创新教育纵论

人类社会迄今已发明的数种教育形态中,创新、创业教育为最前沿、最前瞻的形态。创新教育全方位开发人类智慧,已作为一种自觉的国际性运动掀起,成为各国教育改革竞争的目标。21世纪将成为在创新教育支持下的伟大的创造性的时代。     

展期套期保值策略研究

分析了展期套期保值者头寸的价值变化量,研究了展期套期保值的修正基差和基差风险,根据展期套期保值者头寸价值变化量的分析,建立了展期套期保值模型,得出了展期套期保值的最优套期保值比率和最小展期套期保值基差风险,并应用精算学中的分摊方法,给出对展期套期保值进行动态跟踪调整的策略。     

基于虚拟仪器的机车滚动轴承故障诊断研究

介绍了机车滚动轴承故障诊断的机理。利用LabVIEW软件和相关硬件，设计了一种机车滚动轴承故障诊断系统。该系统结合某一型号机车轮对，利用CompactDAQ和NI 9233加速度采集模块采集滚动轴承振动信号。根据滚动轴承机理，振动信号包含滚动轴承故障信息。因此，运用小波变换函数，对振动信号进行时频域分析处理，获取有用的故障特征信息，进而确定故障类型。从实验结果可以看出，该方法能准确地找到故障频率，对于机车滚动轴承故障诊断有很好的指导意义     

夹层橡胶垫的轴对称有限元分析

建立了简化的夹层橡胶垫在轴压下的有限元计算模型，并进行了计算，同时还进行了应变分析实验研究，和计算结果进行了对比，二者符合良好．     

形态小波变换在轴承故障信号处理中的应用

基于数学形态学的形态小波变换是对信号基于形态特征的非线性分解，选取合适的信号分解算子既能够抑制噪声，又能够提取信号中的冲击成分。形态小波变换只有加减法和取极大、极小运算，与通用的时频分析方法相比计算简单。仿真数据和实验信号的分析表明：形态小波变换能够准确有效地提取轴承故障的特征频率成分，适用于轴承故障的在线诊断。     

18T自行车单级飞轮飞壳的冷滚轧成形

对单级飞轮飞壳冷滚轧成形原理及轧辊的设计分析,介绍了轧辊结构、成形工艺过程,夹具形式和轧机参数等.     

动态尾部金融网络结构与传染性度量

基于Lasso高维分位数回归模型,本文构建了中国金融系统的尾部网络结构,并定义了总体网络以及行业间、行业内和金融机构间等多层金融网络的尾部风险传染度,解构其传染机制与关联特征,评估各机构双向系统重要性(接收端和发射端)。同时,本文提出了一个最优滚动窗宽选择标准方法,以优化滚动样本技术下的动态网络结构。结果表明,所有层级尾部风险传染效应(总体系统、行业间、行业内和机构间)在经济金融极端困境时期,呈现明显增强及剧烈震荡特征,2015年中国股灾期间尤甚。跨行业传染效应日益严峻,银行与保险间表现出较强关联性,房地产机构与其他金融机构间均表现出较高传染性,跨业监管值得关注。接收与发射最多尾部风险传染的金融机构仍然是银行与证券类机构。系统中超过50%的金融机构倾向于接收风险传染,一旦出现系统性冲击,整个金融系统的稳定性将遭受重创,因此,应加强此类机构应对外界冲击的能力。此外,基于新滚动窗宽选择标准法的动态模型的估计性能明显优于传统方法。研究结论有助于理解中国金融系统的网络结构和传染机制,对宏观审慎监管体系的建立提供了依据。     

Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis

The literature devoted to the export-led growth (ELG) hypothesis, which is of utmost importance for policymaking in emerging countries, provides mixed evidence for the validity of the hypothesis. Recent contributions focus on the time-dependence of the relationship between export and output growth using rolling causality techniques based on vector autoregressive models. These models focus on a short-term view which captures single policy-induced developments. However, long-term structural changes cannot be covered by examinations related to the short-term. This paper hence examines the time-varying validity of the ELG hypothesis for India for the period 1960–2011 using rolling causality techniques for both the short-run and long-run horizon. For the first time, window-wise optimal lag-selection procedures are applied in connection with these techniques. We find that exports long-run caused output growth from 1997 until 2009 which can be seen as a consequence of political reforms of the 1990s that boosted economic growth by generating foreign direct investment opportunities and higher exports. For the short-run, export significantly caused output in the period 1998–2003 which followed a concentration of liberalization measures in 1997. Causality in the reversed direction, from output to exports, only seems to be relevant in the short-run.     

Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies

The aim of this work is to study in a first step the dependence between oil and some commodity prices (cotton, rice, wheat, sucre, coffee, and silver) using copula theory, and then in a second step to determine the optimal hedging strategy for oil–commodity portfolio against the risk of negative variation in commodity markets prices. The model is implemented with an AR-GARCH model with innovations that follow t distribution for the marginal distribution and the extreme value copula for the joint distribution and parameters and dependence indices are re-estimated in each new day which allow taking into account nonlinear dependence, tails behavior, and their development over time. Various copula functions are used to model the dependence structure between oil and commodity markets. Empirical results show an increase in the dependence during the last 6 years. Volatility for commodity prices registered record levels in the same time with the increase in uncertainty. Optimal hedging ratio varies over time as a consequence of the change in the dependence structure.     

基于PDCA的电信运营企业投资战略管理体系

电信运营企业的投资战略管理工作面临着诸多挑战,在PDCA循环（戴明环）理论的基础上,提出了基于公司战略的电信运营企业PDCA投资管理体系及其实施架构,着重分析了投资管理中“后评估”的意义,重点关注企业投资战略管理的全过程及管理结果的持续改进,从而获得提升管理水平的新出路。