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71.
Jose Antonio Candeias Bonito Filipe Manuel Alberto Martins Ferreira Manuel Francisco Pacheco Coelho Maria Isabel Cravelro Pedro 《美中经济评论(英文版)》2010,9(3):15-23
This work intends to present chaos theory (and dynamical systems such as the theories of complexity), in terms of interpretation of ecological phenomena. The chaos theory applied in the context of ecological systems, especially in the context of fisheries has allowed the recognition of the relevance of this kind of theories to explain fishing phenomena and fisheries policies. It has permitted new advances in the study of marine systems, contributing to the preservation of fish stocks. This paper deals with the way how to manage fisheries taking chaos in account of the problem. 相似文献
72.
Adaptive rational equilibrium with forward looking agents 总被引:1,自引:0,他引:1
William Brock Pietro Dindo Cars Hommes 《International Journal of Economic Theory》2006,2(3-4):241-278
In adaptive rational equilibrium dynamics (ARED) agents choose between a costly rational expectation forecast and a cheap naive forecast, and the fractions using each of the two strategies evolve over time and are endogenously coupled to the market equilibrium price dynamics. In this setting, agents are backward looking in the sense that strategy selection is based on experience measured by relative past realized profits. When the selection pressure to switch to the more profitable strategy is high, instability and complicated chaotic price fluctuations arise.
In this paper we investigate the ARED with forward looking agents, whose strategy selection is based upon expected profits. Our findings suggest that forward looking behavior dampens the amplitude of price fluctuations, but local instability of the steady state remains. The global dynamics depends upon how sophisticated the forward looking behavior is. With perfectly forward looking agents, prices converge to a stable 2-cycle, whereas with forward looking agents who are boundedly rational concerning their estimate of expected profits, small amplitude chaotic price fluctuations might arise.
We also establish an equivalence relationship between a heterogeneous agent model with switching of strategies and a representative agent framework, where the representative agent optimally chooses between the benefits of a high quality forecast and the associated information gathering costs. To an outside observer it is impossible to distinguish between the two. 相似文献
In this paper we investigate the ARED with forward looking agents, whose strategy selection is based upon expected profits. Our findings suggest that forward looking behavior dampens the amplitude of price fluctuations, but local instability of the steady state remains. The global dynamics depends upon how sophisticated the forward looking behavior is. With perfectly forward looking agents, prices converge to a stable 2-cycle, whereas with forward looking agents who are boundedly rational concerning their estimate of expected profits, small amplitude chaotic price fluctuations might arise.
We also establish an equivalence relationship between a heterogeneous agent model with switching of strategies and a representative agent framework, where the representative agent optimally chooses between the benefits of a high quality forecast and the associated information gathering costs. To an outside observer it is impossible to distinguish between the two. 相似文献
73.
In many practical situations customers applying for service and finding the server busy will not join a queue, but make a new attempt to enter service after some time. In this paper we study single server systems with repeated attempts both for infinite-source input and finite-source input where the service times are general and the reattempt times are exponential. Numerically stable recursion schemes are derived by which the time-average and customer-average steady-state probabilities can be effectively computed. 相似文献
74.
《International Journal of Forecasting》2022,38(3):970-987
The ability to forecast the concentration of air pollutants in an urban region is crucial for decision-makers wishing to reduce the impact of pollution on public health through active measures (e.g. temporary traffic closures). In this study, we present a machine learning approach applied to forecasts of the day-ahead maximum value of ozone concentration for several geographical locations in southern Switzerland. Due to the low density of measurement stations and to the complex orography of the use-case terrain, we adopted feature selection methods instead of explicitly restricting relevant features to a neighborhood of the prediction sites, as common in spatio-temporal forecasting methods. We then used Shapley values to assess the explainability of the learned models in terms of feature importance and feature interactions in relation to ozone predictions. Our analysis suggests that the trained models effectively learned explanatory cross-dependencies among atmospheric variables. Finally, we show how weighting observations helps to increase the accuracy of the forecasts for specific ranges of ozone’s daily peak values. 相似文献
75.
使用关联规则进行数据挖掘时,使用者为了达到一定的挖掘效果,经常需要不断地改变关联规则的支持度阈值(support)。文中提出了一种从大型数据库中挖掘关联规则的快速算法。该算法以经典的Apriori算法为基础,可以在提出新的支持度后,直接在首次挖掘的基础上进行再一次挖掘。结果表明,它较Apriori算法的实现速度有明显的提高。 相似文献
76.
77.
In this paper, we propose a new methology for Index Tracking (IT) by means of cointegration which provides some significant improvements on that field. As the quality of the tracking portfolio (TP) depends highly on the stock selection procedure, we propose picking the stocks using a model selection technique based on optimizing the cointegration level of the TP and the benchmark index instead of selecting, as in previous papers the assets by ad hoc decisions. To illustrate an empirical application of these techniques we use daily closing prices in the Dow Jones Industrial Average (DJIA) index over two different periods; one period which goes from 1 January 1990 to 31 December 2001 previously used by other authors, and the bear and a turmoil period, which goes from January 2007 to May 2012, inside the current financial crisis. Using only five assets we are able to successfully track the DJIA index and our results improve the IT technique based on cointegration that chooses stocks with maximum capitalization level. We also have compared our results with a more traditional procedure based on correlation and again our results reveal superiority. The empirical illustration not only has been focused on the TP itself, but has also been extended to tracking the index with an added profitability of 5, 10, 15 or 20% and to long-short strategies, producing profitable results. 相似文献
78.
79.
《Journal of Internet Commerce》2013,12(1):65-73
Abstract The growing use of the Internet for business makes digital signatures a crucial issue. This article discusses three methods used in digital signatures: symmetric encryption, asymmetric encryption and signature dynamics. In addition, the need for consistent laws governing digital signatures in all of the United States, and indeed in the world, is discussed. 相似文献
80.
Recent empirical studies have shown that the chaotic behaviour and excess volatility of financial series are the result of interactions between heterogeneous investors. In our article, we propose verifying this hypothesis. Thus, we use the Chen et al. [Testing for non-linear structure in an artificial financial market. Working Paper, University of Bonn (2000).] model to show that the modification of the agents' homogeneity hypothesis can drive to stochastic chaotic evolution of price series. Then, through an econometric procedure, we try to identify the underlying process of the Paris Stock Exchange returns series (CAC40). To this end, we apply several different tests: (1) dealing with long-memory components derives from the fractional integration test of Geweke and Porter-Hudak (GPH) [J. Time Ser. Anal. 4 (1983) 221.] and (2) dealing with chaotic structures comes from the work on correlation dimension of Grassberger and Procaccia [Physica 9D (1983) 189.] and the Lyapunov exponents method of Gençay and Dechert [Physica D (1992) 142.]. Finally, we forecast the CAC40 returns series using the recent methods of Principal Components Regression (PCR) and Radial Basis Functions (RBF). We conclude with the implications of the presence of chaotic structures in stock markets and future research on ARCH and chaotic models' relationships. 相似文献