中国科学院数学与系统科学研究院期刊网

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  • WANG Bo, YUAN Jiaxin, YE Xue, HAO Jun
    Journal of Systems Science and Mathematical Sciences. 2025, 45(8): 2363-2375. https://doi.org/10.12341/jssms240834
    Considering the high volatility and complexity of electricity spot price time series, a combined forecasting model based on wavelet transform and LGBM (light gradient boosting machine, LGBM) is proposed. By introducing rolling time window and wavelet transform, the dynamic multi-scale decomposition of electricity spot price series can be realized, and the frequency characteristics can be extracted to reduce its modal complexity and effectively avoid data leakage. In this study, the proposed model is constructed by utilizing the complex nonlinear feature extraction ability of the LGBM algorithm. The spot market data of Shanxi electric power is used to verify the validity of the proposed model. The results show that the proposed model is superior to the mainstream forecasting methods such as long-term and short-term memory model, support vector machine, elastic network regression model and extreme gradient lifting model in many key performance indexes, such as root mean square error, average absolute error and determination coefficient, among which the $ R^2 $ reaches 0.9792, showing high forecasting accuracy. At the same time, the proposed model shows robustness and adaptability under different market conditions, which shows the proposed model can be seen as a reliable forecasting tool for power market participants and helps to optimize trading strategies and reduce market risks.
  • LIU Zhifeng, ZHANG Qin, ZHANG Tingting
    Journal of Systems Science and Mathematical Sciences. 2025, 45(10): 3111-3134. https://doi.org/10.12341/jssms240211
    This study approaches typhoon landfalls as exogenous climate risk events, designating the moment of landfall as the critical intervention point. Utilizing the difference-in-differences (DID) methodology, the research examines the influence of typhoon disasters on the stock returns of publicly traded companies in China, and assesses how financial risks propagate through supply chain networks triggered by typhoon disasters. To gain a more nuanced understanding of these effects, the paper engages in a detailed mechanism analysis by examining the intensity of digital transformation. The results suggest that typhoon disasters have a significant and detrimental impact on the stock returns of firms located in affected areas, with this effect rippling through to their suppliers and customers via the intricate web of supply chain connections. Moreover, the study uncovers a distinct asymmetry in the spillover effects between suppliers and customers. Specifically, the research highlights that the level of digital transformation is instrumental in alleviating the financial risks associated with typhoons and serves as a protective barrier against the adverse effects on stock returns. Finally, a comprehensive suite of robustness checks reinforces the validity and reliability of the study’s conclusions.
  • WANG Li, LI Qi, ZHOU Xiancheng, YANG Lingling
    Journal of Systems Science and Mathematical Sciences. 2026, 46(3): 990-1010. https://doi.org/10.12341/jssms240803
    With the increasing demand for rural delivery in mountainous areas, the routing problem of rural delivery logistics in mountainous areas (RPRDLMA) has become an academic hotspot. Based on the background of rural passenger, cargo and postal integration development, the RPRDLMA under the cooperative distribution of bus-electric vehicle-drone (RPRDLMA-CDBEVD) is studied in this paper. Firstly, the village service points are divided into type TC and type FC, meaning that they are served by EVs or by drones, according to their geographic location, distribution characteristics and volume of cargo delivered or mailed. Next, a continuous function of bus idle capacity is established based on the tidal rural passenger flow characteristics. Then, the RPRDLMA-CDBEVD model is constructed with the goal of total cost minimization. Specifically, the total cost includes commissioning cost, capacitybased cost, distance-based cost, time-based cost and electricity consumption cost. In order to solve the model, a hybrid algorithm of multi-constraint modified clustering algorithm and improved adaptive genetic algorithm (MCDCA-IAGA) is designed. The experimental results and case studies show that the collaborative delivery mode of passenger shuttle bus electric vehicle unmanned aerial vehicle effectively reduces delivery costs by 2.9% and delivery time by 8.6%, providing a feasible solution for logistics path planning in mountainous and rural areas.
  • SU Yanyuan, CHENG Simin, ZHANG Xiaoyue, ZHANG Yaming
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3870-3902. https://doi.org/10.12341/jssms240046
    Individual selection preferences and the abuse of recommendation algorithms have trapped the public in an information cocoon dilemma. It would trigger differentiated collective behavior, exacerbate the formation of opinion polarization, and even have a serious impact on social public order. In this paper, we systematically analyze the effects of differences in public behavior within the information cocoon on the interaction between heterogeneous opinion groups, including the intra-group homogeneity restriction weakening-strengthening effect and the inter-group inhibition-promotion combination interaction effect. Then, based on the Lotka-Volterra modeling approach, the opinion polarization dynamic model with the interaction of heterogeneous opinions is constructed. Besides, the equilibrium points and their stabilities are estimated, too. Moreover, we also explore the law of opinion polarization through numerical simulations and empirical analysis. The results show that under the influence of the information cocoon, the weaker the intra-group homogeneity restriction and the stronger the inter-group promotion effect, the faster and the larger the expansion of the two groups, and the more likely to generate binary polarization situation. What's more, when the inter-group inhibition effect is stronger and the intra-group homogeneous restriction of heterogeneous opinion is weaker, the expansion rate of the group would slow down and the size would decrease and even disappear after reaching the peak, and generate single polarization situation. In addition, the potential diffusion range positively affects the expansion rate and final size of the group itself. Furthermore, the potential diffusion range would also slow down the expansion of the heterogeneous group under the inter-group promotion effect, but does not affect its final size.
  • CHEN Shengli, LI Xinru, LUO Menghua
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1813-1831. https://doi.org/10.12341/jssms240755
    As an important component of the modern economic system, digital finance has a crucial influence on the development of new quality productivity. Based on the panel data of 30 provinces and municipalities selected in China from 2013 to 2022, this paper uses the entropy weight-TOPSIS method to measure the development level of new quality productivity at the provincial level, and analyzes the impact effect and mechanism of digital finance on new quality productivity through the two-way fixed effect model and the mediation effect model. The research finds that digital finance significantly promotes the development of new quality productivity, and this conclusion has passed the robustness test and endogeneity treatment. In the heterogeneity analysis, it is found that this promoting effect shows differences in different regions, different innovation capabilities and different degrees of enterprise agglomeration, presenting a pattern of “Central > Northeast > East > West”, “high innovation capability > low innovation capability”, and “high degree of enterprise agglomeration > low degree of enterprise agglomeration”. The mechanism test finds that digital finance promotes new quality productivity through the positive effects of promoting the level of science and technology, improving the efficiency of resource allocation and optimizing the upgrading of industrial structure. The threshold effect analysis find that when the level of innovation output crosses the threshold value in the process of digital finance influencing new quality productivity, the promoting effect of digital finance on new quality productivity weakens, and there is a marginal diminishing effect. Therefore, this paper discusses relevant policy suggestions, providing useful ideas for the formulation of policies on promoting the development of new quality productivity by digital finance.
  • CHENG Weitao, PAN Xianli, ZHANG Xinyu
    Journal of Systems Science and Mathematical Sciences. 2025, 45(7): 2075-2092. https://doi.org/10.12341/jssms240013
    In time series forecasting, prediction error metrics cannot assist researchers in determining whether poor prediction performance is due to an inappropriate model choice or if the data inherently lacks predictive information. Intrinsic predictability characterizes "the upper limit of prediction accuracy" for the data, which can help researchers assess the compatibility of the current model and data. In this paper, we briefly review the concepts of predictability and provide a detailed introduction to the studies of time series predictability based on permutation entropy. Based on this, we propose permutation entropy with covariates to characterize the complexity of target time series when covariates are available and demonstrate its effectiveness through experiments with real glass bubble data. Additionally, we further present a strategy for model selection based on intrinsic predictability, aiming to choose simpler models and reduce the time cost of modeling and forecasting while maintaining reasonable accuracy. Numerical experiments on economic data validate the efficacy of this strategy.
  • LI Meijuan, LIN Xiaxin, HU Huifang, WANG Lili
    Journal of Systems Science and Mathematical Sciences. 2025, 45(7): 2244-2262. https://doi.org/10.12341/jssms241085
    In response to the scenario of a two-stage production structure that includes undesirable outputs and shared input factors, a two-stage data envelopment analysis (DEA) model has been developed. This model not only enables the rational allocation of shared resources between the two stages but also addresses undesirable outputs by applying the weak disposability theory, which aligns with real-world production dynamics. Furthermore, drawing on the concept of non-cooperative games, the model decomposes the efficiency of subprocesses by considering scenarios in which either the first or second stage is dominant, thereby establishing subprocess efficiency models. Ultimately, we employ the proposed model to evaluate the innovation efficiency of Specialized, Refined, Distinctive, and Innovative (SRDI) small and medium-sized enterprises in Fujian Province. By conducting a thorough analysis of both the overall efficiency and the subprocess efficiency of these enterprises, more accurate and comprehensive evaluation results can be obtained. Additionally, comparisons with various models further enhance the rationale and feasibility of the model presented in this paper.
  • CONG Yuyue, YU Zhongfu, YANG Ying, CHAI Jian
    Journal of Systems Science and Mathematical Sciences. 2026, 46(4): 1149-1166. https://doi.org/10.12341/jssms240464
    This paper examines the impact of digital inclusive finance on the operational performance of regional commercial banks using a fixed-effects model based on balanced panel data from 78 urban and rural commercial banks spanning from 2011 to 2021. The results indicate a significant negative relationship between the two. This conclusion remains valid after addressing endogeneity issues and conducting robustness tests, suggesting that the current competitive crowding-out effect still exerts a substantial influence. Further analysis through moderation and threshold effects reveal that the technology spillover effect of digital inclusive finance drives business innovation and enhances risk-taking capacity among regional commercial banks, thereby mitigating their negative effects, with the moderation effect on risk-taking being more pronounced. The threshold parameter estimates show that business innovation has a more significant negative convergence moderation effect on rural commercial banks, while risk-taking exhibits a more significant negative convergence moderation effect on urban commercial banks. The findings of this study provide important practical insights for the digital transformation of regional commercial banks and the sustainable and healthy development of regional economies.
  • LI Minshuo, LIU Ao, WANG Keyao, LIU Bo
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1734-1751. https://doi.org/10.12341/jssms240247
    To enhance supply chain efficiency, it has become a standard production mode for geographically diverse factories to collaborate in completing production tasks. Constructing scheduling models that reflecting real-world conditions and designing simple yet effective optimization algorithms are key to achieving efficient collaboration. Distributed flexible job shop scheduling problem has emerged as a promising tool for modeling and optimizing such problems. However, existing researches rarely account for sequence-dependent setup time for machines, instead simplifying the time as constant. This approximation can lead to inferior schedules, thereby impeding system efficiency. This paper establishes a mixed-integer programming model to describe the distributed flexible job shop scheduling problem with sequence-dependent setup time. A Q-learning based iterated greedy algorithm is proposed to solve it, wherein the Q-learning mechanism is utilized to dynamically select the appropriate perturbation magnitude, effectively overcoming the decline in search performance caused by unreasonable perturbation in conventional iterative greedy algorithms. By introducing the correlation between machines' setup time and operation sequences into benchmark instances for distributed flexible job shop scheduling with machine eligibility constraints, 207 instances are constructed. The proposed algorithm is compared with three iterative greedy algorithms with fixed perturbation magnitudes, simulated annealing, scatter search, backtrack search-based hyper-heuristic and random permutation descent-based hyper-heuristic. Experimental results demonstrate that the proposed Q-learning based iterative greedy algorithm achieves higher search quality and faster convergence speed.
  • ZHANG Yuwei, LI Zhenping, LI Xin, ZHANG Ziting, FANG Yong
    Journal of Systems Science and Mathematical Sciences. 2025, 45(8): 2389-2411. https://doi.org/10.12341/jssms240843
    Aiming at the dynamic changes in freshness levels of fresh products over time, a joint optimization problem of fresh products allocation and cold chain distribution with multiple levels of freshness is studied. Considering the constraints of both soft and hard time windows and customers' requirements for product freshness, a joint optimization model for fresh product allocation and cold chain distribution is constructed with different levels of freshness product allocation and cold chain distribution paths as decision variables. Under the premise of satisfying constraints such as vehicle capacity, hard time windows, and product quality, the objective function is to minimize the sum of fixed vehicle costs, transportation costs, refrigeration costs, penalty costs for violating soft time windows, product damage costs, and customer stockout losses. A two-stage hybrid heuristic algorithm based on large neighborhood search is designed according to the characteristics of the model. We use the Solomon dataset to construct the examples and solve the models by Gurobi solver and the two-stage heuristic algorithm, respectively. The results verify the correctness of the model and the fast effectiveness of the two-stage heuristic algorithm. The superiority of joint optimization of multi-level freshness product allocation and cold chain distribution is verified by comparing with the staged optimization strategy, and the results show that the joint optimization strategy can significantly reduce the cost of expired and spoiled goods of fresh products and the loss of customers' out-of-stock loss, which can reduce the total distribution cost by about 45% on average. Finally, the effectiveness of the algorithm in solving practical problems is verified through a real case.
  • WU Hongxu, FANG Yong, DENG Zhibin
    Journal of Systems Science and Mathematical Sciences. 2025, 45(8): 2447-2465. https://doi.org/10.12341/jssms240199
    With the rapid development of deep learning technology, its application in the field of asset pricing has attracted widespread attention. This paper delves into the theoretical foundation of factor pricing models and proposes a latent factor model constructed with deep neural networks based on characteristic ranking. The proposed model overcomes the limitations of traditional factor models in dealing with nonlinearity and hypothesis testing. It uses appropriate activation functions to accurately simulate the real process of portfolio construction. In the empirical analysis of the China A-share market, the proposed deep neural network model significantly outperforms the benchmark models in performance for out-of-sample prediction and achieves the highest cumulative returns and the best Sharpe ratio in constructing mean-variance efficient frontier portfolios. Furthermore, by analyzing the importance of the characteristic gradients of the model outputs, it is found that the monthly returns of the A-share market are significantly influenced by transaction-related factors, reflecting the unique characteristic of the Chinese stock market as an emerging market. This paper provides new insights into the construction of latent factor models and the patterns of market behavior of the A-share market.
  • LIU Xinyue, LIU Pingfeng, JIANG Shan
    Journal of Systems Science and Mathematical Sciences. 2026, 46(1): 70-96. https://doi.org/10.12341/jssms240348
    Small and medium-sized enterprises (SMEs) in supply chains often face significant financing difficulties, which hinder their high-quality development. Block-chain technology-driven third-party financial service platforms offer a new approach to solving this issue. This paper explores the government's regulatory behavior strategy, the third-party financial service platform's blockchain information sharing behavior strategy, and the small and medium-sized enterprises' financing integrity behavior strategy by constructing a tripartite evolutionary game model of “government-third-party financial service platform-SMEs". It conducts an analysis on the stability of the equilibrium points in the tripartite evolutionary game and discusses the impact of blockchain technology cost, government regulatory cost, government reward and punishment intensity, and enterprise income on the equilibrium of the tripartite evolutionary game through parameter sensitivity analysis. The results show that: 1) Whether a third-party financial service platform chooses to share information through blockchain depends not only on the cost of blockchain technology but also on the government's rewards and punishments for the platform and small and medium-sized enterprises (SMEs), as well as the size of the returns from default risks. 2) Conventional wisdom holds that digital supply chain finance driven by blockchain is inevitably superior to traditional supply chain finance. However, this study finds that only when the government dynamically rewards and punishes platforms to improve the transparency of supply chain financial information and constrains enterprises to reduce financing default rates under specific circumstances, will the financing efficiency of blockchain supply chain finance surpass that of traditional supply chain finance.
  • WANG Yufang, WANG Nan, ZHANG Shuhua
    Journal of Systems Science and Mathematical Sciences. 2025, 45(10): 3245-3266. https://doi.org/10.12341/jssms240059
    To solve the problem of instability and imprecision of carbon price prediction with single information source, single decomposition technology and single prediction method, a hybrid prediction model of carbon price based on multi-source data feature and multi-scale analysis is proposed, called CPS-MEMD-SVR-MLR. 1) Multi-source data analysis: This effectively integrates historical carbon trading prices related to carbon prices, macroeconomic development levels, fossil energy prices, exchange rates, and social media sentiment data based on news text information; 2) Multi-scale analysis: This uses multiple empirical mode decomposition technology (MEMD) to decompose multi-source data into prediction features under different modes; 3) Hybrid prediction analysis: This uses fuzzy entropy theory to orderly integrate econometric model and machine learning models, and then integrates the predicted values of each mode into the final result. This paper takes the carbon price of the European Union (EU) from February 11, 2015 to February 27, 2023 as a case study. Based on seven scenarios and DM tests, the results show that: 1) The prediction accuracy of the hybrid model proposed in this paper is better than other comparison models; 2) Social media sentiment can improve the prediction accuracy of carbon price, and it is better than the single factor prediction; 3) The introduction of MEMD decomposition can significantly improve the prediction accuracy of carbon price.
  • ZHUANG Delin, WU Duyun, WANG Shuai
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1794-1812. https://doi.org/10.12341/jssms240054
    Digital finance can provide significant financial resources for the development of the real economy, and it has a far-reaching impact on the investment decisions of enterprises. This paper aims to explore the impact of digital finance on the investment structure bias of enterprises and clarify its influence mechanism. To achieve this, we expand the research perspective to investigate how digital finance affects the relationship between enterprises' fixed asset investment and financial investment. The study, based on a sample of 22,242 data points from 3641 A-share listed companies between 2011 and 2021, concludes that the growth of digital finance has worsened the financial investment bias of these companies. This conclusion remains valid even after conducting several robustness tests. Regarding the impact mechanism, digital finance enhances the convenience of financial investment by improving the external financial environment of firms. However, it also exacerbates the financial investment bias of firms by stimulating their speculative motives to hold financial assets. Additional analysis shows that industry-level cohort effects act as a catalyst in the relationship between digital finance and financial investment bias. This paper confirms that digital finance affects the investment structure of enterprises and provides empirical evidence for the rationalization of their investment structure.
  • XIANG Pengcheng, ZHAO Xiaping, YANG Yingliu
    Journal of Systems Science and Mathematical Sciences. 2026, 46(2): 462-479. https://doi.org/10.12341/jssms240542
    To enhance the scientific nature of risk prevention and control in the supply chain network of new energy vehicle (NEV), and to strengthen safety production and operational management in China’s NEV industry, we integrate complex network theory with SEIR (susceptible-exposed-infectious-recovered) modeling to simulate the process of risk propagation in the NEV supply chain network, aiming to uncover the mechanisms of risk propagation. Firstly, typical NEV companies such as Tesla and XPeng are selected as case studies, with suppliers as nodes and supplier cooperation relationships as edges to construct the topological networks of their automotive supply chains. Secondly, topological parameters such as average degree, clustering coefficient, and average path length are used to explore the characteristics of the supply chain networks of these two companies. Finally, based on the characteristics of the topological networks, an SEIR epidemic model is constructed for the supply chain networks to simulate the impact of different immunization strategies on the speed and scope of risk propagation in the supply chain. The results indicate: 1) The supply chain networks of both NEV companies exhibit scale-free network structures, with comparable network densities (average degrees of 2.293 for Tesla’s and 1.845 for XPeng’s supply chain networks). 2) Comparing the simulation results of risk prevention strategies between the two companies shows that their performances are largely similar. The proposed model effectively explores the characteristics of risk propagation in the NEV supply chain. Specifically, extending the incubation period of risks can significantly slow down the spread of risks, providing nearly three months of adjustment time for the companies, with Tesla experiencing a shorter delay of about 2 weeks to the peak risk period compared to XPeng; Shortening the duration of infection can notably reduce the scale of risk spread by approximately 20%, with Tesla showing a 4% greater reduction in the scope of risk impact compared to XPeng. Additionally, increasing the complexity of the supply chain network may accelerate the propagation of risks. The research findings can provide a reference for NEV companies to formulate effective risk response measures, ensuring the stability and safety of the supply chain.
  • HUANG Shuai, LIU Yongchao, AN Yaxin
    Journal of Systems Science and Mathematical Sciences. 2025, 45(7): 2025-2039. https://doi.org/10.12341/jssms240152
    For a class of strict-feedback nonlinear systems with unknown control direction, a dynamic event-triggered control method based on backstepping is proposed, which can solve the problem of unknown control direction and reduce the data transmission in the network. Firstly, the Nussbaum gain function is introduced to solve unknown control direction. Secondly, a dynamic event-triggered scheme is introduced in the actual controller design, and a dynamic variable is introduced to adjust the trigger threshold, which further reduce the number of events. The stability of the closed loop system is proved based on Lyapunov function, and Zeno behavior does not appear. Finally, the simulation results show that the dynamic event-triggered control method can reduce the data transmission in the network and save network resources.
  • ZENG Yinlian, CHEN Xue, ZENG Huantao, LI Jun, LUO Qin
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1877-1892. https://doi.org/10.12341/jssms240602
    With the development of intelligent mobility and sharing economy, Mobility -as-a-Service (MaaS) platforms have become a key component of modern transportation systems. The success of MaaS platforms relies on data sharing between platform operators and transportation service providers. However, balancing the degree and quality of data sharing and coordinating the interests of all parties remain significant challenges. This paper aims to analyze the data sharing issues in the MaaS model, focusing on the impact of both the degree and quality of data sharing on system efficiency. To achieve this, a transportation system consisting of a MaaS platform operator and a transportation service provider is constructed, and differential game theory is used to analyze the optimal strategies and payoffs of participants in three different game scenarios. The results show that when the income distribution coefficient meets certain conditions, a Pareto improvement is achieved for both participants and the whole transport system from the Nash non-cooperative game to the Stackelberg leader-follower game, and further to the cooperative game. Furthermore, subsidy incentives and cooperative mechanisms can effectively improve the data sharing efficiency between MaaS platform operators and transportation service providers, thereby increasing the payoffs of both parties and the overall system.
  • CHEN Qi, WU Libing
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1720-1733. https://doi.org/10.12341/jssms240022
    This paper investigates the fixed-time adaptive fault-tolerant control problem for a class of nonlinear systems with actuator faults and full-state constraints. Firstly, by utilizing back-stepping control and fixed-time stability theory, a fixed-time adaptive fault-tolerant controller and parameter updated laws are designed to compensate for actuator faults and parameter uncertainties; Then, the barrier Lyapunov function is used to handle the full-state constrained problem of the system, so that the states of the system do not violate the predetermined constraint conditions; Furthermore, the proposed control scheme can ensure that all signals of the closed-loop system are bounded, the tracking error converges to the neighborhood of the origin within a fixed time and the upper bound of the convergence time is independent of the initial state of the system; Finally, the simulation example is shown to verify the efficiency of the presented strategy.
  • TAN Xurui, ZHANG Baoyou, WANG Tingting
    Journal of Systems Science and Mathematical Sciences. 2025, 45(7): 2154-2172. https://doi.org/10.12341/jssms240224
    Logistics standardization is a crucial avenue for enhancing the development of the modern circulation industry. China has actively initiated pilot projects on logistics standardization to explore solutions to the "bottleneck" issues in circulation. Against the backdrop of the goal of circulation integration, attracting more participants from the circulation entities to engage in deep collaboration in logistics standardization and building a smooth and efficient circulation system are key to the development of modern circulation. This paper, based on the perspective of collaborative governance, constructs a three-party evolutionary game model, namely, "manufacturer-third-party logistics enterprise-retailer" to depict the behavioral relationships of supply chain participants in collaborative logistics standardization. The study investigates the key factors influencing the collaborative mode selection among entities within the chain, explores the relationships of interests among entities, and further discusses different stable states of the system and the strategic choices of entities through simulation analysis. The research reveals that: 1) The ideal state of three-party collaboration can be directly achieved when the initial potential for each entity's participation reaches a certain threshold. 2) Increasing the intensity of government rewards and penalties for each entity promotes the establishment of standardized collaborative relationships. 3) The reduction of standardization costs can attract the participation of entities in collaborative standardization, and its incentive effect is more independent of the initial intentions of enterprises compared to government subsidies. 4) Third-party logistics enterprises sacrificing profits for cost savings upstream and downstream can benefit entities in converging to the ideal state. In conclusion, the study proposes corresponding policy recommendations based on the findings.
  • LIU Aijun, XIONG Jiamin, CHAI Jian, LI Zengxian, LI Jiaxin, ZHANG Yan
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1752-1771. https://doi.org/10.12341/jssms23890
    While the franchise-based express delivery industry has developed rapidly, there are also issues of unstable cooperation caused by conflicting interests and low service quality, which makes it difficult to satisfy the increasing demand for high-quality and high-service from consumers. To this end, this paper uses the method of evolutionary game to dynamically analyze the evolutionary stability of the courier company's regulatory strategy, the production behavior of terminal franchisees and the government's regulatory rewards and punishments strategy, and reveals the impact of different decision parameters on evolutionary stability, demonstrating the conditions for evolutionary stability. The numerical analysis results indicate that when the risk cost and profit-sharing ratio are in different threshold intervals, the game system between express delivery companies and franchisees presents four different evolutionary stability results. In addition, when formulating reward and punishment policies, the government should ensure that the sum of rewards and punishments for all parties is greater than their speculative gains, in order to ensure the standardized operation and cooperative stability of express service enterprises. The results of this paper are of great significance to the establishment of a suitable default punishment system, risk identification and early warning mechanisms, and enhancing the government's regulatory functions, while creating a favorable market operating environment.
  • LIU Qing, ZHANG Dan
    Journal of Systems Science and Mathematical Sciences. 2025, 45(9): 2775-2790. https://doi.org/10.12341/jssms240235
    In this paper, the problem of output consensus control for heterogeneous multi-agent systems with denial-of-service (DoS) attacks is studied. First, aiming at the problem that the cyber attack behavior is changeable and its statistical characteristics of attack modeling method based on dual hidden Markov model is proposed, which converts the communication interruption caused by the attack behavior into the communication topologies switching of multi-agent system. Second, a distributed asynchronous dynamic observer is designed to solve the asynchronous problem when the communication topology mode (CTM) and the transition probability mode (TPM) do not match. Third, based on the stochastic Lyapunov theory and linear matrix inequality technique, sufficient conditions for the solvability of the system output consensus problem are obtained. Finally, the feasibility and effectiveness of the results are illustrated through a simulation example.
  • ZHANG Yu, LI Kaili, WANG Jinting
    Journal of Systems Science and Mathematical Sciences. 2025, 45(8): 2376-2388. https://doi.org/10.12341/jssms240640
    Privatization reform is regarded as an effective strategy to reduce waiting times in the public healthcare system. This paper focuses on two modes of privatization reform: One is the competition mode, which allows private hospitals to enter the market and compete with public hospitals; the other is the collaboration mode, where public hospitals and private hospitals cooperate to achieve common goals. This paper employs a queueing model to describe the patient consultation process, analyzes the service rates and prices of public and private hospitals under different privatization reforms, and studies the impact of these reforms on the number of patients covered by medical services, patient waiting times, patient welfare and social welfare. The study finds that the competitive mode can significantly reduce patient waiting time, thereby expanding the number of patients covered by medical services and enhancing patient utility and social welfare. In contrast, while the cooperative mode can also reduce patient waiting time, it exhibits uncertainty in increasing the number of patients, patient utility, and social welfare, and can effectively promote the expansion of the number of patients covered by medical services, patient utility, and social welfare only when the service capacity of public-private partnership hospitals is relatively large or the degree of privatization is high. Finally, when private hospitals choose between the cooperative or competitive mode, it mainly depends on the subsidy rate provided by the government to public hospitals and the level of privatization pursued by public-private partnership hospitals for their own interests. Specifically, when the subsidy rate or the level of privatization is high, private hospitals are more inclined to choose the cooperative mode; conversely, they are more inclined to choose the competitive mode.
  • CHEN Yufeng, YANG Shuo, WANG Chuwen
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1772-1793. https://doi.org/10.12341/jssms240110
    This paper measures multiple price bubbles in the global iron ore futures market, China's stock market and industry stock markets from 2013 to 2021, and examines the risk spillover effects among markets based on bubble dates and causal relationships, in order to reveal the guiding role of industry market bubbles and the financialization characteristics of the global iron ore market. The results show that: 1) There was a continuous capital rotation relationship between iron ore and Chinese stock market in the initial stage of iron ore futures market, which has evolved into the linkage effect in recent years; 2) There is a bidirectional bubble contagion relationship between iron ore and China's stock market in the post-epidemic era, which confirms the financialization of iron ore market; 3) The bubble infection relationship is complex and dynamic, and the outburst of comprehensive market bubble often evolves from the industry stock market bubble. Once there is a bubble in some sectors, market investors tend to buy stocks that have risen relatively slowly guided by loss aversion bias, and the behavior encourages bubbles to spread from sectors that rose ahead of the market to the general market. It is of great significance to evaluate and avoid the financialization of iron ore market to maintain the stability of financial market and reduce the systemic financial risk.
  • LI Meng, WANG Zhengqi, GAO Haoyu
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3787-3809. https://doi.org/10.12341/jssms240597
    The national independent innovation demonstration zone (NIIDZ), as an important engine leading innovative development, takes institutional and policy reforms as a starting point to radiate and drive the coordinated development of surrounding regions. The gradual improvement of the high-speed rail (HSR) network has opened up a new pattern for the “ual circulation” and expanded the scope of the NIIDZ's innovation spillover effects. Based on data of HSR city pairs from 2008 to 2019 in China, this paper examines the impacts and mechanisms of the improvement in innovation levels of ordinary cities after the opening of HSR connected to NIIDZs by applying a staggered DID model. The empirical results are as follows. Firstly, the opening of HSR connected to NIDDZs significantly improves the innovation levels of ordinary cities. Secondly, the innovation spillover effects are more pronounced for cities in the eastern region, cities with a better innovation environment, and large-scale cities. Thirdly, the innovation spillover effects are realized by utilizing innovation endowment, government-guided innovation and demonstration driving effects. This paper provides empirical evidence and policy insights for innovation-driven development in the context of HSR network. It optimizes the spatial allocation of innovation resources and accelerates the development of new quality productive forces, achieving high-quality economic development.
  • LIU Qinming, XIANG Haodong, LIU Wenyi, HE Jiwei
    Journal of Systems Science and Mathematical Sciences. 2026, 46(2): 480-499. https://doi.org/10.12341/jssms240044
    A data-model dual-driven stochastic process model is proposed for equipment health diagnosis and remaining life prediction problems. Firstly, a new signal scalarization method is proposed for non-vibration signals, so that continuous signals can be scalarized to form a data type that can be input to the hidden semi-Markov model. Secondly, a new deterioration kernel-based modified hidden semi-Markov model (DK-MHSMM) is proposed to realize the process of mapping the observation scales of mechanical equipment to the potential states, and to dynamically screen the equipment state patterns. Then, the adhesion coefficient is introduced into DKMHSMM, and the genetic algorithm and the co-evolutionary algorithm of the Sea Sheath swarm algorithm are used to estimate the model parameters instead of the conventional EM parameter estimation method, and the corresponding remaining life prediction method is proposed according to the characteristics of the whole life distribution of the equipment and the current state values of the equipment. Finally, the method is validated using the turbofan engine dataset, which verifies the effectiveness and feasibility of the method.
  • LIU Xinlong, YU Yang, YU Jinpeng, PEI Hailong
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1651-1666. https://doi.org/10.12341/jssms240251
    In this paper, the linear water wave equation is used to describe the fluctuation of an ideal water body in a two-dimensional bounded rectangular region, and the Craig-Sulem transform is used to transform the water wave equation into a linear development equation with velocity potential function and wave height as state variables. In this paper, we assume that the wave height of water wave is the measured output of the system, and on this basis, we analyze the recognizability of the water depth and velocity potential function, and design a synchronous identification algorithm to estimate the water depth and potential function from the wave level. In this paper, a numerical identification algorithm based on adjoint method is designed, which can effectively estimate both water depth and potential function. Firstly, the traditional quadratic target functional is improved to target functional with system model constraints by introducing Lagrange multipliers. Secondly, the adjoint equation of the water wave equation is derived by the Lagrange functional differential formula, and the gradient of the target functional is obtained by solving the equation. Finally, the gradient descent method is used to estimate the water depth and velocity potential functions iteratively, and the effectiveness and accuracy of the proposed algorithm are verified by numerical simulations.
  • GUO Qinghui, LI Yuan, XING Zuoxia
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1687-1700. https://doi.org/10.12341/jssms240024
    In order to improve the effect of signal noise reduction, this paper proposes a signal noise reduction method based on optimized variational mode decomposition combined with wavelet threshold. Firstly, the improved sparrow search algorithm is used to adaptively optimize the variational modal decomposition parameters to determine the optimal modal number $k$ and the quadratic penalty factor $\alpha $. Secondly, the improved wavelet threshold denoising method is used to denoise the noisy mode, and the effective mode and denoising mode are reconstructed to achieve signal denoising. Finally, compared with the traditional threshold denoising method, the results show that the signal-to-noise ratio of the proposed method is increased by 1.604, and the root mean square error is reduced by 0.015, which has a better noise reduction effect.
  • WANG Jun, CAI Xueqiang
    Journal of Systems Science and Mathematical Sciences. 2025, 45(11): 3635-3656. https://doi.org/10.12341/jssms240271
    This paper addresses the fault-tolerant consensus problem in heterogeneous multi-agent systems based on an adaptive distributed event-triggered mechanism, with a focus on actuator faults and bounded external disturbances. Compared to existing research, this paper introduces distributed intermediate variables to model the closed-loop error in heterogeneous multi-agent systems. Additionally, a fault observer is designed to estimate actuator fault states in real time and compensate for actuator faults by adjusting control gains online. Furthermore, an adaptive distributed event-triggered mechanism is designed, which conserves communication resources and successfully avoids the Zeno phenomenon through dynamic interactions and information sharing among agents. Moreover, a fault-tolerant controller based on a distributed adaptive event-triggered mechanism is designed to ensure that agents maintain consistent behavior even in the presence of actuator faults or external disturbances. Finally, the feasibility and effectiveness of the proposed method are validated through Matlab simulations, providing a practical solution for real-world applications.
  • XIONG Zikang, QIN Hong, NING Jianhui, HUANG Yuning
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 4004-4015. https://doi.org/10.12341/jssms240678
    Design of experiments with mixtures has been widely used in food industry manufacturing, mixed drug research and development, investment portfolio optimization and other fields. In order to ensure that the design is robust to the changes of the model, many scholars have proposed uniform designs for experiments with mixtures under different criteria. However, the methods of constructing mixture designs based on the acceptance-rejection algorithm or inverse transformation method become inefficient and complex when the number of mixture compositions is large and the constraints are complex. In this paper, we propose an efficient construction method with representative points method for uniform mixture design on a general restricted region. The main idea is to generate uniform training samples on the experimental region based on the Gibbs sampling algorithm, and then compress them into the optimal representative point set under the energy distance criterion by the optimization algorithm. Through numerical example analysis, the design generated by the new construction method has good uniformity and model robustness.
  • ZHENG Ziyi, YU Yang, WANG Wei
    Journal of Systems Science and Mathematical Sciences. 2025, 45(11): 3657-3669. https://doi.org/10.12341/jssms240343
    This paper studies the formation control problem of multi-unmanned ground vehicles with uncertain nonlinear dynamics. First, a formation motion model of multi-unmanned ground vehicles is established based on leader-follower method, which describes the leader-follower relationship among individual unmanned vehicles. The uncertain nonlinear dynamics are learned online by neural networks. Then, based on the target tracking mechanism, an adaptive neural network direction controller is designed by introducing a sliding mode surface. Simultaneously, combining with backstepping control technique, a target tracking mechanism based adaptive neural network propulsion controller is presented to achieve integrated longitudinal and lateral formation driving of multiple unmanned vehicles. Lyapunov stability theory is used to analyze and prove the stability of the closed-loop multi-unmanned vehicle formation control system, and the formation tracking error can converge to the neighborhood of origin. Finally, the simulation results verify that the formation control and formation maintenance are realized under the proposed control algorithm.
  • YUAN Xiaoyong, MA Ruyu
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1913-1928. https://doi.org/10.12341/jssms240041
    The rapid development of e-commerce in recent years has provided opportunities for agricultural development, not only widening the marketing channels for farmers, but also providing new financing channels for farmers. This paper considers an agricultural product supply chain composed of a farmer with limited funds and e-commerce platform. The farmer sells his agricultural products through e-commerce platform, and the platform acts as an intermediary to collect commission and implement promotion means to attract consumers. Based on bank financing and platform financing, this paper explores the optimal decisions and profits of the farmer and the platform under the Stackelberg game and Nash game, and conducts comparative analysis. It is found that factors such as loan interest rates and output risk have a significant impact on the choice of financing models for supply chain members. When certain conditions are met, the production input of farmers under platform financing is higher and supply chain members can obtain more profits. Meanwhile, compared to the Nash game, the profits of supply chain members under the Stackelberg game will be higher.
  • GAO Kaiye, LIU Qiming, PENG Rui, FU Bo, YE Hengqing
    Journal of Systems Science and Mathematical Sciences. 2025, 45(7): 2114-2132. https://doi.org/10.12341/jssms240107
    As an important supplement to the offline healthcare system, the popularization of online healthcare provides new pathways for patients to access medical services, promoting the sound and orderly development of the social healthcare environment. This study consolidates and reanalyzes empirical research on patients' physician selection behavior in online healthcare communities, addressing inconsistencies in prior findings, clarifying the effect intensity of different antecedent variables on users' physician selection behavior, and providing references for subsequent research and practical applications. Using meta-analysis, we analyze 23 antecedent variables and 3 moderating variables affecting patients' online physician selection behavior, encompassing 190 independent effect sizes from 55 studies. The findings reveal that all 23 antecedent variables positively influence patients' online physician selection behavior, with patient satisfaction and total review count demonstrating significant strong correlations. Platform types, study timeframes, and data collection methods function as moderators in the relationships between certain antecedent variables and online physician selection.
  • QIAN Wuyong, GUO Kaiyi, WANG Xuan, XU Hanrong
    Journal of Systems Science and Mathematical Sciences. 2026, 46(5): 1599-1623. https://doi.org/10.12341/jssms240811
    Vehicle routing problem in takeout delivery is characterized by dynamic order arrivals and the need for continuous updates on rider status. To address this challenge, a multi-objective dynamic optimization model maximizes the interests of customers, platforms, and riders while considering rider physical condition and road familiarity. A dynamic weights multi-objective heuristic algorithm adaptively adjusts the weights of different objectives based on real-time data, optimizing delivery paths dynamically. Results demonstrate superior performance compared to the Gurobi solver in key metrics such as order fulfillment time, rider idle time, and platform profit. This highlights the effectiveness of the method in handling the complexities of real-world takeout delivery operations. Analysis of dispatch strategies for different types of riders provides valuable insights for operational decision-making. In summary, this research offers a practical solution to enhance delivery efficiency and customer satisfaction while ensuring fair treatment of riders, contributing to improved operational strategies for takeout platforms.
  • SHAO Feng, CHEN Zibo, SHAO Hu, LIU Pengjie
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1929-1945. https://doi.org/10.12341/jssms240192
    In this study, we employ a hybrid self-adaptive technique to introduce a new Dai-Liao type conjugate parameter for solving unconstrained optimization problems. Subsequently, we incorporate an adjustable parameter as the spectral parameter to construct an effective search direction and suggest a Dai-Liao hybrid conjugate gradient method. Its search direction satisfies the sufficient descent property regardless of the line search. Under some fundamental assumptions and weak Wolfe line search, we establish the strong convergence for the uniformly convex function and global convergence for the general function. Moreover, under Armijo line search, for the uniformly convex function, we investigate the complexity analysis of the proposed method. In attaining a point with a gradient norm below $\epsilon$, it requires at most $O(\epsilon^{- 2})$ function evaluations. Finally, some numerical experiments show that our method outperforms some existing methods on solving unconstrained optimization problems and image restoration problems.
  • SHE Chengxi, ZHANG Caiping, ZHAO Piaoyang, WANG Qingyang
    Journal of Systems Science and Mathematical Sciences. 2026, 46(3): 709-724. https://doi.org/10.12341/jssms240362
    The integration of intelligent fault diagnosis and alarm technology into automatic production lines can avoid production interruptions and economic losses caused by faults. Traditional fault diagnosis method collects physical characteristic data reflecting mechanical fatigue faults through technologies such as machine vision for prediction. But a significant cost for high-precision fault diagnosis will be induced by the large amount of noise present in complex working conditions. Therefore, a method for mining potential occurrence patterns of faults based on production line data was proposed. Firstly, five types of highly generalized derived feature variables were constructed to characterize the faults based on the direct production data of the production line. Secondly, a CNN-LSTM-Attention model was constructed for fault diagnosis and early warning with the scarce fault data balanced by near neighbor under-sampling (Near Miss). Finally, numerical experiments were conducted using a total of 75 million data from 10 production lines, and compared with traditional machine learning, CNN, and LSTM models. The experimental results illustrated that the prediction accuracy of the model reached 99.97%. It demonstrated that effective production line fault diagnosis and warning can be achieved at the level of data mining and feature engineering without advanced learning methods and mechanism features.
  • TANG Huiyun, LI Yang, WANG Feifei
    Journal of Systems Science and Mathematical Sciences. 2025, 45(12): 3972-3987. https://doi.org/10.12341/jssms240383
    Multi-source data are commonly encountered nowadays. The analysis of multi-source data is important for unleashing the data potential and realizing data value. However, many multi-source data still exist in the form of “ata silos”. Interconnection between data remains extremely challenging. Meanwhile, the data security issue is a significant concern, making it crucial to achieve secure development of multi-source data while protecting data privacy. To address these challenges, we propose a privacy-protected paradigm for multi-source data analysis. This method is based on the federated learning framework, enabling different data sources to collaborate on data analysis tasks without exposing their raw data. Meanwhile, to further prevent malicious attacks on data, we incorporate differential privacy into federated learning by adding noise to the transmitted data to protect individual-level information. Finally, we demonstrates the practical application of the proposed paradigm using the example of predicting violation risks of enterprises. By combining data from various departments, the prediction accuracy can be well enhanced.
  • JIA Xiaojing, YU Changjiang, MOU Shandong
    Journal of Systems Science and Mathematical Sciences. 2025, 45(9): 2819-2841. https://doi.org/10.12341/jssms240902
    China has introduced a large-scale equipment upgrade policy that can renovate livestock manure collection and processing facilities. However, the impact of this policy on manure management has not yet been explored in existing research. Additionally, there is a gap in the analysis of refined market strategies regarding the collaboration between third-party companies (TPCs) and small to medium-sized livestock farmers (SMS-LFs). To address these issues, this paper constructs an evolutionary game-theoretic model that examines the equipment upgrade strategy of SMS-LFs and the classified pricing strategy of TPCs. The study incorporates prospect theory and mental accounting theory (PT-MA) to explore how farmers decide whether to invest in equipment upgrades, considering their risk preferences. By combining the expected utility function with the value perception function and adhering to the principle of those who invest receive the subsidies, the paper analyzes which party would benefit more from implementing the upgrades in the context of effective policy execution. The study conducts simulation analyses of strategies and summarizes the systemic archetypes for upgrading manure collection and processing facilities. The findings are as follows: 1) Providing large-scale equipment upgrade subsidies to TPCs, allowing them to enhance the manure collection and processing facilities for SMS-LFs, is the most effective strategy for advancing the policy. 2) TPCs should actively implement a classified pricing strategy. 3) The large-scale renewal and upgrading of livestock manure collection and treatment systems exemplify a limits to growth archetype. The solution is removing constraints from balancing loops through a policy mechanism allowing TPCs to obtain equipment renewal subsidies. This subsidy mechanism encourages TPCs to invest in upgrading manure collection and treatment facilities for SMS-LFs. Subsequently, these companies can implement a classified charging strategy to secure higher-quality manure-based raw materials. This creates an incentive mechanism that motivates SMS-LFs to increase their investments in manure treatment. Ultimately, this virtuous cycle enhances the proportion of subsidies received by SMS-LFs through improved environmental performance.
  • LUO Ming-Min, WANG Jun
    Journal of Systems Science and Mathematical Sciences. 2025, 45(11): 3619-3634. https://doi.org/10.12341/jssms240467
    In response to the significant parameter uncertainties, completely unknown external disturbances, and actuator failures faced by quadrotor UAVs during flight, this paper proposes a robust adaptive controller. Firstly, a quadrotor UAV model is established that is affected by external environmental disturbances and actuator failures, while considering the uncertainties in system parameters. To address the shortcomings of traditional sliding mode reaching laws in eliminating chattering and improving convergence speed, a nonlinear robust adaptive sliding mode controller based on a novel sliding mode reaching law is proposed. Additionally, adaptive laws are designed to estimate system parameters, external disturbances, and actuator failure information that are difficult to measure directly and accurately. To ensure the stability of the closed-loop system, the controller employs the upper bound of unknown lumped disturbances as the switching gain. Experimental results demonstrate that the proposed controller exhibits significantly stronger fault tolerance and disturbance rejection performance compared to two other algorithms.
  • XU Leiyan, MENG Zhiqing, WANG Hui
    Journal of Systems Science and Mathematical Sciences. 2025, 45(6): 1946-1965. https://doi.org/10.12341/jssms23904
    The distributed robust multi-objective bilevel programming based on worst-case conditional risk value (WCVaR) is a bilevel decision model consisting of multiple loss objective functions for upper and lower level decisions. Firstly, the concave probability density function clusters formed by multiple perturbation convex sets of upper level and lower level decisions are defined separately. Given the multiple loss objective functions corresponding to upper level and lower level decisions, robust VaR values and robust WCVaR values corresponding to the entire disturbance set are defined. Then, a distributed robust multi-objective bilevel programming based on WCVaR with concave probability density function clusters is constructed under certain conditions, it has been proven that the model of distributed robust multi-objective bilevel programming based on WCVaR is equivalent to distributed robust multi-objective bilevel programming with perturbed parameters. Furthermore, in the case where both the upper and lower layers are finite mixed probability density function clusters, it is proved that the corresponding WCVaR based distributed robust multi-objective bilevel programming is equivalent to another distributed robust multi-objective bilevel programming with finite multiple constraints. In this case, when all objective and constraint functions are linear functions, the equivalent programming can be transformed into an approximate bilevel linear programming problem. Finally, a WCVaR based double-layer robust decision model for multi product production and ordering under periodic fluctuations with upper and lower level decisions is established. Numerical experiments have shown that this model can obtain robust production ordering strategies for both upper level and lower level decisions, avoiding losses caused by overproduction or underproduction in the supply chain.
  • GU Nannan, XING Mengjie, LIN Peng, CHEN Haibao
    Journal of Systems Science and Mathematical Sciences. 2025, 45(8): 2581-2598. https://doi.org/10.12341/jssms240506
    Semi-supervised graph-based dimensionality reduction is a kind of meth-od that utilizes data structure graph to deal with semi-supervised dimensionality reduction problem. However, most of these algorithms only take account of data information while ignore class label information; And they don't take account of the differences among samples in the training process, which reduces the robustness of the algorithms in the case of noise or outliers. In this paper, by combining sparse representation with self-paced learning, a self-paced learner is proposed to obtain the linear dimensionality reduction mapping based on sparse discriminant graph. In detail, the proposed method firstly constructs a sparse discriminant graph by integrating the propagation of class labels with sparse representation of data. Then, by considering the distance between each low-dimensional data point and the corresponding class anchor, and the ability of low-dimensional data to maintain the discriminative sparse structure of the original high-dimensional data, this paper proposes a self-paced learning problem for dimensionality reduction. On the one hand, the proposed method constructs a sparse discriminant graph that can extract the discriminative information of data more effectively; On the other hand, the proposed method is based on self-paced learning mechanism, which makes it can automatically calculate the importance values of training data, suppress the negative impact of unreliable data or labels, and improve the robustness of the model to noise or outliers. The results of five experimental data sets demonstrate the effectiveness of the proposed algorithm.