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1.
Exploiting data from Ghanaian schools’ eighth grade students collected in 2011, we estimate the causal effects of school bullying on academic achievement and gender-based mitigating approaches by using propensity score matching (PSM) and doubly robust (DR) estimator approach. We find that students victimized by bullying score at least 0.22 standard deviation lower than their peers in a standardized mathematics examination. Meanwhile, we document that the effect of bullying is significantly attenuated in the presence of female teachers in the classroom. These results hold through a set of robustness checks including placebo regressions and matching quality test. We explain the results through gender difference in teaching paradigm and conclude that a feminine management approach in class is required to reduce the effect of bullying.  相似文献   
2.
Recent finance and economic forecasting and risk calculation failures made obvious that macro-modelling without micro-foundation may be treacherous. Reliable macro-modelling requires the consistent bundling of individual actions into intermediate and macro-variables exploiting the individual actions’ coordination and its dynamics. The degree of coordination may range from chaos – absence of coordination – to determined situations caused by macro-level equilibrium dictating any agent's actions and inhibiting interactions. Coordination clusters individual actions into real decision units such as companies, political parties and unions. It structures the emergent intermediate and macro-level situations vitally.The paper presents first a centennial history of prominent scholars’ quotes questioning the equilibrium paradigm, a short survey of prevailing paradigm's deficiencies laid bare once again by the latest financial crises.It proposes second discrete choice (DC) – successfully applied in different fields – to model the individual agent's decision. DCs innovative integration into a Markov process provides a steady foundation to model interactions of individual agents consistently.The final section justifies the actions’ proposed interactive bundling by referring to recent advances in data processing and network topology. The dynamic modelling of the actions’ and interactions’ coordination breaks fresh grounds both with regards to mathematical, computational and economic modeling requirements. The combination of latest developments in data processing like Big Data and the recently (re)discovered network topology capabilities may cope with these challenges.  相似文献   
3.
We develop and test a fast and accurate semi‐analytical formula for single‐name default swaptions in the context of a shifted square root jump diffusion (SSRJD) default intensity model. The model can be calibrated to the CDS term structure and a few default swaptions, to price and hedge other credit derivatives consistently. We show with numerical experiments that the model implies plausible volatility smiles.  相似文献   
4.
We consider a doubly stochastic Markov chain, where the transition intensities are modelled as diffusion processes. Here we present a forward partial integro-differential equation (PIDE) for the transition probabilities. This is a generalisation of Kolmogorov’s forward differential equation. In this set-up, we define forward transition rates, generalising the concept of forward rates, e.g. the forward mortality rate. These models are applicable in e.g. life insurance mathematics, which is treated in the paper. The results presented follow from the general forward PIDE for stochastic processes, of which the Fokker–Planck differential equation and Kolmogorov’s forward differential equation are the two most known special cases. We end the paper by considering the semi-Markov case, which can also be considered a special case of a general forward partial integro-differential equation.  相似文献   
5.
针对强干扰背景下的弱目标被动探测与定位问题,提出了一种基于特征分解的稳健波束形成方法。首先搭建了一个由信号子空间与干扰方向导向矢量组合的特殊矩阵,理论推导了该矩阵特征向量与信号导向矢量间的内在关系,并证明这种数学关系仅与信号间相对方位有关,与信号能量无关;接着利用该关系,构造了能够抑制训练数据中期望信号并保证其余信号功率不变的预处理矩阵;最后对预处理后的训练数据,结合对角加载方法,获得最终波束形成方法的权向量。仿真实验证明,在干扰区间已知时,该算法在保证波束形成的稳健性同时,具有更强的干扰抑制能力。  相似文献   
6.
Growing interest in sustainable transportation systems has driven decision-makers toward policies and investments aimed at promoting cycling, but little to no effort has been made toward incorporating bicycle transport in transport planning models. This study contributes toward this direction by estimating a bicycle route choice model in value-of-distance space from a large sample of 3384 cycling trips that were traced with GPS devices in the Copenhagen Region. The novelty of this study lies in (i) observing cyclists' behavior in a cycling-oriented country, (ii) exploiting rich data about the cycling environment, (iii) estimating the model in value-of-distance rather than preference space, and (iv) not focusing only on preferences for traditional variables (e.g., distance, turns, hilliness, intersections, motorized road characteristics), but also on perceptions and preferences for bicycle facilities (e.g., bicycle lanes, bicycle paths, bicycle traces) and land-use designations (e.g., residential, industrial, sports, scenic areas). The findings from the model show that: (i) cyclists exhibit heterogeneous preferences for avoiding right and left turns, cycling the wrong way, using roundabouts and bridges, and cycling alongside residential and scenic areas; (ii) cyclists dislike cycling on unpaved and hilly surfaces and alongside larger roads; (iii) cyclists have clear perceptions about different types of bicycle facilities, with a preference for bicycle lanes and segregated paths; (iv) cyclists have clear perceptions about land-use designations, with a preference for cycling alongside sports and scenic areas; (v) time-of-day and air temperature contribute to the perceptions of cyclists and their preferences for bicycle facilities and land-use designations.  相似文献   
7.
An α-permanental random field is briefly speaking a model for a collection of non-negative integer valued random variables with positive associations. Though such models possess many appealing probabilistic properties, many statisticians seem unaware of α-permanental random fields and their potential applications. The purpose of this paper is to summarize useful probabilistic results, study stochastic constructions and simulation techniques, and discuss some examples of α-permanental random fields. This should provide a useful basis for discussing the statistical aspects in future work.  相似文献   
8.
The interval estimation of the scale parameter and the joint confidence region of the parameters of two-parameter exponential distribution under doubly Type II censoring is proposed. In addition, the simulation study for the performance of our methods is done in this paper. One biometrical example is also given to illustrate the proposed methods.  相似文献   
9.
In this paper, we develop exact confidence intervals and exactjoint confidence regions for the parameters of the Gompertzdistribution under the doubly type II censored sample. We alsoprovide optimal criteria for finding a best exact confidenceinterval and a best exact joint confidence region among theseinterval estimations. Finally, we give a numerical example toillustrate our proposed method. Furthermore,when compared to estimation of Chen (1997), our proposedmethod can get a better parameter estimation.  相似文献   
10.
为了提高双选择性衰落信道下滤波多音(FMT)多载波系统的性能,从子载波调制角度出发,提出了一种连续相位调制-滤波多音(CPM-FMT)联合调制方法。该方法首先将比特数据流串并转换后进行CPM映射,接着对映射后的信号进行重组,然后进行FMT调制。在接收端首先将接收的信号进行FMT解调并进行逆重组,然后进行CPM解映射恢复出比特数据流。实验结果表明,CPM-FMT联合调制方法优于传统调制的QPSK-FMT方法,在误码率为10-3时,白噪声信道下性能最大提高了10 dB,时间频率双选择性衰落信道下性能提高了5 dB,同时该方法对多谱勒频偏具有良好的稳健性。这表明CPM-FMT方法能显著提高FMT系统在双选择性衰落信道下的性能,可应用于高速移动环境下的宽带无线传输系统。  相似文献   
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