北京市不同区县房价与地价关系研究:以海淀区、朝阳区和通州区为例

采用Granger因果检验法及文献资料法,对北京市三个区县房价地价关系进行分析,为房地产市场"分类调控"战略提供参考.研究发现:房价对地价关系上,海淀区、朝阳区和通州区房价增长均推动地价增长,但房价对地价的作用程度表现为海淀区大于朝阳区,朝阳区大于通州区;地价对房价关系上,通州区地价是房价的格兰杰原因,海淀和朝阳的地价均不明显作用于房价.基于对区域间差异的分析,海淀区应合理增加土地供应,朝阳区应尽量保持现有土地供应量,两区县均应调整住房供应结构,建设更多保障房和廉租房;而通州区应抑制区域房价持续增长的预期,杜绝投资投机性需求.     

基于灰色系统理论的新疆综合地价预测及影响因素分析

根据新疆维吾尔自治区2006-2010年综合地价,利用灰色预测理论及灰色关联理论,建立预测新疆综合地价的GM(1,1)预测模型并寻找影响新疆综合地价的主要因素,以期为控制综合地价提供科学依据.由模型结果我们可以得到,房地产价格指数与城镇化率是当前促使新疆综合地价上升的两个主要因素.预测结果显示,房价打压政策下,新疆综合地价短期内不会下跌,且仍会平稳上升.     

利用多项式的技巧替代摄动法

摄动法是矩阵理论中的常用方法,它利用连续函数的性质将一般矩阵问题的讨论转化为对非异阵的讨论.利用多项式理论中的相关技巧来替代摄动法,从而在很多矩阵问题的讨论中实现了完全代数化.特别地,这也说明了很多矩阵问题的结论在一般的域上也成立.     

基于VAR模型的我国房价与地价动态计量分析

文章选择1999~2008年全国土地交易价格指数和房屋销售价格指数的季度数据作为样本,通过单位根检验和协整检验的基础上建立VAR模型,借助脉冲响应函数和方差分解进行实证研究,对进一步规范土地市场和房地产市场秩序提出建议.研究结果表明:地价与房价存在长期互动机制,房价对地价的影响大于地价对房价的影响.     

论理想流体与线弹性结构的耦联振动

本文对理想流体与线弹性结构的耦联振动问题作理论分析和数值分析.文中证明了耦联振动的固有频率存在并且均为正实数.将流-固耦合系统分析转化为单一结构物在真空中的自由振动分析后,频率方程中不再含有流体变元.使问题得以大大简化.给出了数值解的收敛性证明,以保证解的可靠性.文中还综合里兹法、边界元和有限元方法,提出一种分析转化后结构的混合算法.利用该算法,只需对现有结构分析程序稍作改进,就可分析那些理想流场与结构的耦合问题.一些数例说明了算法的有效性.     

基于机器学习的土地估值方法

文章将基于互联网的区位信息和区域经济因素纳入土地评估,选取土地市场网“招拍挂”出让数据构建训练和测试样本,建立城市土地评估的回归、树、神经网络和深度学习四套模型,并对模型的预测能力和稳健性进行评价.研究表明,XGBoost估值效果最优,适用于不同类型用地.此外,文章发现土地基本属性、区位和宏观经济这三类因素均对土地估值有不可或缺的作用,其中监测地价和容积率上限的贡献度最大,说明宏观市场价格和可利用程度是最重要的影响因素.     

幂律速度运动表面上磁流体在驻点附近的滑移流动

从理论上研究了具有非线性延伸表面的磁流体在滑移流区的动量传输问题.通过Lie群变换把控制方程组转化为常微分方程组,利用同伦分析方法求得了问题的近似解析解.获得的级数解与文献中的数值解吻合得较好.另外,利用级数解分析滑移参数、磁场强度、速度比率参数、吸入喷注参数和幂律指数对流动的影响.结果显示这些参数对壁剪切力和边界层内流场有较大的影响.     

基于一个新的NCP函数的光滑牛顿法求解非线性互补问题

本文研究了非线性互补的光滑化问题.利用一个新的光滑NCP函数将非线性互补问题转化为等价的光滑方程组,并在此基础上建立了求解P0-函数非线性互补问题的一个完全光滑化牛顿法,获得了算法的全局收敛性和局部二次收敛性的结果.并给出数值实验验证了理论分析的正确性.     

一类线性约束变分不等式问题的幂罚函数法

本文研究了一类线性约束变分不等式(Ⅵ)的幂罚函数法求解问题.利用Ⅵ的KKT条件,将Ⅵ转化为等价的混合互补问题和一个新的Ⅵ问题,并在一定条件下分析了解的存在性和唯一性.利用度理论证明了幂罚方程组解的存在性与唯一性.由以上结果最终证明了幂罚函数法的收敛性,即幂罚方程组的解收敛于Ⅵ问题的解.     

一类修复不如新的可修复系统的可靠性分析

用增补变量的方法建立了在人为错误下修复不如新的两相同部件并联可修复系统.通过选取空间和定义系统算子,将模型方程转化成为了抽象Cauchy问题.然后利用线性算子半群理论研究了系统解的存在唯一性和渐近稳定性,进一步对系统的可用度做了比较分析.     

Quantile regression based on counting process approach under semi-competing risks data

In this paper, we investigate the quantile regression analysis for semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The estimation of quantile regression parameters for the non-terminal event is complicated. We cannot make inference on the non-terminal event without extra assumptions. Thus, we handle this problem by assuming that the joint distribution of the terminal event and the non-terminal event follows a parametric copula model with unspecified marginal distributions. We use the stochastic property of the martingale method to estimate the quantile regression parameters under semi-competing risks data. We also prove the large sample properties of the proposed estimator, and introduce a model diagnostic approach to check model adequacy. From simulation results, it shows that the proposed estimator performs well. For illustration, we apply our proposed approach to analyze a real data.     

研究与开发投资的多阶段实物期权分析

本文结合技术不确定性和现金流不确定性及专利保护 ,将 R& D项目划分为 R& D阶段和新产品商业化阶段 ,运用实物期权法 ,对 R& D项目进行分析 .由动态规划方法推倒出有关项目价值评估和投资期权评价的方程式 ,并作相应典型数值分析 .     

Running waves and dynamical chaos in active media: A numerical study

In the framework of a self-similar problem, we numerically analyze the onset of solutions in the form of running waves in excitable and oscillating active media. We show that the passage to the solution in the form of a running wave occurs through cascades of bifurcations responsible for the development of chaotic dynamics in nonlinear dissipative systems of differential equations.     

中国房价形成机制的实证研究

构建了房地产市场的供求模型和均衡价格模型,引入商品房销售价格、销售面积、施工面积等9个变量,建立相应的联立方程组,对房地产价格形成机制进行了研究.研究结果表明：房地产的价格很大程度上受到居民收入、利率、以及土地价格的影响,相对而言居民收入和利率的影响最为明显.同时,居民对房地产的潜在需求和有效需求间的差距较大.目前相关部门应更加关注房地产市场有效需求的规模,并适当调整利率、土地供给等,从而保证房地产市场的稳定发展.     

Real and financial interacting markets: A behavioral macro-model

In the present paper we propose a model in which the real side of the economy, described via a Keynesian good market approach, interacts with the stock market with heterogeneous speculators, i.e., optimistic and pessimistic fundamentalists, that respectively overestimate and underestimate the reference value due to a belief bias. Agents may switch between optimism and pessimism according to which behavior is more profitable. To the best of our knowledge, this is the first contribution considering both real and financial interacting markets and an evolutionary selection process for which an analytical study is performed. Indeed, employing analytical and numerical tools, we detect the mechanisms and the channels through which the stability of the isolated real and financial sectors leads to instability for the two interacting markets. In order to perform such analysis, we introduce the “interaction degree approach”, which allows us to study the complete three-dimensional system by decomposing it into two subsystems, i.e., the isolated financial and real markets, easier to analyze, that are then linked through a parameter describing the interaction degree between the two markets. We derive the stability conditions both for the isolated markets and for the whole system with interacting markets. Next, we show how to apply the interaction degree approach to our model. Among the various scenarios we are led to analyze, the most interesting one is that in which the isolated markets are stable, but their interaction is destabilizing. We choose such setting to give an economic interpretation of the model and to explain the rationale for the emergence of boom and bust cycles. Finally, we add stochastic noises to the optimists and pessimists demands and show how the model is able to reproduce the stylized facts for the real output data in the US.     

On the formal points of the formal topology of the binary tree

 Formal topology is today an established topic in the development of constructive mathematics and constructive proofs for many classical results of general topology have been obtained by using this approach. Here we analyze one of the main concepts in formal topology, namely, the notion of formal point. We will contrast two classically equivalent definitions of formal points and we will see that from a constructive point of view they are completely different. Indeed, according to the first definition the formal points of the formal topology of the real numbers can be indexed by a set whereas this is not possible according to the second one. Received: 23 May 2000 / Published online: 12 July 2002     

Integrating stochastic programming and decision tree techniques in land conversion problems

This paper is concerned with gradual land conversion problems, placing the main focus on the interaction between time and uncertainty. This aspect is extremely relevant since most decisions made in the field of natural resources and sustainable development are irreversible decisions. In particular, we discuss and develop a scenario-based multi-stage stochastic programming model in order to determine the optimal land portfolio in time, given uncertainty affecting the market. The approach is then integrated in a decision tree framework in order to account for domain specific (environmental) uncertainty that, diversely from market uncertainty, may depend on the decision taken. Although, the designed methodology has many general applications, in the present work we focus on a particular case study, concerning a semi-degraded natural park located in northern Italy.     

A lattice-theoretic approach to arbitrary real functions on frames

In this paper we model discontinuous extended real functions in pointfree topology following a lattice-theoretic approach, in such a way that, if L is a subfit frame, arbitrary extended real functions on L are the elements of the Dedekind-MacNeille completion of the poset of all extended semicontinuous functions on L. This approach mimicks the situation one has with a T₁-space X, where the lattice F?(X) of arbitrary extended real functions on X is the smallest complete lattice containing both extended upper and lower semicontinuous functions on X. Then, we identify real-valued functions by lattice-theoretic means. By construction, we obtain definitions of discontinuous functions that are conservative for T₁-spaces. We also analyze semicontinuity and introduce definitions which are conservative for T₀-spaces.     

Synchrosqueezed wavelet transforms: An empirical mode decomposition-like tool

The EMD algorithm is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of components, well separated in the time–frequency plane, each of which can be viewed as approximately harmonic locally, with slowly varying amplitudes and frequencies. The EMD has already shown its usefulness in a wide range of applications including meteorology, structural stability analysis, medical studies. On the other hand, the EMD algorithm contains heuristic and ad hoc elements that make it hard to analyze mathematically.In this paper we describe a method that captures the flavor and philosophy of the EMD approach, albeit using a different approach in constructing the components. The proposed method is a combination of wavelet analysis and reallocation method. We introduce a precise mathematical definition for a class of functions that can be viewed as a superposition of a reasonably small number of approximately harmonic components, and we prove that our method does indeed succeed in decomposing arbitrary functions in this class. We provide several examples, for simulated as well as real data.     

我国房地产市场发展问题研究

房地产市场是一个庞大而复杂的系统,它对我国国内生产总值有重要影响,并和百姓生活必需的"住"关系极为紧密.因此,有必要对房地产市场进行深入分析.从当前社会经济发展的现实着手,建立了一系列数学模型,包括房地产市场的供求模型、价格影响模型、房地产行业与国民经济相关行业关联度模型和房地产行业泡沫度量模型.并运用可获得的经济数据对以上模型进行了实证分析,旨在研究如何促使房地产市场健康稳定地持续发展,同时为国家制定房地产的相关政策提供一定的理论参考.