基于PSO算法优化RBF神经网络的基金净值预测研究

为了更精确地对基金净值进行预测,针对基金净值变化具有非线性和随机性等特点,提出基于粒子群优化RBF神经网络的基金净值预测模型。利用具有全局寻优的PSO算法对RBF神经网络的参数进行优化,并用经PSO算法优化的RBF神经网络对基金净值进行预测分析。仿真实验结果表明:与使用BP神经网络和RBF神经网络的基金价格预测方法相比较,PSO算法优化的RBF神经网络能够准确地预测基金价格的变化趋势,具有较高的预测精度,对于用户选择基金有着非常重要的意义。     

中国能源“新常态”:“十三五”及2030年能源经济展望

当前中国经济已经进入了"新常态"的发展阶段,在未来能源消费、能源强度和碳排放等方面将表现出区别过去30多年的新特征,在此将这些能源方面的新特征称为"能源‘新常态’"。在能源"新常态"的背景下,展望了"十三五"及2030年能源经济发展情况,从节能减排和降低能源消耗强度的角度,利用情景分析法预测2030年前中国能源消费、能源消耗强度和碳排放量。结果显示:在基准情景和节能减排政策措施严于预期的低碳发展情景下,碳排放峰值都有望在2030年前出现。     

DETERMINANTS OF TECHNOLOGY ADOPTION: PEER EFFECTS IN MENSTRUAL CUP TAKE‐UP

We estimate the role of peer effects in technology adoption using data from a randomized distribution of menstrual cups in Nepal. Using individual randomization, we estimate causal effects of peer exposure on adoption. We find strong evidence of peer effects: two months after distribution, one additional friend with access to the menstrual cup increases usage by 18.6 percentage points. Using the fact that we observe both trial and usage of the product over time, we examine the mechanisms that drive peer effects. We show evidence that peers impact learning how to use the technology, but find less evidence that peers impact an individual desire to use the menstrual cup.     

Utilization of oral contraception: The impact of direct and indirect restrictions on access to abortion

Utilizing variation across U.S. state abortion restrictions on minors and different levels of provider availability, we measure whether women under the age of 25 are less careful in using contraception if abortions are less costly, in terms of both financial and opportunity cost. The effects of abortion restrictions for minors are largest and the most significant for women aged 18 and younger, and the effect of these restrictions decrease in magnitude and significance gradually as women age. As the percent of the state's women without a provider increases, abortions are more difficult to obtain, and women are more likely to use the pill. When a larger percentage of women have a provider, abortions are more easily obtained, and there is a negative effect on pill usage. These results indicate that young women are forward thinking when making their contraceptive decisions, relative to the direct and indirect restrictions on abortion access.     

Modeling trade policies under alternative market structures

The paper focuses on the importance of assumptions made about market structure and firm behavior in empirical trade policy analysis. The contribution to the relevant literature is 3-fold: first the paper develops two original models which incorporate imperfectly competitive market structures in a spatial modeling framework; then it proposes a procedure to identify the degree of market power in international trading which is consistent with observed prices and traded quantities, and applies it to the banana market; finally, it assesses how analysis of the implications of recent changes in the EU import regimes for bananas (the Economic Partnership Agreements and the December 2009 WTO agreement) is affected by the assumptions made on the prevailing market structure.     

GENERALIZED INTEGER-VALUED AUTOREGRESSION

The integer-valued AR1 model is generalized to encompass some of the more likely features of economic time series of count data. The generalizations come at the price of loosing exact distributional properties. For most specifications the first and second order both conditional and unconditional moments can be obtained. Hence estimation, testing and forecasting are feasible and can be based on least squares or GMM techniques. An illustration based on the number of plants within an industrial sector is considered.     

The effect of teaching strategies on student achievement: An analysis using TALIS-PISA-link

The present study investigates the effects of different teaching strategies on student achievement using data from the so-called TALIS-PISA link created by the OECD. This is a recently developed instrument that allows for connecting data about teacher characteristics and practices collected in the TALIS (Teaching and Learning International Survey) survey with students’ academic performance measured in PISA (Programme for International Student Assessment). Our empirical strategy is based on an instrumental variable (IV) approach. Our results suggest that traditional teaching methods have a positive influence on students’ proficiency in mathematics, while the implementation of more innovative active learning strategies seem to have a negative impact on student achievement.     

中国月度数据的季节调整：一个新方案

 本文针对中国特定的节假日效应和交易日效应对季节调整问题提出了新的方案,包括移动节假日效应（如春节、中秋节、清明节、端午节等）、黄金周效应、五天工作制效应等;论文利用新的调整方案对我国社会消费品零售总额的月度数据进行了季节调整,诊断结果表明,新方案能比较充分地提取各种季节特征;论文对我国季节调整问题提出了针对性建议。     

Agricultural policy modelling under imperfect competition

This study evaluates the role of imperfect competition in determining the agri-food policies impact assessment outcomes. In most impact studies, the supply chain between agricultural production and final consumption is modelled in a perfectly competitive framework. However, there is a growing attention of stakeholders for the presence of imperfectly competitive markets, with the retail sector often being under investigation. This issue is empirically analysed with an application to the dairy industry. First, the degree of market power is estimated using a multi-output demand and price transmission equation system. Then, this model is used for policy simulation with the perfect competition outcome taken as a benchmark to evaluate the impact of imperfect competition. Results show a significant degree of market power in the dairy industry with implications on the projected policy scenarios. Moreover, the imperfect competition model alters the price transmission mechanisms, generating more flexible price trends.