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Adriano S. Koshiyama Nikan Firoozye Philip Treleaven 《International Journal of Intelligent Systems in Accounting, Finance & Management》2019,26(2):83-103
Derivative traders are usually required to scan through hundreds, even thousands of possible trades on a daily basis. Up to now, not a single solution is available to aid in their job. Hence, this work is aimed to develop a trading recommendation system, and to apply this system to the so‐called Mid‐Curve Calendar Spread (MCCS) trade. To suggest that such approach is feasible, we used a list of 35 different types of MCCSs; a total of 11 predictive and 4 benchmark models. Our results suggest that linear regression with l1‐regularisation (Lasso) compared favourably to other approaches from a predictive and interpretability point of views. 相似文献
83.
王鲲鹏 《石油工业技术监督》2012,28(3):28-30
低渗透油田注水开发已逐渐成为石油开采的重要组成部分,如何控制含水上升,减缓产量递减,增加采收率,提高开发效果,是油田开发工作者最关注的问题。注水井调剖技术作为控水稳油的重要手段之一,在低渗透油田开发过程中逐渐得到了推广应用,通过对其过程控制,提高作业质量,保证措施效果。从措施选井选层入手,针对该项工艺技术关键及要点,分析质量控制的方法,论述调剖作业通过对地层深部的封堵,改变注入水流向,有效驱替剩余油,提高低渗透油田注水开发采收率。 相似文献
84.
We estimate the dynamics of recommendations by financial analysts, uncovering the determinants of inertia in their recommendations. We provide overwhelming evidence that analysts revise recommendations reluctantly, introducing frictions to avoid frequent revisions. More generally, we characterize the sources underlying the infrequent revisions that analysts make. Publicly available data matter far less for explaining recommendation dynamics than do the recommendation frictions and the long‐lived information that analysts acquire but the econometrician does not observe. Estimates suggest that analysts structure recommendations strategically to generate a profitable order flow from retail traders. We provide extensive evidence that our model describes how investors believe analysts make recommendations, and that investors value private information revealed by analysts' recommendations. 相似文献
85.
[目的]农民用水合作组织是我国灌溉管理制度改革的产物,农民用水合作组织的建立改进了农村水利管理的方式,提高了灌溉管理过程中水资源的利用率。[方法]通过构建粮食主产区农民用水合作组织绩效评价指标体系,建立基于实数编码加速遗传算法的投影寻踪分类模型,对湖北、湖南、黑龙江等3省61家农民用水合作组织的绩效进行了实证分析。[结果]粮食主产区农民用水合作组织绩效水平总体较好,在所调查的61家农民用水合作组织中,27.1%的农民用水合作组织绩效为优秀,28.8%绩效良好,13.6%绩效一般,30.5%绩效较差。[结论]总体上来看,湖南、湖北等2省农民用水合作组织的绩效高于黑龙江。是否有产权、农户参与率、是否民主决策、培训次数、农户满意度、单位面积灌水量和水费收取率等指标对农民用水合作组织绩效影响最大。因此,政府适当放权,选取恰当的扶持方式,提升农户的认识,推广好的农民用水合作组织发展模式是提高农民用水合作组织绩效的有效途径。 相似文献
86.
在油田开发过程中,同位素吸水剖面测井以了解不同时期的注水状况为油田动态分析、注水调整提供了可靠依据。但是在测井时会受到诸多因素的影响,这些因素都会对资料的解释精度产生影响,经过对大量的吸水剖面异常井的资料分析,从施工工艺上提出实际解决方法和可行性建议。 相似文献
87.
随着产业信息化的不断深入,产品进入快速更迭阶段,这源于用户群对产品的需求处于实时变化的状态。"以用户为中心"设计理念成为左右产品亲和度的首要标准。传统的产品用户群划分方法已经随着时间不断得到修正和补充。本文通过以用户需求为主要划分维度,研究用户数据提取优先级,构建典型目标用户群模型的方式动态研究产品整个阶段目标用户群的划分。 相似文献
88.
In spite of the strategic importance of sustainability reporting in current business practice and the resulting increase in research on its value relevance, studies accounting for stakeholder interdependence are scarce. On the basis of the instrumental stakeholder theory, we investigate whether customers have an impact on the value relevance of sustainability reporting. Using a sample of US listed firms, we show that the value relevance of sustainability reporting is affected by customer profile differences, thereby confirming customer–shareholder interdependence. However, customer profile effects are only predominant if firms' profitability levels are low and disappear as profitability increases. Overall, our findings provide a more nuanced understanding of the value relevance of sustainability reporting. Therefore, we offer managers fine‐grained guidance for value relevant sustainability reporting. Copyright © 2014 John Wiley & Sons, Ltd and ERP Environment 相似文献
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90.
Based on a coproduction concept highlighted by service‐dominant logic, this study attempts to understand the antecedents and consequences of user coproduction in information system development projects. As a key contribution, we posit that user coproduction is influenced by social capital between users and developers; we then postulate that user coproduction determines the project outcomes. Paired data collected from both user representatives and developers by using a survey approach was used to test proposed hypotheses. The results showed that user coproduction has a positively significant influence on project outcomes, and social capital between user representatives and developers is also associated with user coproduction. 相似文献