土地统一收购价格内涵界定研究

本文以土地统一收购是一种“强制性的买卖关系”为假设前题,通过对需要收购土地类型的产权界定和增值收益形成原因分析,认为收购价格内涵构成是与被收购土地原使用者对土地拥有的权利和利益保持一致的土寺现实用途价格,收购价格内涵构成中不包括各种安置补偿费,也不包括土地的发展权价格。     

商住综合用地评估的加价模型

从商业路线价、住宅用地级别价和商住综合用地路线价之间的相互关系出发,建立商住综合用地评估的每米加价模型,给出利用“每米加价”评估商住综合用地的步骤,并结合实例,用剩余估价法对模型的应用结果进行了验证。     

有政府干预的市场经济条件下收入及价格的变化对公共物品使用率的影响

本文根据有政府干预的市场经济的特点,假想公共物品在市场上达到了均衡,消费者在使用公共物品时,按其使用率支付相应的费用.建立了相应的数学模型,分析了当收入及价格发生变化时,对公共物品使用率的影响,具有一定的理论及应用价值.     

Time-Varying Parameters Prediction

This paper develops a method of adaptive modeling that may be applied to forecast non-stationary time series. The starting point are time-varying coefficients models introduced in statistics, econometrics and engineering. The basic step of modeling is represented by the implementation of adaptive recursive estimators for tracking parameters. This is achieved by unifying basic algorithms—such as recursive least squares (RLS) and extended Kalman filter (EKF)—into a general scheme and next by selecting its coefficients with the minimization of the sum of squared prediction errors. This defines a non-linear estimation problem that may be analyzed in the context of the conditional least squares (CLS) theory. A numerical application on the IBM stock price series of Box-Jenkins illustrates the method and shows its good forecasting ability.     

Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient

A major application of rescaled adjusted range analysis (R–S analysis) is to the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar quantity. Interval estimation and hypothesis testing for H are central to comparative quantitative analysis. In this paper we propose a new bootstrap, or Monte Carlo, approach to such problems. Traditional bootstrap methods in this context are based on fitting a process chosen from a wide but relatively conventional range of discrete time series models, including autoregressions, moving averages, autoregressive moving averages and many more. By way of contrast we suggest simulation using a single type of continuous-time process, with its fractal dimension. We provide theoretical justification for this method, and explore its numerical properties and statistical performance by application to real data on commodity prices and exchange rates. This revised version was published online in June 2006 with corrections to the Cover Date.     

Generation Supply Bidding in Perfectly Competitive Electricity Markets

This paper reports on the development of a comprehensive framework for the analysis and formulation of bids in competitive electricity markets. Competing entities submit offers of power and energy to meet the next day's load. We use the England and Wales Power Pool as the basis for the development of a very general competitive power pool (CPP) framework. The framework provides the basis for solving the CPP dispatcher problem and for specifying the optimal bidding strategies. The CPP dispatcher selects the winning bids for the right to serve load each period of the scheduling horizon. The dispatcher must commit sufficient generation to meet the forecasted load and reserve requirements throughout the scheduling horizon. All the unique constraints under which electrical generators operate including start-up and shut-down time restrictions, reserve requirements and unit output limits must be taken into account. We develop an analytical formulation of the problem faced by a bidder in the CPP by specifying a strategy that maximizes his profits. The optimal bidding strategy is solved analytically for the case of perfect competition. The study in this work takes into account the principal sources of uncertainty—the load forecast and the actions of the other competitors. The formulation and solution methodology effectively exploit a Lagrangian relaxation based approach. We have conducted a wide range of numerical studies; a sample of numerical results are presented to illustrate the robustness and superiority of the analytically developed bidding strategies.     

Stochastic orders and their applications in financial optimization

Stochastic orders and inequalities are very useful tools in various areas of economics and finance. The purpose of this paper is to describe main results obtained so far by using the idea of stochastic orders in financial optimization. Especially, the emphasis is placed on the demand and shift effect problems in portfolio selection. Some other examples, which are not related directly to optimization problems, are also given to demonstrate the wide spectrum of application areas of stochastic orders in finance.     

基于最优让步均衡协调策略的供应链差价补偿机制研究

制造商为了激励零售商订购更多数量的产品,会在产品零售价下调时提供给零售商一定的补偿,如何制定最优补偿机制是提高供应链收益的关键问题.为此,建立了两阶段销售差价补偿机制下制造商与零售商的博弈模型,分析了纳什均衡解和Stackelberg均衡解下制造商对零售商的差价补偿机制的决策行为,导出了在最优让步均衡策略下差价补偿机制...     

An innovative impurity profiling of esmolol hydrochloride injection using UPLC-MS based multiple mass defect filter,chemometrics and in-silico toxicity prediction

Esmolol hydrochloride injection is indicated for the rapid control of ventricular rate in patients with atrial fibrillation or atrial flutter in perioperative, postoperative, or other emergent circumstances where short term control of ventricular rate with a short-acting agent is desirable. The potential toxic impurities in pharmaceuticals at micro levels or trace levels are of increasing concern to both pharmaceutical industries and regulatory agencies, due to their potential risk to human health. The impurity investigation of esmolol   remains incomplete. Thereby, efficient impurities monitoring and potential toxicity assessment should be emphasized to assure drug safety. Impurity profiling methods of esmolol were developed using ultraperformance liquid chromatography plus Q-Exactive Orbitrap tandem mass spectrometry (UPLC-QE-MS) based multiple mass defect filter and chemometrics. Impurities were characterized by both UPLC-QE-MS and reference substance comparison. The toxicities of esmolol impurities were predicted by employing quantitative structure–activity relationship. The results showed that a total of 20 impurities were detected and identified using the above integrated strategy, 14 impurities (EP2-3, EP5-6, EP8-9, EP12-13, EP15-20) have firstly found. EP20 was predicted as hepatotoxic and mutagenic using QSAR model, and its hepatotoxicity were verified in vivo. The EP1 contents showed maximum volatility in all batches, and varied by sample. EP1 and its accompanying product of methanol were measured. This UPLC-MS/MS based chemometrics strategy is useful for monitoring the manufacturing process and quality control of esmolol hydrochloride injection.