偏微分方程模型在高速公路交通的应用

偏微分方程中函数的变量是关于时间和空间的,在许多领域中的现象都可以用这样的函数来描述。本文主要以交通模型和人口模型方面的应用来分析和评价。     

The empirical linkages among market returns,return volatility,and trading volume: Evidence from the S&P 500 VIX Futures

The purpose of this study is to examine the relationships between return and trading volume as well as between return volatility and trading volume by analyzing the asymmetric relationships of contemporaneity and lead-lags between these factors for the S&P 500 VIX Futures Index. We apply the threshold model with the GJR-GARCH framework for empirical analysis herein. The main findings demonstrate that the threshold effects exist in both the contemporaneous and lead-lag relationships between return-volume and volatility-volume. Moreover, the delayed effects of a one-trading-day lag through to three-trading-day lags exist from trading volume to returns and return volatility. Larger trading volume is beneficial for investors to gain returns, but it also leads to higher volatility. The implication of our findings offers a suggestion as to the opportune timing for investors to buy S&P 500 VIX Futures.     

Governance Quality Influence on the Volume of Money in Selected Countries

The main purpose of this paper is to examine the effectiveness of governance quality on the volume of money in the group of selected countries with middle-income1 through using panel data. This paper adopts Random Effects model and Generalized Method of Moments （GMM） as its methodology. Furthermore, the most important factors influencing on the volume of money in the group of selected countries with middle-income have been identified by econometric method. The results of the estimation method with Random Effects and GMM models show that the governance quality has a significant negative effect on the changes of the volume of money in the group of selected countries with middle-income from 1996 to 2009. It is worth considering that the quality of governance in most of these countries lies within the lower level.     

Volatility–volume causality across single stock spot–futures markets in India

This study examines the causal relationships between volatility and volume across spot and futures market for the 50 constituent stocks of the CNX NIFTY Index. Granger non-causality tests implemented using vector autoregression (VAR) and asymmetric VAR models indicate the presence of significant causal relations from both the spot and futures volume to both the spot and futures volatility. Bidirectional causal relationships between spot and futures volume were observed for almost all stocks but few stocks displayed a similar relationship between volatilities. The results highlight the importance of volume in absorbing information and its behaviour as the conduit of information.     

掏挖式基础在陇东输电线路的应用

近年来,掏挖式基础在输电线路中得到广泛应用。这种基础具有充分利用原状土抗剪切特性、土方开挖量小、植被破坏面积小及施工进度快等优点,而且能够很好保护环境和减少水土流失,是当前最环保的线路铁塔基础形式之一。本文主要是结合陇东输电线路,探讨掏挖式基础的适用情况和经济效益。     

采伐限额下用材林合理收益率确定研究——以南平顺昌为例

以福建省南平市顺昌县岚下国有林业采育场为例,根据加和法和采伐限额下的收益法对林木价值进行评估,分别计算了不同收益率下的林木价值,并通过评估值比较来确定用材林的合理收益率。此方法对于林业经济活动有一定的实际意义。     

基于序号总和理论的御河大桥交通量预测研究

为了评价公路网设计的可靠性,提高交通量预测的精确度,以交通工程的基本理论为指导,在大量调查数据的基础上,运用时间序列法的线性、二项式、指数等方法进行交通量预测,得到了相应的预测模型,通过序号总和理论得到了精确度较高的预测模型,并通过预测模型计算出未来特征年的交通量,为交通量的预测研究提供了一种新的研究思路。     

组合模型在公路客运量预测中的应用

针对公路客运量预测问题,在建立灰色GM(1,1)模型和三次指数平滑模型的基础上,利用最优加权系数法建立组合模型来对客运量进行预测。以此来避免单一模型的不足,从而提高模型的预测精度。通过2005-2009年安顺到贵阳的贵黄高速客运量模型的检验,证明组合模型是合理、可行的,并且具有较高的预测精度。     

基于乘客类别的城市轨道交通流量分配模型研究

以城市轨道交通网络客流分配为研究对象,在充分考虑影响乘客路径选择主要因素的基础上,提出了基于乘客分类的城市轨道交通网络流量分配模型与算法,并以典型城市轨道交通网络对模型和算法进行了验证,结果表明:针对传统不考虑乘客类别的集计分配方法,基于乘客类别的流量分配方法更加细致的反映了乘客构成对流量分配结果的影响,对乘客出行路径选择偏好的建模更加精确。     

股指期货到期日效应在中国存在吗

本文选取1分钟高频数据作为研究对象,采用带有虚拟变量的自回归模型对沪深300股指期货合约是否具有到期日效应展开实证研究。研究的主要结论有：第一,股指期货合约到期日时,现货市场并没有出现交易量异常放大的现象,反而在到期日的最后两个小时,现货市场的交易量出现异常减少的现象;第二,股指期货合约到期日时,现货市场的波动率并没有出现异常的变化。由以上两个结论来看,沪深300股指期货合约并没有出现所谓的到期日效应,这与我国设计合理的交割结算价确定机制以及特殊的期货市场投资者结构有关。