我国非制造业上市公司财务失败预警模型的实证研究

财务失败预警模型在世界范围内的应用已经很广泛了,但其在我国却仍处于研究探索阶段.笔者对目前在实践中最常用的Altman非制造业上市公司财务失败预警模型(Z3模型)在我国上市公司中的应用进行了实证研究,并对其研究过程及结果进行了分析、总结和评价,最后根据其在我国的实际应用中所存在的问题提出了一些修改建议并通过具体的实例研究对修改结果做了进一步的验证。     

QualNet环境下战术数据链的性能对比

在QualNet环境下通过系统建模和大量系统仿真实验(除了轮询协议和TDMA协议不同之外,其它实验条件完全相同)对比研究了战术数据链在轮询协议、TDMA协议的系统性能表现。实验和分析结果表明,战术数据链采用TDMA协议后不仅大幅度提高了网络规模,而且实时性也有一定程度的提高。     

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。     

非静止轨道卫星系统考虑通信中断的服务质量分析

基于Globalstar和Odyssey两个Walker delta星座,建立星间链路网络,重点分析网络中的不同轨道间星间链的动态特性,特别是与星上跟瞄系统密切相关的俯仰角、方位角和链路长度变化,为卫星网络路由提供依据.对传统的卫星路由策略作了改进,利用卫星系统的冗余覆盖的特性,选择不同策略下的最优路径.针对用户不能忍受通信中断的情况,提出考虑消除中断的路由策略,进行服务质量的分析比较.同时也比较在消除中断的路由策略下,LEO同MEO网络差异之处.消除通信中断是以其它QoS性能下降为代价.     

Competition for goods in buyer-seller networks

Abstract. This paper studies competition in a network and how a network structure determines agents' individual payoffs. It constructs a general model of competition that can serve as a reduced form for specific models. The paper shows how agents' outside options, and hence their shares of surplus, derive from “opportunity paths” connecting them to direct and indirect alternative exchanges. Analyzing these paths, results show how third parties' links affect different agents' bargaining power. Even distant links may have large effects on agents' earnings. These payoff results, and the identification of the paths themselves, should prove useful to further analysis of network structure.     

基于BP网络对我国通货膨胀率的预测及其分析

本文首先由我国的CPI计算出通货膨胀率,综合分析了我国通货膨胀率和GDP增长率数据。其次,用带有动量项和自适应学习率的BP神经网络预测出2008～2009年我国CPI,从而推算出2008～2009年我国通货膨胀率分别是4.99%和4.91%左右。并提出了一些相应的政策建议。     

Forecasting the business cycle using survey data

Regular business survey data are published as percentages of firms predicting higher, equal or lower values of some reference variable. Time series of such percentages do not fit production data too well. Univariate models often produce forecasts which are just as accurarate. Still, surveys contain anticipative judgement which, when combined with univariate modeling and proper filtering, may produce a good indicator for business cycle turning points. The way survey data are transformed so as to fit statistics on production seems not to be of much importance. A case study of the Finnish forest industry is offered as an example.     

Cross Validation Calibration Based Shrinkage – Revisited for the Construction of Prognostic Indices

The use of shrinkage methods for the construction of prognostic indices has been paid increasing attention in the literature on medical statistics in the last years. One approach for the construction of a shrinkage factor is cross validation calibration as suggested by van H ouwelingen and le C essie (1990). We investigate this approach in more detail. First we try to clarify why shrinkage factors constructed by cross validation calibration tend to be smaller than 1. Second we explain why use of this shrinkage factor can result in an improvement of the average prediction error. Third we investigate the possible gain for constellations relevant in medical research by means of a simulation study, focusing on the dilemma, that the improvement on average has to be paid by distinct deteriorations for some patients. Finally we conclude that it is necessary to rethink the choice of loss functions in constructing prognostic indices before recommendations about the use of shrinkage methods can be made.     

The Coverage Properties of Confidence Regions After Model Selection

It is very common in applied frequentist ("classical") statistics to carry out a preliminary statistical (i.e. data-based) model selection by, for example, using preliminary hypothesis tests or minimizing AIC. This is usually followed by the inference of interest, using the same data, based on the assumption that the selected model had been given to us  a priori . This assumption is false and it can lead to an inaccurate and misleading inference. We consider the important case that the inference of interest is a confidence region. We review the literature that shows that the resulting confidence regions typically have very poor coverage properties. We also briefly review the closely related literature that describes the coverage properties of prediction intervals after preliminary statistical model selection. A possible motivation for preliminary statistical model selection is a wish to utilize uncertain prior information in the inference of interest. We review the literature in which the aim is to utilize uncertain prior information directly in the construction of confidence regions, without requiring the intermediate step of a preliminary statistical model selection. We also point out this aim as a future direction for research.     

关于用链条索具吊装螺纹钢的可行性分析研究

在港口企业，常用钢丝绳吊具捆绑螺纹钢来对其进行装卸作业。由于钢丝绳与螺纹钢间的摩擦力非常大且螺纹对钢丝绳有剪切力使得钢丝绳吊具的磨损非常大，用于钢丝绳更换的生产成本较高。文中对该方法进行改进，采用链条方式捆绑螺纹钢，降低了两者间的相对磨损，通过与原方法的经济性比较及实际效果的分析，证明该方法更为可靠和经济。