我国股票市场的混沌探析

运用混沌理论对我国股票市场进行了实证研究 ,结果显示我国股票市场是一个低自由度的混沌系统 ,具有自相似的非线性结构 ,并且这种非线性结构可以用 GARCH( 1 ,1 )模型来拟合。     

论企业的非线性性质

企业作为一个系统,其关键特征是系统的非线性。我们以Adam Smith的大头针工厂作为简单的示例,从个体的生产函数推导出一个非简单加总的总体生产函数,从知识的角度不失一般性地解释了企业非线性性质的来源,并对已有的关于企业性质的论述做了简单的评论。     

基于时间约束的多源多品种随机配送系统模型

在基于时间竞争的随机需求环境下,配送系统设计除了使系统总费用的期望值最小外,还要考虑系统稳定性和服务水平等方面的要求。在说明了建模的假设条件后,建立了考虑随机需求和时间约束的多源配送系统随机模型。通过等价变换,将随机模型转化为确定性等价问题,从而方便了问题的求解。     

农村一二三产业融合发展: 理论探讨、现状分析与对策建议

数字化赋能农产品流通是农村三产融合发展的重要动力。文章首先从理论层面阐释了农产品流通数字化对农村三产融合的作用机制,然后,选取2012—2021年我国31个省（区、市）的面板数据,实证分析了农产品流通数字化对农村三产融合的影响。研究结果表明：（1）农产品流通数字化显著地促进了农村三产融合,并且存在显著的地区差异,即东部地区大于中西部地区;（2）除农村三产融合本身具有正向空间溢出效应和惯性效应外,农产品流通数字化对农村三产融合也存在空间溢出效应;（3）农村人力资本水平越高,农产品流通数字化对农村三产融合的作用越显著。基于此,文章提出了相应的政策建议。

     

An Exploratory Study on Nonlinear Causality Among the MILA Markets

According to conventional portfolio theory, an increase in the interconnectedness of international financial markets may reduce the potential for constructing diversified portfolios. This article explores the implications of the creation of the Latin American Integrated Market (MILA)¹ over the dependence structure of its members using correlation and cointegration analysis as well as linear and nonlinear Granger causality tests. The creation of MILA aimed to enhance the integration process that Latin American financial markets “naturally” present while still providing diversification opportunities to investors. The results of our empirical analysis suggest that such objective is being achieved. Evidence of a rise in cross-country linear correlations and their linear causal relationship supports the idea of an increasing financial integration process in the region, while the absence of cointegration and the weakening of the nonlinear causal relationship favors the creation of diversified regional portfolios. These findings provide valuable insights for investment portfolio designers, regulators, and supervisors.     

多模噪声理论及其在通信保密中的应用

给出了一种比较通用的非高斯噪声模型——多模噪声,采用无惯性非线性变换器给出了多模噪声中信号的检测与估计方法,该方法对概率密度函数形状对称的噪声是普遍适用的。在此基础上设计了可用于通信保密的多模噪声,说明了本加密方法适用于无线通信信道加密,并从统计分析的角度研究了可能的密码分析方法。     

Characteristics of technology transfer in business ventures: the case of Daejeon, Korea

This article explores the characteristics of venture business and entrepreneurs in Korea to (1) identify technology transfer activities, (2) analyze the differences between technology transfer in linear and nonlinear venture businesses, and (3) guide more effective venture business policy and strategy. This empirical assessment reveals that entrepreneurs have insightful evaluations about their resources and capacities as well as expectations with regard to functions and features of science parks and incubators. Respondents from “linear model”-based start-ups tend to be older and have higher education, employ more basic research and development (R&D) and have more R&D-oriented careers, and have more varied work experience than “nonlinear”-based start-ups. The functions and features of science parks and incubators were generally not considered a critical influence on start-ups nor on the growth of venture businesses. Accordingly, alternative venture-nurturing strategies are discussed as being key to accelerate venture businesses growth.     

林业规模经济的非线性均衡分析研究

本文将林业规模经济分为两类,即林业经济效益的规模经济和林业三大效益的规模经济。在分析林业经济效益的规模经济时,引入了成本变量,简要说明了林业经营成本与林业经济效益成反向变动关系。在分析林业三大效益的规模经济问题时,运用非线性均衡分析方法,并通过建立模型论证了林业三大效益达到最大化即均衡状态时所必需的条件。对林业三大效益规模经济问题的分析是本文核心部分,旨在为林业三大效益均衡问题的研究提供若干参考依据,同时也为林业合作经济组织的发展提供指导。     

非线性模拟量检测的多点定标方法

嵌入式系统和集散控制系统中,待测模拟量一般都是非线性的。为实现非线性模拟量的精确、快速检测,提出了非线性模拟量的多点定标检测方法。分别给出了分段线性化和分段变频率两种定标方法的编程思路,可提高非线性模拟量检测的精度和局部分辨率。     

一种基于预测值量测转换的卡尔曼滤波跟踪算法

在雷达目标跟踪中,系统量测信息通常在球坐标系下获得。为了采用经典卡尔曼滤波算法实现有效目标跟踪,通常采用量测转换方法将非线性量测信息转换到直角坐标系中。针对传统量测转换方法基于量测值计算转换误差统计特性而导致的估计结果有偏问题,提出了一种基于预测值的量测转换方法,并将其与卡尔曼滤波算法相结合,获得了一种基于预测值量测转换的卡尔曼滤波跟踪算法。仿真结果表明,与现有的基于量测转换的卡尔曼滤波算法相比,该算法能在不提高运算量的情况下有效改善目标跟踪效果,跟踪精度提升约20%。