Early-warning analysis for currency crises in emerging markets: A revisit with fuzzy clustering

Currency crises, also often called balance-of-payment crises, occur when massive capital outflows force a country to devalue or float its currency. The world-wide integration of capital markets since the 1980s and 1990s has increased the degree of capital mobility, which also determined a substantial turbulence in foreign exchange markets and frequent currency crises. In this paper, we explore advanced supporting instruments for predicting currency crises, based on an empirical study of the currency crisis episodes in 23 emerging markets around the world during the second half of last century. More specifically, we investigate the usefulness of prediction models built based on the fuzzy c-means method. First we build clustering models that partition data into a certain number of overlapping natural groups. Thereafter, we classify the data clusters into early-warning clusters and tranquil clusters. We compare the performance of our models with a conventional c-means clustering model and a benchmark probit model. The results show that the proposed models achieve a similar level of out-of-sample performance as the probit model and c-means model. The fuzzy approach also introduces additional explanatory advantages into the early-warning analysis process. Copyright © 2010 John Wiley & Sons, Ltd.     

一种提高薄互层储集层分辨率的新方法

目前，薄储集层横向追综、对比的困难，在于薄互层结构的高频信息经地层吸收，采集和接收后变得很弱，甚至被强干扰掩没，从记录上很难对薄互层储集层作追踪对比。本文提出了一种在复数域提高地震记录分辨率的处理方法，实际资料处理表明；它既提高了地震记录的分辨率又不降低其信噪比，是一种既经济又理想的处理方法。     

世贸争端解决规则第21.5条的缺陷及改革

世界贸易组织关于争端解决规则与程序的谅解协议(简称DSU),是整个WTO司法程序最主要的法律依据,为解决国际贸易争端发挥了不可替代的作用。其第21.5条规定的对败诉成员裁决履行情况的复审规则,更是富有创新性的法律制度。然而实践表明,21.5条的规定不够成熟,存在好几处用语含义模糊不清与可操作性差的缺陷,影响到该条款作用的发挥。因此,需要进一步探讨未来如何通过修改立法对21.5条条文内容进行改革完善。     

基于GRA&BPNN的广西粮食产量预测研究

[目的]研究粮食产量的影响因素并以其相关性为基础预测粮食产量对实现广西粮食产业的"做强做优"具有重大意义。通常情况下粮食产量与种植技术发展水平、农田耕地面积、土地肥力、气候等诸多因素相关,但是在样本数据不足、数据间关联度不明显的情况下则无法采用回归分析、灰系统等常用预测方法。[方法]文章应用灰色关联分析方法得到水库水量、农田有效灌溉面积、第一产业从业人口、播种面积、除涝面积等5个与广西粮食产量关系最为密切的因子变量,同时取2004~2012年的数据作为学习、训练样本,以2013~2014年的数据为试报样本,并以此建立BP神经网络粮食预测模型。[结果]检验结果表明运用本模型预测粮食产量具有较高的精度和良好的泛化性。[结论]根据模型结果,该文提出提升广西粮食产业发展的可行性建议,即加强水库的管理、引导与粮食产业相关的产业、稳定粮食种植面积、加强洪涝灾害的防御和治理能力、推进农业信息化。     

TS模糊模型在个股股价预测中的应用研究

个股价格短期内的变化量一般可通过股票技术指标间接反映出来,且这些指标间有着一定的相关性;另外,股票价格模型具有Takagi-Sugeno(TS)模糊模型所研究问题的非线性、时变性特点,基于此,本研究将TS模糊模型与分析出的股票常用技术指标相结合进行股价预测。结果显示预测出的价格与股票实际价格近似一致,精度高,因此研究具有一定的实用价值。     

基于BASS模型的国内博客扩散模式研究

利用BASS模型对国内博客的扩散模式进行了探讨。梳理了博客的有关概念,简单介绍了BASS模型及其发展,利用博客规模统计数确定模型参数,并进行拟合检验。在此基础上,对中国未来博客规模的发展进行了预测。     

盾构的数值仿真分析

随着城市经济的发展,地铁等地下工程的施工越来越多,盾构施工使周边建筑物及管线的基础应力得到释放,或由于附加应力的影响引起地基下沉或隆起,这种变形对地面建筑物影响程度与有效间距、施工范围与建筑物间的土质情况等有关。     

清单模式下工程结算争议处理的策略研究

本文通过对工程量清单计价模式下工程结算中常见争议问题的阐述,进一步剖析了争议产生的原因,从计价规范和法律的角度提出了应对工程结算中争议问题的策略。     

Cross Validation Calibration Based Shrinkage – Revisited for the Construction of Prognostic Indices

The use of shrinkage methods for the construction of prognostic indices has been paid increasing attention in the literature on medical statistics in the last years. One approach for the construction of a shrinkage factor is cross validation calibration as suggested by van H ouwelingen and le C essie (1990). We investigate this approach in more detail. First we try to clarify why shrinkage factors constructed by cross validation calibration tend to be smaller than 1. Second we explain why use of this shrinkage factor can result in an improvement of the average prediction error. Third we investigate the possible gain for constellations relevant in medical research by means of a simulation study, focusing on the dilemma, that the improvement on average has to be paid by distinct deteriorations for some patients. Finally we conclude that it is necessary to rethink the choice of loss functions in constructing prognostic indices before recommendations about the use of shrinkage methods can be made.     

桥头深厚软基处理中低强度桩的应用分析

结合某桥头段桥头深厚软基处理的工程实例,探讨了低强度桩处理桥头软基的机理和设计思路。