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太原市古树名木共计3 866株,隶属于30科52属62种,以枣树Zizyphus jujuba、国槐Sophora japonica、侧柏Platycladus orientalis、油松Pinus tabulaeformis等乡土树种为主。通过核密度分析发现太原市古树名木在太原市中东部地区形成9个核密度估计值较高的地区。古树名木数量最多的枣树、国槐、侧柏、和油松的主要聚集区分别位于太原市中部、东部和南部、南部地区及中部和东北部地区。并依据历史文献资料,从民间习俗、宗教信仰、古城历史等角度阐述这四种主要树种蕴含的历史文化价值。 相似文献
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Mark S. Joshi 《Quantitative Finance》2013,13(2):171-176
A new binomial approximation to the Black–Scholes model is introduced. It is shown that, for digital options and vanilla European call and put options, a complete asymptotic expansion of the error in powers of n ?1 exists. This is the first binomial tree for which an asymptotic expansion has been shown to exist. 相似文献
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Silva Portela Maria Conceição A. Borges Pedro Castro Thanassoulis Emmanuel 《Journal of Productivity Analysis》2003,19(2-3):251-269
This paper draws attention for the fact that traditional Data Envelopment Analysis (DEA) models do not provide the closest possible targets (or peers) to inefficient units, and presents a procedure to obtain such targets.It focuses on non-oriented efficiency measures (which assume that production units are able to control, and thus change, inputs and outputs simultaneously) both measured in relation to a Free Disposal Hull (FDH) technology and in relation to a convex technology. The approaches developed for finding close targets are applied to a sample of Portuguese bank branches. 相似文献
5.
《Socio》2019
Ratio type financial indicators are the most popular explanatory variables in bankruptcy prediction models. These measures often exhibit heavily skewed distribution because of the presence of outliers. In the absence of clear definition of outliers, ad hoc approaches can be found in the literature for identifying and handling extreme values. However, it is not clear how these different approaches can affect the predictive power of models. There seems to be consensus in the literature on the necessity of handling outliers, at the same time, it is not clear how to define extreme values to be handled in order to maximize the predictive power of models. There are two possible ways to reduce the bias originating from outliers: omission and winsorization. Since the first approach has been examined previously in the literature, we turn our attention to the latter. We applied the most popular classification methodologies in this field: discriminant analysis, logistic regression, decision trees (CHAID and CART) and neural networks (multilayer perceptron). We assessed the predictive power of models in the framework of tenfold stratified crossvalidation and area under the ROC curve. We analyzed the effect of winsorization at 1, 3 and 5% and at 2 and 3 standard deviations, furthermore we discretized the range of each variable by the CHAID method and used the ordinal measures so obtained instead of the original financial ratios. We found that this latter data preprocessing approach is the most effective in the case of our dataset. In order to check the robustness of our results, we carried out the same empirical research on the publicly available Polish bankruptcy dataset from the UCI Machine Learning Repository. We obtained very similar results on both datasets, which indicates that the CHAID-based categorization of financial ratios is an effective way of handling outliers with respect to the predictive performance of bankruptcy prediction models. 相似文献
6.
Frank Krummenauer 《Metrika》1998,47(1):47-69
According to the usual law of small numbers a multivariate Poisson distribution is derived by defining an appropriate model for multivariate Binomial distributions and examining their behaviour for large numbers of trials and small probabilities of marginal and simultaneous successes. The weak limit law is a generalization of Poisson's distribution to larger finite dimensions with arbitrary dependence structure. Compounding this multivariate Poisson distribution by a Gamma distribution results in a multivariate Pascal distribution which is again asymptotically multivariate Poisson. These Pascal distributions contain a class of multivariate geometric distributions. Finally the bivariate Binomial distribution is shown to be the limit law of appropriate bivariate hypergeometric distributions. Proving the limit theorems mentioned here as well as understanding the corresponding limit distributions becomes feasible by using probability generating functions. 相似文献
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程建 《山西财经大学学报》2008,30(8)
利用多种统计量对客户信用评级体系进行校准度检验,以对其准确性做出定量评估。同时,使用这些统计量对由两种不同方法构造的信用评级进行了实证对比检验,结果表明,校准度检验能够对客户信用评级的准确性做出有效评估。 相似文献
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本文采用修正的二叉树模型,对影响可转换债券价值的影响因素进行敏感度分析。分析结果表明,基础股价、股价波动率和公司债券利率是可转债价值最重要的影响因素。本文的分析和结论对于将来构建可转债多因素定价模型和从事可转债的套利分析具有较高的参考价值。 相似文献
10.
Alejandro Mollà José M. Múgica María J. Yagüe 《International Review of Retail, Distribution & Consumer Research》2013,23(2):225-241
This paper shows the results of an exploratory analysis of the structure of a complex product category: Wine. In complex categories, a usual strategy of consumers is the partitioning of alternatives into homogeneous subsets and the sequential eliminations of subsets until a product/brand is chosen from among few homogeneous alternatives in the last subset. To identify if there is such a kind of strategy and the product attributes involved is of great interest for the retailer. After a discussion of the different modelling alternatives of the choice process, the authors provide an application of the additive trees (ADDTREE) model to explore the hierarchical structure. The ADDTREE results provide a first overview of the competitive market structure of the wine category: competition becomes more intense as the wine category is partitioned by, first, the type of wine criteria and, second, the designation of origin (DO) criteria. 相似文献