论国有经济的核心地位

国有经济在社会主义初级阶段多种经济成分组成的市场经济中居于核心地位。国有经济在国民经济中发挥主导作用,是其核心地位的外在表现形式。国有经济的核心地位,是由国家代表全社会占有的社会主义国有制的性质和其产业分布决定的。核心地位的巩固,有赖主导作用的充分发挥,整体推进国有企业改革和良好的外部运行环境的形成。     

Empirical Analysis and Modeling of the Global Economic System

In the global economic system, each economy stimulates the growth of its gross domestic products （GDP） by increasing its international trade. Using a fluctuation analysis of the flux data of GDP and foreign trade, we find that both GDP and foreign trade are dominated by external force and driven by each other. By excluding the impact of the associated trade dependency degree, GDP and the total volume of foreign trade collapse well into a power-law function. The economy＇s total trade volume scales with the number of trade partners, and it is distributed among its trade partners in an exponential form. The model which incorporated these empirical results can integrate the growth dynamics of GDP and the interplay dynamics between GDP and weighted international trade networks simultaneously.     

市场变化条件下的最佳投资组合模型研究

VaR(ValueatRisk)是一个在当前的金融市场条件下,各种不同的风险测量一个确定投资的获利的重要方法。近年来,套利研究被用来开发这种风险的可行方法。提出了VaR估计并提出新问题。假设给定一个可接受的VaR,如何确定一组给定证券的组合投资的最大收益,并且同时满足的约束条件。假设市场条件是变化的,如何在保证的投资组合下,在给定的范围内,获得一个投资重组(重新平衡)策略,使其在一系列投资组合中相应的收益最大。为了解决这些问题,采用并进一步开发了一种算法来进行这些投资组合的优化问题。