基于中国黄金期货市场数据的GARCH族模型拟合及波动率预测效果评价

本文运用GARCH族模型对我国黄金期货市场波动进行拟合情况,并运用损失函数对GARCH,TGARCH,EGARCH三个模型的波动率预测精度进行比较。实证结果表明,对称的GARCH模型是描述市场波动性给出了很好的描述,能够对投资者,特别是我国黄金生产企业在市场风险度量与预测以及投资决策时有所帮助。     

基于生成率法的交通生成预测分析

本论文对城市土地开发交通生成预测方法进行了分析,介绍了生成率法和选用类似项目调查时的影响因素分析,并将其实际应用于南昌桌一城市建设项目的交通生成预测．最后针对该方法提出了一些建议。     

基于RBF神经网络的黄金价格非线性预测

在对黄金市场进行分析时,通常根据黄金价格数据自身特点选取合适的模型进行建模预测,但因黄金价格数据本身的非线性特征比较明显,模型的选取往往较为困难,预测精度不高。利用神经网络的特性,建立了RBF神经网络,有效地解决了模型选择不当的难题。实证表明,RBF神经网络建立的非线性模型预测精度较高。     

用简易模型预测连铸板坯的等轴晶率

据CAMP-ISIJ报道，川崎制铁进行了简易模型的开发。所提出的柱状晶／等轴晶转变条件（CET模型）如（1）式：     

基于高频数据的波动率与成交量动态关系研究

传统的价量分析都是从低频数据来分析股票市场上波动率、收益率与成交量之间的关系.基于高频数据,利用分位数回归并结合高频数据的波动率估计方法对高频数据中所呈现出的价量关系进行研究,并分析了股票价格跳跃过程所带来的跳跃方差与成交量之间的关系.实证分析表明:指数及个股收益率与成交量之间的关系并不显著;波动率、跳跃与成交量之间存在着显著相关的关系,个股的波动率与成交量之间的关系显著并呈现出正向相关关系,而指数的波动率与成交量之间呈现出一种负向关系,并且关系比较微弱;个股的成交量的改变会导致股票价格的跳跃方差的减小,而指数的成交量的改变则使得指数的跳跃方差增大.     

随机波动模型的参数估计方法

随机波动(SV)模型是研究金融收益率波动性的一种重要模型,但该模型没有精确的似然函数表达式,对其进行研究具有一定的挑战性.将近十几年来国内外学者提出的不同参数估计方法分为2类,讨论了各种方法的优缺点,并对其给予了评价.     

半自磨机最佳充填率的探讨

文章介绍了某铜矿Φ8.53×3.96m半自磨机实际混合充填率由18%增加到28%左右,处理量由200t/h增加到340t/h左右.按四维破磨理论分析,当实际混合充填率≤28%会产生钢球直接砸筒体衬板,造成处理量低,能耗极高.提出装钢球120t不变,实际混合充填率由28%增加到处理能力最大能源利用率最高的最佳实际混合充填率50%左右,其处理量又由340t/h增加到670t/h左右.半自磨用电单耗由实际混合充填率20%左右的14.6kWh/t下降到7.0kWh/t左右,节电50%以上.     

半无头轧制工艺下的精轧宽展预测

为了提高半无头轧制精轧宽展的预测精度，采用BP神经网络方法代替传统数学模型进行宽展预测，并采用改进的BP神经网络算法提高学习速度，与传统数学模型方法得到的预测精度作比较，结果表明采用此方法预测精度更优。     

基于HP滤波—AR模型—GARCH族模型对黄金价格预测研究

黄金作为一种特殊的贵金属,不仅其本身具有货币和商品的双重功能,而且对经济领域有着重要影响,因此预测黄金价格趋势对社会经济发展具有重要意义。文中提出了一种新的预测方法:首先采用HP滤波将时间序列分解为趋势要素序列和周期波动序列;然后针对不同序列的性质,对趋势要素序列采用自回归模型(AR)拟合预测,对周期波动序列采用ARMA-GARCH族模型拟合预测;最后将两个预测序列相加与原序列比较;预测结果在模型精度和范围上均令人满意。     

提高工业萘收得率的工艺参数优化

通过分析工业萘收得率低的原因,采取优化焦油蒸馏操作,用萘油清洗结晶机,改变混合油的利用方式和适当降低酚洗油含萘等措施,工业萘收得率提高1.34%,已取得很大的经济和社会效益。     

上海市工业固体废物产生量预测研究

通过各种常用的数学预测方法对上海市历年各行业的固体废物产生量进行分析预测，在此基础上，再依据上海市对各行业的宏观调控指南，对各预测值进行分析调整，结果显示，上海市2007年工业固体废物产生量将达1600×10^4t,2010年则近2000×10^4t，预测结果可以为上海市工业固体废物管理提供科学依据。     

上海市工业固体废物产生量预测研究

通过各种常用的数学预测方法对上海市历年各行业的固体废物产生量进行分析预测,在此基础上,再依据上海市对各行业的宏观调控指南,对各预测值进行分析调整,结果显示,上海市2007年工业固体废物产生量将达1600×104t,2010年则近2000×104t,预测结果可以为上海市工业固体废物管理提供科学依据。     

Forecasting generalized epileptic seizures from the EEG signal by wavelet analysis and dynamic unsupervised fuzzy clustering

Dynamic state recognition and event-prediction are fundamental tasks in biomedical signal processing. We present a new, electroencephalogram (EEG)-based, brain-state identification method which could form the basis for forecasting a generalized epileptic seizure. The method relies on the existence in the EEG of a preseizure state, with extractable unique features, a priori undefined. We exposed 25 rats to hyperbaric oxygen until the appearance of a generalized EEG seizure. EEG segments from the preexposure, early exposure, and the period up to and including the seizure were processed by the fast wavelet transform. Features extracted from the wavelet coefficients were imputed to the unsupervised optimal fuzzy clustering (UOFC) algorithm. The UOFC is useful for classifying similar discontinuous temporal patterns in the semistationary EEG to a set of clusters which may represent brain-states. The unsupervised selection of the number of cluster overcomes the a priori unknown and variable number of states. The usually vague brain state transitions are naturally treated by assigning each temporal pattern to one or more fuzzy clusters. The classification succeeded in identifying several, behavior-backed, EEG states such as sleep, resting, alert and active wakefulness, as well as the seizure. In 16 instances a preseizure state, lasting between 0.7 and 4 min was defined. Considerable individual variability in the number and characteristics of the clusters may postpone the realization of an early universal epilepsy warning. University may not be crucial if using a dynamic version of the UOFC which has been taught the individual's normal vocabulary of EEG states and can be expected to detect unspecified new states.     

中国股票期货市场与现货市场关系实证研究——基于沪深300股指期货与现货指数

中国股指期货市场与现货市场存在长期稳定的协整关系,现货市场对于期货市场具有一定的解释力度,现货指数的上涨是股指期货看涨的单向格兰杰原因.长期来看,股指期货市场对现货市场具有稳定的正向引导关系,并且对上海A股市场和深圳A股市场的影响有所区别的.     

Multivariate analysis of variance by multiple regression methods.

Discusses multivariate analysis of variance as a general case of familiar multiple regression analysis. A consequence of this approach is a unified treatment of multivariate analysis of variance which can be used by psychologists who are generally familiar with multiple regression approaches to univariate analysis of variance. It is suggested that the generality of the approach permits solutions consistent with any of the several available strategies for dealing with problems of unequal and disproportionate cell frequencies. Inherent in the multiple regression formulation is the otherwise not so obvious fact that univariate analysis of variance results are an integral part of the multivariate solution and that both are important for understanding complex data. Methods of interpreting multivariate analysis of variance results in complex factorial experimental designs are discussed. (32 ref) (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

上海黄金饰品零售行业调研分析

2001-2010年是黄金价格持续上涨的10年,也是上海黄金饰品零售行业飞速发展的10年.在上海黄金饰品行业协会的自律管理下,上海黄金饰品零售行业定价统一,在全国具有一定的影响力,但同时黄金饰品行业也面临来自行业内外的激烈竞争.介绍了上海黄金饰品零售行业的发展现状、行业特点,分析了该行业在发展中存在的问题,并提出了有关...     

A psychometric analysis of the Sexual Arousability Index.

The Sexual Arousability Index (SAI) assesses self-reported sexual arousal in women and was administered on four occasions to a group of normal sexually active women (n?=?57) and to another group undergoing surgical gynecologic treatment (n?=?66) that resulted in a predictable and clinical level of sexual dysfunction. These data were used for a psychometric analysis of the SAI. In terms of reliability, internal consistency estimates were in the .92–.96 range, and 4-month test–retest reliabilities ranged from .74 to .90. An evaluation of validity revealed both strengths and limitations of the SAI. The content analysis indicated that at least six domains are sampled, including seduction activities, body caressing, oral-genital and genital stimulation, intercourse, masturbation, and erotic media. To examine construct validity, we conducted a factor analysis that revealed a five-factor solution accounting for 85% of the variance. Furthermore, the factor solution was stable across groups and time, and the factors were sensitive to the occurrence of important behavior changes. The SAI, like other psychological measures, was poor in predicting a criterion (i.e., the occurrence of inhibited sexual excitement) concurrently or at the time of follow-up. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Validation of the Abstraction Index as a tool for content-effects analysis and content analysis.

How does the degree of abstractness (Abstraction Index) of a magazine article affect reader interest and satisfaction? 340 readers of a magazine were interviewed about readership and satisfaction of items read. 10 hypotheses were tested. Abstractness discourages persistence but favors satisfaction. The Abstraction Index is useful. (PsycINFO Database Record (c) 2011 APA, all rights reserved)     

火花放电原子发射光谱法分析镍基合金标准的对比和解析

近年来,美国材料与测试协会(ASTM)和日本工业标准(JIS)紧跟火花放电原子发射光谱分析镍基合金技术的发展,制定了该方法的分析标准。为适应发展需要,我国国家标准GB/T 38939—2020《镍基合金 多元素含量的测定 火花放电原子发射光谱分析法(常规法)》于2020年12月1日正式实施。通过对比上述3个标准的异同点,对新发布国家标准的内容进行解析,有助于标准使用者加深对标准的理解和认识。结果表明,与ASTM和JIS相应的标准相比,国家标准在仪器类型标准化和测量结果准确度方面规范更加详尽和全面;国家标准和JIS标准在仪器和分析条件的控制方面更加严谨;在样品制备和激发方面,建议国家标准尽快制定镍基合金的取样、制样标准方法;在各元素适用范围和使用波长以及对应干扰元素方面,国家标准和ASTM标准的规定各有千秋。