基于适度财务指标和遗传算法的财务危机预测模型研究

以往进行财务危机预测主要使用统计方法建模,迄今尚未见到因考虑财务指标的适度性而建立遗传算法模型的中外文献。适度财务指标是指该指标在某个区间内公司才是健康的,过大或过小则公司发生财务危机的可能性都较大。故以中国上市公司数据为样本,建立了基于适度财务指标和遗传算法的创新型财务危机预测模型,结果显示该类模型具有较高的预测准确率。     

我国商业银行无形资产统计问题研究

摘　　要:商业银行无形资产是形成商业银行核心竞争力的基础和产生超额收益的源泉,加强商业银行无形资产统计工作,有利于充分揭示商业银行无形资产基本内容和对核心竞争力的影响。笔者认为,目前我国商业银行无形资产统计指标体系设置不完整,统计制度不健全,统计内容不全面,统计分析不深入,影响经济决策。笔者认为,完善商业银行无形资产统计制度时,应从组织结构类、客户关系类、知识创新类和人力资本类等四个方面对无形资产进行统计,逐步细化统计指标,明确具体的统计内容,建立、健全无形资产价值信息系统,深化无形资产统计分析工作,以此为基础,提出提高商业银行核心竞争力的基本策略。     

论传统定额计价如何向工程量清单计价转变

本文从价格理论、计价模式、招投标效果等方面与传统定额计价的区别作了论述,以更好的促进工程量清单计价模式的推广。     

天津市可持续发展综合评价

文章结合天津地区实际以及数据收集和处理的可操作性,建立了一套评价可持续发展的动态指标体系,并构建了可持续发展的因子分析模型,通过SPSS软件,对指标体系数据进行了统计分析,最后得出相应的动态发展趋势,为天津市政府制定相关政策提供一定的决策依据。     

网络舆情评估EHA三维指标体系的构建

随着网络在我国的兴起和发展,网络舆情的评估已经成为评价和预警社会形势的重要指标.通过对现有舆情研究的调研和分析,得出由舆情要素、舆情热度和舆情活性3个一级指标、7个二级指标以及14个三级指标共同构建的网络舆情评估的EHA三维指标体系,并对各级指标给出了详尽的分析和阐述.     

Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior

This paper proposes the use of the Bernstein–Dirichlet process prior for a new nonparametric approach to estimating the link function in the single-index model (SIM). The Bernstein–Dirichlet process prior has so far mainly been used for nonparametric density estimation. Here we modify this approach to allow for an approximation of the unknown link function. Instead of the usual Gaussian distribution, the error term is assumed to be asymmetric Laplace distributed which increases the flexibility and robustness of the SIM. To automatically identify truly active predictors, spike-and-slab priors are used for Bayesian variable selection. Posterior computations are performed via a Metropolis-Hastings-within-Gibbs sampler using a truncation-based algorithm for stick-breaking priors. We compare the efficiency of the proposed approach with well-established techniques in an extensive simulation study and illustrate its practical performance by an application to nonparametric modelling of the power consumption in a sewage treatment plant.     

数字经济发展的评估指标体系研究——基于投入产出视角

发展数字经济是我国重要国策,对其评估指标体系的研究受到多方关注,但目前我国数字经济测度仅仅局限于数字化产业和数字化创新,尚未形成一个完整、系统的数字经济评价指标体系。文章在引入治理环境的基础上,基于经济学上的投入产出视角探讨我国数字经济发展的有效测度方法,在研究数字经济的发展效应中新添了数字化治理和数字知识型人才供给两项指标,构建了一套基于投入产出视角的数字经济发展评价指标体系,为衡量数字经济发展提供了一个系统的体系。为提升数字治理现代化水平,更好发挥数字经济在促进经济高质量发展中的作用提供了实践意义和政策参考。     

A Bayesian model for multiple change point to extremes,with application to environmental and financial data

Abrupt changes often occur for environmental and financial time series. Most often, these changes are due to human intervention. Change point analysis is a statistical tool used to analyze sudden changes in observations along the time series. In this paper, we propose a Bayesian model for extreme values for environmental and economic datasets that present a typical change point behavior. The model proposed in this paper addresses the situation in which more than one change point can occur in a time series. By analyzing maxima, the distribution of each regime is a generalized extreme value distribution. In this model, the change points are unknown and considered parameters to be estimated. Simulations of extremes with two change points showed that the proposed algorithm can recover the true values of the parameters, in addition to detecting the true change points in different configurations. Also, the number of change points was a problem to be considered, and the Bayesian estimation can correctly identify the correct number of change points for each application. Environmental and financial data were analyzed and results showed the importance of considering the change point in the data and revealed that this change of regime brought about an increase in the return levels, increasing the number of floods in cities around the rivers. Stock market levels showed the necessity of a model with three different regimes.     

Comparing the effectiveness of respondent-driven sampling and quota sampling in migration research

We evaluate the effectiveness in empirical migration research of the respondent-driven sampling (RDS) and the quota sampling with regard to four criteria: quality of the data; sociometric diversity of the sample; geographic coverage of the sample; and cost-effectiveness. We review two surveys of ex-USSR migrants, conducted simultaneously in the Warsaw metropolitan area, each undertaken with the use of one of the two sampling methods. We find that although the RDS was considerably costlier, it enabled faster data collection and posed a lower risk of underestimating the cost of the survey. We also find that the RDS generated higher-quality data, and that it was more successful in surveying short-term circular migrants. This comparative evaluation contributes to the literature on social research methods in that it links the sampling methods with the quality and character of the data, and helps assess the usefulness and applicability of RDS in empirical migration studies.     

Constructing a strategy map for banking institutions with key performance indicators of the balanced scorecard

This study presents a structural evaluation methodology to link key performance indicators (KPIs) into a strategy map of the balanced scorecard (BSC) for banking institutions. Corresponding with the four BSC perspectives (finance, customer, internal business process, and learning and growth), the most important evaluation indicators of banking performance are synthesized from the relevant literature and screened by a committee of experts. The Decision Making Trial and Evaluation Laboratory (DEMATEL) method, a multiple criteria analysis tool, is then employed to determine the causal relationships between the KPIs, to identify the critical central and influential factors, and to establish a visualized strategy map with logical links to improve banking performance. An empirical application is provided as an example. According to the expert evaluations, the three most essential KPIs for banking performance are customer satisfaction, sales performance, and customer retention rate. The DEMATEL results demonstrate a clear road map to assist management in prioritizing the performance indicators and in focusing attention on the strategy-related activities of the crucial indicators. According to the constructed strategy map, management could better invest limited resources in the areas that need improvement most. Although these strategy maps of the BSC are not universal, the research results show that the presented approach is an objective and feasible way to construct strategy maps more justifiably. The proposed framework can be applicable to institutions in other industries as well.