基于RBF神经网络的股票价格预测

由于股票的价格是非线性的时间序列,文章提出了基于RBF神经网络的个股价格预测模型,该模型优于传统的股市技术分析方法,又避免了BP算法容易陷入局部极小点和收敛速度慢的缺点。根据实验的仿真结果显示,该模型对于个股价格的短期预测效果较好。     

Optimal audit policies with correlated types

Summary. We propose a version of Townsends [17] model of costly audits where the agents types are correlated. Audits are used because agents have a limited ability to bear risk so that the Full Surplus Extraction (FSE) scheme á la Crémer and McLean [5,6] and McAfee and Reny [13] are suboptimal. It is shown that Townsends result is a special case of our model when agent types are uncorrelated. The performed numerical simulation of the model using two agents and two types offers interesting insights into what we call the Townsend Ridge. Indeed, the optimal contract which specifies wages to be paid and the audit strategy are remarkably different from one side of the ridge to the next. The observed discontinuity at the ridge reflects a discreet change from a single to a dual audit policy.Received: 11 November 2002, Revised: 10 September 2003JEL Classification Numbers: C63, D82.Correspondence to: M. Martin BoyerWe wish to thank seminar participants at the CEA-Toronto, SCSE-Montréal and WCES-Seattle meetings for discussions and comments on an earlier version of the paper, as well as an anonymous referee for this journal. This paper was financially supported by an Emerging Scholar grant from the American Compensation Association, and by the Fonds FCAR-Québec. The continuing financial support of CIRANO is also appreciated. We remain responsible for any error.     

Standardization of Variables and Collinearity Diagnostic in Ridge Regression

Ridge estimation (RE) is an alternative method to ordinary least squares when there exists a collinearity problem in a linear regression model. The variance inflator factor (VIF) is applied to test if the problem exists in the original model and is also necessary after applying the ridge estimate to check if the chosen value for parameter k has mitigated the collinearity problem. This paper shows that the application of the original data when working with the ridge estimate leads to non‐monotone VIF values. García et al. (2014) showed some problems with the traditional VIF used in RE. We propose an augmented VIF, VIF_R(j,k), associated with RE, which is obtained by standardizing the data before augmenting the model. The VIF_R(j,k) will coincide with the VIF associated with the ordinary least squares estimator when k = 0. The augmented VIF has the very desirable properties of being continuous, monotone in the ridge parameter and higher than one.     

新疆环境污染影响因素分析

本文的研究目的在于分析新疆环境污染状况,寻找影响新疆环境污染的主要因素.首先对新疆环境污染状况进行综合评价,然后在此基础上建立回归模型分析影响环境质量的各种因素,研究结果表明,城市化进程、工业结构、环保科技和对外贸易对新疆的环境污染有着显著的影响.其中,对外贸易对环境污染的影响最为明显.     

河北坝上沙尘暴危害的环境经济思考

保护好北京、天津等大中城市,使之免受沙尘暴的侵害,河北省坝上地区的生态环境保护尤为重要。本文针对河北省坝上地区生态环境破坏,加重风沙侵害大中城市的状况,用环境经济学的基本原则、观点简单分析沙尘暴形成的环境经济原因,提出了通过征收沙尘暴防治费和补偿费来缓解防治和保护资金的不足,从而更好的来防治沙尘暴。     

我国FDI流入量中热钱规模的估算

对近年来流入我国FDI中的热钱进行了估算:将样本区间划分为FDI流入正常年份和异常年份,选取11个指标,使用岭回归方法对正常年份的FDI流入量建立线性模型;通过chow检验方法发现对两个阶段的划分是合理的;运用模型对2005～2007年FDI正常流入量进行测算得到FDI流入量中热钱的数量分别为1358.413亿、627.227亿、4576.014亿元人民币,按当年汇率折算约为166亿、79亿、602亿美元。     

鄂尔多斯盆地马岭地区南部长8储层油气成藏与富集规律

马岭地区南部上古生界油气资源潜力大,已成为鄂尔多斯盆地重要的勘探目标。基于地质特征与开发现状的研究基础,通过测试分析资料统计结果,分析该区长8油藏的油气富集规律。结果表明,该区长8油藏分布与长7烃源岩发育的厚度有关,储油砂体主体带清晰,油气聚集受储层物性和沉积相的控制,小范围内也可能受构造控制,其次还与孔隙结构和润湿性有关。     

气井出砂对涡流工具携液能力的影响

为分析气井出砂对涡流工具携液能力的影响情况,针对气井井底积液以及井筒中存在固体杂质的问题,提出了一种气井中涡流工具携液携砂的三相流模型。通过对气井含砂与不含砂的情况进行模拟,分析了不同条件下涡流工具的携液作用,得到了气井出砂对液相流动规律、体积分数、速度分布的影响情况。结果表明:出砂量为10%的情况下,气井含砂有利于气井携液。气井含砂使运动阻力增加,液相的运动速度减小,轴向速度分布不规律,紊流程度增强,从而使运动更加复杂,气井对液体的携带作用增强;气井含砂使液相的运动速度减小且分布不规律。研究结果对进一步完善涡流工具的排水采气机理、提升气井的携液携砂效果具有参考价值。     

基于绿色供应链的报废汽车企业绩效评价研究

本文基于绿色供应链理念,以A企业为代表的报废汽车回收公司为例,建立岭回归-BP神经网络企业绩效综合评价模型。首先采用岭回归分析法对指标进行筛选,再通过BP神经网络模型对筛选的指标进行仿真训练,并将实际结果与仿真结果进行对比评价,最终就企业存在的问题分别从3个层面提出相关建议。     

科尔沁沙地退耕还林还草的生态效应分析——以通辽市奈曼旗为例

利用2000年、2002年和2004年三期遥感影像获得奈曼旗土地利用数据,并对各土地利用类型的相对生态价值进行模糊赋值,进而对其退耕还林还草的生态效益进行综合评价.研究结果表明:近5年奈曼旗退耕还林还草力度较大,退耕19620.16hm2,还林18578.37hm2,还草1041.79hm2,旗整体生态效应提高了2.8个百分点,退耕还林还草的贡献率达到28.17%,退耕还林还草生态效应显著.