农业服务业与农业生产区域专业化的协同效应研究

[目的]探索农业服务业和农业生产区域专业化之间的相互关系,从而为农业服务业持续发展和农业生产区域专业化水平提升寻找可能路径。[方法]文章运用2003—2015年全国28个省的面板数据建立联立方程组模型检验农业服务业和农业生产区域专业化之间的协同效应。[结果](1)从全国层面来看,农业服务业产值增加1%使得农业生产的区域集中度指数提高0. 08%,结果在1%的水平上显著;前一期农业生产区域集中度指数提高1%使得当期农业服务业产值提高5. 348%,结果在5%的水平上显著;(2)西部地区农业服务业产值增加1%使得农业生产的区域集中度指数提高0. 342%,前一期农业生产区域集中度指数提高1%使得当期农业服务业产值提高7. 474%,结果分别在10%和5%的水平上显著;(3)东部地区农业服务业产值增加1%使得农业生产的区域集中度指数提高0. 099%,前一期农业生产区域集中度指数提高1%使得当期农业服务业产值提高5. 874%,结果均在5%的水平上显著;(4)中部地区农业服务业产值增加没有显著影响农业生产区域集中度指数,前一期农业生产区域集中度指数对当期农业服务业产值有5%水平上显著正向的影响,影响弹性为4. 531。[结论](1)农业服务业和农业生产区域专业化在全国层面表现出互相促进的协同效应,但是,该协同效应在东部、中部和西部地区表现出明显的差异;(2)西部地区农业服务业和生产区域专业化的协同效应最强烈;(3)东部地区农业服务业和生产区域专业化表现出协同效应,但不及西部强烈;(4)中部地区农业服务业和生产区域专业化没有表现出明显的协同效应。据此该文认为进一步优化农业产业布局应当重视农业服务业和区域生产专业化的协同效应及其地区差异。     

Increasing risk: Dynamic mean-preserving spreads

We extend the celebrated Rothschild and Stiglitz (1970) definition of Mean-Preserving Spreads to a dynamic framework. We adapt the original integral conditions to transition probability densities, and give sufficient conditions for their satisfaction. We then focus on a class of nonlinear scalar diffusion processes, the super-diffusive ballistic process, and prove that it satisfies the integral conditions. We further prove that this class is unique among Brownian bridges. This class of processes can be generated by a random superposition of linear Markov processes with constant drifts. This exceptionally simple representation enables us to systematically revisit, by means of the properties of dynamic mean-preserving spreads, workhorse economic models originally based on White Gaussian Noise. A selection of four examples is presented and explicitly solved.     

Statistical Analysis with Linked Data

Computerised Record Linkage methods help us combine multiple data sets from different sources when a single data set with all necessary information is unavailable or when data collection on additional variables is time consuming and extremely costly. Linkage errors are inevitable in the linked data set because of the unavailability of error‐free unique identifiers. A small amount of linkage errors can lead to substantial bias and increased variability in estimating parameters of a statistical model. In this paper, we propose a unified theory for statistical analysis with linked data. Our proposed method, unlike the ones available for secondary data analysis of linked data, exploits record linkage process data as an alternative to taking a costly sample to evaluate error rates from the record linkage procedure. A jackknife method is introduced to estimate bias, covariance matrix and mean squared error of our proposed estimators. Simulation results are presented to evaluate the performance of the proposed estimators that account for linkage errors.     

Backward SDEs for control with partial information

This paper considers a non‐Markov control problem arising in a financial market where asset returns depend on hidden factors. The problem is non‐Markov because nonlinear filtering is required to make inference on these factors, and hence the associated dynamic program effectively takes the filtering distribution as one of its state variables. This is of significant difficulty because the filtering distribution is a stochastic probability measure of infinite dimension, and therefore the dynamic program has a state that cannot be differentiated in the traditional sense. This lack of differentiability means that the problem cannot be solved using a Hamilton–Jacobi–Bellman equation. This paper will show how the problem can be analyzed and solved using backward stochastic differential equations, with a key tool being the problem's dual formulation.     

一种基于无线携能通信的MEC与用户匹配算法

多接入边缘计算（Multi-access Edge Computing,MEC）和无线携能通信可有效提高用户的服务质量和体验。在计算、通信和能量等资源的约束条件下，用户匹配是优化MEC任务卸载时系统效用的重要方法。针对无线携能通信的MEC网络结构，综合考虑用户的需求差异性和多元化能量供给，建立了基于计算资源、传输资源和能量资源的系统效用函数；以系统效用最大化为目标，采用基于多维背包理论的多轮拍卖，提出了一种适用于多用户和多网络边缘服务器的用户匹配算法。仿真验证了所提用户匹配算法的有效性与可靠性，结果表明所提匹配算法可优化系统资源配置，有效提高整体性能。     

一种基于神经网络提取旋波材料参数的新方法

提出了一种从测试的S参数中提取旋波材料参数的新方法——神经网络法。针对旋波材料参数的自由空间测试方法，本文采用BP神经网络来构建映射模型，利用不同算法对网络进行训练，从而获得所需的网络。结果表明，该方法计算速度快、精度高，解决了求解非线性方程组解的模糊性问题，确保了测试结果的可靠性。该方法所构建的网络可用于材料测试后旋波材料参数的快速提取。     

OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

We consider the problem of optimal investment when agents take into account their relative performance by comparison to their peers. Given N interacting agents, we consider the following optimization problem for agent i, : where is the utility function of agent i, his portfolio, his wealth, the average wealth of his peers, and is the parameter of relative interest for agent i. Together with some mild technical conditions, we assume that the portfolio of each agent i is restricted in some subset . We show existence and uniqueness of a Nash equilibrium in the following situations:

• ‐ unconstrained agents,
• ‐ constrained agents with exponential utilities and Black–Scholes financial market.

We also investigate the limit when the number of agents N goes to infinity. Finally, when the constraints sets are vector spaces, we study the impact of the s on the risk of the market.     

Risk based capital for guaranteed minimum withdrawal benefit

The guaranteed minimum withdrawal benefit (GMWB), which is sold as a rider to variable annuity contracts, guarantees the return of total purchase payment regardless of the performance of the underlying investment funds. The valuation of GMWB has been extensively covered in the previous literature, but a more challenging problem is the computation of the risk based capital for risk management and regulatory reasons. One needs to find the tail distribution of the profit–loss function, which differs from its expected payoff required for pricing the GMWB contract. GMWB has embedded two option-like features: Management fees are proportional to the current value of the policyholder’s account which results in an average price of the account. Thus the contract resembles an Asian option. However, the fees are charged only up to the time of the account hitting zero which resembles a barrier option payoff. Thus the GMWB is mathematically more complicated than Asian or barrier options traded on the financial markets. To the authors’ best knowledge, this is the first paper in the literature to formulate and analyse profit–loss distribution using PDE methods of such a product with intricate option-like features. Our approach is much more efficient than the current market practice of rather intensive and expensive Monte Carlo simulations due to the lack of samples for extreme cases.     

Econometric forecasts of tourism demand to 2005

A complete system of demand equations which was developed previously to generate forecasts of tourism imports and exports is modified to allow for destination-specific demand structures in the tourism export functions. The new model is shown to be considerably more realistic than the original one, and represents a major conceptual improvement. Furthermore, the modified complete system of demand equations yields more accurate outof-sample forecasts, across both varying time horizons and types of forecast. The new model is used to generate forecasts of tourism imports and exports for 18 countries and various major geographical areas, including the recently expanded European Union, for the period up to 2005 for different scenarios.