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建立国内生产总值与居民消费支出有关形式变量的向量自回归模型和误差修正模型,依据国内生产总值和居民消费支出的历史数据分别对模型进行估计,并利用估计好的2个模型对近2年的相应变量进行预测,将预测结果与实际数据相比较,从而得出2 个模型的预测效果.通过比较显示:误差修正模型预测效果优于向量自回归模型.
Penalty Decomposition Methods for Rank Minimization
rank minimization penalty decomposition methods matrix completion
2010/10/21
In this paper we consider general rank minimization problems with rank appearing in either objective function or constraint. We first show that a class of matrix optimization problems can be solved a...
Fifteen years of econophysics: worries, hopes and prospects
econophysics worries hopes prospects
2010/10/20
This anniversary paper is an occasion to recall some of the events that shaped institutional econophysics. But in these thoughts about the evolution of econophysics in the last 15 years we also expre...
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
HJB Equation Numerical Solution Penalty Method
2010/10/21
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a vi...
Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices
spectral analysis noise reduction Rademacher distribution
2010/10/21
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior...
On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes
High dimension high frequency integrated covariance matrix
2010/10/20
We consider the estimation of integrated covariance matrices of high dimensional diffusion processes by using high frequency data. We start by studying the most commonly used estimator, the realized ...
A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms
Minimum Variance Portfolios Coordinate-Wise Descent Algorithms
2010/10/20
In this short report, we discuss how coordinate-wise descent algorithms can be used to solve minimum variance portfolio (MVP) problems in which the portfolio weights are constrained by $l_{q}$ norms,...
Variational inequality method in stock loans
Capped stock loan variational inequalitymethod
2010/10/20
In this paper we first introduce two new financial products: stock loan and capped stock loan. Then we develop a pure variational inequality method to establish explicitly the values of these stock l...
“鞍钢宪法”尽管在发源地中国昙花一现，但它对日本、欧洲和美国的企业管理与组织创新都有着重要的影响，然而目前对它的认识并未真正涉及鞍钢宪法的核心价值。本文认为“鞍钢宪法”和以它为先导的日本模式是在员工之间、员工与管理者之间构建一个信任合作的机制，寻求重复博弈的稳定的合作最优解，从而是对普遍存在的企业科层失灵的突破，是具有普遍意义的企业治理结构创新。在这一认识的基础上，本文探讨了“鞍钢宪法”在中国昙花...
Segmentation algorithm for non-stationary compound Poisson processes
Segmentation algorithm non-stationary compound Poisson processes
2010/10/18
We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of th...
剩余索取权的悲剧与国有企业改革
剩余索取权 剩余控制权 效率 国有企业
2010/6/30
赋予企业经营者剩余索取权使其与剩余控制权对应，被认为是激励企业经营者提高企业效率，维护所有者利益的有效工具。按照剩余索取权的逻辑，国有企业的低效率和企业经营者腐败问题，是剩余索取权缺失必然结果；要避免剩余索取权的悲剧，就必须在国有企业产权制度改革中赋予企业经营者剩余索取权。但赋予经营者剩余索取权，并不能避免剩余索取权的悲剧；流行的剩余索取权理论存在的漏洞，会使剩余索取权扭曲为经营者以损害企业和社会...
Audience satisfaction among TiVo and Replay TV users
Audience satisfaction TiVo and Replay TV users
2009/12/2
This study explores how early adopters of DVRs are using them as functional replacements for VCRs and as tools for enhanced viewing of live television. Two national samples totaling 198 users complete...
南浔地板行业品牌战略之路
南浔 地板行业 品牌战略
2009/11/17
本文以我国木地板行业发展状况为背景，通过数据资料调查，并结合南浔木地板行业实际状况，分析其优势与劣势，从质量标准化、服务规范化、品牌集中化等几个角度出发，提出几条符合南浔地板行业长远发展的建议。
浅谈手机支付在移动商务中的应用
手机支付 移动电子商务 应用
2009/11/17
中国是世界上手机用户数量增长最快的地区之一，目前手机用户已跃居世界首位。虽然国内早在2002年就开始了成型的手机支付业务，但却一直未获得与互联网增值服务一样强劲的发展势头。手机支付的一个重要方向，是使手机成为真正的“电子钱包”。手机支付在移动商务中的应用潜力巨大。