中国上市公司董事会行为与公司绩效关系实证研究

以2005年中国证券市场公布的指标股为研究样本,用董事会会议频率表示董事会行为,实证分析了董事会行为的决定因素以及董事会行为与前期、当期和后期公司绩效之间的关系.研究表明,独立性越强的董事会将导致较高强度的董事会行为,内部所有权和董事会行为在规范管理方面存在替代性,股权制衡有助于产生积极的董事会行为,而外部董事的声誉激励制度和机构投資者制度对董事会行为的作用还有待进一步加强;董事会行为与前期经营绩效显著负相关,与当期和后期绩效显著正相关,两者之间存在显著的内生关系,而董事会行为的决定因素在内生关系中起着重要的作用.     

金融高频数据的最优抽样频率研究

首先综述了国内外对最优抽样频率的研究成果,并对各种方法的利弊进行了分析比较;然后结合目前我国股市金融高频数据的特点,提出了一种简便易行的最优抽样频率确定方法,并且基于"已实现"双幂次变差和赋权"已实现"波动估计量进行了研究,分别给出了2个估计量的偏差;最后用深证成指的高频数据进行了实证研究。     

长直螺线管中的交变磁场

长直螺线管中变化的磁场是产生涡旋电场的源，涡旋电场也将反作用于磁场．在一般情况下，磁场的分布不是均匀的。文中指出了一般教材中假定磁场均匀分布的条件，推导出了一般情况下的磁场分布曲线，并进一步讨论了交变电磁场用频率及导休时磁场分布的影响。     

基于高频数据的风险值度量IVar方法综述

IVar估计是基于高频金融数据的分笔数据构造风险测量的方法。IVar的估计依赖两个步骤：首先根据分笔数据信息以及假定的交易间持续期和交易收益的联合分布,得到10g—ACD模型和扩展的UHF—GARCH模型;根据这两个模型,利用蒙特卡罗方法构造测量风险的指标IVar的估计,并详细给出这两个步骤中的计算细节。     

按温度比例因子的低温双极晶体管优化设计

提出了一种按温度比例因子设计低温双极晶体管的设计规则。在考虑双极晶体管低温效应的前提下,着重分析了双极晶体管发射区和基区的浓度及宽度在低温下的变化情况。结合按温度比例子变化后任何特定温度下的双极晶体管电流增益和截止频率的优化结果,给出了这些参数在按温度比例因子规则设计时温度比例因子的变化参数。     

前置中频放大器性能的改善

通信机中的收信前置中频放大器 ,其性能的高低将直接影响整机技术指标。但其性能很不稳定。通过多次实验 ,证实其原因为 :晶体管选择不合适 ;屏蔽盒尺寸选择不当。通过实验得出了改善前置中频放大器性能的方法     

A Spatio-Temporal Model for Functional Magnetic Resonance Imaging Data – with a View to Resting State Networks

Abstract.  Functional magnetic resonance imaging (fMRI) is a technique for studying the active human brain. During the fMRI experiment, a sequence of MR images is obtained, where the brain is represented as a set of voxels. The data obtained are a realization of a complex spatio-temporal process with many sources of variation, both biological and technical. We present a spatio-temporal point process model approach for fMRI data where the temporal and spatial activation are modelled simultaneously. It is possible to analyse other characteristics of the data than just the locations of active brain regions, such as the interaction between the active regions. We discuss both classical statistical inference and Bayesian inference in the model. We analyse simulated data without repeated stimuli both for location of the activated regions and for interactions between the activated regions. An example of analysis of fMRI data, using this approach, is presented.     

Combinatorial Equivalence of Fractional Factorial Designs

Two symmetrical fractional factorial designs are said to be combinatorially equivalent if one design can be obtained from another by reordering the runs, relabeling the factors and relabeling the levels of one or more factors. This article presents concepts of ordered distance frequency matrix, distance frequency vector, and reduced distance frequency vector for a design. Necessary conditions for two designs to be combinatorial equivalent based on these concepts are presented. A new algorithm based on the results obtained is proposed to check combinatorial non-equivalence of two factorial designs and several illustrating examples are provided.     

The estimation for Lévy processes in high frequency data

In this article, a generalized Lévy model is proposed and its parameters are estimated in high-frequency data settings. An infinitesimal generator of Lévy processes is used to study the asymptotic properties of the drift and volatility estimators. They are consistent asymptotically and are independent of other parameters making them better than those in Chen et al. (2010 Chen, S. X., Delaigle, A., Hall, P. (2010). Nonparametric estimation for a class of Lévy processes. Journal of Econometrics 157:257–271.[Crossref], [Web of Science ®] , [Google Scholar]). The estimators proposed here also have fast convergence rates and are simple to implement.