江苏沿海滩涂开发的投融资机制研究

分析了江苏沿海滩涂开发面临的投融资环境状况,剖析了环境状况欠佳的原因。构建了江苏沿海滩涂开发的投融资机制基本框架,包括政府财政、金融市场信贷、土地使用权出让3种传统的投融资方式,以及组建江苏沿海开发银行、资本市场融资、项目融资、金融产品创新融资、国际资本融资5种创新的投融资方式。     

径向井压裂激活天然裂缝模型研究

径向井压裂技术是在主井眼钻出径向井的基础上再实施压裂,是一种新型的非常规储层改造技术.针对径向井穿过天然裂缝后,天然裂缝对裂缝起裂的影响开展研究,建立径向井压裂激活天然裂缝解析模型,分析天然裂缝位置、倾角、方位角以及储层地应力状态对裂缝起裂的影响.结果表明:随天然裂缝与主井筒距离增大,天然裂缝拉伸激活压力显著增大,剪切激活压力变化较小;随天然裂缝倾角增大,天然裂缝激活压力增大,方位角对激活压力无影响;正断层和逆断层地应力状态下,天然裂缝容易激活;走滑断层地应力状态下,天然裂缝较难激活.研究成果为径向井压裂技术在含天然裂缝储层推广应用打下了基础.     

NONLINEAR FORECASTING OF THE GOLD MINER SPREAD: AN APPLICATION OF CORRELATION FILTERS

This paper models and forecasts the Gold Miner Spread from 23 May 2006 to 30 June 2011. The Gold Miner Spread acts as a suitable performance indicator for the relationship between physical gold and US gold equity. The contribution of this investigation is twofold. First, the accuracy of each model is evaluated from a statistical perspective. Second, various forecasting methodologies are then applied to trade the spread. Trading models include an ARMA (12,12) model, a cointegration model, a multilayer perceptron neural network (NN), a particle swarm optimization radial basis function NN and a genetic programming algorithm (GPA). Results obtained from an out‐of‐sample trading simulation validate the in‐sample back test as the GPA model produced the highest risk‐adjusted returns. Correlation filters are also applied to enhance performance and, as a consequence, volatility is reduced by 5%, on average, while returns are improved between 2.54% and 8.11% across five of the six models. Copyright © 2013 John Wiley & Sons, Ltd.     

基于径向基函数网络的工程项目风险评估研究

工程项目风险评估是工程项目风险管理中的一个重要环节,受到了人们特别的重视。本文通过考虑输入———输出扩展矢量的方式改进了应用广泛的HCM算法。评估实例表明改进的HCM算法可以获得更好的评估效果,提升了RBF网络评估工具的价值。     

A RADIAL BASIS FUNCTION APPROACH TO EARNINGS FORECAST

The fundamental management problem of decision making in a climate where future values of important variables are unknown and can at best be estimated using traditional statistical techniques is addressed. The incorporation of forecast models into management decision‐support systems is critical for the overall success of organizational accounting information systems, where managers require confidence in the information that they use. The neural network paradigm has been described as a promising nonparametric approach, negating the required, and sometimes restrictive, statistical assumptions. The application of the neural network paradigm to the area of earnings forecasting is presented. A radial basis function (RBF) approach is developed and tested empirically using data from the Hong Kong Hang Seng 100 Index and macroeconomic data, mimicking an actual business valuation/forecast exercise. Results show that the RBF approach is superior to regression and financial analysts in earnings forecast. Copyright © 2012 John Wiley & Sons, Ltd.     

Estimation of the intensity of a Poisson point process by means of nearest neighbor distances

A new unbiased consistent asymptotically normal estimator U _k of the intensity λ of a stationary multivariate Poisson point process is exhibited. This estimate is based on a combination of the j -th nearest neighbor (possibly non Euclidean) distances ( j =1, ..., k ) to a single fixed site x . A simple closed form containing logarithmic terms is obtained for E ( U ^l _k )(0< l < k ).     

半线性Poisson方程径向解的一点注记

通过对半线性Poisson方程径向解存在性的研究,减弱了单位球上Δu=f（u）径向对称解存在的条件,并给出了方程在一般区域上有解的必要条件.     

低温作用下LNG预应力外罐的应力分析

本文对LNG预应力储罐进行了低温作用下的有限元分析,得出低温作用对LNG预应力储罐的影响,以及在不同温差作用下的预应力储罐的应力位移的变化和发展趋势。     

基于经理人特征的财务报告舞弊识别模型的改进研究——来自中国上市公司的实证检验

运用RBF神经网络模型,以我国证券市场上因披露虚假会计信息而遭到证监会或财政部处罚的上市公司为研究样本,根据聚类原理,采用留一法交叉验证,分别对已有研究成果总结的22个特征构建的财务报告舞弊识别传统模型和引入经理人特征并整合后的31个特征构建的财务报告舞弊识别改进模型进行检验,结果表明,从训练误差和预测精度两个参数来看,引入经理人特征后的改进模型较传统模型的舞弊识别能力有所提高。     

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。