Ajax技术在教学网络设计中的应用研究

Ajax全称为Asynchronous JavaScript and XML(异步JavaScript和XML),它是一种时尚的、基于交互式的Web应用开发技术。它的异步通信机制实现了客户端与服务器间快速与轻载的数据交换,其Web页面无需重载就可实现动态更新,这种新的Web技术为人们依托数字化校园的教学网络的设计提供了新的方法和思路,采用Ajax技术的同时,在B/S网络体系结构的支持下,构建出的新型教学网络,会变得更流畅、更具有直觉力。     

B2C电子商务中的在线信任系统模型研究

信任是电子商务持续发展的关键因素,目前对B2C电子商务中的信任研究侧重于与在线信任相关的某一方面。文章提出了B2C电子商务中的在线信任系统模型,首先分析了B2C电子商务中在线信任的概念和特点;然后从主、客观两方面讨论了B2C电子商务中在线信任的构成;接着从客户、商品、在线公司及其网站以及环境等五个方面讨论了B2C电子商务中的在线信任影响因素。在分析B2C电子商务中在线信任构成和信任影响相关因素的基础上,建立了包括主观感知信任和客观制度信任的在线信任系统模型,并简要指出了此模型应用于B2C电子商务中在线信任     

基于1553B总线对非兼容接口通信设备控制的实现

在基于对1553B总线研究的基础上,根据系统任务要求,分析了预警机任务通信分系统的通信管理计算机与终端设备之间的控制关系以及总线的信息格式,建立了预警机任务通信分系统的控制平台,实现了1553B总线对非1553B总线接口通信设备的控制与系统的网络管理.     

Auditor Mindsets and Audits of Complex Estimates

Auditors experience significant problems auditing complex accounting estimates, and this increasingly puts financial reporting quality at risk. Based on analyses of the specific errors that auditors commit, we propose that auditors need to be able to think more broadly and incorporate information from a variety of sources in order to improve audit quality for these important accounts. We experimentally demonstrate that a deliberative mindset intervention improves auditors’ ability to identify unreasonable estimates by improving their ability to identify and incorporate into their analyses contradictory information from diverse parts of the audit and improving their ability to think critically about the evidence. We perform additional analyses to demonstrate that our intervention improves auditor performance by causing them to think differently rather than simply to work harder. We demonstrate that critical thinking can improve the identification of unreasonable estimates and, in doing so, we provide new directions for addressing audit quality issues.     

我国现金管理政策与流动性过剩——现金投放计划与消费不足关系的分析

我国历年严厉执行的现金投放计划属于计划经济性质的现金管理政策。这在市场化改革过程中已造成了M0与M2、M0与GDP之间的非均衡增长。文章认为,当前我国公众消费仍以使用M0交易为主。基础货币管理政策和现金投放计划这种双轨的货币调控制度,容易引起消费量与信贷投资量之间的非均衡增长,从而形成消费需求与投资相比的缺口。因此,现金管理效应可能是造成我国流动性过剩的制度原因之一。     

Pulling up the tarnished anchor: The end of silver as a global unit of account

We use the demise of silver-based standards in the 19th century to explore price dynamics when a commodity-based money ceases to function as a global unit of account. We develop a general equilibrium model of the global economy with gold and silver money. Calibration of the model shows that silver ceased functioning as a global price anchor in the mid-1890s—the price of silver is positively correlated with agricultural commodities through the mid-1890s, but not thereafter. In contrast to Fisher (1911) and Friedman (1990), both of whom predict greater price stability under bimetallism, our model suggests that a global bimetallic system, in which the gold price of silver fluctuates, has higher price volatility than a global monometallic system. We confirm this result using agricultural commodity price data for 1870–1913.     

The U.S. listing gap

Relative to other countries, the U.S. now has abnormally few listed firms. This “U.S. listing gap” is consistent with a decrease in the net benefit of a listing for U.S. firms. Since the listing peak in 1996, the propensity to be listed is lower for all firm size categories and industries, the new list rate is low, and the delist rate is high. The high delist rate accounts for 46% of the listing gap and the low new list rate for 54%. The high delist rate is explained by an unusually high rate of acquisitions of publicly listed firms.     

Trading networks and liquidity provision

We study the profitability of traders in two fully electronic and highly liquid markets: the Dow and Standard & Poor?s 500 e-mini futures markets. Using unique information that identify counterparties to a transaction, we show and seek to explain the fact that the network pattern of trades captures the relations between behavior in the market and returns. Our approach includes a simple representation of how much a shock is amplified by the network and how widely it is transmitted. This representation provides a possible shorthand for understanding the consequences of a fat-finger trade, a withdrawing of liquidity, or other market shock.     

Mean-variance hedging for continuous processes: New proofs and examples

Let be a special semimartingale of the form and denote by the mean-variance tradeoff process of . Let be the space of predictable processes for which the stochastic integral is a square-integrable semimartingale. For a given constant and a given square-integrable random variable , the mean-variance optimal hedging strategy by definition minimizes the distance in between and the space . In financial terms, provides an approximation of the contingent claim by means of a self-financing trading strategy with minimal global risk. Assuming that is bounded and continuous, we first give a simple new proof of the closedness of in and of the existence of the F?llmer-Schweizer decomposition. If moreover is continuous and satisfies an additional condition, we can describe the mean-variance optimal strategy in feedback form, and we provide several examples where it can be computed explicitly. The additional condition states that the minimal and the variance-optimal martingale measures for should coincide. We provide examples where this assumption is satisfied, but we also show that it will typically fail if is not deterministic and includes exogenous randomness which is not induced by .