基于模糊分析的中国商业银行战略联盟伙伴选择研究

随着金融业务的国际化，战略联盟已经成为银行提高自身竞争力的一个有效手段。研究确定商业银行联盟伙伴选择的原则与标准，根据这些标准，运用模糊聚类分析法对银行潜在的联盟伙伴的选择进行分析，使商业银行有针对性的与一些联盟伙伴发展合作伙伴关系，减少交易成本和搜寻成本，从而提高银行的运作效率。     

上市公司综合评价研究

客观合理地评价上市公司,是投资者、上市公司以及监管机构都非常关注的问题,也是规范发展证券市场的一个重要方面。基于平衡记分卡的原理,提出了我国上市公司的评价指标体系。财务层面的评价采用因子分析法;客户层面、内部层面、学习与创新层面以及综合评价,则是根据模糊三角数的概念构造判断矩阵,利用模糊三角数比较大小的原理进行排序。     

经济预测中的Monte Carlo模拟及方差控制——以国际石油价格预测为例

从MDnte Carlo模拟的实现过程入手，首先通过对Monte Carlo方法原理的阐述来介绍该种方法。进一步结合具体的实例通过计算机进行模拟来解释Monte Carlo方法的具体实现过程。重点讨论在选择合理的数据生成过程的前提下，如何在Monte Carlo方法中减少模拟方差，从而提高估计精度，更好地应用这种方法来进行经济预测。     

A spatiotemporal auto-regressive moving average model for solar radiation

Summary.  To investigate the variability in energy output from a network of photovoltaic cells, solar radiation was recorded at 10 sites every 10 min in the Pentland Hills to the south of Edinburgh. We identify spatiotemporal auto-regressive moving average models as the most appropriate to address this problem. Although previously considered computationally prohibitive to work with, we show that by approximating using toroidal space and fitting by matching auto-correlations, calculations can be substantially reduced. We find that a first-order spatiotemporal auto-regressive (STAR(1)) process with a first-order neighbourhood structure and a Matern noise process provide an adequate fit to the data, and we demonstrate its use in simulating realizations of energy output.     

Bayesian inference for a discretely observed stochastic kinetic model

The ability to infer parameters of gene regulatory networks is emerging as a key problem in systems biology. The biochemical data are intrinsically stochastic and tend to be observed by means of discrete-time sampling systems, which are often limited in their completeness. In this paper we explore how to make Bayesian inference for the kinetic rate constants of regulatory networks, using the stochastic kinetic Lotka-Volterra system as a model. This simple model describes behaviour typical of many biochemical networks which exhibit auto-regulatory behaviour. Various MCMC algorithms are described and their performance evaluated in several data-poor scenarios. An algorithm based on an approximating process is shown to be particularly efficient.     

以旅游业为龙头推进西部地区城镇化建设

城镇化是人类社会发展和进步的必然趋势 ,是衡量一定地域经济社会发展水平和文明程度的重要标志。针对我国西部地区以农村人口为主和城镇与农村并存的特点 ,西部要发展就必须找准突破口 ,加强地方经济建设 ,推进城镇化进程     

A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models

Factor analytic variance models have been widely considered for the analysis of multivariate data particularly in the psychometrics area. Recently Smith, Cullis & Thompson (2001) have considered their use in the analysis of multi‐environment data arising from plant improvement programs. For these data, the size of the problem and the complexity of the variance models chosen to account for spatial heterogeneity within trials implies that standard algorithms for fitting factor analytic models can be computationally expensive. This paper presents a sparse implementation of the average information algorithm (Gilmour, Thompson & Cullis, 1995) for fitting factor analytic and reduced rank variance models.     

Optimal scaling of Metropolis algorithms: Heading toward general target distributions

The authors provide an overview of optimal scaling results for the Metropolis algorithm with Gaussian proposal distribution. They address in more depth the case of high‐dimensional target distributions formed of independent, but not identically distributed components. They attempt to give an intuitive explanation as to why the well‐known optimal acceptance rate of 0.234 is not always suitable. They show how to find the asymptotically optimal acceptance rate when needed, and they explain why it is sometimes necessary to turn to inhomogeneous proposal distributions. Their results are illustrated with a simple example.     

银行个人住房抵押贷款预警系统构想

在分析银行住房抵押贷款的各种风险因素的基础之上，提出模糊预警模型，给出预警结果。     

铁磁性金属簿膜磁特性的研究

讨论了铁磁性金属薄膜中的各向弄性磁阻效应。通过对晶体结构分析和实验验证,提出了一种假设:在外磁场作用下,产生了原子对的方向有序化,导致感生磁各向异性,并使晶体织构消失。根据对5种样品的实测数据,讨论了薄膜的动态磁化过程。