中国上市公司财务预警实证研究

在对国外公司财务预警经典研究成果进行回顾和总结的基础上,运用多元判别分析方法（MDA）和逐步判别分析（Stepdisc）等方法逐层推进构造预测模型,以经济实用为选择标准,最终建立一个预测准确率最高、变量最少的适合中国实际情况的财务危机预测模型。     

再论企业自知识能力及其管理

根据先前的研究 ,从企业核心能力的角度阐述了自知识能力的本质特征 ,即动态的特征、宽泛的特征、深层次的特征。分析了扼杀企业自知识能力的因素 ,包括企业文化因素、组织结构设计因素、分析性思维因素、策略性决策因素、激励性体系因素等五个方面。在此基础上提出了提升企业自知识能力的对策。     

简论潜在课程对提高大学生素质和创新能力的作用

素质教育是培养创新人才、构建和谐社会的重要教育实践环节,而潜在课程建设对素质教育具有不可替代的指导和促进作用。潜在课程指在学校自然环境、人文环境等因素影响下所构成的一种无形的、非正规的具有陶冶作用的集合体,具有潜在性、丰富性、持久性、经验性等特点,对大学生思想品德、实践能力等各方面的素质提高以及创新能力培养具有重要作用。高校潜在课程的开发和建设,为提高大学生综合素质,培养大学生创新能力提供了新的思路。     

施工企业危机管理及其经济分析

危机管理的目的是为了避免和减少危机的损害,是一场"防御性的战斗",也是一项系统工程。论文结合竞争激烈的施工企业市场实际,从施工企业危机管理入手,阐述了施工企业危机管理目前的共性内容,并通过分析对危机管理的重要意义、危机管理效果和经济效果的衡量等问题,进一步通过施工企业危机管理的经济分析对危机管理投入、所得的界定,研究了危机管理投入的量化及归一化,以及危机管理所得的量化及归一化问题,得出单位投入所带来的整体稳定态势,其值越大表明危机管理越有效。可为施工企业开展此项工作提供一定的理论指导。     

Quantifying uncertainty in the biospheric carbon flux for England and Wales

Summary.  A crucial issue in the current global warming debate is the effect of vegetation and soils on carbon dioxide (CO₂) concentrations in the atmosphere. Vegetation can extract CO₂ through photosynthesis, but respiration, decay of soil organic matter and disturbance effects such as fire return it to the atmosphere. The balance of these processes is the net carbon flux. To estimate the biospheric carbon flux for England and Wales, we address the statistical problem of inference for the sum of multiple outputs from a complex deterministic computer code whose input parameters are uncertain. The code is a process model which simulates the carbon dynamics of vegetation and soils, including the amount of carbon that is stored as a result of photosynthesis and the amount that is returned to the atmosphere through respiration. The aggregation of outputs corresponding to multiple sites and types of vegetation in a region gives an estimate of the total carbon flux for that region over a period of time. Expert prior opinions are elicited for marginal uncertainty about the relevant input parameters and for correlations of inputs between sites. A Gaussian process model is used to build emulators of the multiple code outputs and Bayesian uncertainty analysis is then used to propagate uncertainty in the input parameters through to uncertainty on the aggregated output. Numerical results are presented for England and Wales in the year 2000. It is estimated that vegetation and soils in England and Wales constituted a net sink of 7.55 Mt C (1 Mt C = 10¹² g of carbon) in 2000, with standard deviation 0.56 Mt C resulting from the sources of uncertainty that are considered.     

改进灰色预测在油田多目标规划决策中的应用

建立了S油田勘探、开发、炼化、机械、公用工程等多个部门和全局的非线性多级目标优化规划模型,应用关联分析、改进灰色预测、回归分析求取规划模型的约束方程并线性化;编制了相应的计算软件,使之快速预测和优化油田各部门“九五”各年的投资和产值;并将优化结果与油田过去或计划值加以对比,给油田规划决策带来一定的参考。     

Estimating household structure in ancient China by using historical data: a latent class analysis of partially missing patterns

Summary.  Social data often contain missing information. The problem is inevitably severe when analysing historical data. Conventionally, researchers analyse complete records only. Listwise deletion not only reduces the effective sample size but also may result in biased estimation, depending on the missingness mechanism. We analyse household types by using population registers from ancient China (618–907 AD) by comparing a simple classification, a latent class model of the complete data and a latent class model of the complete and partially missing data assuming four types of ignorable and non-ignorable missingness mechanisms. The findings show that either a frequency classification or a latent class analysis using the complete records only yielded biased estimates and incorrect conclusions in the presence of partially missing data of a non-ignorable mechanism. Although simply assuming ignorable or non-ignorable missing data produced consistently similarly higher estimates of the proportion of complex households, a specification of the relationship between the latent variable and the degree of missingness by a row effect uniform association model helped to capture the missingness mechanism better and improved the model fit.     

Bayesian networks for imputation

Summary.  Bayesian networks are particularly useful for dealing with high dimensional statistical problems. They allow a reduction in the complexity of the phenomenon under study by representing joint relationships between a set of variables through conditional relationships between subsets of these variables. Following Thibaudeau and Winkler we use Bayesian networks for imputing missing values. This method is introduced to deal with the problem of the consistency of imputed values: preservation of statistical relationships between variables ( statistical consistency ) and preservation of logical constraints in data ( logical consistency ). We perform some experiments on a subset of anonymous individual records from the 1991 UK population census.     

Estimator Choice and Fisher's Paradox: A Monte Carlo Study

This paper argues that Fisher's paradox can be explained away in terms of estimator choice. We analyse by means of Monte Carlo experiments the small sample properties of a large set of estimators (including virtually all available single-equation estimators), and compute the critical values based on the empirical distributions of the t-statistics, for a variety of Data Generation Processes (DGPs), allowing for structural breaks, ARCH effects etc. We show that precisely the estimators most commonly used in the literature, namely OLS, Dynamic OLS (DOLS) and non-prewhitened FMLS, have the worst performance in small samples, and produce rejections of the Fisher hypothesis. If one employs the estimators with the most desirable properties (i.e., the smallest downward bias and the minimum shift in the distribution of the associated t-statistics), or if one uses the empirical critical values, the evidence based on US data is strongly supportive of the Fisher relation, consistently with many theoretical models.     

数值解法中的单元形状函数技巧

本文介绍从一组互不相关的函数中推导数值法中单元形状函数的简便而有效的算法,以特定的一维内插方法导出各种二维、三维的内插方法,它们对奇异性的模拟是有益的;为了适用于延伸到无限远的单元,假设形状函数类似于Lagrange多项式,但包含了一个按指数衰减的项。