统计数据失真成因的博弈分析

Statistical bodies are in essence interest bodies. To analyse the fundamental reasons Why somestatistical data are untrue, we need to consider the inerests ofthe statistical bodies. Their choices are thetesults of interest gaming. Based on this awareness, this article analyses the game action of the Statisticalbodies when prouding statistical date according to game theory. Therefore we get to know the reasons of theuntrueness of some statistical date. Furthermore the measures and suggestions are given.     

我国市场调查与研究公司现状的调查分析

As an emerging industry with the amplitude prospect, the industry of market research and investigation should be a focus of attention in china. Firstly, this article analyzes the status of the development of the industry. Secondly, it puts forward some problems of the industry in China. Finally, it gives some countermeasures.     

贷款组合信用风险VaR仿真计算的一种优化方法

This paper presents the principle of Monte Carlo optimize calculation of credit risk VaR for loanportfolio using Importance Sampling technique. Based on Matlab language, simulation experiments arecarried out and the result shows this approach can effectively reduce the numher of simulation runs andimprove the precision of parameter estimation.     

论生产函数调整模型

Cobb-Douglas production function is a nonlinear model which is most frequently used and can beenchanged into linear model. There is no doubt for the reasonability of this logarithm linearization. Thispaper gives an new proposition on the basis of deeper analysis that there is a defect with this linearization,hence adjustable production function model is proposed to eliminate it.     

Bootstrap方法在证券投资基金风险测量中的应用

 Bootstrap method will largely improve the accuracy of risk measurement, which be used to calculate the value at risk of securities investment funds. The application of the Bootstrap method with GARCH-based risk measurement model, not only consider the fund’s data auto-correlation and the time-variable variance characteristic, but also very well simulate the distribution of the residual. The theoretical analysis and empirical analysis indicate that this flexible parameter-nonparametric mixed risk measurement model can improve estimation precision of VAR.     

我国外资利用的经济增长效应——基于内生经济增长模型的分析

The flowing of foreign capital is related with the economic security of one countries. The experiencesand lessons of many developing countries show that the impact of the foreign capital to the domesticeconomic is often the most important factors of the financial crisis. So it is important to a analysis theforeign capital economic growth effect. Based on the endogenous economic growth model, this paper firstdistricts the three cases of the foreign capital impact and give the three factors of the foreign capitalaffecting to the economic path. The using the sample data of China, we analyze the three factors. Theresults show that all the three factor effets are all positive, which means that the foreign capital utility ofChina is efficiency.     

变点统计分析的研究进展

In this paper, we review the progresses of change-point problems. In particular, we discuss the research results about change-point problems in China.     

江西与中部省份发展状况比较研究

In a common sense, a transforming process of industrial structure is the process of the economicdevelopment. Firstly, this thesis reviews the past and the current of the industrial development in thecentral China after the PRC was established. Secondly, The thesis deeply analyses the reasons thatindustrial development of Jiangxi province lays behind the others in the central China in six aspects assystem, investment, level of opening-up, and so on. Finally, after realizing Jiangxi's present situation andusing the successful experiences on industrial development of developed countries and areas for reference,we pose six suggestions and measures to focus on accelerting to deyelop economy and upgrade industrialstructure of Jiangxi Province.     

中小学生品牌概念发展特点研究

The thinking level of students in primary and middle school can affect their mastering of brandconcept. In order to guide the students' consumption, this study explored the cognitive level anddevelopmental characteristics of brand concept of students in primary and middle school. The resultsshowed (1) the cognitive level of brand concept of students in primary and middle school improved withage; (2)the students of primary and middle school have different knowing about different dimensions ofbrand concept; (3)the students in different grades have different knowing about the brand concept withhigher-grade students knowing more comprehensively.     

基于期权方法的动态租赁决策

Many researches concentrated on the analysis of leasing decisions, which afford no flexibility to adjust the term of the leasing during its life. Since these analyses are based on Discounted Cash Flow, it is inadequate for valuing the various options written into many leasing contracts. In this paper, a leasing decision with several real options was analyzed. An option-based numerical analysis is used here with an exampite to value such. discrete-time type of real options.     

主观评价理论之探讨

本文借助参评者（即评价专家）在主观评价中认识上普遍拥有的评价思想脉络,通过构建各个参评者评价结果的形成过程这个随机变量,导出了主观综合评价的数理模型,并利用该模型对参评者的评价结果的有效性进行了检验。     

在科学发展观视野下构建社会评价指标体系

社会评价指标是衡量和评价社会发展状况和趋势的一种工具。在对国内外不同时期社会评价指标体系进行分析的基础上,在科学发展观视野和架构下,提出了社会评价指标体系的阶段性和发展性的原理,提出了适应中国现阶段和未来一个时期社会发展评价需要的新的社会评价指标体系。     

评价的共识与共识评价的机制：基于子群的视角

本文针对群组评价中,忽视群组共识度高低程度而强行集成、忽视不同子群的潜在不可比而强行比较这两类问题,以共识度为主线,讨论子群评价的共识度测算方法、子群分类与构建、子群分歧的分解与识别等问题,并在此基础上,对如何提升群组评价共识程度的评价机制设计进行了思考,分别从事前、事后的角度给出了“信息反馈评价机制”、“加权修正评价机制”和“链式修正评价机制”的设计思路,为实现子群评价活动的合理开展提供了基本的研究框架。     

基于改进D—S证据理论的TOPSIS模型在科技奖励评价中的应用

针对科技奖励评价的特点,根据改进D—S证据合成规则,将专家的评价指标值转化为指标的综合得分并形成决策矩阵;结合TOPSIS模型求解理想解和负理想解,计算距离和贴近度,对各评价项目进行综合排名。实证结果表明：该模型能够很好地解决科技奖励评价过程中的不确定性问题,为科技奖励综合评价提供了一种新的思路。     

Forecast Evaluation in the Presence of Unobserved Volatility

A number of volatility forecasting studies have led to the perception that the ARCH- and Stochastic Volatility-type models provide poor out-of-sample forecasts of volatility. This is primarily based on the use of traditional forecast evaluation criteria concerning the accuracy and the unbiasedness of forecasts. In this paper we provide an analytical assessment of volatility forecasting performance. We use the volatility and log volatility framework to prove how the inherent noise in the approximation of the true- and unobservable-volatility by the squared return, results in a misleading forecast evaluation, inflating the observed mean squared forecast error and invalidating the Diebold-Mariano statistic. We analytically characterize this noise and explicitly quantify its effects assuming normal errors. We extend our results using more general error structures such as the Compound Normal and the Gram-Charlier classes of distributions. We argue that evaluation problems are likely to be exacerbated by non-normality of the shocks and that non-linear and utility-based criteria can be more suitable for the evaluation of volatility forecasts.     

从技术视角看当前群众评价政府工作中的几个误区

本文在实践探索和对国内民意调查已有经验进行总结的基础上,分析了当前群众评价政府工作中存在的几个误区,并从技术角度提出了解决现存问题的思路和方法。在进一步分析现状后,文章讨论了政府评价工作中的话语权问题。     

中国电子信息行业上市公司董事结构与公司绩效的实证研究

从四个维度出发,在特定法律规范约束下,引入绝对合理独立董事人数概念,对2010年中国电子信息业171家上市公司董事会结构和企业绩效的关系进行了研究,结果显示:中国电子信息产业上市公司董事会规模大的企业绩效优于规模小的企业,规模较小时企业绩效不稳定;企业绩效并不直接取决于独立董事占董事会的比重,而与独立董事超过绝对合规独立董事人的比例有关;由于职业经理人市场不完善,董事长与总经理两职合一的企业绩效优于两职分离的企业;对董事会适当的股权激励将增加董事工作的积极性.     

Forecast Evaluation in the Presence of Unobserved Volatility

Abstract

A number of volatility forecasting studies have led to the perception that the ARCH- and Stochastic Volatility-type models provide poor out-of-sample forecasts of volatility. This is primarily based on the use of traditional forecast evaluation criteria concerning the accuracy and the unbiasedness of forecasts. In this paper we provide an analytical assessment of volatility forecasting performance. We use the volatility and log volatility framework to prove how the inherent noise in the approximation of the true- and unobservable-volatility by the squared return, results in a misleading forecast evaluation, inflating the observed mean squared forecast error and invalidating the Diebold–Mariano statistic. We analytically characterize this noise and explicitly quantify its effects assuming normal errors. We extend our results using more general error structures such as the Compound Normal and the Gram–Charlier classes of distributions. We argue that evaluation problems are likely to be exacerbated by non-normality of the shocks and that non-linear and utility-based criteria can be more suitable for the evaluation of volatility forecasts.     

The evaluation study on tourism websites: from the perspective of triangular intuitionistic fuzzy multiple attribute group decision making

The research on the evaluation of tourism websites can measure the websites' development in the same industry, and it is helpful to improve the quality of the websites. In view of the complexity of the tourism website evaluation, this study firstly constructs the evaluation index system of tourism websites, including subjective indicators and objective indicators. Six websites are taken for example from non-profit tourism websites, direct tourism websites and intermediary tourism websites, two from each type. And then the evaluation index data is obtained; triangular fuzzy number and subjective preference value of evaluation index are calculated; fuzzy evaluation matrix, normalization matrix and the expectation matrix are constructed; the index weight is determined; tourism website comprehensive expectation is calculated and the website ranking according to comprehensive expectation is given from high to low.     

基于旅游流空间下的信息流灰色系统综合评价方法

旅游信息流评价方法能否科学、客观地分析当地旅游资源的特有价值,直接影响到区域旅游的市场定位以及运作模式的成败。文章在借鉴国内外现有的旅游信息流定性和定量评价的基础上运用灰色系统综合评价方法对陕西旅游市场的客流进行了预期模型分析。