股票市场非线性随机游走检验

中国股票市场指数收益率不服从正态分布假设，基本符合随机游走的特征，具有弱式有效性的市场特征，沪市指数收益率的时间序殊随机性略大于深市。造成这一现象的原因包括市场结构的非理性与投资行为的非理性等因素。     

A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations

We study the evolution of U.S. inflation by means of a new noncausal autoregressive model with time‐varying parameters that outperforms the corresponding causal and constant‐parameter noncausal models in terms of fit and forecast accuracy. Our model also beats the unobserved component stochastic volatility (UCSV) model, one of the best‐performing univariate inflation forecasting models, in terms of both point and density forecasts. We also show how the new Keynesian Phillips curve can be estimated based on our noncausal model. Both expected and lagged inflation turn out important, but the former dominates in determining the current inflation.     

六六六、滴滴涕标准溶液稳定性分析与气相色谱条件的优化

对气相色谱检测六六六、滴滴涕的进样口的温度进行了优化,并分析了六六六、滴滴涕标准工作液的稳定性。选取5个不同的进样口温度（165℃、185℃、205℃、225℃、250℃）,对3种不同浓度的标准溶液进行测定,比较分析测定结果．选择最优的进样口温度;并对六六六、滴滴涕标准工作液进行冰箱保存稳定性试验（保存时间分别为1个月、2个月、3个月）和全年不同气温下的气相色谱测试过程稳定性试验G拄样时间分别为0h、6h、12h）。结果表明,在5个进样口温度中,六六六、滴滴涕测定的最佳进样口温度为165℃;只要保存得当,六六六、滴滴涕标准工作液在冰箱内可稳定保存3个月以上;环境温度对于气相色谱测试过程六六六、滴滴涕标准工作液的稳定性具有明显影响。     

电力电缆实时载流量评估系统设计

为了提高电力电缆的利用率,合理调配电缆的实时负荷,利用实时环境参数监测终端、GPRS数据传输模块和上位机构成了高压电力电缆实时载流量评估系统。并利用DS18B20、风力传感器、土壤温湿度传感器、光照传感器和STM32嵌入式单片机对环境参数进行实时监测,实现了对环境温度、土壤湿度、土壤温度、环境风力、环境光照等参数的实时采集,并利用GPRS数据传输模块将环境参数传送到上位机,利用上位机结合VB6.0和ANSYS编制了高压电力电缆温度场和载流量计算软件,实现了电力电缆参数数据库存储、敷设模式界面化操作、环境参数的实时监测与显示、实时动态载流量的在线计算等功能。计算结果表明,高压电力电缆的实时动态载流量系统能够准确计算出受环境参数影响的高压电力电缆的载流量,提高了计算效率,为电力部门调配电缆的实时负荷提供了依据。     

Chinese consumers’ willingness to pay for pork traceability information—the case of Wuxi

In this study, consumers’ willingness to pay for farming, slaughter and processing, distribution and marketing, and government certification information was investigated in Wuxi, Jiangsu Province, China using an experimental auction and real choice experiment based on incentive compatibility of the nonhypothetical elicitation method. No significant differences in consumers’ willingness to pay were revealed by the experimental auction and real choice experiment on the whole, and results from both nonhypothetical experimental methods demonstrated that consumers were willing to pay certain premiums for all four types of traceability information and had the highest willingness to pay for government certification information. These results indicate that consumers trust in pork safety protection under governmental supervision. Moreover, it was found that government certification information played a significant role in improving consumer utility, demonstrating that consumers paid close attention to safety risks in farming. Therefore, this study predicts that the introduction of governmental supervision into the pork traceability system and establishment of a system for collecting traceability information starting from the stage of pig farming will play important roles in meeting consumer demands for pork quality and safety, as well as promoting the development of traceable food policies.     

Time Variation in the Inflation Passthrough of Energy Prices

From Bayesian estimates of a vector autoregression that allows for both coefficient drift and stochastic volatility, we obtain the following three results. First, beginning in approximately 1975, the responsiveness of core inflation to changes in energy prices in the United States fell rapidly and remains muted. Second, this decline in the passthrough of energy inflation to core prices has been sustained through a recent period of markedly higher volatility of shocks to energy inflation. Finally, reduced energy inflation passthrough has persisted in the face of monetary policy that became less responsive to energy inflation starting around 1985.     

基于随机森林的基金评级模型选择

首先汇集基金常用评价指标,建立一个统一的基金评级指标体系;其次利用随机森林建立基金评级模型;最后通过实验验证了该方法的有效性和优越性．本研究将为投资者提供一个投资决策的优良工具．     

变量编程在数控加工中的应用

当前,我国的数控机床系统仍然以中、低档为主,内存容量较小,如何使加工程序变得简洁、灵活,对于加工规则的曲面来说．具有十分重要的现实意义。文章通过介绍FANUC-01和SIEMENS-802D两种数控系统在数控车、铣削加工中变量编程的实例．希望能为从事数控加工与编程的人员提供一些借鉴。     

女裤裆部结构的回归方程及数字化研究

随着服装数字化工程建设的不断深入,实现三维廓型与二维板型的转换是三维服装CAD中的关键技术.本文选取女裤板型为研究对象,从人体着装后腰腹臀对裤装裆部结构产生影响的角度,探索女裤裆部板型与着装后廓型的线性关系.通过样衣实验建立板型数据库和着装廓型数据库,运用数理统计学软件得出女裤裆部关键参数之间线性回归关系,从而在线性回...     

中国省际贸易网络的特征及影响因素——基于铁路货运流量数据及指数随机图模型的分析

省际贸易对于中国应对国际贸易不确定性风险,尤其是中美贸易摩擦的冲击、促进全国经济增长具有重要影响。然而,关于省际贸易网络的研究却很薄弱。本文从网络分析的角度,基于2015年省际铁路货运量数据,分析了中国省际贸易的网络特征,并使用指数随机图模型分析了省际贸易网络的影响因素。结果表明,省际贸易网络覆盖范围广且层次分化明显,省际贸易流向及规模不平衡;在省际贸易网络中,已形成了华北及东北子网络、华东及华中子网络、华南及西南子网络、西北子网络;各省区市的省内贸易、煤炭生产量、四大区域战略、各省区市之间的空间距离等因素对省际贸易网络具有不同的影响。因此,我们要善于利用其中的积极影响因素,控制消极影响因素,促进省际贸易网络发展,为增强经济增长的内生动力、实现高质量发展做出积极贡献。