马尔可夫随机场在SAR图像处理中的应用

旅游业是一种外向性特征鲜明、关联带动性强、可持续发展性强的产业。它对地方政府的招商引资工作有着独特而重要的促进作用:旅游项目本身是良好的引资项目;商务旅游的开发直接促进招商引资工作;旅游业的发展有助于塑造和改善地方形象,改善地方投资环境。要充分发挥这些积极作用,就应在商务旅游产品开发、旅游与招商工作相结合、城市建设与旅游开发一体化、旅游与相关产业相结合等方面多下功夫。     

一个实用的同步时钟及病毒告警内存驻留程序

本文介绍的是一个实用的微机应用程序。它可以在不影响用户正常使用微机及运行程序的前提下,在文本或图形方式均能同步地在屏幕上显示时钟,并且具有时实病毒告警功能。本文通过该实用程序也讨论了内存驻留程序的编写技巧和具体实现办法。     

产学合作对粤港澳大湾区高校双元知识产出增长的影响

利用2011-2020年粤港澳大湾区67所高校纵向数据,采用随机系数模型,考察高校双元活动效率增长趋势、产学合作对高校双元知识产出增长的影响以及制度环境的调节作用。研究结果表明：(1)随着时间推移,粤港澳大湾区高校创新研发与学术研究的双元知识产出整体呈现出显著提升趋势;(2)不同制度环境下高校双元活动产出效率的增长存在明显差异,其中,广东高校创新研发的产出效率增长高于港澳高校,港澳高校学术研究的产出效率增长则高于广东高校;(3)产学合作对粤港澳大湾区高校双元知识产出增长具有显著正向作用,良好的制度环境强化了产学合作对双元知识产出的促进作用,使得产学合作对广东高校双元知识产出的促进作用强于港澳高校。     

长白山区作物气候生产力及其地理分布的研究

本文建立了长白山区玉米、水稻和大豆的气候可能产量模式和地理分布模型,计算了各地的气候生产潜力,并进行了地形影响订正。结果表明,长白山区主要农作物气候生产力的地理分布特征主要取决于地势、地形和经度,气候生产力随着海拔的升高按照三次抛物线函数递减,随着经度的升高按照线性函数递减。主要山体的南、西南坡气候生产力较高,北、东北坡气候生产力较低。该项研究为长白山区农业立体开发提供了综合气候生态依据。     

亚洲地区股票指数收益率的波动性研究——基于GARCH族模型

为防范股票市场上的不确定性和风险,有效地度量股票指数收益率的波动性显得尤为重要。本文运用GARCH族模型,拟合了股票指数收益率的波动性方程,并实证研究了亚洲地区四个最具代表性国家:日本、中国、印度和韩国的股票指数收益率的波动性。结果表明:亚洲地区股票指数收益率的波动呈现出聚集性和持续性,股票市场存在着冲击的非对称性;中国和印度的股票市场抗风险能力比日本和韩国弱,股票指数收益率的波动性带来的负面影响更大。     

Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends

We investigate dynamical properties of a heterogeneous agent model with random dividends and further study the relationship between dynamical properties of the random model and those of the corresponding deterministic skeleton, which is obtained by setting the random dividends as their constant mean value. Based on our recent mathematical results, we prove the existence and stability of random fixed points as the perturbation intensity of random dividends is sufficiently small. Furthermore, we prove that the random fixed points converge almost surely to the corresponding fixed points of the deterministic skeleton as the perturbation intensity tends to zero. Moreover, simulations suggest similar behaviors in the case of more complicated attractors. Therefore, the corresponding deterministic skeleton is a good approximation of the random model with sufficiently small random perturbations of dividends. Given that dividends in real markets are generally very low, it is reasonable and significant to some extent to study the effects of heterogeneous agents’ behaviors on price fluctuations by the corresponding deterministic skeleton of the random model.     

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

This paper empirically tests the random walk and efficiency hypothesis for 12 Asia-Pacific foreign exchange markets. The hypothesis is tested using individual as well as panel unit root tests and two variance-ratio tests. The study covers the high (daily) and medium (weekly) frequency post-Asian crisis spot exchange rate data from January 1998 to July 2007. The inferential outcomes do not differ substantially between the unit root tests and the variance-ratio tests when using daily data but differ significantly when using weekly data. With the daily data, both types of unit root tests identify unit root components for all the series and two variance-ratio tests provide the evidence of martingale behavior for majority of the exchange rates tested. With the weekly data, panel unit root tests identify unit root component for the exchange rates and, the unit root tests on a single series basis identify unit root component for 10 foreign exchange markets. However, the variance-ratio tests reject the martingale null for the majority of the exchange rates when using weekly data.     

RANDOM COEFFICIENT MODELS: THEORY AND APPLICATIONS

Abstract. This paper provides an overview of the rationale behind, and the implementation, and uses of, the random coefficient approach to econometric modelling. A simple random coefficient model is presented, and methods for estimating, testing, and validating such a model are described. A more general model is then presented. The general model is shown to include several fixed-coefficient models as special cases and can be estimated incorporating a variety of judgements concerning simplification. Finally, the paper reviews recent applications of random coefficient estimation.     

Markov equilibria in dynamic matching and bargaining games

Rubinstein and Wolinsky [Rev. Econ. Stud. 57 (1990) 63] show that a simple homogeneous market with exogenous matching has a continuum of (non-competitive) perfect equilibria; however, the unique Markov-perfect equilibrium of this model is competitive. By contrast, in the more general case of heterogeneous markets, even the Markov property is not enough to guarantee the perfectly competitive outcome. We define a market game that allows for heterogeneous values on both sides of the market and exhibit a number of examples of (non-competitive) Markov-perfect equilibria, with and without discounting. Unlike the homogeneous case, these equilibria allow for inefficient trades and for trade at non-uniform prices. The non-competitive equilibrium may be unique.