具有卖空总量限制的多阶段M—SAD投资组合优化

文章提出具有卖空总量限制、阈值约束和V型交易成本的多阶段均值—半绝对偏差（M-SAD）投资组合优化模型。该模型分别运用均值和半绝对偏衡量资产的收益率和风险。由于交易成本的存在,该模型不满足无后效性的动态优化问题。文章将该模型近似为一般动态规划问题,提出一种新的离散迭代方法,并证明该算法是线性收敛的。最后,文章通过实证研究比较分析卖空总量限制和风险偏好系数取不同值时对投资组合最优策略的影响,验证模型和算法的有效性。     

湖南省红色资源赋能乡村振兴的多维价值与路径优化

乡村振兴战略的全面铺开为红色资源的有效开发利用提供了良好契机,而红色资源在推动乡村产业发展、促进农村基层治理、培育文明乡风、加强生态保护、增强文化自信等方面的多维价值也日渐凸显。湖南省作为中国近代革命的摇篮和红色文化的发源地,有着富集的红色物质资源、深厚的红色精神内涵和优良的红色革命传统,在充分发掘红色资源的多维价值以助力乡村全面振兴的实践方面具有得天独厚的优势,因此,需要在聚焦现实需求、采取有力措施、多层面精准发力的基础上,推动红色资源在“保护好”“管理好”的过程中顺利实现“利用好”的目标,将资源禀赋转化为发展优势,实现红色资源保育与乡村振兴的互动双促,从而加速推进乡村全面振兴。     

要素禀赋、农户分化与农业价值链技术选择偏向

基于551份猕猴桃种植户调研数据,通过聚类分析方法将猕猴桃种植户分成发展型、规模种植型、劳动力富裕型三类,实证检验种植户类型对有机肥施用、新品种采纳、猕猴桃网络销售三个价值链技术活动选择的异质偏向性,分析农机补贴、产业组织检测、技术培训三个组织支持变量的调节效应。结果发现：发展型对于三个价值链技术活动及其联合采纳的选择偏向性高于其他类型,劳动力富裕型种植户对价值链技术活动的选择偏向性低于其他两个类型种植户。三个组织支持变量对同一类型种植户参与不同价值链技术活动以及不同类型种植户参与同一价值链技术活动的影响具有异质性。因此,针对不同类型价值链技术活动参与特征以及组织支持调节作用提出相应的政策建议。     

数字经济与城市群协同发展：基于夜间灯光数据的研究

准确认识数字经济与城市群协同发展的关系,有利于拓展数字经济影响的评估视角,也为发挥数字经济和区域一体化的融合倍增效应提供有益思路。研究发现,数字经济时代城市群辐射带动区域协同发展的步伐正在加快,数据要素跨域流通打破了城市群内部和城市群之间的市场分割,助推城市群边界的有效扩大。数字经济促进城市群协同发展主要通过两个作用机制,一是推动创新主体跨城市跨区域进行合作创新,促进城市协同创新网络发育壮大;二是提升城市空间集中度,增强邻近空间范围内的城市要素集聚能力。数字经济的网络性、跳跃性及外部性特征放大了中心城市对外围城市的辐射带动作用和空间溢出效应,因此构建与数字经济相匹配的区域一体化协调机制和要素统筹配置机制正当其时。     

收费公路运营效率测度及时空分异研究

收费公路行业内部债务治理与外部减税降费均要求收费公路运营降本增效。为了探析收费公路运营效率水平及其空间分布格局,使用SBM模型测度了2014—2020年29个省份收费公路运营效率,进而采用泰尔指数和Moran's I指数分析了其时空分异特征。研究认为:收费公路运营存在着效率较低且在时间维度上没有明显增长的趋势,在空间上存在发展不平衡问题,收费公路运营效率的区域差异主要来源于区域内部差异,区域内差异的贡献率平均达到81.578%; 收费公路运营效率具有空间正相关性,呈现出显著的“高-高”集聚和“低-低”集聚的空间特征,运营效率较高的省份对相邻省份具有正向溢出效应。研究表明,各省针对相邻省份或最近省份的运营效率现状,结合自身的比较优势探索产业升级或者物流发展模式,充分发挥相邻省份的经济发展和产业集聚对本省收费公路运营的辐射带动作用,推动建立起收费公路跨区域合作运营机制。     

A simple,automatic and adaptive bivariate density estimator based on conditional densities

The standard approach to non-parametric bivariate density estimation is to use a kernel density estimator. Practical performance of this estimator is hindered by the fact that the estimator is not adaptive (in the sense that the level of smoothing is not sensitive to local properties of the density). In this paper a simple, automatic and adaptive bivariate density estimator is proposed based on the estimation of marginal and conditional densities. Asymptotic properties of the estimator are examined, and guidance to practical application of the method is given. Application to two examples illustrates the usefulness of the estimator as an exploratory tool, particularly in situations where the local behaviour of the density varies widely. The proposed estimator is also appropriate for use as a pilot estimate for an adaptive kernel estimate, since it is relatively inexpensive to calculate.     

Sampling from spatial databases

This paper deals with techniques for obtaining random point samples from spatial databases. We seek random points from a continuous domain (usually ²) which satisfy a spatial predicate that is represented in the database as a collection of polygons. Several applications of spatial sampling (e.g. environmental monitoring, agronomy, forestry, etc) are described. Sampling problems are characterized in terms of two key parameters: coverage (selectivity), and expected stabbing number (overlap). We discuss two fundamental approaches to sampling with spatial predicates, depending on whether we sample first or evaluate the predicate first. The approaches are described in the context of both quadtrees and R-trees, detailing the sample first, acceptance/rejection tree, and partial area tree algorithms. A sequential algorithm, the one-pass spatial reservoir algorithm is also described. The relative performance of the various sampling algorithms is compared and choice of preferred algorithms is suggested. We conclude with a short discussion of possible extensions.     

改革开放以来中国经济发展及1997—2010年经济发展预测(三)——中国地区经济发展的政策思路

预测“九五”至2010年中国地区经济发展,分析区域经济发展的两大特征,总结影响地区经济发展差别的基本规律,提出促进中国区域经济协调发展的政策选择。     

Fit and Skill in Employee Selection: Insights from a Study of Headhunters

We draw upon evidence from a qualitative study of headhunters to provide insights into the character and importance of candidate fit and skill for the selection of a broad range of white-collar employees. Headhunters suggest that the fit of a job candidate is assessed at two levels, one corresponding with a general compatibility with organization-level norms, culture, and strategy, the other corresponding more closely with traits and characteristics of the person or persons with whom the job candidate actually interviews. Skill—a factor which is largely neglected by those who tout the importance of fit—also plays an important and independent role in employee selection. Stalls that influence the selection of employees from a pool of candidates tend to be highly specific if not idiosyncratic, and take the form of what headhunters call hot buttons. We conclude by discussing the conceptualization, causes, and implications of fit; we also consider how the importance of fit and hot buttons challenges the explanatory logic of standard accounts of labor-market success.     

空间OLAP 技术研究

针对决策支持系统中空间数据可视化应用趋势,研究基于空间数据仓库的一种决策分析 工具———在线分析处理,通过改进空间数据立方体的物化视图选择方法,并进行了实例分析, 验证该方法的有效性和优越性,更好地解决空间OLAP 响应时间延迟问题. 进而扩展空间OLAP 应用模型和模式,实现更加完备、灵活的空间OLAP 操作功能.