资源禀赋视角下政府与企业互动行为演化分析

针对政府与企业资源的异质性,从资源禀赋的视角,对政府与企业互动的不同模式(随机合作型、政策驱动型、技术推动型、协作共赢型)的界定与分析,构建政府与企业互动行为的演化博弈模型,明确政府与企业在不同模式下的互动行为演化路径。研究结果表明:政府与企业不同互动模式存在显著差异,不同类型企业与政府之间的互动对应着某种互动模式;不同互动模式的产生和演化契合政企互动关系的发展历程;协作共赢型互动模式是政府与企业互动行为演化的高级阶段,有利于政府与企业形成紧密的合作,激发政府政策资源与企业技术资源的协同效应。     

重建极性连续统理论的基本定律和原理(Ⅱ)——微态连续统理论和偶应力理论

重建微态连续统理论和偶应力理论的动量和动量矩均衡定律以及能量守恒定律,并由这些定律自然地推导出相应的局部和非局部均衡方程。这些结果可由耦合型微极连续统理论过渡和归结而得到。把推导出的结果和传统的质量和微惯性守恒定律以及熵不等式结合在一起就构成微态连续统理论和偶应力理论的基本均衡定律和方程体系。还弄清了以前的各种连续统理论的不完整性层次。最后,给出了几种特殊情形。     

随机时滞教学系统的最优习得策略

认识非线性随机时滞现象的内在机理、运演性态和掌握其内在规律己成为当今非线性随机动力学理论分析与数值分析的重要主题.基于教学论、自组织理论和非线性随机时滞动力学等理论及其有关研究成果,构建教学系统的非线性随机时滞Logistic模型,寻求教学系统的演化规律,并在此基础上研究教学系统的最优习得策略和提出相应教学建议,期望能促进教学系统有序发展;同时,也期望能促使教学论与非线性随机动力学等理论"联姻",拓展与丰富教学论的研究领域,为教学论研究提供一个新的学科视角的支持与论证.     

PM2.5扩散模型及预测研究

以武汉为例,以高斯扩散模型为基础研究PM2.5的扩散与衰减规律,充分考虑影响PM2.5扩散的因素,分析地面与建筑物边界反射、干沉积、雨洗湿沉积及湿度的影响,逐步改进高斯扩散模型,并引入时间t,计算当点源持续污染情况下,污染源上风和下风L公里处的浓度.通过数值仿真,得到距污染源下风向距离一定条件下污染扩散浓度的分布规律,预估突发情形下PM2.5的扩散距离及安全区域,结合三维图及平面图分析危险区及安全区.最后,结合小波理论及神经网络理论,提出小波神经网络的结构及算法,并通过Matlab实现了对PM2.5值的预测,并取得较高的预测拟合度.     

The vibration and stability of non-homogeneous orthotropic conical shells with clamped edges subjected to uniform external pressures

In this paper an analytical procedure is given to study the free vibration and stability characteristics of homogeneous and non-homogeneous orthotropic truncated and complete conical shells with clamped edges under uniform external pressures. The non-homogeneous orthotropic material properties of conical shells vary continuously in the thickness direction. The governing equations according to the Donnell’s theory are solved by Galerkin’s method and critical hydrostatic and lateral pressures and fundamental natural frequencies have been found analytically. The appropriate formulas for homogeneous orthotropic and isotropic conical shells and for cylindrical shells made of homogeneous and non-homogeneous, orthotropic and isotropic materials are found as a special case. Several examples are presented to show the accuracy and efficiency of the formulation. The closed-form solutions are verified by accurate different solutions. Finally, the influences of the non-homogeneity, orthotropy and the variations of conical shells characteristics on the critical lateral and hydrostatic pressures and natural frequencies are investigated, when Young’s moduli and density vary together and separately. The results obtained for homogeneous cases are compared with their counterparts in the literature.     

Financial Risk Modelling and Econometric Inference

In finance, the explicit modelling of uncertainty takes on a particularly important role. The values of financial derivatives increase in the return volatility of the underlying security. This notion requires a concept of volatility and hence uncertainty. In addition, the choice between modelling in discrete and continuous time is not arbitrary, since it corresponds to a distinction between incomplete and complete markets, respectively, and this distinction matters for asset pricing, financial risk modelling, and inference. Risk and volatility are closely connected, and implied volatility, volatility forecasting, volatility in term structure models, stochastic volatility, and portfolio analysis are considered and related to a more general interplay between cross-sectional and dynamic aspects in finance. Stocks, bonds, and options are considered and placed in the context of efficiency and separation in inference.     

A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics

Pareto distributions are very flexible probability models with various forms and kinds. In this paper, a new bivariate Pseudo-Pareto distribution and its properties are presented and discussed. Main variables, order statistics and concomitants of this distribution are studied and their importance for risk and reliability analysis is explained. Joint and marginal distributions, complementing cumulative distributions and hazard functions of the variables are derived. Numerical illustrations, graphical displays and interpretations for the obtained distributions and derived functions are provided. An implementation example on defaultable bonds is performed.     

Primitivity and Local Primitivity of Digraphs and Nonnegative Matrices

The article surveys the main results on the primitivity and local primitivity of digraphs and matrices from the inception of this research area in 1912 by now. We review the universal and special criteria for primitivity and local primitivity as well as universal and special bounds on the exponents and local exponents of digraphs and matrices. We describe some cryptographic applications of this mathematical apparatus for analyzing the mixing properties of block ciphers and keystream generators. The new promising research directions are formulated in the study of primitivity and local primitivity of digraphs and matrices.     

基于投人产出分析的中国能源消费分行业碳排放系数因素分解

采用投入产出分析法,结合部门能源消费数据,从最终需求的角度评估和计算了中国1997年、2002年和2007年的碳排放量、碳排放系数、直接碳排放系数和完全碳排放系数.研究结果表明,金属冶炼及压延加工业、燃气生产和供应业、非金属矿物制品业、电力、热力的生产和供应业、水的生产和供应业以及煤炭开采和洗选业的直接碳排放系数历年均是最高的,能源强度是影响这些行业直接碳排放系数变化的主要因素;金属冶炼及压延加工业、非金属矿物制品业、金属制品业、化学工业、电力、热力的生产和供应业、水的生产和供应业以及煤炭开采和洗选业的完全碳排放系数历年均居前列,中间产品投入和能源强度是影响完全碳排放系数变化的主要因素.针对实证结果,现阶段我国节能减排的重点方向在于调控金属冶炼及压延加工业、化学工业等高碳排放行业,并通过提高能源效率、调整产业结构及优化能源结构来达到降低碳排放系数的目的.     

考虑横纵向一体化的港航联盟的收益模型

随着港航业竞争的加剧,港口间的联盟与合作、港口与航运企业纵向一体化不断发展。尤其是,航运企业以收购或投资模式参与港口间的资源整合,形成了更为复杂的港航混合联盟。针对港口间的资源整合与竞争、航运企业与港口一体化等因素,构建港航混合联盟模式的收益模型,对比分析在区域港口竞争模式和港航混合联盟模式下港口和航运企业的收益变化,揭示地理位置、内陆运输成本、航运企业投资效果等因素的作用。结果表明,港航混合联盟模式能够实现整合港口和航运企业的双赢。同时,当港口与内陆的集疏运基础设施薄弱、航运企业的影响力较大时,非合作港口也会受益,此时港航横纵向混合联盟模式有利于推动整个区域港口经济的发展。     

科技创新投入影响经济增长的内在机制——基于中国实际经济运行的经验证据(1978-2005)

科技创新是促进经济增长的源泉和转变经济增长方式的关键,那么科技创新投入对经济增长是否存在积极影响?本文运用时间序列方法,在4变量系统内检验了我国科技创新投入与经济增长的内在关系,实证结果显示:①经济增长和固定资本投资、劳动投入、科技创新投入之间存在着长期均衡的协整关系;②科技创新投入对经济增长具有Granger影响,科技创新投入增加会导致经济增长;③在1-15年滞后期内,科技创新投入对经济增长的短期冲击为正向效应。在实证基础上,进一步分析了科技创新投入对经济增长的作用机理和路径依赖,并由此得出相关结论与政策建议。     

On Ordered Semigroups Which are Semilattices of Simple and Regular Semigroups

We characterize the ordered semigroups which are decomposable into simple and regular components. We prove that each ordered semigroup which is both regular and intra-regular is decomposable into simple and regular semigroups, and the converse statement also holds. We also prove that an ordered semigroup S is both regular and intra-regular if and only if every bi-ideal of S is an intra-regular (resp. semisimple) subsemigroup of S. An ordered semigroup S is both regular and intra-regular if and only if the left (resp. right) ideals of S are right (resp. left) quasi-regular subsemigroups of S. We characterize the chains of simple and regular semigroups, and we prove that S is a complete semilattice of simple and regular semigroups if and only if S is a semilattice of simple and regular semigroups. While a semigroup which is both π-regular and intra-regular is a semilattice of simple and regular semigroups, this does not hold in ordered semigroups, in general.     

Children's strategy use and interpretations of mathematical representations

This is a summary of research, from an information processing perspective, of children's interpretation and use of strategies and representations for place value, subtraction and addition in the first three years of school. Representations are defined broadly to include concrete embodiments of numbers, symbols for numbers and operations, and combinations of the latter in number sentences and algorithms. The objective was to assess the value and limitations of the use of representations in early mathematics learning and teaching and hence to identify, describe and examine critically some of the strategies and representations that children and teachers use in early mathematics. Children generally chose to use verbal and mental strategies in preference to formal algorithms, and did not want to use analogs unless they could not perform the task in any other way. The latter preference is explained on the basis of the extra demand that use of analogs adds to the cognitive process unless they are used automatically.     

The Effectiveness of Schoolyards as Sites for Elementary Science Instruction

This study compared the impacts of traditional classroom and outdoor schoolyard instruction on the environmental science content knowledge and attitudes of 285 third‐ and fourth‐grade students. A modified Solomon Four Group design, including control, classroom treatment, and schoolyard treatment groups, was used. Both the indoor classroom and outdoor schoolyard treatments consisted of corresponding 10‐day units focusing on plant and animal ecology. Valid and reliable content knowledge and attitude assessments were administered before and after instruction. Analyses of variance and post hoc analyses of posttest scores and gain scores indicated that elementary students learned significantly more about selected environmental science topics through outdoor schoolyard experiences than through traditional indoor classroom experiences. Both classroom and schoolyard treatment groups developed more positive environmental attitudes as a result of instruction, but the attitude posttest and gain scores of these two groups were not significantly different from each other.     

沪深股票市场之间波动性影响关系研究

以对沪深两市波动性指标的解构分析为基础,给出了基于GRACH模型、Granger模型的综合运用,同时引入协整检验和误差纠正机制的均衡分析方法,对沪深两市的波动相关性进行实证分析和模型检验,系统性揭示了沪深两市波动性的关键特征和沪深两市波动互相影响的因果规律,为基于沪深两市金融资产的定价和风险管理奠定了基础.     

排列组合中一类分组分配问题的统一球盒模型

本文研究了排列组合中一类分组分配问题,形式化成三个球盒模型,引入三个符号既表示这三种模型又表示模型对应的方案数.三模型可以统一快捷地解答平均分组和不定向分配等问题,为实际应用的分析理解和解答带来方便.     

Developing teacher content understanding by integrating pH and logarithms concepts

Logarithms are notorious for being a difficult concept to understand and teach. Research suggests that learners can be supported in understanding logarithms by making connections between mathematics and science concepts such as pH. This study investigated how an integrated chemistry and mathematics lesson impacted 29 teachers’ understanding of the logarithmic relationship and pH. Pre- and post-test data indicated 23 teachers improved their understanding of logarithms and 28 improved their understanding of pH, suggesting that teacher educators in both science and mathematics context can use this approach to foster better understanding with their teachers and ultimately school students. Our analysis also identified professional development components and teacher characteristics associated with gains in understanding of pH and logarithms, which mathematics and science teacher educators can use to strategically adapt and implement the lesson within other teacher education settings.     

Use of stochastic and mathematical programming in?portfolio theory and practice

Standard finance portfolio theory draws graphs and writes equations usually with no constraints and frequently in the univariate case. However, in reality, there are multivariate random variables and multivariate asset weights to determine with constraints. Also there are the effects of transaction costs on asset prices in the theory and calculation of optimal portfolios in the static and dynamic cases. There we use various stochastic programming, linear complementary, quadratic programming and nonlinear programming problems. This paper begins with the simplest problems and builds the theory to the more complex cases and then applies it to real financial asset allocation problems, hedge funds and professional racetrack betting. This paper is based on a keynote lecture at the APMOD conference in Madrid in June 2006. It was also presented at the London Business School. Many thanks are due to APMOD organizers Antonio Alonso-Ayuso, Laureano Escudero, and Andres Ramos for inviting me and for excellent hospitality in Madrid. Thanks are also due to my teachers at Berkeley who got me on the right track on stochastic and mathematical programming, especially Olvi Mangasarian, Roger Wets and Willard Zangwill, and my colleagues and co-authors on portfolio theory in finance and horseracing, especially Chanaka Edirishinge, Donald Hausch, Jarl Kallberg, Victor Lo, Leonard MacLean, Raymond Vickson and Yonggan Zhao.     

Peters type polynomials and numbers and their generating functions: Approach with p‐adic integral method

The aim of this paper is to introduce and investigate some of the primary generalizations and unifications of the Peters polynomials and numbers by means of convenient generating functions and p‐adic integrals method. Various fundamental properties of these polynomials and numbers involving some explicit series and integral representations in terms of the generalized Stirling numbers, generalized harmonic sums, and some well‐known special numbers and polynomials are presented. By using p‐adic integrals, we construct generating functions for Peters type polynomials and numbers (Apostol‐type Peters numbers and polynomials). By using these functions with their partial derivative eqautions and functional equations, we derive many properties, relations, explicit formulas, and identities including the Apostol‐Bernoulli polynomials, the Apostol‐Euler polynomials, the Boole polynomials, the Bernoulli polynomials, and numbers of the second kind, generalized harmonic sums. A brief revealing and historical information for the Peters type polynomials are given. Some of the formulas given in this article are given critiques and comments between previously well‐known formulas. Finally, two open problems for interpolation functions for Apostol‐type Peters numbers and polynomials are revealed.     

负债代理冲突下企业投融资互动行为的实物期权分析

准确分析企业投融资之间的互动关系,实现两种决策的协同,有助于提高企业决策效率和项目价值.通过把项目融资政策内生到投资决策的实物期权模型中,构建基于股东价值最大化和企业价值最大化的投融资决策互动模型,得到两种情形下的投融资决策临界点和期权价值,并借助数值分析负债代理冲突对企业投融资行为的影响.研究结果表明,负债融资既可能引发过度投资问题,也可能抑制投资.这种非效率投资将相应地提高负债融资的成本,对企业的负债融资产生抑制作用.