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1.
"十七年文学"一直是文学史上颇具争议的一段时期的文学,社会学家以政治角度和阶级立场分析,文学评论家从文学的本质出发,对其进行批评。两个部分中第一部分主要从叙述学中有关人物的理论,以十七年文学的小说作品为研究对象,分五个方面结合具体文本进行阐述和分析。第二部分从文学接受中读者"期待视野"的相关理论进行理想文学形式的阐述,并与十七年文学的小说作品中的人物形象进行对比,并最终归纳出十七年文学消失的原因。  相似文献   
2.
研究了信号的奇异性检测问题。给出小波变换和信号奇异性的关系,实现小波分析对信号各类奇异间断点的有效检测,利用小波分析构造故障诊断所需的特征因子(或直接提取对诊断有用的信息),从而将该方法推广到各类冲击响应信号的奇异性检测中。最后给出一个实例进行验证。  相似文献   
3.
李科峰  韩涛 《价值工程》2010,29(5):221-222
本文通过考虑与旅行与游客之间的关系,分析了它们之间的动力学行为,并依据Lotka-Volterra模型建立两者之间的动力学模型。其次依据常微分方程有关理论,得出"商家能够降低自身的收益底线,或者游客降低自身的评价分界线",会达到旅行社与游客双赢的结论。最后依据解空间的相图,来直观说明结论。  相似文献   
4.
基于小波变换模极大值的信号奇异性检测   总被引:24,自引:0,他引:24  
信号的突变性或奇异性通常携带有最重要的信息,小波变换为信号的多尺度瞬态分析提供了最合适的方法,本文阐述了基于小波变换模极大值的奇异信号检测理论,利用从光滑函数的一阶或二阶导数获得的小波,分析了信号奇异点定位方法及奇异度的计算方法,并指出了利用此方法时对所用小波函数的要求及尺度参数的选取原则,为非平稳信号的检测提供一种行之有效的方法。  相似文献   
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6.
We employed the log-periodic power law singularity (LPPLS) methodology to systematically investigate the 2020 stock market crash in the U.S. equities sectors with different levels of total market capitalizations through four major U.S. stock market indexes, including the Wilshire 5000 Total Market index, the S&P 500 index, the S&P MidCap 400 index, and the Russell 2000 index, representing the stocks overall, the large capitalization stocks, the middle capitalization stocks and the small capitalization stocks, respectively. During the 2020 U.S. stock market crash, all four indexes lost more than a third of their values within five weeks, while both the middle capitalization stocks and the small capitalization stocks have suffered much greater losses than the large capitalization stocks and stocks overall. Our results indicate that the price trajectories of these four stock market indexes prior to the 2020 stock market crash have clearly featured the obvious LPPLS bubble pattern and were indeed in a positive bubble regime. Contrary to the popular belief that the 2020 US stock market crash was mainly due to the COVID-19 pandemic, we have shown that COVID merely served as sparks and the 2020 U.S. stock market crash had stemmed from the increasingly systemic instability of the stock market itself. We also performed the complementary post-mortem analysis of the 2020 U.S. stock market crash. Our analyses indicate that the probability density distributions of the critical time for these four indexes are positively skewed; the 2020 U.S. stock market crash originated from a bubble that had begun to form as early as September 2018; and the bubble profiles for stocks with different levels of total market capitalizations have distinct temporal patterns. This study not only sheds new light on the makings of the 2020 U.S. stock market crash but also creates a novel pipeline for future real-time crash detection and mechanism dissection of any financial market and/or economic index.  相似文献   
7.
In recent years, dynamic stochastic general equilibrium (DSGE) models have come to play an increasing role in central banks, as an aid in the formulation of monetary policy (and increasingly after the global crisis, for maintaining financial stability). DSGE models, compared to other widely prevalent econometric models (such as vector autoregressive or large-scale econometric models), are less a-theoretic and with secure micro-foundations based on the optimizing behaviour of rational economic agents. Additionally, the models in spite of being strongly tied to theory, can be ‘taken to the data’ in a meaningful way. A major feature of these models is that their theoretical underpinnings lie in what has now come to be called as the New Consensus Macroeconomics (NCM). This paper concentrates on the econometric structure underpinning such models. Identification, estimation and evaluation issues are discussed at length with a special emphasis on the role of Bayesian maximum likelihood methods.  相似文献   
8.
刘志扬 《价值工程》2010,29(35):204-205
在本文中,我们探讨了一类含有Sobolev-Hardy临界指数的半线性椭圆方程正解的存在性,该问题具有边界奇异性(0∈Ω)。利用变分法和极大值原理证明了该问题正解的存在性,推广了已有的结果。  相似文献   
9.
We introduce a novel quantitative methodology to detect real estate bubbles and forecast their critical end time, which we apply to the housing markets of China's metropolises. Building on the Log-Periodic Power Law Singularity (LPPLS) model of self-reinforcing feedback loops, we use the quantile regression calibration approach recently introduced by two of us to build confidence intervals and explore possible distinct scenarios. We propose to consolidate the quantile regressions into the arithmetic average of the quantile-based LPPLS Confidence indicator, which accounts for the robustness of the calibration with respect to bootstrapped residuals. We make three main contributions to the literature of real estate bubbles. First, we verify the validity of the arithmetic average of the quantile-based LPPLS Confidence indicator by studying the critical times of historical housing price bubbles in the U.S., Hong Kong, U.K. and Canada. Second, the LPPLS detection methods are applied to provide early warning signals of the housing markets in some metropolises in China. Third, we determine the possible turning points of the markets in Beijing, Shanghai, Shenzhen, Guangzhou, Tianjin and Chengdu and anticipate critical transitions of China's housing markets via our multi-scales and multi-quantiles analyses. Finally, given these projections performed in February 2017, the price trajectories from March 2017 to January 2018 that became available from the time of submission to the time of revision of the present article offer quite unique genuine out-of-sample tests of the performances of our indicators.  相似文献   
10.
A class of solutions that violates the standard results on the sign and shape of optimal tax-rates is shown to be less exceptional than what might be expected, thus casting doubt on the general necessity of qualitative features of income tax-schedules accepted heretofore.  相似文献   
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