坡岗地涝渍治理与水土保持

针对黑龙江省坡岗地涝渍和水土流失对农业经济可持续发展的影响，建议采取等高截、分流和拦蓄地表水，增加地下渗蓄能力，发展地下排水，水安全下山等工程措施，与等高耕作、少耕、免耕、种草、植树、秸秆还田等非工程措施结合，因地制宜组装“草槽林堤，沟管洞缝”为主的综合治理模式，实现涝渍治理与水土保持统一，发挥明显的社会、生态、经济效益。     

梨树微喷灌节水试验研究

微喷灌是目前梨园较好的节水灌溉方式，它弥补和克服了滴灌和喷灌在果园应用中的许多弊病。节水试验表明微喷灌在节水，改善土壤物理性质，枝叶、树冠、根系发育以及产量和单果重等方面都优于管畦灌和传统漫灌。     

城市房屋拆迁补偿二叉树期权定价模型

房屋拆迁的补偿定价在关系人之间存在争议,导致拆迁项目进度迟缓。因此,对北京市海淀区永安路东南角城中村环境整治项目中的拆迁实例进行实证分析。首先,构建了城市房屋拆迁补偿二叉树实物期权定价模型,然后进行了拆迁补偿价格实证分析,并与政府实际货币补偿进行比较,验证了现行政府拆迁补偿价格的不合理性。最后,从求解结果、决策角度、方法设计和不确定性四个方面总结了城市房屋拆迁补偿二叉树实物期权定价模型的先进性。     

Pricing Geometric Asian Options under the CEV Process

Abstract

This paper discusses the pricing of geometric Asian options when the underlying stock follows the constant elasticity of variance (CEV) process. We build a binomial tree method to estimate the CEV process and use it to price geometric Asian options. We find that the binomial tree method for the lognormal case can effectively solve the computational problems arising from the inherent complexities of geometric Asian options when the stock price follows the CEV process. We present numerical results to demonstrate the validity and the convergence of the approach for the different parameter values set in the CEV process.     

Option pricing with the control variate technique beyond Monte Carlo simulation

Although mostly used alongside Monte Carlo simulation, the control-variate (CV) technique can be applied to other numerical algorithms in option pricing. This paper studies the conditions under which a numerical method (simulation-based or not) can benefit from the CV technique and what approximators can serve as CVs. We demonstrate the ideas with Carr and Madan’s Fourier transform-based algorithm, convolution-based pricing algorithms, and classic binomial trees. Numerical results are provided to show that the CV-enhanced versions are more efficient than the original algorithms.     

脚手架施工安全事故模式研究

针对脚手架事故频发造成众多人员伤亡和重大经济损失这一问题,运用事故树分析法阐述导致脚手架事故的原因,找出预防事故的关键途径,从而减少事故的发生。以最小割集、最小径集、结构重要度对事故树进行定性、定量评价;采用灰色关联分析法对各种倾覆、坍塌事故模式进行识别;分析脚手架系统的薄弱环节,对影响事故的各种因素及其逻辑关系做出全面的阐述,为最大限度地预防脚手架事故发生及人员伤亡提供重要的理论依据。     

企业信用抉择经济模型探讨

良好的企业信用是企业自身的无形价值,在竞争日益激烈的今天,企业竞争不仅仅只是硬实力方面的较量,基于企业文化软实力的企业信用也十分关键。本文运用决策树原理,建立了企业信用抉择经济模型并探讨了影响因素。     

构建“人才树”工程 助推医学人才成长——江苏省无锡市第二人民医院实施人才培养的实践与初步成效

人才是医院发展的核心竞争力。江苏省无锡市第二人民医院遵循医学人才成长周期久、成熟慢的特性,创新性地构建了医院"人才树"工程,以"基底——树干——树冠"的形象模式分类培养,对应人才成长的不同阶段要求,形成了医学人才整个职业生涯的培养规划,在实践中逐步探索出了一条符合医院情况、独具特色的人才建设之路,为医院可持续发展提供有力保障和创新动力。     

基于改进的SVM的交通信息融合方法研究

在对交通数据特性分析的基础上,提出基于改进的SVM多源交通信息融合算法。首先,在分析了传统SVM不足的基础上,提出了决策树-支持向量机算法(Decision TreeMethod-SupportVector Machines,DTM-SVM)。其次,对DTM-SVM多源信息融合算法的模型及其流程进行了研究,建立了DTM-SVM的分层结构模型。最后,经过实际数据测试,证明了该方法的高效性和实用性。     

Decision trees unearth return sign predictability in the S&P 500

Technical trading rules and linear regression models are often used by practitioners to find trends in asset returns. However, these models typically neglect interaction terms between the lagged daily directional movements. We propose a decision tree forecasting model that has the flexibility to capture arbitrary interaction patterns. To study the importance of interaction terms, we construct a binary Markov process with a deterministic component that cannot be predicted without interaction terms between the lagged directional movements. We show that some tree based strategies achieve trading performance significant at the 99% confidence level on the S&P 500 over the past 20 years, after adjusting for multiple testing. The best strategy breaks even with the buy-and-hold strategy at 21 bps in transaction costs per round trip. A four-factor regression analysis shows significant intercept, and correlation with the market. The directional predictability is strongest during the bursts of the dotcom bubble, financial crisis, and European debt crisis. The return sign predictability during these periods confirms the necessity of interaction terms to model daily returns.