基于径向基函数网络的工程项目风险评估研究

工程项目风险评估是工程项目风险管理中的一个重要环节,受到了人们特别的重视。本文通过考虑输入———输出扩展矢量的方式改进了应用广泛的HCM算法。评估实例表明改进的HCM算法可以获得更好的评估效果,提升了RBF网络评估工具的价值。     

加快建设项目施工许可行政审批的研究与实践

本文首先介绍了我国建设工程施工许可制度的概况,分析了施工许可审批的前续环节和前置要件之间的相互关系,客观地分析了施工许可行政审批传统二十二个要件的类别和相互关系,阐述了制约建设项目施工许可行政审批工作的几个关键因素,分析了加快施工许可行政审批的有效途径.结合哈尔滨市建设项目施工许可审批工作的实际,从审批手续简化、审批模式革新和工作作风等几个方面,阐述了近几年哈尔滨市建设工程施工许可行政审批提速的相应实践.     

基于RBF神经网络的股票价格预测

由于股票的价格是非线性的时间序列,文章提出了基于RBF神经网络的个股价格预测模型,该模型优于传统的股市技术分析方法,又避免了BP算法容易陷入局部极小点和收敛速度慢的缺点。根据实验的仿真结果显示,该模型对于个股价格的短期预测效果较好。     

基于经理人特征的财务报告舞弊识别模型的改进研究——来自中国上市公司的实证检验

运用RBF神经网络模型,以我国证券市场上因披露虚假会计信息而遭到证监会或财政部处罚的上市公司为研究样本,根据聚类原理,采用留一法交叉验证,分别对已有研究成果总结的22个特征构建的财务报告舞弊识别传统模型和引入经理人特征并整合后的31个特征构建的财务报告舞弊识别改进模型进行检验,结果表明,从训练误差和预测精度两个参数来看,引入经理人特征后的改进模型较传统模型的舞弊识别能力有所提高。     

Earnings acceleration and stock returns

We document that earnings acceleration, defined as the quarter-over-quarter change in earnings growth, has significant explanatory power for future excess returns. These excess returns are robust to a wide range of previously documented anomalies and a battery of risk controls. The future return predictability appears to be consistent with investors assuming a seasonal random walk model for quarterly earnings and missing predictable implications of earnings acceleration for future earnings growth. Finally, the excess returns from the basic earnings acceleration strategy can be enhanced further by focusing on profit firms, low earnings volatility firms and on specific patterns of earnings acceleration.     

Time series forecasting using evolutionary neural nets implemented in a volunteer computing system

jsEvRBF is a time-series forecasting method based on genetic algorithm and neural nets. Written in JavaScript language, can be executed in most web browsers. Consequently, everybody can participate in the experiments, and scientists can take advantage of nowadays available browsers and devices as computation environments. This is also a great challenge as the language support and performance varies from one browser to another. In this paper, jsEvRBF has been tested in a volunteer computing experiment, and also in a single-browser one. Both experiments are related to forecasting currencies exchange, and the results show the viability of the proposal.     

基于EP9315的WindML3.0显示驱动开发

为满足目前高集成度嵌入式平台下对功能性要求日益复杂和开发周期进一步缩短的 需求,以ARM9处理器EP9315构建的平台为实例,介绍了一种VxWorks实时嵌入式操作系统下标 准多媒体开发库WindML的显示驱动开发方法和要点。描述了从驱动的安装介入、初始化、绘 图函数的编写和硬件加速功能的引入等方面内容,可为工程应用中显示控制功能的开发提供参 考。     

Static and semistatic hedging as contrarian or conformist bets

In this paper, we argue that, once the costs of maintaining the hedging portfolio are properly taken into account, semistatic portfolios should more properly be thought of as separate classes of derivatives, with nontrivial, model‐dependent payoff structures. We derive new integral representations for payoffs of exotic European options in terms of payoffs of vanillas, different from the Carr–Madan representation, and suggest approximations of the idealized static hedging/replicating portfolio using vanillas available in the market. We study the dependence of the hedging error on a model used for pricing and show that the variance of the hedging errors of static hedging portfolios can be sizably larger than the errors of variance‐minimizing portfolios. We explain why the exact semistatic hedging of barrier options is impossible for processes with jumps, and derive general formulas for variance‐minimizing semistatic portfolios. We show that hedging using vanillas only leads to larger errors than hedging using vanillas and first touch digitals. In all cases, efficient calculations of the weights of the hedging portfolios are in the dual space using new efficient numerical methods for calculation of the Wiener–Hopf factors and Laplace–Fourier inversion.     

Financial fragility and distress propagation in a network of regions

We investigate how the financial fragility in the real economy is affected by the average level of interdependence among agents across different regions of the economy. To this end, we develop a parsimonious agent-based model of firms and banks organized in geographic regions. The model is built on the framework of an existing class of models for business fluctuations. The goal of our exercise is to clarify the effect on systemic failures of the interplay between network interconnectedness and financial acceleration. In particular, we investigate the probability of individual and systemic failures with varying levels of interconnectedness. We find that, in the absence of financial acceleration, connectivity makes the system more resilient. In contrast, in the presence of financial acceleration, the probability of both individual and systemic failures are minimized at intermediate level of diversification.     

fluent软件在径向吸附器流场模拟的应用

介绍了影响立式径向流吸附器气流分布的因素,用fluent软件对吸附器在吸附过程和再生过程的流场进行数值模拟,分析径向流吸附器气流径向速度沿轴向的分布。指出在设计中应注意吸附器再生工况下,吸附器顶部区域分子筛的再生情况。