Inside two commercially available statistical expert systems

A decade of research into the applications of artificial intelligence in statistics has finally resulted in the appearance of commercially available statistical expert systems. This paper takes a closer look at two of these systems, which are now commercially available on microcomputers, and shows what knowledge they actually contain and how they operate. It is concluded that although the technology and concepts that drive these systems could still benefit from further improvement, the real challenge lies in defining and constructing the statistical knowledge and strategy that should be incorporated and in presenting the results to the user's full advantage.     

证交所国债买断式回购交易的风险研究

国债买断式回购的推出衍生了抛补套利、循环融券卖空、债券组合交易、买断式回购组合交易这几种新的主要交易模式,丰富了投资者的交易手段,然而,这些新的交易模式将容易引发做空风险、流动性风险和更大的信用风险,在分析这些风险的基础上,提出了建立健全保证金制度、信用评估制度以及制定严格的交易规则等风险防范对策。     

Understanding manager resistance to blockchain systems

Blockchain technology has received much attention in the media and there is an increasing interest amongst organizations within financial services due to the potential benefits. As blockchain-based systems are a nascent technology, the requirements of the technology need to be understood, to allow blockchain systems to be successfully integrated within financial service organizations. There are gaps in academic research in understanding how managers evaluate the value of a blockchain-based system. This study develops a model to explain manager resistance to implementing blockchain-based systems in financial services organizations. This research advances the theoretical understanding of managers’ perspectives on blockchain-based systems and models their resistance to blockchain technology.     

考虑双重异质性的碳配额分配及交易机制研究

构建包含政府-企业-消费者三方的碳配额分配及交易减排供应链,其中消费者基于自身低碳偏好进行产品选购,政府基于行业社会福利最优进行企业配额分配和碳指导价设定,企业基于利润最优进行生产和销售。通过建立混合博弈模型,对比分析了考虑企业和消费者双重异质性的配额分配及交易机制对政府、企业最优决策行为的影响。研究结果表明：该减排机制能在保持社会福利最优的基础上更好地提升消费者和企业的参与积极性,实现对异质企业的双向和持续性减排激励。消费者低碳偏好和单位碳排差异度是影响减排机制实施方案和实施绩效的关键因素,其中,消费者低碳偏好决定了行业最优碳价和配额分配规则,且在主动和被动两个层面影响企业决策和产品价格;单位碳排差异度是影响企业利润、消费者主动支付倾向和减排绩效的重要因素,严格的差异度划分有利于形成正向激励;差异化的配额率易于形成减排激励,其与自主配额率间的差异是造成碳价波动的原因之一;研究也表明,过低的单位碳排差异度不适合进行企业异质性划分,在减排机制设计中应弱化“碳收益激励”目的。     

低碳视角下农业集约化、绿色化与资源再生化 的实现机制研究

在实现"碳达峰碳中和"目标的重要历史机遇期,推动实现农业集约化、绿色化和资源再生化,构建资源节约型、绿色低碳型、生态循环型的农业发展模式,对于农业可持续发展具有重要意义。以2000-2018年我国31个省份为研究对象,通过面板向量自回归模型(PVAR),刻画资源消耗、农业产出、农业碳排放之间的动态传导机制。结果表明:(1)东部农业"碳达峰"节点出现较早,东北、西部相对较晚;2018年农业碳排放居前三的省份为湖南、黑龙江、河南,居后三的为北京、天津、上海;(2)资源消耗和农业产出之间呈现"低投入高产出"的农业集约化生产模式,但影响力微弱;农业产出和农业碳排放之间"高产出高排放"的情形长期面临农业绿色化的严峻考验;农业碳排放与资源消耗之间呈现"低排放低投入"的资源再生化现象,影响力短期微弱长期较强;(3)推动实现农业集约化、绿色化、资源再生化的关键在于探索降低农业碳排放的多重路径。因此,应强化农业集约化生产,充分发展资源再生化模式,探索形成农业绿色化格局新路径,以此来加快实现碳减排目标,推动农业可持续发展。     

“双碳”目标下的农业转型路径: 从市场中来到“市场”中去

基于市场演进的视角,结合传统生态智慧、数量型经济增长理论和生态文明思想,文章揭示了"双碳"目标下农业转型的理论渊源,进而分析了农业转型面临的"薄市场"挑战及其成因,提出了依托市场机制驱动农业转型的可行路径。研究认为,按照"双碳"目标要求,在保障粮食和重要农产品有效供给的前提下,农业既要通过减排和增汇减缓气候变化,又要增强自身适应气候变化的能力。尽早关注农业转型可以防范"吉登斯悖论",并降低"双碳"目标实现的社会成本。然而,农业在减缓和适应气候变化方面的功能具有典型的外部性特征,存在价格生成困境,需要通过构建多元市场交易体系,推动农业低碳生产的成本投入与收益获取在边际上维持均衡,并使得以低碳农业为代表的生态环境部门的价值与经济社会其他部门的"价值"相均衡。     

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.     

Cybernetic Risk Analysis

The Pearl Harbor case study reveals that risk analysis failure may be caused by any of a number of factors. However, the most important variables are system load, gain, lead time, and lag time. The dynamics of such cybernetic systems analysis constitute an important aspect in this regard. Four different risk management strategies, or organization designs, have been proposed in this paper. Each has a unique combination of the imputed variables and each has a unique cause of surprise, risk analysis failure, and crisis.     

On the effectiveness of cognitive feedback from an interface agent

The objective of this study was to determine the impact of task information (TI) provided by an interface agent during the idea evaluation and integration step of the problem formulation stage of the problem solving process. The effectiveness assessment was based on solving diagnostic decision problems in the domain of complex industrial machinery. Ten domain experts participated in this study. Decision support was provided by a case-based reasoning system. Findings suggest that TI provided by the interface agent had no effect on the decision maker's performance, nor on the associated cognitive effort. However, a verbal protocol analysis revealed that the ten subjects used the interface agent to verify their decision processes. The results and their implications are discussed with respect to current findings in the area of decision support systems.     

Adaptive Build-up and Breakdown of Trust: An Agent Based Computational Approach

This article employs Agent-Based Computational Economics (ACE) to investigate whether, and under what conditions, trust is viable in markets. The emergence and breakdown of trust is modeled in a context of multiple buyers and suppliers. Agents develop trust in a partner as a function of observed loyalty. They select partners on the basis of their trust in the partner and potential profit, with adaptive weights. On the basis of realized profits, they adapt the weight they attach to trust relative to profitability, and their own trustworthiness, modeled as a threshold of defection. Trust and loyalty turn out to be viable under fairly general conditions.