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    A Study on the Consumer Behavior in Electronic Commerce
    LI Zhi-cheng, LIU Mei-lian
    Chinese Journal of Management Science    2002, (6): 88-91.  
    Abstract5942)      PDF (806KB)(18423)      
    In this paper,it has been first described about the characteristics of the consumer behavior based on electronic commerce which are more segmented consumer market,strengthened service demand,expanded selection zone and perceptual consumer behavior and consumer joining in the direct cycle of the production and consumption;then the micro and macro factors that have effect on the consumer behavior have been analyzed;finally,a model based on TPB to measure consumer behavior has been established.
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    Cited: Baidu(52)
    Supply Chain Management:Theory and Method
    SHEN Hou-cai, TAO Qin, CHEN Yu-bo
    Chinese Journal of Management Science    2000, (1): 1-9.  
    Abstract4826)      PDF (2827KB)(11988)      
    In the 1990s, supply chain management has become one of the most important methods to improve the competitiveness for the business organization in the intensive global competitive market. In this paper, we introduce the basic philosophy of the supply chain management, discuss the theoretical and practical background which facilitates the arising of supply chain management. After studying the supply chain management process, we review supply chain models for the management decision making and discuss their implications for our business management.
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    Supply Chain Management in E-commerce Era
    LAN Bo-xiong, ZHENG Xiao-na, XU Xin
    Chinese Journal of Management Science    2000, (3): 2-8.  
    Abstract4304)      PDF (936KB)(8013)      
    E-commerce has been making great influences over global economy. This paper disusses the significant changes of market environment of enterpirses, the core tasks of supply chain management in E-commerce era and the theories and methodologies of managing supply chain in such situation.
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    Study of Shanghai Stock Index with Survival Analysis and Change Point Theory
    LEI Ming, TAN Chang-chun, MIAO Bai-qi
    Chinese Journal of Management Science    2007, 15 (5): 1-8.  
    Abstract2231)      PDF (1030KB)(7178)      
    In this paper,the successive rises and falls of Shanghai stock index returns are analyzed by survival analysis and change point theory. The distributions of the successive rises and falls of returns are fitted with Gamma distribution. It shows the stock market has the memory and does not follow the random walk hypothesis. The parameters change when the stock market changes,and the two parameters properly reflect the changes of bull and bear markets,also the fluctuations of the market.With the change point theory,we analyze the change of the stock market,and draw some meaningful conclusions.
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    Cited: Baidu(9)
    Comparative Analysis of Credit Risk Models
    LIANG Shi-dong, GUO Bing, LI Yong, FANG Zhao-ben
    Chinese Journal of Management Science    2002, (1): 17-22.  
    Abstract3383)      PDF (1602KB)(6802)      
    This article analyzes the elemental reasons of the rapid development of current credit risk models,summarizes the primary models with mathematic words and compares the principles?advantages and disadvantages of these models Finally,we introduce the actual performance of the models
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    Cited: Baidu(39)
    Study on the Optimization of Physical Distribution Routing Problem by Using Hybrid Genetic Algorithm
    LANG Mao-xiang, HU Si-ji
    Chinese Journal of Management Science    2002, (5): 51-56.  
    Abstract3742)      PDF (1349KB)(6405)      
    This paper establishes the optimizing model on physical distribution routing problem.On the basis of analyzing the weakness of genetic algorithm in local search,this paper builds a hybrid genetic algorithm which is the combination of genetic algorithm and local search algorithm for solving physical distribution routing problem,and makes some experimental computations.The computational results demonstrate that the hybrid genetic algorithm can overcome the weakness of genetic algorithm and local search algorithm,so the high quality solutions to the physical distribution routing problem can be obtained.
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    Cited: Baidu(152)
    Mathematical Models in Finance
    Xia Yusen, Wang Shouyang, Deng Xiaotie
    Chinese Journal of Management Science    1998, (1): 1-9.  
    Abstract3214)      PDF (1827KB)(6034)      
    Mathematical models play a significant role to traders in financial market. The well known portfolio selection models and pricing models of financial derivative instruments are two breakthronghs of mathematical models in finance. The capital asset pricing model is a very valuable one following with these two sort of models. Further developments and applications of these models are two attracting topics in this field.
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    The Indicator System of Regional Sustainable Development and the Evaluating Model——A Case Study of Changsha City Hunan Province
    WANG Liang-jian
    Chinese Journal of Management Science    2000, (2): 76-81.  
    Abstract2917)      PDF (726KB)(5650)      
    Based on expounding systematically the indicator system of sustainable development at home and abroad, this paper takes Changsha city, Hunan province as an example. The indicator system of sustainable development has been established and the comprehensive evaluation on sustainable development has been made with the multiobjective linear ly Weighted function model. The evaluating method has practical and applicable value.
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    Cited: Baidu(124)
    An Empirical Analysis of the Interest Rate Behavior in China’s Monetary Market Using the Vasicek and CIR Models
    XIE Chi, WU Xiong-wei
    Chinese Journal of Management Science    2002, (3): 22-25.  
    Abstract2920)      PDF (913KB)(5192)      
    This paper estimates the parameters of the Vasicek and CIR models by introducing the Generalized Method of Moments using the programs of the MATLAB and the data from China’s monetary market.Compared with other estimation methods,the empirical result is very significant.Then we can understand the interest rate behavior in China’s monetary market more clearly.
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    Linear Mining Algorithms Design for Outliers in Financial Time Series and its Authentic Proofs
    YANG Hu, LI Qiang
    Chinese Journal of Management Science    2004, (3): 7-11.  
    Abstract2060)      PDF (1367KB)(5092)      
    Owing to the internal relations,the data in financial market usually manifest as the interrelated time series.This paper mainly discusses how to simplify time series models in financial market into relevant linear models and how to examine the existence of outliers and differentiate innovation outliers from additive outliers with traditional linear models.The mining of innovation outliers has not only the theoretical significance but also a great practical significance in the research on financial risk.Besides,the two algorithms proposed in this paper are analyzed with authentic proofs;in this way,the two methods in the study of financial market are proved feasible and effective.
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    Cited: Baidu(6)
    The Application of Data Mining Technology in CRM
    ZHANG Zhe, CHANG Gui-ran, HUANG Xiao-yuan
    Chinese Journal of Management Science    2003, (1): 53-59.  
    Abstract3147)      PDF (809KB)(4992)      
    Customer relationship management(CRM)is an important application field of data mining.Due to the support of data mining technique,CRM has more and more extensive marketing value and research value.In this paper,a survey of data mining applications for CRM is provided to investigate the use of data mining.The system structure of data mining for CRM is described.From the angles of customer life cycle and industry applications data mining applications are analyzed.Finally,combined with the current development of data mining techniques,further research trends of data mining applications for CRM and research directions of data mining technology application in CRM in China are indicated.
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    Cited: Baidu(32)
    Current and Future Studies on Structure of the Reverse Logistics System:A Review
    DA Qing-li, HUANG Zu-qing, ZHANG Qin
    Chinese Journal of Management Science    2004, (1): 131-138.  
    Abstract3423)      PDF (1372KB)(4988)      
    With growing environmental concern,reuse of used products is receiving much attention recently.The research of reverse logistics system has received growing attention of scholars.In this paper we survey the recent research results on the structure of reverse logistics system based on its research questions and research methods.The structure characteristics,design principles and facility location of the reverse logistics system are particularly introduced,and the issues for future research on the structure of reverse logistics system are proposed.
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    Cited: Baidu(781)
    Empirical Study of Influential Elements of E-loyalty
    DENG Ai-min, TAO Bao, MA Ying-ying
    Chinese Journal of Management Science    2014, 22 (6): 94-102.  
    Abstract1854)      PDF (1439KB)(4952)      
    Customer loyalty is an important factor for the network businesses to maintain market position and sustainable competitive advantage. However, the existing theoretical literature studies show that complexity and uncertainty of customer loyalty in the network environment have become a bottleneck to hinder further development of e-commerce. Therefore, on the basis of previous literature, structure equation model is built in this paper, regarding trust, online site characteristics, line logistics service quality, customer satisfaction, switching costs as external cause's latent variable, customer loyalty as endogenous latent variable. Questionnaire survey is used to collect empirical data, and factor analysis and structural equation model are introduced reveal influencing factors and action mechanism of customey loyalty in online shopping environment. The study turns out that in a network environment, trust can not only indirectly affect customer loyalty by customer satisfaction, but also can become the direct antecedent variables of customer loyalty. Online site characteristics and quality of logistics services commonly increase the customer satisfaction and indirect impact on customer loyalty accumulation; customer satisfaction and switching costs are the major factors with direct impact on customer loyalty in the network environment. The result reflects online shopping environment customer loyalty influencing factors and mechanism of action, there has very important reference value for network retailers to implement the plan of customer loyalty.
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    Cited: Baidu(11)
    Applications of Diffusion Models for Internet Consumer Analysis
    ZHANG Bin, YANG Guo-ying, RONG Guo-hui
    Chinese Journal of Management Science    2002, (2): 51-56.  
    Abstract2618)      PDF (566KB)(4934)      
    To research the Internet market foreground and insure the product diffusion available we can describe Internet product diffusion process with Bass innovation diffusion models.The paper first discussed the affect factor of product diffusion and the diffusion process and then analyzed the example of Internet product diffusion with Bass innovation diffusion models.With Internet consumer data,the paper estimated the model parameter and established the Internet consumer diffusion model and forecasted the product diffusion process for the next several years.The paper also discussed the prospect of the diffusion models for IT.
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    Cited: Baidu(51)
    A Further Study of Cost Function under Cobb-Douglas Production Function
    TANG Xiao-wo, MU Yin-ping, MA Yong-kai
    Chinese Journal of Management Science    2005, (4): 1-6.  
    Abstract2319)      PDF (2196KB)(4693)      
    This paper analyzes the character of the long-run cost function with Cobb-Douglas production function.We explain the economical meaning of all kinds of parameters,and analyze the extremum condition of the long-run cost function under constant factor production elasticity and factor price.It is concluded that if the firm inputs the factor in equal quantity,then the long-run cost will be maximized.The paper points out that the firm must avoid the equal quantity of the factors inputting.
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    Cited: Baidu(18)
    Evaluation on Volatility Forecasting Performance of GARCH-Type Models
    HUANG Hai-nan, ZHONG Wei
    Chinese Journal of Management Science    2007, 15 (6): 13-19.  
    Abstract3183)      PDF (297KB)(4645)      
    GARCH-type models have been broadly used to forecast volatility.But it's ignored to evaluate the performance of volatility forecasting. The reason is mainly lack of appropriate benchmark to evaluate. We estimate and forecast the return of SZZS using GARCH-type models. Realized volatiliky is computed as benchmark using 5-minuets high frequency data. Volatility forecasting performance is measured using M-Z regression and loss function. The conclusion is that GARCH type models have a very goodforecasting performance both in sample and out of sample, and GJR(1,1) under skewed t-distribution assumption is the most powerful to forecast.
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    Cited: Baidu(20)
    The Properties of Portfolio’s Covariance Matrix and The Optimal Portfolio Selection
    XIONG He-ping
    Chinese Journal of Management Science    2002, (2): 12-14.  
    Abstract2512)      PDF (1308KB)(4629)      
    This paper studies the properties of portfolio’s covariance matrix.We obtained a sufficient condition for a portfolio’s covariance matrix to be positive.Meanwhile,we discussed the optimal portfolio selection under the covariance matrix being not positive definite.We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.
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    Cited: Baidu(13)
    A Survey of Supplier Selection Models and Approaches
    LIU Xiao, LI Hai-yue, Wang Cheng-en, CHU Cheng-bin
    Chinese Journal of Management Science    2004, (1): 139-148.  
    Abstract2498)      PDF (2349KB)(4516)      
    Supplier selection is an optimal decision problem that draws attention from academic and industrial circles,and considerable research efforts have been and are continuously being devoted in the related areas.This paper categorically outlines the advances in research of supplier selections,and profoundly analyzes various purchase strategies,supplier evaluation rules,supplier selection models and the corresponding optimization approaches.Consequently,this paper identifies merits and setbacks of the approaches,their application scopes and existing problems,and further more indicates the future research directions.
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    Cited: Baidu(139)
    VaR Methodology and Its Application in Stock Market Risk Analysis
    FAN Ying
    Chinese Journal of Management Science    2000, (3): 27-33.  
    Abstract2325)      PDF (1395KB)(4445)      
    This paper discusses the concept and calculation method of VaR for measuring investment risk. Based on the random walk hypothesis of stock price, the VaRs of stock in Shenzhen market under different confidence level are investigated, and the comparisons with actual investment return are also presented. The application of VaR to stock investment in China is illustrated with an example.
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    To Study the Model of Financial Contagion Risk Base on Complex Networks
    DENG Chao, CHEN Xue-jun
    Chinese Journal of Management Science    2014, 22 (11): 11-18.  
    Abstract2196)      PDF (1737KB)(4358)      
    The failing bank can lead to the potential collapse of the whole financial system,sophisticated financial instruments based on the assumption of stable equilibria in economic systems was seen as a major cause of the 2008 financial crisis. Contagion risk and the scale of systemic breakdown in the financial system are the key concern for effective macro prudential oversight. Recently these insights from the study of complex networks have been applied to the financial system.
    Some simulation-based studies of financial contagion risk on the framework of complex networks models are mainly concerned in this paper. Banks are the nodes, inter-connected if financial flows and exposures exist among them. One of the key problems in this paper is that of understanding the role of the network structure in relation to the contagion effect.
    We apply techniques from cascade dynamics on complex networks of Watts, which gives a degree distribution pk and the average degree of the networkz.An bank is called vulnerable if their threshold φ is smaller than the inverse of their degree k, i.e.φ≤1/k, such that one infected neighbor suffices to attain the threshold. Starting from a small number of failed banks, the aim is to characterize the probability that failures propagate at the systemic level as a function of some relevant parameters, like the connectivity of the network and the net capital of banks. In numerical simulations, it can be found that while greater connectivity helps lower the probability of contagion, it can also increase its spread in the event of problems occurring. Greater connectivity does not only create more channels through which contagion can spread but also improves counteracting risk-sharing benefits.
    Most importantly, the proposed methodology can be employed in many segments of the entire financial system, providing a useful tool in the hands of regulatory authorities in assessing more accurate estimates of systemic risk. It is investigated that how several new mathematical modeling approaches represented by the analytical framework of Gleeson may be applied. Overall goal will be to develop a comprehensive toolkit of computational algorithms that will include network simulation methods, analytic results for several models, plus statistical and graphical methods.
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    Cited: Baidu(5)