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| 1 | 中国天然气产业的发展过快了吗?显示文摘近年来,天然气在中国能源结构中所占比重逐年加大,对外依存度增加,但进入'新常态'时期,在国内经济下行压力加大及国际原油价格下跌的影响下,需求放缓,天然气供应出现产能过剩倾向。在此背景下,分析天然气供需现状及未来产能具有重要意义。本文首先使用通径分析模型筛选出天然气供给和需求的核心影响因素;其次,运用ETS模型、RBF神经网络分位数回归(RBF-QRNN)模型和情景分析方法分别对我国天然气生产量、消费量和进口量进行分析和预测。最后,比较分析未来中国天然气市场的供需情况。结果表明,'十二五'末,中国天然气总供给量和总消费量分别将近178532.1百万立方米,152874.7百万立方米;2020年天然气总供给量和消费量分别将近295819.4百万立方米,228691.5百万立方米。总供给量的年均增长率高于总消费量的年均增长率。从2015年开始,中国天然气产业出现产能过剩,供过于求的'荒气'现象。 | 柴建 卢全莹 邢丽敏 乔晗 Kin Keung Lai 兰鹏 | 2017 | 管理评论2017，29，8： | 10 |
| 2 | FORECASTING CHINA'S FOREIGN TRADE VOLUME WITH A KERNEL-BASED HYBRID ECONOMETRIC-AI ENSEMBLE LEARNING APPROACH显示文摘Due to the complexity of economic system and the interactive effects between all kinds of economic variables and foreign trade, it is not easy to predict foreign trade volume. However, the difficulty in predicting foreign trade volume is usually attributed to the limitation of many conventional forecasting models. To improve the prediction performance, the study proposes a novel kernel-based ensemble learning approach hybridizing econometric models and artificial intelligence (AI) models to predict China's foreign trade volume. In the proposed approach, an important econometric model, the co-integration-based error correction vector auto-regression (EC-VAR) model is first used to capture the impacts of all kinds of economic variables on Chinese foreign trade from a multivariate linear anal- ysis perspective. Then an artificial neural network (ANN) based EC-VAR model is used to capture the nonlinear effects of economic variables on foreign trade from the nonlinear viewpoint. Subsequently, for incorporating the effects of irregular events on foreign trade, the text mining and expert's judgmental adjustments are also integrated into the nonlinear ANN-based EC-VAR model. Finally, all kinds of economic variables, the outputs of linear and nonlinear EC-VAR models and judgmental adjustment model are used as input variables of a typical kernel-based support vector regression (SVR) for en- semble prediction purpose. For illustration, the proposed kernel-based ensemble learning methodology hybridizing econometric techniques and AI methods is applied to China's foreign trade volume predic- tion problem. Experimental results reveal that the hybrid econometric-AI ensemble learning approach can significantly improve the prediction performance over other linear and nonlinear models listed in this study. | Lean YU Shouyang WANG Kin Keung LAI | 2008 | Journal of Systems Science & Complexity2008，21，1： | 5 |
| 3 | A TRANSFER FORECASTING MODEL FOR CONTAINER THROUGHPUT GUIDED BY DISCRETE PSO显示文摘 | XIAO Jin XIAO Yi FU Julei LAI Kin Keung | 2014 | Journal of Systems Science & Complexity2014，27，1： | 4 |
| 4 | An Improvement to Multiple Criteria ABC Inventory Classification Using Shannon Entropy显示文摘This paper extends the Ng-model [Ng, 2007] for multiple criteria ABC inventory classification based upon Shannon entropy. The proposed approach determines the common weights associated with all criteria importance rankings, and provides a comprehensive scoring scheme by aggregating all rankings of the criteria importance. A numerical illustration is presented to compare the model with previous studies. | ZHENG Shanshan FU Yelin LAI Kin Keung LIANG Liang | 2017 | Journal of Systems Science & Complexity2017，30，4： | 4 |
| 5 | DID SPECULATIVE ACTIVITIES CONTRIBUTE TO HIGH CRUDE OIL PRICES DURING 1993 TO 2008?显示文摘By applying two nonlinear Granger causality testing methods and rolling window strat-egy to explore the relationship between speculative activities and crude oil prices,the unidirectionalGranger causality from speculative activities to returns of crude oil prices during the high price phase isdiscovered.It is proved that speculative activities did contribute to high crude oil prices after the Asianfinancial crisis and OPEC's output cut in 1998.The unidirectional Granger causality from returns ofcrude oil prices to speculative activities is significant in general.But after 2000,with the sharp rise incrude oil prices,this unidirectional Granger causality became a complex nonlinear relationship,whichcannot be detected by any linear Granger causality test. | Xun ZHANG Kin Keung LAI Shouyang WANG | 2009 | Journal of Systems Science & Complexity2009，22，4： | 4 |
| 6 | Intraday Volume Percentages Forecasting Using a Dynamic SVM-Based Approach显示文摘This paper proposes a dynamic model to forecast intraday volume percentages by decomposing the trade volume into two parts: The average part as the intraday volume pattern and the residual term as the abnormal changes. An empirical test on data spanning half-a-year gold futures and S&P 500 futures reveals that a rolling average of the previous days' volume percentages shows great predictive ability for the average part. An SVM approach with the input pattern consisting of two categories is employed to forecast the residual term. One is the previous days' volume percentages in the same time interval and the other is the most recent volume percentages. The study shows that this dynamic SVM-based forecasting approach outperforms the other commonly used statistical methods and enhances the tracking performance of a VWAP strategy greatly. | LIU Xiaotao LAI Kin Keung | 2017 | Journal of Systems Science & Complexity2017，30，2： | 4 |
| 7 | A WEIGHTED PRODUCT METHOD FOR BIDDING STRATEGIES IN MULTI-ATTRIBUTE AUCTIONS显示文摘To eliminate computational problems involved in evaluating multi-attribute bids with differentmeasures,this article first normalizes each individual component of a bid,and then makes use ofthe weighted product method to present a new scoring function that converts each bid into a score.Twokinds of multi-attribute auction models are introduced in terms of scoring rules and bidding objectivefunctions.Equilibrium bidding strategies,procurer's revenue comparisons and optimal auction designare characterized in these two models.Finally,this article discusses some improvement of robustnessof our models,with respect to the assumptions. | Mingxi WANG Shulin LIU Shouyang WANG Kin Keung LAI | 2010 | Journal of Systems Science & Complexity2010，23，1： | 3 |
| 8 | A Nonlinear Interval Portfolio Selection Model and Its Application in Banks显示文摘在古典 Markowitzs 吝啬变化的模型,象内在的财产未来回来的平均数和协变性那样的参数被假定确切被知道。然而,这不总是是盒子。参数经常对应于在一个范围以内的秋天,或罐头在投资决定必须被做的时间暧昧地被知道的数量。处于如此的状况,投资者在投资和风险等等上决定回来并且基于经验和经济智慧做公事包决定。这份报纸试着在模糊集合理论使用间隔数字的概念与一个银行的流畅要求的考虑把古典吝啬变化的公事包选择模型递一个吝啬缺点的半变化模型。半变化限制被采用控制缺点风险,填基于描绘缺点风险的线性半绝对的偏差的存在间隔公事包优化模型。模拟结果证明模型与回来的最高或最低的吝啬的历史的率为危险财产要用体力地表现,最佳的投资比例有好稳定性。这建议为这些种财产,模型能减少偏差根据决定制造者经验和经济智慧引起的高偏差的风险。 | YAN Dawen HU Yaxing LAI Kin Keung | 2018 | Journal of Systems Science & Complexity2018，31，3： | 3 |
| 9 | A Hybrid Approach for Studying the Lead-Lag Relationships Between China’s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events显示文摘 | WEI Yunjie WEI Qi WANG Shouyang LAI Kin Keung | 2018 | Journal of Systems Science & Complexity2018，31，3： | 3 |
| 10 | Manufacturers' Channel Competition with Retailer Demand-Enhancing Service显示文摘Manufacturers’channel competition with service is examined in this paper.Specifically,the authors consider channel competition within a supply chain comprising two manufacturers and one single retailer where each manufacturer can choose to sell its products either directly to the end market(online channel,say)or through the potential retail channel,based on the profit maximization criterion,which is influenced by exogenous market conditions,such as the degree of competition,etc.Furthermore,the retailer provides additional demand-enhancing service to promote the manufacturer’s products distributed via it.If only one of the manufacturers sells products through the retailer,its products will be promoted by the additional retail service,which poaches demand of products of the manufacturer who adopts direct online channel.Products of both manufacturers are supported by the retailer’s promotional service when both distribute their product through the common retailer.Finally,some managerial implications are derived from numerical analyses of our model,which explain the phenomena in practice and conclude the paper. | BIAN Junsong LAI Kin Keung HUA Zhongsheng | 2015 | Journal of Systems Science & Complexity2015，28，4： | 3 |
| 11 | HIGHER-ORDER DUALITY FOR A CLASS OF NONDIFFERENTIABLE MULTIOBJECTIVE PROGRAMMING PROBLEMS INVOLVING GENERALIZED TYPE I AND RELATED FUNCTIONS显示文摘这份报纸扩大概括类型的班我工作由 Aghezzaf 和 Hachimi (2000 ) 介绍给高顺序的大小写的上下文并且提出很多高顺序的 duals 到一个非可辨的多客观的编程问题并且在高顺序的概括类型下面建立高顺序的两重性结果我在现在的纸介绍的功能。在文学反复出现的一种特殊情况是支持功能是一种积极半明确的二次的形式的方形的根。这和另外的特殊情况能乐意地从这些结果被产生。 | S. K. MISHRA Shouyang WANG Kin Keung LAI | 2011 | Journal of Systems Science & Complexity2011，24，5： | 2 |
| 12 | Copula-Based Risk Management Models for Multivariable RMB Exchange Rate in the Process of RMB Internationalization显示文摘This paper investigates the dependence of the exchange rate of onshore Renminbi(RMB)and offshore RMB against US dollar(i.e., CNY and CNH) based on copula models. Eleven different copulas were selected to construct multivariate distribution and estimate the value-at-risk for RMB exchange rate. Empirical results show that time-invariant Student-t copula is the best model to fit the sample data. The positive upper and lower dependence indicates that CNY and CNH series tend to move in the same direction. Moreover, the dependence between the two exchange rates is asymmetric,which means that traditional models, such as Pearson's correlation, are inappropriate to measure the correlations between these markets. The best fitted model is chosen to estimate the financial risk,which can help business practitioners and policymakers track risk evolution and make good decisions. | DU Jiangze LAI Kin Keung | 2017 | Journal of Systems Science & Complexity2017，30，3： | 2 |
| 13 | Resource Allocation in Public Healthcare: A Team-DEA Model显示文摘这份报纸联合队和数据包封分析(DEA ) 的理论设计机制最佳地在公共保健分配资源。在它的统治下面的一个法令的权威和公共医院作为一个队,其成员寻求在公共保健是公众的分享的机构的限制下面高效地操作被解释好。单个公共医院利用 DEA 最大化自己发薪,到对方公众医院的发薪不从外部效果掉落并且从而减去的队条件的题目由保健的公共供应创造了。产生 team-DEA 答案,它被显示是两个一个别地有效并且 team-satisficing 平衡并且以一个会聚的算法可计算出来,然后能被权威使用在公共保健决定资源的最佳的分配。一个盒子基于中国数据被介绍说明 team-DEA 模型准备好了的 operationalization 和计算。 | LAI Kin Keung CHEUNG Michael Tow FU Yelin | 2018 | Journal of Systems Science & Complexity2018，31，2： | 2 |
| 14 | Analysis for a two-dissimilar-component cold standby repairable sys- :em with repair priority 显示文摘 | Kit Nam Francis Leung Yuan Lin Zhang Kin Keung Lai | 2011 | Reliability Engineering & System Safety2011，96，11： | 1 |
| 15 | Quality invest- ment and price decision in a risk-averse supply ehaitt显示文摘 | Gang Xie Wuyi Yue Shouyang Wang Kin Keung Lai | 2011 | European Journal of Operational Research2011，214，2： | 1 |
| 16 | Linking organizational support to employee commitment: evidence from hotel industry of China显示文摘 | Yuanqiong He Kin Keung Lai Yagang Lu | 2011 | The International Journal of Human Resource Management2011，，1： | 1 |
| 17 | Mean-variance-skewness-kurtosis based portfolio optimization 显示文摘 | Kin Keung Lai Lean Yu Wang Shouyang | 2006 | Computer and computational Sciences2006，32，10： | 1 |
| 18 | Neural network-based mean-variance-skewness mode] for portfolio selectionv 显示文摘 | Lean Yu Wang Sbouyang Kin Keung Lai | 2008 | Computers & Operations Research2008，35，1： | 1 |
| 19 | DEPENDENCE BETWEEN STOCK RETURNS AND INVESTOR SENTIMENT IN CHINESE MARKETS:A COPULA APPROACH显示文摘用最新打开的存货的数据,做贸易作为投资者情绪索引的一个代理在中国说明,作者与 Hansens 雇用变化时间的 copula-GARCH 模特儿调查在投资者情绪和股票回来之间的动态依赖的扭曲的 Student-t 革新。在投资者情绪的移动断然 asymptotically 被相关到存货的实验调查结果表演在股票在中国出售的一个股票市场和 B 处于极端值状况回来,那是说,当投资者变得更行情看涨时,存货更定价愿望增加(减少)( 熊市) 。另外,结果证明在投资者情绪和股票回来之间的依赖是变化时间的,它意味着传统的皮尔森关联不基于正常分发是足够描述在证券市场行为和投资者行为之间的关系。 | Xunfa LU Kin Keung LAI Liang LIANG | 2012 | Journal of Systems Science & Complexity2012，25，3： | 1 |
| 20 | A distance-based group decision-making methodology for multi-person multi-criteria emergency decision support 显示文摘 | Lean Yu Kin Keung Lai | 2011 | Decision Support Systems2011，51，2： | 1 |
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