一体化教学模式探究与实践

随着职业教育教学改革的不断深入,我校进行了一体化教学模式的探讨与实践。从教学理念的树立,一体化双师队伍的打造,校本教材的设计开发,教学方法的运用,教学评价机制的建立等多方面进行创新改革,进一步提升了学校教师队伍素质,激发了学生学习的兴趣和动力,提高了教学质量及培训效率。     

工程造价专业教学改革的探索

总结比赛经验,充实教学内容,深化教学改革,使培养出的学生成为企业的首选。对于高职院校人才培养,要求工程造价专业的学生通过学习,具备建筑预算行业人才要求,成为造价师的储备人才。     

Modeling asymmetric price transmission in the European food market

In this study, we employ a multivariate panel error correction model (PVECM) to investigate asymmetric price transmission among the farm, processor, and retail segments of the European food supply chain for the 2005–2016 period. The results indicate that, in both the long- and short-run, retail prices respond more strongly to processor price increases than decreases and the same occurs for processor prices due to farm price changes. Thus, the findings demonstrate the presence of positive asymmetric price transmission in the European food supply chain. Finally, the results of the present study indicate that the food price pass-through varies greatly across product category and across countries, and that the pass-through to producer prices is greater than that to consumer prices.     

DSGE forecasts of the lost recovery

The years following the Great Recession were challenging for forecasters. Unlike other deep downturns, this recession was not followed by a swift recovery, but instead generated a sizable and persistent output gap that was not accompanied by deflation as a traditional Phillips curve relationship would have predicted. Moreover, the zero lower bound and unconventional monetary policy generated an unprecedented policy environment. We document the actual real-time forecasting performance of the New York Fed dynamic stochastic general equilibrium (DSGE) model during this period and explain the results using the pseudo real-time forecasting performance results from a battery of DSGE models. We find the New York Fed DSGE model’s forecasting accuracy to be comparable to that of private forecasters, and notably better for output growth than the median forecasts from the FOMC’s Summary of Economic Projections. The model’s financial frictions were key in obtaining these results, as they implied a slow recovery following the financial crisis.     

Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube

We propose a novel time-changed Lévy LIBOR (London Interbank Offered Rate) market model for jointly pricing of caps and swaptions. The time changes are split into three components. The first component allows matching the volatility term structure, the second generates stochastic volatility, and the third accommodates for stochastic skew. The parsimonious model is flexible enough to accommodate the behavior of both caps and swaptions. For the joint estimation we use a comprehensive data set spanning the financial crisis of 2007–2010. We find that, even during this period, neither market is as fragmented as suggested by the previous literature.     

Variance swaps valuation under non-affine GARCH models and their diffusion limits

In this article, we investigate the pricing and convergence of general non-affine non-Gaussian GARCH-based discretely sampled variance swaps. Explicit solutions for fair strike prices under two different sampling schemes are derived using the extended Girsanov principle as the pricing kernel candidate. Following standard assumptions on time-varying GARCH parameters, we show that these quantities converge respectively to fair strikes of discretely and continuously sampled variance swaps that are constructed based on the weak diffusion limit of the underlying GARCH model. An empirical study which relies on a joint estimation using both historical returns and VIX data indicates that an asymmetric heavier tailed distribution is more appropriate for modelling the GARCH innovations. Finally, we provide several numerical exercises to support our theoretical convergence results in which we further investigate the effect of the quadratic variation approximation for the realized variance, as well as the impact of discrete versus continuous-time modelling of asset returns.     

Bear beta

We test whether bear market risk, time variation in the probability of future bear market states, is priced. We construct an Arrow–Debreu security that pays off in bear market states (AD Bear) from traded Standard & Poor’s (S&P) 500 index options and use its returns to measure bear market risk. We find that bear beta (exposure to bear market risk) has a strong relation with expected stock returns that is robust, persistent, and remains strong among liquid and large stocks. Historical bear beta also predicts future bear market risk exposure. We conclude that bear market risk is priced in the cross section of stock returns.     

PBL教学结合多媒体技术在物流专业课堂教学改革中的应用

文章分析了传统理论教学所存在的问题，结合《配送中心运营管理》课程的特点，将PBL教学模式与多媒体技术进行结合改革课堂教学模式，从而达到提高学生积极性和创造性的目的，对实施前准备工作、课堂教学中的组织和课堂后质量考核评价进行了设计和应用，从而达到培养学生职业能力的目的。     

高职院校教学质量监督和保障体系的研究与实践

本论文通过对南京化工职业技术学院教学质量监控和保障体系的研究、构建与实施,并通过网络信息技术使体系的运行更顺利、便捷和高效,增强了教学质量监控和保障体系的针对性、可操作性,做到保障有方向、投入有重点、建设有力度、完善有策略,确保教学质量保障建设有理、有据、有序进行。     

基于CDIO项目教学理念的电力电子技术实训室建设研究与实践

本文以高职CDIO项目式教学理念分析了电力电子技术实训室建设的思路,建设内容、建设特色和几点思考,就如何运用实训条件来开展项目式教学,提高人才培养质量进行了论述,电力电子技术实训室建设为开展以项目为导向的实训教学,培养行业好用、耐用、技能高、有创新的应用人才提供了有效保障。