基于GCRM模型的信用经济资本测度和贷款定价研究

GCRM模型与ASRF模型相比,能给出与经济资本测度目标相一致的资本数量,而现有文献对GCRM模型的到期收益率没有给出明确的刻画,本文则通过假设资产的到期收益率与其信用经济资本相关,得出了基于GCRM模型的信用经济资本测度和贷款定价方法,它能够刻画借款者的违约概率、违约损失率,以及商业银行的风险偏好（目标支付概率）和资本融资成本对经济资本和贷款定价的影响,为商业银行相关领域的决策提供了参考。     

基于单片机的粮仓温度测控系统设计

介绍了一种基于AT89C51单片机的温度测控系统。使用AD590作为温度传感器对粮仓内温度进行监测,实时显示温度。系统对温度的控制合理、有效,具有调试方便、精度高和可靠性好等优点。     

关于创建学习型城市的思考

学习型城市是个全新的概念。创建学习型城市是全面建设小康社会和实现社会主义现代化的需要,是时代赋予我们的历史使命,是实践“三个代表”重要思想、实现人的全面发展的必然要求,是提高城市综合实力、实现跨越发展的需要。为此,我们要认真落实创建学习型城市的主要任务,树立正确的终身教育观念,构筑终身教育体系,创建学习型组织,发展城市文化,发展社区教育,加大教育投入。同时,建设学习型城市是一项庞大而复杂的社会系统工程,需要政府、企业、社区和全体市民的共同努力,要大力强化创建学习型城市的保障措施。     

浅谈集团公司的财务集中控制

近年来,随着市场竞争的加剧以及经济全球化的趋势,企业集团在财务上越来越趋向于集权管理。对下属公司在经营上适当分权的同时,财务上实行集中控制,对于保持及提升集团的核心竞争力,减少企业风险是必要的。财务集中控制通过一系列激励措施与约束手段,达到企业财务价值最大化的目标。因此,它在企业财务管理体系中处于核心地位。文章在对一些企业集团成功施行财务集中控制的调研基础上,提出了通过完善企业集团组织机构,对子公司进行授权控制,实行财务总监委派制,统一财务管理制度,全面预算管理,充分利用互联网技术,完善子公司的考核指标体     

科技期刊的编辑特点及质量优化控制

科技期刊的客观性、独立性和学术性是科技期刊的基本特征。科技期刊的编辑质量是衡量一个期刊质量的标准之一,刊物的编辑质量不仅直接影响刊物的外部形象,而且关系到刊物的信息容量和经济效益,可见,编辑质量优化是一个值得十分重视的问题。作者通过期刊编辑过程中经常出现的问题,提出了自己的看法和采取优化控制的具体措施。     

论诉讼费用征收制度

诉讼费用决定于诉讼目的,诉讼费用是诉讼当事人与社会公众利益之间的博弈,诉讼应体现当事人维权途径的畅通,诉讼应收取诉讼费用,但不能过高,诉讼费用不能按案件所涉财产标的大小收取,法院向原告象征性的预收一定费用后,再按诉讼阶段收取一定比例的手续费。原告胜诉后其预交的诉讼费用应由人民法院负责退回。     

Moment‐Independent Sensitivity Analysis Using Copula

In risk assessment, the moment‐independent sensitivity analysis (SA) technique for reducing the model uncertainty has attracted a great deal of attention from analysts and practitioners. It aims at measuring the relative importance of an individual input, or a set of inputs, in determining the uncertainty of model output by looking at the entire distribution range of model output. In this article, along the lines of Plischke et al., we point out that the original moment‐independent SA index (also called delta index) can also be interpreted as the dependence measure between model output and input variables, and introduce another moment‐independent SA index (called extended delta index) based on copula. Then, nonparametric methods for estimating the delta and extended delta indices are proposed. Both methods need only a set of samples to compute all the indices; thus, they conquer the problem of the “curse of dimensionality.” At last, an analytical test example, a risk assessment model, and the levelE model are employed for comparing the delta and the extended delta indices and testing the two calculation methods. Results show that the delta and the extended delta indices produce the same importance ranking in these three test examples. It is also shown that these two proposed calculation methods dramatically reduce the computational burden.     

Semi-polynomial copulas

In this paper, we characterise a family of bivariate copulas whose sections between the main diagonal and the border of the unit square are polynomial, generalising several families of copulas, including those with quadratic and cubic sections. We also study a measure of association and the tail dependence for this class, illustrating our results with several examples.     

Influence measures in blocked designs of experiments with correlated errors

Diagnostics measures for detecting outliers in data from block designs of experiments with correlated errors are considered. Influence is often assessed by deleting suspected outlying observations. Autocorrelation of order one is considered to model correlation in each block. Cook-statistic is developed for detecting the effect of a single outlier, where results are illustrated with an example.     

An adaptive two-sample location-scale test of lepage type for symmetric distributions

For the two-sample location and scale problem we propose an adaptive test which is based on so called Lepage type tests. The well known test of Lepage (1971) is a combination of the Wilcoxon test for location alternatives and the Ansari-Bradley test for scale alternatives and it behaves well for symmetric and medium-tailed distributions. For the cae of short-, medium- and long-tailed distributions we replace the Wilcoxon test and the .Ansari-Bradley test by suitable other two-sample tests for location and scale, respectively, in oder to get higher power than the classical Lepage test for such distribotions. These tests here are called Lepage type tests. in practice, however, we generally have no clear idea about the distribution having generated our data. Thus, an adaptive test should be applied which takes the the given data set inio consideration. The proposed adaptive test is based on the concept of Hogg (1974), i.e., first, to classify the unknown symmetric distribution function with respect to a measure for tailweight and second, to apply an appropriate Lepage type test for this classified type of distribution. We compare the adaptive test with the three Lepage type tests in the adaptive scheme and with the classical Lepage test as well as with other parametric and nonparametric tests. The power comparison is carried out via Monte Carlo simulation. It is shown that the adaptive test is the best one for the broad class of distributions considered.