研究生导师队伍建设的重要环节——学术论文量化评估

本文从研究生导师队伍科研成果的结构入手 ,认为对导师科研工作评估重点应是对学术论文的量化 ,并提出学术论文量化评估的指标设置、权重系数及其数学模型。     

指数分析中多种方法的结合运用

指数分析法在经济分析的各个领域里已得到广泛的应用。但只用单一方法分析问题往往不够全面、深入。本文以工业劳动生产率的分析为例,从三个方面,多角度、多层次、比较系统地阐述了指数分析中独具特色的分析手法。     

Applicability of a Neuroprobabilistic Integral Risk Index for the Environmental Management of Polluted Areas: A Case Study

Recently, we developed a GIS-Integrated Integral Risk Index (IRI) to assess human health risks in areas with presence of environmental pollutants. Contaminants were previously ranked by applying a self-organizing map (SOM) to their characteristics of persistence, bioaccumulation, and toxicity in order to obtain the Hazard Index (HI). In the present study, the original IRI was substantially improved by allowing the entrance of probabilistic data. A neuroprobabilistic HI was developed by combining SOM and Monte Carlo analysis. In general terms, the deterministic and probabilistic HIs followed a similar pattern: polychlorinated biphenyls (PCBs) and light polycyclic aromatic hydrocarbons (PAHs) were the pollutants showing the highest and lowest values of HI, respectively. However, the bioaccumulation value of heavy metals notably increased after considering a probability density function to explain the bioaccumulation factor. To check its applicability, a case study was investigated. The probabilistic integral risk was calculated in the chemical/petrochemical industrial area of Tarragona (Catalonia, Spain), where an environmental program has been carried out since 2002. The risk change between 2002 and 2005 was evaluated on the basis of probabilistic data of the levels of various pollutants in soils. The results indicated that the risk of the chemicals under study did not follow a homogeneous tendency. However, the current levels of pollution do not mean a relevant source of health risks for the local population. Moreover, the neuroprobabilistic HI seems to be an adequate tool to be taken into account in risk assessment processes.     

博采异同遂混虚实——论干宝的小说理论与实践

自鲁迅《中国小说史略》问世以来,学界咸以为魏晋南北朝小说一如写新闻,并非有意创作。然细阅干宝的生平资料,细阅其《晋纪》、《搜神记序》及《搜神记》却会发现:号曰良史的干宝实爱搜神志怪;在那时就发现小说“难免失实”,划清了与历史散文的界限;其《搜神记》题材采自典籍者多荒诞失实;题材采自现实者实非写实而多虚构。干宝的创作实践了他的小说理论,已开有意为小说之先河,在中国小说史上具有里程碑式的意义。     

投资者信心和中国宏观经济波动——基于MIDAS混频模型

将投资者信心指数引入MIDAS混频模型之中,可以考察新冠疫情背景下投资者信心对于中国宏观经济波动的影响。基于投资者信心指数和“三驾马车”对我国季度GDP增长率进行预测,通过实证发现:引入投资者信心指数的MIDAS混频模型在预测精准度方面和基准模型进行比较,预测精准度高于未加入投资者信心的模型,均方根残差比值更小;在多元MIDAS混频模型之中,加入投资者信心指数的回归模型对我国GDP的实时预报和短期预测结果更加稳定,可为决策者提供更加精确的参考区间;宏观经济的波动对投资者信心指数变化反应,和投资、消费和进出口相比是最灵敏的。这为定量追踪宏观经济波动提供了一个新的视角。     

客户价值评价指标体系设计

客户关系管理是目前管理研究的热点,企业对客户价值的评估是其基础问题之一。如何设计一套实用的客户价值评价指标体系仍是尚未解决的问题。针对这种情况,在客户全生命周期管理的指导下,本文设计了一套分别针对最终客户和中间客户的评价指标体系,详细阐述了其管理应用,并进行了具体案例分析,证实了该指标体系的有效性。     

基于GARCH族模型的深证成指波动特征实证分析

采用GARCH族模型对深证成指总体及分阶段收益率的波动性进行统计拟合分析,指出深证成指的波动具有集聚性、持久性、显著的非对称性效应及阶段性特征。以深证成指价格达到最高点的时间点为分界,将整个样本分成两个阶段:在第一阶段,“利好消息”对深证成指的冲击比同等程度的“利空消息”大;在第二阶段,“利空消息”的冲击比同等程度的“利好消息”大。这说明深证市场具有杠杆效应。     

Self-validated Computations for the Probabilities of the Central Bivariate Chi-square Distribution and a Bivariate F Distribution. This work partially supported by National Science Foundation grant DMS-9500831

Self-validated computations using interval analysis produce results with a guaranteed error bound. This article presents methods for self-validated computation of probabilities and percentile points of the bivariate chi-square distribution and a bivariate F distribution. For the computation of critical points (c ₁,c ₂) in the equation P(Y ₁ @ c ₁, Y ₂ ≤ c ₂) = 1 ? α, the case c ₁ = c ₂ is considered. A combination of interval secant and bisection algorithms is developed for finding enclosures of the percentile points of the distribution. Results are compared to previously published tables.     

金融市场收益率方向预测模型研究———基于文本大数据方法

金融市场的发展关系着一国的经济命脉,而股票市场作为金融市场的重要组成部分,对其收益率的研究也一直都是学术界的热点。财经新闻常被认为蕴含着丰富的信息,其中所包含的情感信息作为影响投资者投资决策的重要因素之一,对股票收益率也具有一定的影响。故本文构建了适用于金融投资领域的财经新闻情感词典来对财经新闻进行文本分析,同时构造了新的预测模型:将财经新闻文本中所含的情感量化为情绪指数并与时变密度函数相结合,得到时变加权密度模型。并在此基础上以模型评分为权重组合多个预测模型构建出评分加权模型用于股票收益率预测。结果显示,加入情绪指数能有效提高模型预测能力,而评分加权模型的预测能力则在此基础上更进一步,在准确率以及评分规则上基本达到双重最优。     

The Construction of College Students＇ Employment Competitiveness Evaluation Index System

随着大学生就业呈现竞争化、多元化趋势，对高校就业情况的衡量标准也应由“就业率”评价向“就业竞争力”评价转变。大学生就业竞争力评价指标体系主要包括主观就业竞争力与客观就业竞争力。硬实力和软实力构成主观就业竞争力，其中软实力包括基本职业人格、学习创新能力、团队组织能力、职业知识结构四方面，客观就业竞争力包含就业机会、就业成本、就业效率和就业质量等方面。