TEI@I方法论及其在外汇汇率预测中的应用

基于TE I@I方法论的理论框架,构建了一个基于TE I@I方法论的外汇汇率预测模型。在此模型中,传统的经济计量模型用于处理外汇汇率的主要趋势,人工神经网络技术用于分析外汇汇率的非线性,而文本挖掘和专家系统用于处理外汇市场中的突现性和不稳定性。最后,基于集成的思想,利用支持向量回归技术对上述3个部分进行非线性集成,从而获得一个更为精确的预测结果。通过实证方法验证了基于TE I@I方法论的外汇汇率预测模型的有效性。     

Forest Fire Risk Management and Public Participation in Changing Socioenvironmental Conditions: A Case Study in a Mediterranean Region

Under current conditions of accelerated socioenvironmental change in the Mediterranean forested landscapes, fire is one of the most critical and difficult risks to tackle within the region. This article summarizes the lessons learned from a project based on the participatory integration of qualitative local stakeholders' knowledge with expert GIS fire simulations carried out in the County of El Bages, Catalonia, Spain. First, in this article, a theoretical model--the forest fire circle--is presented in order to explain the reasons for the rise in the damage and frequency of forest fires in this Mediterranean area. Second, it describes the methodology developed and the stages followed during the project. Results show that: (1) the advocacy of old forest reactive management paradigm assumptions and practices based on uncontrolled forest succession can put vast wooded areas of the Mediterranean basin at critical risk; and (2) forest fire management approaches that ignore the crucial role of long-term prevention and local capacity building strategies have failed. In the final section, the content and the specific dimensions of the old reactive paradigm that has characterized forest fire risk management in Catalonia are discussed and contrasted with the possibly emerging preventative paradigm.     

全球经济一体化还是区域经济一体化 ———经济全球化的发展趋势分析

世界经济已经进入即时强关联阶段,经济全球化问题引起世界各国的高度重视,分 析经济全球化的发展趋势也成为学者研究的热点问题. 目前,这方面的研究大都基于外贸和外 资依存度指标,文章认为上述两个指标并没有体现经济全球化的本质,进而提出测度经济全球 化程度的国民经济互动指标,并且据此对经济全球化程度进行实证分析. 实证结论表明:1) 区 域经济一体化是当前经济全球化的主导趋势;2) 全球各经济区域之间关联程度变弱.     

Quality strategies in supply chain alliances of disposable items

This paper studies a single-product distribution channel where a supplier manufactures items of a given type, some of which are defective, that are sold by a retailer who only detects a subset of the defective items, passing the rest along to customers. We conjecture the structure of the demand and cost functions, assuming customers to have a decreasing marginal aversion to bad quality while both the supplier and the retailer make marginally increasing efforts to avoid bad quality. This allows us to deduce several implicit parameters of a cost model based on observable data, such as the share of the channel margin. Once the parameters of the model are available, we analyze the result of vertical integration. Although we confirm the well-known fact that vertical integration improves the quality perceived by the customer, we characterize the supplier's decision of whether or not to provide a better quality in terms of the individual channel margins. As an alternative, we derive the conditions under which the supplier and the retailer may devise a mutually beneficial transfer contract that simultaneously increases their profit and improves quality.     

基于企业并购的整合管理研究

本文对企业并购中的整合管理进行了深入的探讨,对整合模式、如何对整合本身进行项目管理、整合内容与整合的方法等问题阐述了作者的观点。     

Technology,Geography, and Trade

We develop a Ricardian trade model that incorporates realistic geographic features into general equilibrium. It delivers simple structural equations for bilateral trade with parameters relating to absolute advantage, to comparative advantage (promoting trade), and to geographic barriers (resisting it). We estimate the parameters with data on bilateral trade in manufactures, prices, and geography from 19 OECD countries in 1990. We use the model to explore various issues such as the gains from trade, the role of trade in spreading the benefits of new technology, and the effects of tariff reduction.     

火力发电厂企业集成体系结构的研究

在电力市场的竞争压力面前,火力发电厂对管理变革以及支持这样的变革的信息化支撑环境表现出迫切需求。本文以提升火力发电厂综合竞争力为出发点,分析了火力发电厂管理变革的特征,研究了支撑火力发电厂管理变革的企业集成的体系结构。     

Volume estimation by monte carlo methods *

In estimating a multiple integral, it is known that Monte Carlo methods are more efficient than analytical techniques when the number of dimensions is beyond seven. In general, the sample-mean method is better than the hit-or-miss Monte Carlo method. However, when the volume of a domain in a high-dimensional space is of interest, the hit-or-miss method is usually preferred. It is because of the difficulty in generalizing the sample-mean method for the computation of the volume of a domain. This paper develops a technique to make such a generalization possible. The technique can be interpreted as a volume-preserving transformation procedure. A volume-preserving transformation is first performed to transform the concerned domain into a hypersphere. The volume of the domain is then evaluated by computing the volume of the hypersphere.     

Ranking and estimation of related means in two—way models—a Bayesian approach

A hierarchical Bayesian approach to ranking and selection as well as estimation of related means in two—way models is considered. Using the method of Monte Carlo simulation with importance sampling, we are able to carry out efficiently the three or four dimensional integrations as needed. An example is included to illustrate the methodology.     

Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators

This article considers the issue of performing tests in linear heteroskedastic models when the test statistic employs a consistent variance estimator. Several different estimators are considered, namely: HC0, HC1, HC2, HC3, and their bias-adjusted versions. The numerical evaluation is performed using numerical integration methods; the Imhof algorithm is used to that end. The results show that bias-adjustment of variance estimators used to construct test statistics delivers more reliable tests when they are performed for the HC0 and HC1 estimators, but the same does not hold for the HC3 estimator. Overall, the most reliable test is the HC3-based one.