中国上证综合与恒生指数的风险度评估

针对中国上证综合与香港恒生指数的风险度问题,提出从风险波动的深度、广度、持久度三个方面分别进行评估,其中测量波动深度采用了VAR指标,测量波动的广度采用了极差R指标,测量风险存在的持久度采用了Hurst指数指标,综合这三方面的因素运用风险度评价指数r来评价指数的风险。选择2000年1月3日至2009年9月1日的中国上证综合与香港恒生的日收益率研究对象进行分析,结果发现：上证指数波动的深度、持久性要比恒生指数大,而波动的宽度要比恒生指数小。在本文研究期间内,上证指数的风险评价指数要比恒生指数小,这在一定程度上说明上证指数的风险度要比恒生指数小。     

我国土地征收补偿制度的缺陷与完善

私法规范缺失、公法规范不足是我国现行土地征收补偿制度的立法现状。制度供给的不足导致实践中出现了一系列的问题:权力寻租、剥夺社会弱势群体的利益等。完善我国土地征收补偿制度是一个从观念到制度全方位的过程。文章提出应当利用私法规范强化对财产权的保护,并且试探性地对于完善土地管理法提出若干立法建议。     

随机PRI的LPI波形相参积累

随机脉冲重复频率(PRI)脉冲波形能够增加电子支援措施（ESM）利用重频分选侦收雷达辐射源信号的难度,提高雷达复杂对抗环境下的抗侦收能力。利用非均匀离散傅里叶变换(NUDFT)对这种低截获概率（LPI）波形进行脉冲多普勒（PD）处理时,距离模糊引起目标所处距离门走动,导致目标能量分散至多个模糊距离单元。为此,提出一种基于时间窗口的离散傅里叶变换(TWDFT)算法,实现了距离模糊条件下目标能量的相参积累。对TWDFT算法和加权副瓣抑制的性能进行了分析。仿真结果表明,基于TWDFT的PD处理在距离模糊时不存在目标能量分散问题,通过优化波形设计能够改善加权后目标主副瓣比。     

An optimal approach for a set covering version of the refueling-station location problem and its application to a diffusion model

This article deals with the refueling-station location problem for alternative fuel vehicles in a traffic network. Alternative fuel vehicles can be characterized by the vehicle range that limits the travelable distance with fuel at full capacity. I propose an efficient formulation of the refueling-station location problem using an optimal property and prove that the problem is NP(Non-deterministic Polynomial)-complete in the strong sense. I consider a special case of the refueling-station location problem in which the construction costs are equal for all nodes. In this case, the problem is to determine refueling station locations to minimize the total number of stations, while making the possible multiple predetermined origin–destination round-trips. I propose an optimal algorithm applicable when no refueling stations currently exist in a traffic network and a dynamic programming based algorithm applicable when a set of refueling stations already exists. I apply the algorithms to a traffic network to study the diffusion of refueling stations and predict the speed and range of station establishment. The computational experiments show that the speed of diffusion depends on the vehicle range and the sequence of the origin–destination demands considered in the diffusion process.     

基于排污权交易的再生水定价模型

通过对已有再生水定价方法进行分析,以基于成本的再生水定价模型为基础,建立了再生水供方最低定价模型;引入排污权交易这一重要因素,得出再生水需方最高定价模型,从而得到较为合理的再生水定价区间,并以常州市为例对上述再生水定价模型进行实证研究,最后讨论了基于排污权交易的再生水定价模型的特点与适用条件。     

一种高精度动态测控信号模拟器

根据测控系统对动态模拟器的要求,即模拟动态范围宽、模拟精度高、逼真度高,设计了采用两级数字存储器对信号进行粗细时延组合控制的转发式模拟器。根据运动方程高逼真度地模拟飞行目标的动态特性,该模拟器可以实现距离模拟范围千万公里时,精度优于1 cm;速度模拟范围每秒几十公里时,精度优于1 mm/s的高精度动态模拟。     

金融消费者界定的困境及解决思路

我国目前尚未存在对金融消费者明确的定义，一些学者认为金融消费者属于《消费者权益保护法》所规定的消费者范围，此种定义并不十分准确，《消费者权益保护法》中对消费者的界定存在着一些值得商榷的地方，将其笼统地运用于金融消费者的保护并不能起到较好的作用。金融消费者是购买、使用金融产品或接受金融服务的主体，在专门的投资机构进行投资行为时除外。     

Validation and forecasting accuracy in models of climate change

Forecasting researchers, with few exceptions, have ignored the current major forecasting controversy: global warming and the role of climate modelling in resolving this challenging topic. In this paper, we take a forecaster’s perspective in reviewing established principles for validating the atmospheric-ocean general circulation models (AOGCMs) used in most climate forecasting, and in particular by the Intergovernmental Panel on Climate Change (IPCC). Such models should reproduce the behaviours characterising key model outputs, such as global and regional temperature changes. We develop various time series models and compare them with forecasts based on one well-established AOGCM from the UK Hadley Centre. Time series models perform strongly, and structural deficiencies in the AOGCM forecasts are identified using encompassing tests. Regional forecasts from various GCMs had even more deficiencies. We conclude that combining standard time series methods with the structure of AOGCMs may result in a higher forecasting accuracy. The methodology described here has implications for improving AOGCMs and for the effectiveness of environmental control policies which are focussed on carbon dioxide emissions alone. Critically, the forecast accuracy in decadal prediction has important consequences for environmental planning, so its improvement through this multiple modelling approach should be a priority.     

On the Edge of Buying: A Targeting Approach for Indecisive Buyers Based on Willingness-to-Pay Ranges

Targeting the “right” consumers is a core part of marketing. Whereas existing techniques to identify these consumers use demographic or psychographic variables or behaviors such as response probabilities, a proposed new targeting approach builds on consumers’ incremental responses to identify them by their willingness-to-pay (WTP) ranges. These WTP ranges reveal a consumer as a definite buyer, a definite non-buyer, or an indecisive buyer. The proposed theoretical framework indicates that indecisive buyers offer the highest incremental responses to targeted marketing mix activities and thus should be the most preferred targeting group. A sequence of three laboratory experimental studies validates the proposed approach for targeted price discounts and non-price tactics. In addition, a large-scale field experiment involving a consumer engagement campaign that includes observed purchase behavior demonstrates the high external validity and applicability of this approach.