排序方式: 共有40条查询结果,搜索用时 14 毫秒
31.
为实现高新技术企业R&D联盟伙伴优化组合,提高R&D联盟运行效率,充分发挥R&D联盟的综合优势,针对高新技术企业R&D联盟的特点与目的,对R&D联盟伙伴匹配性进行了界定,分析筛选了影响R&D联盟伙伴匹配性的主要因素,构建了高新技术企业R&D联盟伙伴匹配性评价指标体系,设计了指标评分规则,提出了分形评价方法,并以华为R&D联盟伙伴选择作为实证分析对象,对其R&D联盟伙伴的匹配性进行了评价,结果表明华为选择的R&D联盟伙伴的匹配程度高,符合华为R&D联盟的实际情况。 相似文献
32.
基于Lux 和Marchesi(1999)的研究,具有3种行为特质的交易者禀赋使金融市场交易者行为具有相对同质性与绝对异质性,进而使金融市场可能存在回复性与间歇性的交互效应。以3种具有回复性或间歇性的信号波对上证指数和道琼斯指数波动进行计量检验,结果证实了上证指数和道琼斯指数的波动均受回复性与间歇性交互效应的影响,其中上证市场的影响更为强烈,说明道琼斯市场的有效性高于上证市场。因此,金融市场价格波动的复杂性不仅在于市场中存在回复性和间歇性,而且还在于回复性与 间歇性的交互效应。 相似文献
33.
Summary. This short paper advances and defends a strong statement concerning financial modeling. It argues that, even when the present fractal models become superseded, fractal tools are bound to remain central to finance. The reasons are that the main feature of price records is roughness and that the proper language of the theory of roughness in nature and culture is fractal geometry.This revised version was published online in January 2005 with corrections to the Cover date. 相似文献
34.
企业危机管理过程中的组织学习研究 总被引:2,自引:0,他引:2
本文通过对组织学习与危机管理的关系进行分析发现,组织学习是提高企业整体危机管理能力的关键,危机本身就是非常有效的组织学习机制,并运用企业内部的分形理论,寻找到企业危机“类质同象”现象,从而为组织提供危机学习的对象和题材。 相似文献
35.
36.
淮海经济区位于我国东部沿海地区中段地带,具有良好的区位条件和资源优势,但经济发展却长期相对滞后。本文,首先从时间序列角度定量分析淮海经济区城市体系的城市首位指数。其次运用分形理论从城市体系等级规模结构、空间规模结构两个角度定量测算城市体系分形维数,得出城市体系基本特征:城市首位度不大;城市体系规模等级结构趋于良好的发育状态;城市空间分布格局趋于集中,城市间相互作用趋于加强。最后,从重点建设中心城市、加快培育和发展若干城市带,强化节点城市建设、重点发展大中城市,突出中小城市建设、加快发展全国重点镇和小城镇建设三个层次和角度提出如何加快培育和建设点—线—面相结合、城市体系结构和布局比较合理、城乡协调发展的淮海经济区城镇密集带的发展对策和措施。 相似文献
37.
38.
This paper tests for fractional roots in the futures prices for selected commodities, foreign currencies, and stock indexes. The fractional testing method is the spectral regression method suggested by Geweke and Porter-Hudak (1983). The empirical results suggest the presence of a fractional exponent in the differencing process for several commodity and foreign currency futures prices. The returns series for these commodities and currencies exhibit long range positive dependence. However, differencing of exact order one is sufficient for the stock index futures prices. Implications are drawn concerning theoretical and econometric modeling and price forecasting. 相似文献
39.
证券市场的有效性越高,其支撑实体经济发展以及优化资金资源化配置的作用越强。分别以上海证券市场中的上证国债指数、上证基金指数、上证综合指数收益率和成交量增长率的日、周、月度的时间序列为样本构造价、量多个分形模型,假定Hurst指数为0.5的布朗运动是市场完全有效的标准,一方面通过R/S分析直接得到Hurst指数用以横向地比较国债市场、基金市场、股票市场的有效性;另一方面通过ARFIMA(p,d,q)模型的分形维数与Hurst指数之间的关系间接得到Hurst指数,用以在不同的利率调控周期的区间上纵向比较国债市场、基金市场、股票市场的有效性。分析表明目前上海证券市场是一个无效的分形市场,因此应致力于证券市场的有效性建设。 相似文献
40.
In this paper, we study the long memory behavior of the hourly cryptocurrency returns during the COVID-19 pandemic period. Initially, we apply different tests against the spurious long memory, with the results indicating the presence of true long memory for most cryptocurrencies. Yet, using the multivariate test, the series are found to be contaminated by level shifts or smooth trends. Then, we adopt the wavelet-based multivariate long memory approach suggested by Achard and Gannaz (2016) to model their long memory connectivity. The findings indicate a change in persistence for all series during the sample period. The fractal connectivity clustering indicates a similarity among Ethereum (ETH) and Litecoin (LTC), Monero (XMR), Bitcoin (BTC), and EOC token (EOS), while Stellar (XLM) is clustered away from the remaining series, indicating the absence of any interdependence with other crypto returns. Overall, shocks arising from COVID-19 crisis have led to changes in long-run correlation structure. 相似文献