金融发展对企业技术创新模式影响研究——基于中国高技术产业的实证分析

运用中国高技术产业统计数据,实证分析了金融发展对不同技术创新模式的作用机制,并探讨企业所有权性质对这种作用机制是否存在以及存在何种影响。实证分析结果表明：我国信贷市场发展比股票市场发展对自主创新的促进作用更大,并且这种促进作用并不受到企业所有权性质的影响;信贷市场发展对于增加国有企业R&D经费进而促进自主创新的作用更大,而股票市场发展对于增加民营企业R&D经费进而促进自主创新的促进作用更大、更显著;我国金融发展对于国有企业的自主创新与模仿创新的促进作用较大,而对民营企业的促进作用相对较小。     

The Problem of Time Dependent Explanatory Variables at the Context-Level in Discrete Time Multilevel Event History Analysis: A Comparison of Models Considering Mobility Between Local Labour Markets as an Example

The paper deals with the question of how to include time dependent explanatory variables at the context-level in multilevel event history models. In general, context-level explanatory variables in multilevel models are assumed to be time constant. Only time constant context-level explanatory variables perform the task of reducing context-level error variance. Thus, it will be suggested that the analysis should be extended to a three-level model. In this model, time periods of persons constitute level 1 units, time periods of contexts constitute level 2 units and the contexts themselves constitute level 3 units – in which in turn level 2 units are clustered. Considering mobility between local labour markets as an example, four different ways of modelling time varying context-level variables are compared. The result is that the proposed three-level model leads to the most conservative results.     

The Right Choice at the Right Time: A Herding Experiment in Endogenous Time

Herding describes the phenomenon in decision-making where an economic agent disregards his own private information to follow the actions of his predecessors as in Banerjee (1992). With later decision-makers simply copying earlier decisions their private information cannot be inferred by other decision-makers and will be forever lost. There is some experimental evidence on simple sequential herding of this type in the literature, notably Anderson and Holt (1997). This paper differs by allowing subjects to delay their decision-making in order to benefit from observing others' actions as in more recent herding models such as Chamley and Gale (1994). The results in this paper suggest that subjects will indeed delay when their private information is not sufficiently strong. Despite this ability to wait, as predicted in the theoretical literature, cascades remained ubiquitous and more worrying still, reverse-cascades occurred in which incorrect decisions made by early decision-makers produced informational cascades on the wrong action. In an alternative design, informing subjects that they had made incorrect choices only made matters worse as subjects moved further away from rational behavior.     

用时延编码实现远程水声通信

本文研究了一种基于时延编码的远程水声通信技术，该技术利用线性调频（LFM）信号矩形脉冲的时延值进行时延编码，在接收端采用时延估计技术进行时延解码。初步的海试结果表明，该技术可以实现80km距离、4.16bit/s数据率的信息可靠传输。     

Condorcet's Jury Theorem and the reliability of majority voting

The effect on the Jury Theorem of dependency among votes is discussed. Condorcet's original model and theorem depend crucially on the assumption of independence and the applicability of the binomial distribution. Two simple extensions of the binomial distribution are used to illustrate the effects of dependency on the quality of group decision making. With the correlated binomial model, it is possible to isolate the effect of pairwise dependency. In the presence of fairly strong pairwise dependency, we are not even guaranteed the natural property of monotonicity with respect to voters. A Pólya-Eggenberger model illustrates the effect of contagion on group competence. A special case of the beta-binomial distribution is used to demonstrate that, even in the presence of synergetic group effects, we are not guaranteed infallible decisions from a very large group. Consequences for an epistemic theory of democracy are indicated.     

A uniform weak law of large numbers under π-mixing with application to nonlinear least squares estimation

Abstract  In B ierens (1981) we have derived a uniform weak law of large numbers for stochastically stable processes with respect to a finite-dependent base. In this paper we show that this uniform weak law carries over to stochastically stable processes with respect to a, more general, φ-mixing base. This generalization will be used for relaxing the conditions for weak consistency and asymptotic normality of nonlinear least squares estimators.     

感知/传输帧结构下基于有效容量的多功率分配策略

传统认知无线网络功率分配时,一般假定主用户（Primary User,PU)状态在一帧内不发生变化,并且未考虑传输时延的问题。在下一代移动网络中,由于主用户活跃程度的提高以及严格的时延要求,上述问题是功率资源分配时亟需考虑的重要方面。针对这种问题,以最大化认知用户可获得的有效容量为目标,采用基于感知/传输帧结构的四状态三功率传输策略,从而满足时延约束要求,且考虑了主用户的活跃程度。建立了系统以及状态转移模型,设计了使用服务质量(Quality of Service,QoS)约束的平均信道有效容量优化函数,采用Lagrangian方法详细分析推导了最佳有效容量的理论近似值,并对影响有效容量的不同因素进行了仿真分析。与传统的传输策略相比,在保证主用户正常通信的前提下,采用所提算法,认知用户的有效容量得到了显著提高。     

一种高能效低时延的LLN路由修复算法

由于低功耗有损网络(LLN)中无线链路的不稳定性和有损性,外部环境的干扰极易导致网络出现故障,从而严重影响网络性能,而LLN网络中现有路由修复算法存在控制开销冗余和修复时延较大等问题。为此,提出了一种高能效低时延的LLN路由修复算法(EELDR-RPL)。该算法通过采用“零额外控制开销通告链路故障及邻居节点信息”机制,使得链路故障节点的子节点能够及时获知链路故障以及链路故障节点的邻居情况;通过采用“自适应调整节点网络深度值”机制,使得链路故障节点能够快速地重新接入网络;通过采用“链路故障节点子节点自适应切换”机制,能够达到优化网络拓扑的目的。仿真结果表明,与现有路由修复算法相比,EELDR-RPL算法能够有效地降低路由修复时延和减少控制开销。     

基于改进Super-SBM模型的视窗分析

运用灰色关联分析方法确定科技投入相对科技产出的滞后期,用滞后影响系数法计算出修正的科技产出值,在视窗分析方法中引入考虑科技投入产出滞后效应的Super-SBM模型,评价9个先进制造业科技投入产出的效率值。视窗分析方法能够衡量同一个决策单元在不同时期的相对效率情况,Super-SBM模型更充分地考虑科技投入产出的松弛性问题,能进一步区分有效的决策单元,综合这两种方法使得本文的评价过程更符合实际。     

债务展期视角下的中小企业融资担保问题——基于《破产法》(2007)的若干条例

依据《破产法》(2007)对清偿顺序的规定,将担保分为拥有优先清偿权的债务担保和普通债务担保,并推导出展期下的两类担保定价公式;采用数值积分求得近似解,并运用二叉树及蒙特卡洛模拟等方法对解的准确性进行检验;对资产负债比、波动率等重要因子相继进行静态、比较静态以及动态分析,并结合实际数据给出了相应的结论。