BOT融资方式在中国铁路建设中的应用研究

本文阐述了BOT的涵义和特点，运用SWOT分析方法分析了铁路基本建设采取BOT方式融资的可行性，并对我国铁路基本建设利用BOT方式进行融资提出了有关建议。     

高速公路建设融资探讨

充分利用市场经济下的资本市场，多渠道筹资是推动高速公路建设的最佳选择。主要的方式有公路经营权转让、BOT融资、股票、债券、公路产业投资基金、ABS融资和私人资本投入等。     

高速公路建设融资探讨

充分利用市场经济下的资本市场，多渠道筹资是推动高速公路建设的最佳选择。主要的方式有公路经营权转让、BOT融资、股票、债券、公路产业投资基金、ABS融资和私人资本投入等。     

BOT项目的概念探讨

当今世界上已经进行了许多BOT项目的实践，理论界也在努力探索BOT项目的理论。就BOT项目的概念进行了探讨。BOT是项目融资的一种方式，也是一种承发包模式，同时也是基础设施私有化的一种方式。文中分析了BOT项目与它们之间的关系，并总结了BOT项目的特点。     

我国地铁项目融资模式探究

面对地铁项目周期长、资金大、回报率低的特点,探索适合我国国情的有效的地铁融资模式。本文从我国地铁融资现状出发,介绍了我国地铁建设的BOT、TOT、ABS、PFI等融资模式,并提出了地铁融资模式的建议。     

BOT项目全寿命周期成本分析

文章立足于BOT项目利益攸关双方的立场,从专业工程造价的角度分析了如何确保BOT项目的利益各方互赢,如何对BOT项目进行全寿命周期投资成本进行分析,以及BOT项目全寿命周期成本分析的原则,并对BOT项目全寿命周期成本分析的步骤进行了专业提示,具有较强的可操作性和借鉴意义。     

我国基础设施建设与项目融资模式

从项目融资的角度，首先介绍了BOT、ABS、TOT这三种主要用于基础设施项目建设的融资模式的基本思路，总结了它们在我国基础设施建设方面的一些具体运用，最后分析了目前所存在的一些问题。对解决当前我国基础设施建设的发展严重滞后于国民经济的发展，资金短缺与投资需求的矛盾提供了有益的思路。     

工程项目国际融资运作程序的比较与借鉴

一、BOT、TOT、ABS国际融资方式的概念BOT是"Build(建设)——Operate(经营)——Transfer(移交)"。具体表述为:通过契约方式,将政府部门或国家公营机构承担的某一重大基础设施建设项目(或公共工程开发项目)交由国外企业或国际财团融资施工;该项目建成后,出资者在特殊期内对其拥有所有权和经营权,并且在该     

BOT融资方式在中国铁路建设中的应用研究

本文阐述了BOT的涵义和特点,运用SWOT分析方法分析了铁路基本建设采取BOT方式融资的可行性,并对我国铁路基本建设利用BOT方式进行融资提出了有关建议。     

BOT、PPP与ABS三种融资模式的比较探析

项目融资作为一种新型的融资模式已被世界各国广泛运用于大型基础建设项目领域。BOT、PPP与ABS作为项目融资中的三种具体融资模式,在基础建设领域发展良好且有巨大的发展潜力,对这三种融资模式做一简要介绍并分析它们之间的区别。     

A Case Study of two Clustering Methods based on Maximum Likelihood

Abstract  Two commonly used clustering methods based on maximum likelihood are considered in the context of the classification problem where observations of unknown origin belong to one of two possible populations. The basic assumptions and associated properties of the two methods are contrasted and illustrated by their application to some medical data. Also, the problem of updating an allocation procedure is considered.     

渗流耦合作用下极限平衡法和有限元法在边坡计算中优越性的实例对比分析

文章采用边坡工程计算中常用2种方法——有限元强度折减方法和极限平衡法,全面地分析应力应变与渗流耦合下边坡的稳定性,并且通过实例对比,重点研究边坡在渗流耦合作用下2种方法的优缺点,以及适应性。     

Robust influence diagnostics for generalized linear models with continuous responses

This article introduces two parametric robust diagnostic methods for detecting influential observations in the setting of generalized linear models with continuous responses. The legitimacy of the two proposed methods requires no knowledge of the true underlying distributions so long as their second moments exist. The performance of the two proposed influence diagnostic tools is investigated through limited simulation studies and the analyses of an illustration.     

事前与事后市场细分方法的比较研究

随着市场细分研究的深入,细分方法由以定性分析为主的事前细分法逐渐发展到结合定性与定量分析的事后细分法。在实际应用中,事前与事后细分方法都可以应用,但孰优孰劣未知。主要对两种细分方法进行对比分析,探讨两种市场细分方法的细分效果并分析哪种细分方法的效果更佳。     

Stratification of Skewed Populations: A Comparison of Optimisation‐based versus Approximate Methods

Survey statisticians use either approximate or optimisation‐based methods to stratify finite populations. Examples of the former are the cumrootf (Dalenius & Hodges, 1957 ) and geometric (Gunning & Horgan, 2004 ) methods, while examples of the latter are Sethi ( 1963 ) and Kozak ( 2004 ) algorithms. The approximate procedures result in inflexible stratum boundaries; this lack of flexibility results in non‐optimal boundaries. On the other hand, optimisation‐based methods provide stratum boundaries that can simultaneously account for (i) a chosen allocation scheme, (ii) overall sample size or required reliability of the estimator of a studied parameter and (iii) presence or absence of a take‐all stratum. Given these additional conditions, optimisation‐based methods will result in optimal boundaries. The only disadvantage of these methods is their complexity. However, in the second decade of 21st century, this complexity does not actually pose a problem. We illustrate how these two groups of methods differ by comparing their efficiency for two artificial populations and a real population. Our final point is that statistical offices should prefer optimisation‐based over approximate stratification methods; such a decision will help them either save much public money or, if funds are already allocated to a survey, result in more precise estimates of national statistics.     

论案例研究法与实证研究法的结合

案例研究法和实证研究法是管理研究领域中常用的研究方法,两种方法各有利弊,将其恰当地结合使用可以使研究结果更加科学可信。本文对这两种研究方法进行了深入细致的分析比较,引用了目前国际一流的学术期刊等刊登的经典研究论文,通过对其研究方法的分析进一步说明案例研究法与实证研究法结合开展研究的过程、结论和重要性,作者提出了在研究中将案例研究法与实证研究法结合使用的三种方法。     

A Comparison of two Robust Estimation Methods for Business Surveys

Two alternative robust estimation methods often employed by National Statistical Institutes in business surveys are two‐sided M‐estimation and one‐sided Winsorisation, which can be regarded as an approximate implementation of one‐sided M‐estimation. We review these methods and evaluate their performance in a simulation of a repeated rotating business survey based on data from the Retail Sales Inquiry conducted by the UK Office for National Statistics. One‐sided and two‐sided M‐estimation are found to have very similar performance, with a slight edge for the former for positive variables. Both methods considerably improve both level and movement estimators. Approaches for setting tuning parameters are evaluated for both methods, and this is a more important issue than the difference between the two approaches. M‐estimation works best when tuning parameters are estimated using historical data but is serviceable even when only live data is available. Confidence interval coverage is much improved by the use of a bootstrap percentile confidence interval.     

MCGS与三菱FX系列PLC通讯方法的探讨

文章针对MCGS与三菱FX系列PLC通过RS-232串行口通讯进行了探讨,并介绍了两种通讯方式,以及两者之间的比较,提出了各自应用方法。     

解决一种猜牌魔术的算法研究

描述了一种流行的猜牌魔术,分析其实现过程,然后提出解决该魔术的计算机算法,并用程序仿真实现,最后采用不同的方法解决该问题,对比分析两种方法的时间复杂度及其优劣性。     

Direct and iterated multistep AR methods for difference stationary processes

The paper focuses on a comparison between the direct and iterated AR predictors for difference stationary processes. In particular, it provides new methods for comparing the efficiency of the two predictors. The methods are based on an encompassing representation for the two predictors, which enables us to derive their properties quite easily under a maintained model. The paper provides an analytical expression for the mean square forecast error of the two predictors and derives useful recursive formulae for computing the direct and iterated coefficients. From an empirical standpoint, we propose estimators of the AR coefficients based on the tapered Yule-Walker estimates; we also provide a test of equal forecast accuracy which is very simple to implement and whose critical values are obtained using the bootstrap method.