基于云物元模型的南京市雨洪灾害风险评估

基于城市雨洪灾害的形成机制和属性特征,从致灾因子、孕灾环境和承灾体3个方面构建城市雨洪灾害风险评估指标体系,并提出相应的分级标准。采用云模型与物元分析方法耦合建立了城市雨洪灾害风险评估的云物元模型,并对南京市2011—2016年的雨洪灾害进行风险评估,得到历年南京市的雨洪灾害风险等级。结果表明,南京市夏季的城市雨洪灾害风险都处在较高的等级,且南京市遭受高风险等级的雨洪灾害的可能性也在逐年增加。从改善排水管网密度、加强雨水蓄存设施建设、降低城市不透水面积、加大市政防洪投入和提升城市雨洪应急处理能力等方面,提出了南京市雨洪灾害风险管理应对策略。     

基于三角直觉模糊云模型的多属性评价方法及应用

针对属性值为三角直觉模糊数的多属性评价问题，提出基于三角直觉模糊云模型的多属性评价方法，反映不确定性信息的支持程度、非支持程度和犹豫性。首先，考虑决策者在评价过程中存在的模糊性和犹豫性，将决策者的评价信息转化为三角直觉模糊数；其次，结合云模型理论计算数字特征，构造三角直觉模糊决策矩阵；再次，对决策矩阵集成得到评价综合云并绘制三维云图；最后，通过计算云相似度对结果进行分析，为评价对象提出合理建议。通过实例验证，基于三角直觉模糊云模型的方法可以有效地运用在多属性评价问题中。     

Group penalized logistic regressions predict up and down trends for stock prices

Stock prices are influenced by many economic factors, investors psychology and expectations, movement of other stock markets, political events, etc. Therefore, correctly predicting up and down trends for stock prices is an important puzzle in the financial field. In this paper we combine technical analysis with group penalized logistic regressions, and propose group SCAD/MCP penalized logistic regressions with technical indicators to predict up and down trends for stock prices. Firstly, we screen out 24 important technical indicators, divide them into the five different indicator groups, and construct group SCAD/MCP penalized logistic regressions for the three listed companies. Secondly, we apply the training set to learn the parameter estimators and the probability estimators for the two group penalized logistic regressions, adopt the test set to obtain confusion matrices and ROC(Receiver Operating Characteristic) curves to assess their prediction performances, and found that the AUC values to the three companies all exceed 0.78. Finally, we compare group SCAD/MCP penalized logistic regressions with SCAD/MCP penalized logistic regressions, and found that the two group penalized logistic regressions perform better than the two penalized logistic regressions in terms of prediction accuracy and AUC. Therefore, in this paper we develop a new prediction method by combining group SCAD/MCP penalized logistic regressions with technical indicators to improve the prediction accuracy and bring huge economic benefit for investors.     

Thirty years on: A review of the Lee–Carter method for forecasting mortality

The introduction of the Lee–Carter (LC) method marked a breakthrough in mortality forecasting, providing a simple yet powerful data-driven stochastic approach. The method has the merit of capturing the dynamics of mortality change by a single time index that is almost invariably linear. This thirtieth anniversary review of its 1992 publication examines the LC method and the large body of research that it has since spawned. We first describe the method and present a 30-year ex post evaluation of the original LC forecast for U.S. mortality. We then review the most prominent extensions of the LC method in relation to the limitations that they sought to address. With a focus on the efficacy of the various extensions, we review existing evaluations and comparisons. To conclude, we juxtapose the two main statistical approaches used, discuss further issues, and identify several potential avenues for future research.     

ESG Controversies,ESG Disclosure and Analyst Forecast Accuracy

We investigate whether an environmental social governance (ESG) disclosure moderates the relation between ESG controversies and analyst forecast accuracy. The previous literature has shown that ESG controversies increase uncertainty about a firm's future prospects, while ESG disclosure decreases this uncertainty. We therefore take the next step and integrate ESG controversies, ESG disclosure and uncertainty into one model. Our study is based on 8,369 firm-year observations across 51 countries from 2008 to 2017, containing data from RepRisk, Bloomberg and the Institutional Brokers' Estimate System. We find that analyst forecast errors are generally higher for firms with higher exposure to ESG controversies. More importantly, we establish ESG disclosure as a moderator that mitigates the strength of the relation between ESG controversies and analyst forecast errors. Additionally, we identify that the most important pillar for the relation derives from social controversies and disclosure.     

基于Cloud&BIM的智慧建筑项目管理信息平台设计

为了更好地解决建筑项目管理过程中信息在不同系统框架下资源共享难,行业软件对于硬件要求高且其本身计算能力不足等问题,运用BIM软件,结合云计算共享计算能力强、平台易用性强等特点,设计了基于"Cloud&BIM"的信息系统平台设计方案,提出了数据采集层、网络支持层、云计算和大数据支持层、数据标准化层、模型层、系统应用层和用户层等7层架构,分析了Cloud&BIM模型、云端的设计方法和数据标准化管理等关键技术。通过设计"混合云"的方式,建筑单位可以根据不同需求将不同数据存储和处理实施在不同的云空间中。平台的实现将提高建筑工程项目的智慧化管理水平,可满足设计单位、施工单位、政府监管部门、用户的不同需求。     

某油气处理厂液化气球罐爆炸危险性分析与评估

液化石油气易燃易爆,特别是液化气生产与储运厂站的安全风险更大。本文首先通过对历史上多起液化气球罐事故原因进行分析,然后介绍了笔者所在单位某油气处理厂液化气球罐概况。为了评估液化气球罐爆炸的危害,论文中采用了较为常用的蒸汽云(UVCE)爆炸理论来对不同液化气储量爆炸能量所造成的危害半径进行计算,并对计算结果进行初步分析和风险评估。最后根据风险评估结果从设备、工艺运行以及辅助系统、员工操作等方面提出预防和控制管理措施,并给出本文的结论。     

收入分配公平的衡量——基于等基尼系数线的平均增长点方法研究

文章在基尼系数的基础上,提出了等基尼系数线、平均增长点等相关概念,构建了用于判断收入分配公平性的平均增长点方法,认为在等基尼系数线的条件下,平均增长点横坐标数值越大(不超过0.8时)其代表的收入分配越为理想.通过对湖南省1998、2005以及全国2005、2007年的城镇居民收入分配公平状况的实证分析,论证了基于等基尼系数线的平均增长点方法在判断居民收入分配公平状况的有效性.     

Resource availability in the social cloud: An economics perspective

Social cloud has emerged as a case of sharing economy, where socially connected agents share their computing resources within the community. This paper considers the social cloud as an endogenous resource-sharing network, where agents are involved in closeness-based conditional resource sharing. This study focuses on (1) the impact of agents' decisions of link addition and deletion on their own local and global resource availability as well as on others' global resource availability (as spillover effects), (2) the role of agents' closeness in determining spillover effects, (3) agents' link addition behavior, and (4) stability and efficiency of the social cloud. The findings include the following: (i) Agents' decision of link addition (deletion) increases (decreases) their local resource availability. However, these observations do not hold in the case of global resource availability. (ii) In a connected network, agents experience either a positive or a negative spillover effect and there is no case with no spillover effects. Agents observe no spillover effects if and only if the network is disconnected with three or more components. Furthermore, an agent experiences negative spillover if there is no change in its closeness. Although an increase in the closeness of agents is necessary to experience positive spillover effects, the condition is not sufficient. (iii) We study the relation between agents' distance from each other, and their local as well as global resource availabilities. We prove that the local resource availability of an agent from another agent increases with decrease in the distance between them and that maximum local resource availability is obtained from the agent with the least closeness. Using these results, we discuss which agent to add a link to, so as to maximize the local resource availability. We discuss why such results are difficult to establish for global resource availability. However, in a two-diameter network, we show that for an agent, link formation always increases the global resource availability. (iv) We also study resource-sharing network formation and its efficiency in a strategic setting. We prove the existence of a pairwise stable network. Furthermore, we provide a set of conditions for a few prominent network structures (star, complete, wheel, and bipartite networks) to be pairwise stable. We show that the “connected in pairs, otherwise disconnected” network is better than a connected network, in terms of social welfare.     

Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection

This paper proposes an estimation strategy that exploits recent non-parametric panel data methods that allow for a multifactor error structure and extends a recently proposed data-driven model-selection procedure, which has its roots in cross validation and aims to test whether two competing approximate models are equivalent in terms of their expected true error. We extend this procedure to a large panel data framework by using moving block bootstrap resampling techniques in order to preserve cross-sectional dependence in the bootstrapped samples. Such an estimation strategy is illustrated by revisiting an analysis of international technology diffusion. Model selection procedures clearly conclude in the superiority of a fully non-parametric (non-additive) specification over parametric and even semi-parametric (additive) specifications. This work also refines previous results by showing threshold effects, non-linearities, and interactions that are obscured in parametric specifications and which have relevant implications for policy.