大学物理实验中分类教学的探索和研究

本文对大学物理实验课程的教学现状进行了分析,提出了对大学物理实验课程进行分类教学改革的指导思想和遵循的原则及采取的措施。     

上市公司资本成本面板数据模型与实证分析

本文利用我国上市公司1997至2002年的有关财务数据,建立了我国上市公司资本成本面板数据模型,运用该模型分析了我国上市公司资本成本与财务杠杆、企业规模的关系.结果表明,财务杠杆的提升、企业规模的扩大将使资本成本下降.该结论对我国上市公司优化资本结构、提高企业价值具有一定的参考价值.     

创业投资与金融体系关系的实证研究

本文实证研究了创业投资产业与金融体系的内在关系,并对目前我国以银行为中心的金融体系下发展创业投资产业提出了一些建议.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

金融时间序列分析与建模

介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析.     

中国上市公司资本结构影响因素之实证研究

资本结构不仅是财务理论研究中的热点及难点,也日益成为公司理财决策的关键问题.本文从影响因素角度对资本结构进行实证研究.文中以深沪两市部分非金融类上市公司为样本,利用本世纪最初三年的企业财务数据,选取可能影响企业资本结构的多个指标为解释变量,利用单因素方差分析、主成分分析、逐步回归分析找出了主要影响因素及其影响方式,试图为国内上市公司资本结构决定因素提供最新实证研究证据,并为企业财务决策提供支持.     

Consequences of sample size, variable selection, and model validation and optimisation, for predicting classification ability from analytical data

This article discusses problems of validating classification models especially in datasets where sample sizes are small and the number of variables is large. It describes the use of percentage correctly classified (%CC) as an indicator for success of a classification model. For small datasets, %CC should not be used uncritically and its interpretation depends on sample size. It illustrates the use of a common classification method, discriminant partial least squares (D-PLS) on a randomly generated dataset of 200 samples and 200 variables.

An aim of the classifier is to determine whether the null hypothesis (there is no distinction between two classes) can be rejected. Autoprediction gives an 84.5% CC. It is shown that, if there is variable selection, it must be performed independently on the training set to obtain a CC close to 50% on the test set; otherwise, over-optimistic and false conclusions can be reached about the ability to classify samples into groups.

Finally, two aims of determining the quality of a model are frequently confused, namely optimisation (often used to determine the most appropriate number of components in a model) and independent validation; to overcome this, the data should be split into three groups.

There are often difficulties with model building if validation and optimisation have been done on different groups of samples, especially using iterative methods, each group being modelled using properties, such as a different number of components or different variables.     

Estimations of subgraph positions in molecular graphs and their common subgraph peculiarities

Some questions emerged from electronic data processing of molecular structures (graphs) and its fragments have been considered in this work. Quantitative estimations of subgraph positions in molecular graphs are presented and some properties of their maximal common subgraphs are described.