Exploring vessel-price dynamics: the case of the dry bulk market

We investigate second-hand vessel price heterogeneity. Based on a sample of 5,591 purchase and sale transactions in the dry bulk sector over the period 1998–2016, we deploy a nonparametric regression technique to assess the determinants of vessel price and vessel price variability. Next, we use quantile regression to estimate the effect of regressors (sources of heterogeneity) at different parts of the vessel price distribution. We find evidence that main sources of vessel price heterogeneity are the age of the ship (the older the vessel the higher its maintenance cost), the 3-month LIBOR (reflecting the cost of financing) and the annual charter rate (revenues from operation). Their influence is stronger at all higher quantiles (periods of expansion) and the median of the vessel price distribution.     

A risk assessment model with systematical uncertainty treatment for container shipping operations

ABSTRACT

The substantial adverse effects of risk factors on container shipping and logistics promoted a deep integration of risk analysis into the decision-making process. This paper aims to develop a well-grounded quantitative model to operational risk in a container shipping context. Considering uncertainty as a primary component of the risk concept, methods were employed in an inter-complementary manner to enable not only a sense of foreseeability but also a deeper look into the weaknesses of the knowledge base. The intersubjectivity of the input extraction process was supported by the Evidential Reasoning (ER) algorithm. Risks are then assessed based on a Fuzzy Rules Bayesian Network (FRBN) model with a 2-level parameter structure before meaningful interpretations can be derived through a new risk mapping approach. Besides an illustrative case study, the model was tested by sensitivity analysis and an examination of multiple validity claims.     

Ship service life extension considering ship condition and remaining design life

Reliable and continuous operation of ships is vitally important to the decision-makers. Driven by the rising cost of newbuilding ships, maintenance actions are needed on existing ships to ensure safe and enduring service beyond their initial design life. Extending ship service life can provide economic operating profit and promote sustainability. Meanwhile, ships during their extended service life may involve higher failure risk and additional maintenance expenditure. Therefore, a cost-benefit evaluation is imperative for determining the optimal duration of service life extension (SLE) and the associated maintenance actions. In this paper, a novel method for this purpose is proposed. Two cost-benefit indicators, benefit-cost ratio (BCR) and net present value (NPV) are used to optimize the duration of SLE. Using Bayesian updating, information on the remaining design life and the structural condition at the SLE decision is incorporated into the optimization process to better inform SLE decision-making. The proposed method is illustrated by a fatigue-sensitive very large crude carrier (VLCC) at both structural component and structural system levels.     

建筑招投标价格博弈与市场均衡

建筑市场价格扭曲带来了一系列质量和安全问题,严重制约建筑市场的健康发展。为解决这一问题,应首先对建筑招投标价格的博弈模型进行分析。运用博弈论原理,构建建筑招投标过程中业主与承包商不完全信息动态非合作的双价二手车交易博弈模型。探讨业主与承包商就建筑产品价格所展开的博弈过程以及最终的市场均衡成交价格。将建筑招投标的价格均衡划分为市场完全成功、市场完全失败和市场部分成功,分别讨论3种市场类型存在的条件。对建筑招投标价格博弈模型及市场均衡的分析,有助于市场管理者运用经济激励手段调控市场,保障市场的健康发展。     

故障诊断的时间因果贝叶斯网模型

在一类诊断所依据的可观信号(警报)具有时序特性的故障诊断问题中,诊断所依据的警报、这些警报出现的先后顺序以及它们之间的时间间隔,都与诊断结果有关联。针对这一类故障诊断问题,提出了时间因果贝叶斯网模型,采用模糊方式对故障与警报之间的时间因果关系进行离散化处理,用模糊运算来合成多个时间因果关系,通过概率计算获得最大可能的故障假说。理论与算例表明该方法有效可行。     

高铁引线的客运需求分析

在出行成本和出行时间上对民航和高铁进行对比分析,引申出高铁引线的基本概念.从社会经济发展水平、居民收入水平、人口数量、产业结构调整及城市化进程几个方面,对高铁引线客运需求的影响因素进行分析,提出了基于贝叶斯网络原理的旅客期望出行方式的网络模型.讨论了机场旅客在选择换乘方式和期望换乘方式中,起直接作用的影响因素以及这些因素之间的相互关系.由于具有节约时间、价格低廉、乘坐方便的优点,高铁引线是大部分旅客期望换乘使用的交通方式,从而为高铁引线的建设提供了理论支持.     

港口装卸作业系统战时武器毁伤条件概率评估方法研究

由于战场情况的复杂,毁伤形式的多样,直接评定港口装卸作业系统的毁伤概率有很大困难。分析了装卸作业系统毁伤程度划分的影响因素,提出了基于抢修时间和贝叶斯网络法的武器毁伤的条件概率评估方法,解决了影响因素的选取和量化问题,有一定的实际应用价值;最后结合典型的装卸作业系统进行了毁伤条件概率的分析与计算。随着未来战争中要解决问题的大型化和复杂化,如何建立适用性更强、求解效率更高的装卸作业系统毁伤概率评价模型有待于进一步研究。     

基于动态贝叶斯网络的列控中心可靠性及可用性评估

为解决共因失效、动态失效及恢复机制等问题,本文基于动态贝叶斯网络对联锁车站和中继站列控中心可靠性及可用性进行评估.在分析列控中心系统结构的基础上构建系统动态故障树,并将动态故障树转化为动态贝叶斯网络,实现结构学习和参数学习.通过动态贝叶斯网络正向推理得到两种类型列控中心可靠度和可用度并进行比较分析.通过动态贝叶斯网络反向推理得到列控中心系统薄弱环节.研究系统敏感性因素并讨论恢复机制对系统可靠性及可用性的影响.结果表明：考虑共因失效的联锁车站和中继站列控中心的稳态可用度分别为0.999 960和0.999 977;电源及驱动采集单元为系统薄弱环节,需要重点关注.该方法能有效提高列控中心智能维修维护水平.     

金属疲劳裂纹扩展速率的贝叶斯正则化BP神经网络预测

人工神经网络是进行预报裂纹扩展率的一个重要方法。文章针对不同金属的疲劳裂纹扩展速率分别建立贝叶斯正则化BP(Back Propagation)神经网络,将各材料在不同应力比R下的疲劳裂纹扩展速率试验数据分为两部分,一部分用来进行训练网络,另一部分用来测试训练好的网络,检验其泛化能力。将从文献中获取的4种不同金属材料的疲劳试验数据作为算例,来检验网络的性能。计算结果表明贝叶斯正则化BP神经网络不仅对训练样本有很好的拟合能力,而且对于未训练过的测试样本也有较好的预测能力,即有较强的泛化能力。同时,指出了建立网络时减少门槛值附近的试验样本点,可以提高网络的预测能力。研究结果表明,该方法可以方便地获得不同应力比R下的疲劳裂纹扩展速率,从而达到减少试验次数,充分利用已有数据的目的。并且可以进一步应用于其他金属的疲劳裂纹扩展速率的预报。     

浅议广州地铁工程投资控制

文章从广州地铁建设项目的决策阶段、设计阶段和工程实施阶段分别阐述和分析．通过科学的优化管理，在保证质量、进度和安全的前提下，实现对地铁建设工程的投资控制。