上市公司财务预警实证研究

财务预警研究具有重大的实际应用价值,但是传统的财务预警研究的预警指标体系设置存在局限性。为了解决这个问题,本文从现金流量的角度通过显著性差异t检验构建预警指标,利用多元逐步回归方法建立预警模型,对上市公司进行实证研究。实证结果表明利用现金流量指标构建模型对上市公司的财务预测非常有用,建议通过分析预警警兆等来完善企业现金流量财务预警系统。     

榆林资源型产业集群可持续发展评估指标预测研究

构建出资源型产业集群可持续发展评估指标体系,应用所设计的Matlab7.1计算运行程序对其未来发展趋势进行预测研究,结果表明：榆林资源型产业集群可持续发展趋势良好;基于BP人工神经网络的预测方法在资源型产业集群可持续发展评估指标预测研究中具有较强的仿真能力。     

运用蛛网模型判断城市地价的稳定性

文章通过数学推理,深入分析如何运用蛛网模型判断城市土地价格稳定性,为城市地价监测预警管理探索一种可行的思路。     

BP神经网络在杭州房地产市场预警中的应用

在现阶段房地产业快速发展的同时,有关"房地产市场是否过热"的问题越来越被大家所关注.但是对房地产市场是否存在"泡沫"的问题一直没有一致看法.文章主要尝试通过BP神经网络对杭州市历年的指标数据进行拟合,分析预测2004-2005年的数据.并通过黄色预警方法中比较成熟的统计预警法,来判断杭州市房地产市场现在和未来两年的综合情况.     

基于组合评价的浙江省城市可持续发展能力实证分析

通过构建层次分析法、熵权法及主成分分析的组合评价模型,对浙江省十一个地级市的可持续发展能力进行综合评价。结果显示,杭州市毫无争议的登上"头把交椅",而其他地级市也有其相应的"座次"。同时,也可以看出采用三种评价方法对城市可持续发展能力的评价结果有所不同,但三者之间总体上具有高度的正相关性。因此,采用这三种评价方法为基础的组合评价模型是合理有效的。     

基于ANN的预警指标预测系统在企业经济运行预警中的应用

预警指标的预测是进行经济预警的前提,在企业经济运行预警中的主要功能是根据历史数据对指定的预警指标进行预测,这一步预测的有效性直接影响到最终预警结果的有效性.本文提出的预警指标顸测系统的原理是根据已经建立的预警指标体系,从本企业历史财务指标数据库中提取数据,通过人工神经网络进行时间序列预测,得到预警指标未来时段的预测结果.     

基于首末位质量因子的BP神经网络财务风险预警模型

上市公司往往存在粉饰财务数据来美化企业经营状况的动机,这会降低财务风险预警模型预测的准确性。文章利用Benford律和Myer指数两种数据质量评估方法,构建Benford和Myer质量因子,引入BP神经网络模型,构造BM-BP神经网络财务风险预警模型;并进一步利用2000—2019年中国A股上市公司数据,评价数据质量因子对财务风险预警模型预测准确性的影响,分析新模型预测准确性的稳定性。实证分析结果显示:Benford和Myer质量因子提高了BP神经网络财务风险预警模型预测的准确性;在不同质量因子的比较结果中,包含评选指标Benford和Myer质量因子的BP神经网络财务风险预警模型具有较高的预测准确率和较低的二类误判率,稳定性良好;利用决策树算法筛选指标有效提高了新模型的预测准确性。     

基于分配型判断的统计构权新方法研究

受AHP理论的启发，本文提出了一种平行于AHP比例判断的“ 二元权分 配型重要性判断矩阵”，并讨论基于这种判断表示方式之下统计权数的几种解法。由于篇幅 所限，有关分配判断矩阵的一致性水平检验方法、群组构权情况之下分配型判断矩阵的合成 与控制方法等问题将另文研究。一、二元权分配型判断矩阵AHP构权方法在表述评权项目(在多指标综合评价时评权项目是指标，故下文为叙述方便，以 指标代表评权项目)之间的重要性两两比较结果时，采用的是“比例相对数”方式(Wi/W j)。其实我们觉得，在表述二元重要性比较的结果时，也可以采用“…     

人口结构、产业结构与中国经济潜在增长率

对于中国经济增长潜力的判断直接关系到宏观经济调控目标和调控方式的选择。在索洛模型框架下结合人口结构和产业结构的转型,构建经济增长系统模型,并提供利用经济结构演变信息来预测未来潜在经济增长率的简单方法;根据实际经济数据和对未来结构转型的情形设定,对中国"十三五"期间经济增长率进行模拟预测,结果显示:在经济结构转型背景下,"十三五"期间中国经济增长率将出现明显下降,大约处于6.22%⁷.17%之间。未来中国经济增长将更加依赖于技术创新和人力资本积累为动力的新的增长模式。     

函数型死亡率预测模型

人口死亡率反映人口的死亡水平,是人口规模的重要影响因素,同时也是人寿保险精算的重要数据基础。从数据特征来看,死亡率作为年龄的函数,是一种典型的函数型数据。本文使用函数型数据方法分析中国人口数据,基于1994—2010年中国人口分年龄死亡数据,建立函数型死亡率预测模型,对未来分年龄死亡率进行预测,并通过生命表方法计算了未来平均预期寿命。同时通过对历史数据的预测,说明模型预测结果比较可信。     

A Note on Nonlinear Cointegration,Misspecification, and Bimodality

We derive the asymptotic distribution of the ordinary least squares estimator in a regression with cointegrated variables under misspecification and/or nonlinearity in the regressors. We show that, under some circumstances, the order of convergence of the estimator changes and the asymptotic distribution is non-standard. The t-statistic might also diverge. A simple case arises when the intercept is erroneously omitted from the estimated model or in nonlinear-in-variables models with endogenous regressors. In the latter case, a solution is to use an instrumental variable estimator. The core results in this paper also generalise to more complicated nonlinear models involving integrated time series.     

Some Remarks on Failure-times,Surrogate Markers,Degradation, Wear,and the Quality of Life

Suppose that data are available on failure-times and on a time-evolving process on each individual, called in some contexts wear or degradation. Four rather different types of relation between such a process and failure are described and brief comments on appropriate analysis sketched.     

A Note on Reverse Regression,Collinearity, and Employment Discrimination

This note refutes Whiteside and Narayanan's recent assertion that the conflict between direct and reverse regression for discrimination assessment (as pointed out by Conway and Roberts and others) is due to the collinearity in the data. Their mistake stems from misunderstanding of the elementary relationship between partial and multiple correlation coefficients.     

Open forum on acquisitions research and statistics: ALA Midwinter,Washington, DC,February 17, 1997

ABSTRACT

A number of libraries respond to e-resource access problems by using trouble ticketing systems that track the initial problem report (trouble ticket) along with related correspondence and resolution. University of Maryland, College Park librarians undertook a study of a random sample of e-resource problem trouble tickets to (a) understand the nature of problems reported and the degree of success with which Acquisitions troubleshooting staff were able to meet users' access needs, (b) develop best practices for troubleshooting, and (c) compare University of Maryland results with those of other institutions that have conducted similar studies. While the results suggest recommended local best practices for University of Maryland troubleshooting staff, comparing results across institutions was problematic because of lack of shared vocabulary for e-resource access problem types.     

Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring,Selection, and Noncompliance

Abstract

We consider the problem of assessing the effects of a treatment on duration outcomes using data from a randomized evaluation with noncompliance. For such settings, we derive nonparametric sharp bounds for average and quantile treatment effects addressing three pervasive problems simultaneously: self-selection into the spell of interest, endogenous censoring of the duration outcome, and noncompliance with the assigned treatment. Ignoring any of these issues could yield biased estimates of the effects. Notably, the proposed bounds do not impose the independent censoring assumption—which is commonly used to address censoring but is likely to fail in important settings—or exclusion restrictions to address endogeneity of censoring and selection. Instead, they employ monotonicity and stochastic dominance assumptions. To illustrate the use of these bounds we assess the effects of the Job Corps (JC) training program on its participants’ last complete employment spell duration. Our estimated bounds suggest that JC participation may increase the average duration of the last complete employment spell before week 208 after randomization by at least 5.6 log points (5.8%) for individuals who comply with their treatment assignment and experience a complete employment spell whether or not they enrolled in JC. The estimated quantile treatment effects suggest the impacts may be heterogeneous, and strengthen our conclusions based on the estimated average effects.