日本吸引海外人才的政策与措施

近年来,为了应对国际人才争夺日益激烈的形势,日本官、产、学、研紧密合作,大力实施国际化人才战略,积极吸引国外科技人才,使得日本成为继美国之后全球最大的人力资源消费国和受益国。与美国依靠留学生、移民和工作签证三大法宝在激烈的国际人才竞争中制胜相比,日本政府积极研究和借鉴发达国家吸引人才的政策举措,积极吸引外脑,以大学国际化为重点加强环境建设,官产学联手充实留学生政策,鼓励优秀留学生在日就业等措施,力争聚集全球优秀人才。从高龄少子化、人口减少的国情出发,大力扩大留学生数量、有效放宽工作签证限制以及借助跨国公司在新兴国家大量吸收优质廉价科技人才将是日本吸引国际人才的长期方针。日本新一轮的吸引海外留学生及留住优秀留学生的政策能否收到预期成效,如何采取进一步的吸引人才措施,以及日本企业强化争夺国际人才的战略部署,都值得关注。     

俄罗斯航天产业的科技人力资源状况及相关政策浅析

为抢占新一轮发展的制高点,俄罗斯政府将航天产业列为优先发展的战略性新兴产业之一,加以重点扶持和发展。通过采用有效培养人才和吸引人才的政策和策略,例如,对人才培养进行长远规划,采用专业导向式的人才培养模式,着力改善人才队伍老龄化现状,提高薪酬待遇和改革分配制度等,俄罗斯航天产业科技人力资源的数量和质量都开始提升,对航天产业的发展发挥了重要的支撑作用,俄罗斯的航天产业逐渐呈现上升的发展趋势。     

绿色经济的新动向

当前,全球面对金融危机和气候变化的双重挑战,需要各国的共同努力来建立一个新的全球经济、贸易和发展体系。对中国而言,资本市场对创新的忽视一直是使中国经济中的短板,是制约技术创新的瓶颈因素之一。中国发展绿色经济,既是实现科学发展的重要契机,也是实现大国崛起的重要契机。     

Catching the curl: Wavelet thresholding improves forward curve modelling

Modelling futures term structures (price forward curves) is essential for commodity-related investments, portfolios, risk management, and capital budgeting decisions. This paper uses a novel strategy, wavelet thresholding, to de-noise futures price data prior to estimation in a state-space framework in order to improve model fit and prediction. Rather than de-noise the raw data, this method de-noises only wavelet coefficients linked to specific timescales, minimizing the amount of information that is accidentally removed. Our findings are that, for the first five futures maturities in our sample data, in-sample (tracking) and 5-day-ahead out-of-sample (forecasting) Root Mean Squared Errors (RMSEs) are smaller both (i) when we increase the number of factors from one to four, and (ii) when we de-noise the data using wavelet thresholding. The improvement due to wavelet thresholding is often greater than the improvement from adding one more factor to the model, which is important because going beyond four factors does not improve model fit. Wavelet-based de-noising thus has the potential to improve considerably the estimation of various economic time series models, helping practitioners and policymakers with better forecasting and risk management.     

美国的前沿科学进展

本文研究了美国近年来在基础科学领域取得的主要进展、国家科学政策动向以及前沿领域的研究重点,认为在生命科学、物质科学、能源科学、信息科学以及诸多交叉学科领域正孕育着革命性突破,美国政府为确保国家在科学领域的世界级领导地位,加大了联邦政府的资金投入。本文研究将为我国准确把握世界科学技术发展态势、整体部署前沿科学研究提供参考。     

On the characteristics of dynamic correlations between asset pairs

Recent research provides considerable evidence that correlations between assets change significantly over time and diversification benefits of correlations may vary substantially based on the time-varying measure of correlation used for different asset types. Our study evaluates and compares alternative time-series correlation modeling techniques according to both statistical and economic metrics, focusing specifically on individual asset pairs. We identify the moving correlation structure that best tracks the dynamic conditional correlation estimates using a large set of different financial time series encompassing 467 asset pairs in nine different asset classes. Results from our direct, statistical loss function based, and indirect, portfolio mean-variance based, forecast evaluations provide optimal window-length ranges for 36 asset-class pairs which should help in portfolio construction as well as risk management. Furthermore for robustness tests, we implement the model confidence set approach which, without a benchmark specification, produces a set of models constructed to contain the best models with a given level of confidence among competing forecast evaluations.     

工业化养殖的环境和社会问题

工业化养殖是近半个世纪以来人类应对不断增长的人口压力和提高农业劳动生产率所选择的一种路径。联合国的相关报告认为，恰恰是这些工业化养殖模式带来了更多的粮食安全风险，工厂化养殖不仅不能解决问题，反而会加剧粮荒和生态恶化，引发动物衍生疾病蔓延。中国应对工业化养殖带来的环境和社会问题进行严格调控，加快制定相关的法律法规、技术和管理规范，改造或新建养殖设施和污染处理设施。     

2010年保加利亚科技发展状况

本文通过对保加利亚科技发展状况的研究，指出在政府对科技投入的预算大幅削减的情况下，该国科技发展受到了很大的影响，例如：科研工作几乎停滞、科研机构和人员大幅减少等等。为此，保加利亚议会于2010年10月通过了新修订的《促进科学研究法》，力图通过立法和财政支持加快本国的科技发展速度。     

Individualism and Momentum around the World

This paper examines how cultural differences influence the returns of momentum strategies. Cross-country cultural differences are measured with an individualism index developed by Hofstede (2001) , which is related to overconfidence and self-attribution bias. We find that individualism is positively associated with trading volume and volatility, as well as to the magnitude of momentum profits. Momentum profits are also positively related to analyst forecast dispersion, transaction costs, and the familiarity of the market to foreigners, and negatively related to firm size and volatility. However, the addition of these and other variables does not dampen the relation between individualism and momentum profits.