Foster school of business University of Washington

Social media is fundamentally changing the way people communicate, consume and collaborate. It provides companies a new platform to interact with their customers. In academia, there is a surge in research efforts on understanding its effects. This paper aims to provide a review of current status of social media research. We discuss the specific domains in which the impacts of social media have been examined. A brief review of applicable research methodologies and approaches is also provided.

关键词： social media empirical models experimental methods analytical approaches predictive analytics

Statistical Physics of Economic Systems: a Survey for Open Economies

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Chinese Physics Letters 2012年第5期29卷 248-251页

作者： TAO Yong CHEN Xun school of Economics and business Administration Chongqing UniversityChongqing 400044

We extend the theoretical framework of an independent economy developed by Tao [***.E 82 (2010) 036118]so as to include multiple *** the starting point of our framework is on the basis of the theory of the competitive markets of traditional economics,this framework shall be suitablefor any free *** study shows that integration of world economies can decrease trade friction among economic systems,but may also cause a global economic crisis whenever economy disequilibrium occurs in any one of these economic systems.

关键词： whenever starting competitive

Some interval-valued intuitionistic uncertain linguistic hybrid Shapley operators

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Journal of Systems Engineering and Electronics 2014年第3期25卷 452-463页

作者： Fanyong Meng Chunqiao Tan Qiang Zhang school of Management Qingdao Technological University school of business Central South University school of Management and Economics Beijing Institute of Technology

Two interval-valued intuitionistic uncertain linguistic hybrid operators cal ed the induced interval-valued intuitionistic uncertain linguistic hybrid Shapley averaging （I-IIULHSA） operator and the induced interval-valued intuitionistic uncertain linguistic hybrid Shapley geometric （I-IIULHSG） operator are defined. These operators not only reflect the importance of elements and their ordered positions, but also consider the correlations among elements and their ordered positions. Since the fuzzy measures are defined on the power set, it makes the problem exponentially complex. In order to simplify the complexity of solving a fuzzy measure, we further define the induced interval-valued intuitionistic uncertain linguistic hybrid λ-Shapley averaging （I-IIULHλSA） operator and the induced interval-valued intuitionistic uncertain linguistic hybrid λ-Shapley geometric （I-IIULHλSG） operator. Moreover, an approach for multi-attribute group decision making under the interval-valued intuitionistic uncertain linguistic environment is developed. Finally, a numerical example is provided to verify the developed procedure and demonstrate its practicality and feasibility.

关键词： multi-attribute group decision making interval-valued intuitionistic uncertain linguistic set hybrid operator Shapley function.

Scale-free Networks with Self-Similarity Degree Exponents

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Chinese Physics Letters 2010年第3期27卷 339-342页

作者：郭进利 business school University of Shanghai for Science and Technology Shanghai 200093

Ravasz et al. structured a deterministic model of a geometrically growing network to describe metabolic networks. Inspired by the model of Ravasz et al., a random model of a geometrically growing network is proposed. It is a model of copying nodes continuously and can better describe metabolic networks than the model of Ravasz et al. Analysis shows that the analytic method based on uniform distributions （i.e., Barabási-Albert method） is not suitable for the analysis of the model and the simulation process is beyond computing power owing to its geometric growth mechanism. The model can be better analyzed by the Poisson process. Results show that the model is scale-free with a self-similarity degree exponent, which is dependent on the common ratio of the growth process and similar to that of fractal networks.

关键词： Computational physics Statistical physics and nonlinear systems

Entrainment range affected by the difference in sensitivity to light-information between two groups of SCN neurons

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Chinese Physics B 2020年第6期29卷 564-570页

作者： Bao Zhu Jian Zhou Mengting Jia Huijie Yang Changgui Gu business school University of Shanghai for Science and TechnologyShanghai 200093China

The mammals can not only entrain to the natural 24-h light–dark cycle, but also to the artificial cycle with non 24-h period through the main clock named suprachiasmatic nucleus in the brain. The range of the periods of the artificial cycles which the suprachiasmatic nucleus(SCN) can entrain, is called entrainment range reflecting the flexibility of the SCN. The SCN can be divided into two groups of neurons functionally, based on the different sensitivities to the light information. In the present study, we examined whether the entrainment range is affected by this difference in the sensitivity by a Poincaré model. We found that the relationship of the entrainment range to the difference depends on the coupling between two groups. When the coupling strength is much smaller than the light intensity, the relationship is parabolic-like, and the maximum of the entrainment range is obtained with no difference of the sensitivity. When the coupling strength is much larger than the light intensity, the relationship is monotonically changed, and the maximum of the entrainment range is obtained when the difference is the largest. Our finding may provide an explanation for the exitance of the difference in the sensitivity to light-information as well as shed light on how to increase the flexibility of the SCN represented by widening the entrainment range.

关键词： SCN network circadian rhythm coupling strength sensitivity to light-information entrainment range