中国和美国信贷冲击跨境溢出效应的比较研究

本文构建了基于符号约束识别的GVAR模型,并用以考察中国和美国的信贷市场冲击对全球41个国家的不同溢出效应.研究结果表明,中国紧缩性信贷市场冲击对本国实体经济有显著的负效应,但仅限于短中期;而美国信贷冲击对本国乃至全球经济都具有相当大且持久的负影响.中国信贷冲击的跨国效应较小,且主要通过贸易渠道.中国信贷市场的本国冲击能解释中国产出近10%的波动,但无论是本国效应还是跨境传导,总需求冲击仍是驱动中国经济周期波动的最主要力量.     

Fe~(3+)-水合红菲绕啉二磺酸钠分光光度法测定异烟肼

基于异烟肼分子结构中的酰肼基具有较强的还原性,可将Fe~(3+)还原为Fe~(2+),选择水合红菲绕啉二磺酸钠作为Fe~(2+)的显色剂,建立了可见分光光度法测定异烟肼的新方法.在最佳实验条件下,异烟肼的浓度在0.04~3.2μg·mL-1范围内符合比尔定律,表观摩尔吸光系数ε=1.14×104 L·mol~(-1)·cm~(-1),检测限为0.033μg·mL~(-1).方法可用于异烟肼片剂和尿样中异烟肼含量的测定.     

一个基于Exchange的企业办公自动化系统的实现

介绍了一个基于Exchange的企业办公自动化系统的实现，其中包括系统目标、开发平台和工具的选择、系统的功能模块、关键技术以及系统的安全机制。     

相关熵及其有限性的条件

就相关熵的性质进行了讨论，证明了在pp密度逼近中使用的作为“距离”的相关熵不满足距离定义中的第三个条件，并给出了三角不等式成立的条件。     

A neural network versus Black–Scholes: a comparison of pricing and hedging performances

An Erratum has been published for this article in Journal of Forecasting 22(6‐7) 2003, 551 The Black–Scholes formula is a well‐known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural network (MLP) can be used to find a call option pricing formula better corresponding to market prices and the properties of the underlying asset than the Black–Scholes formula. The neural network method is applied to the out‐of‐sample pricing and delta‐hedging of daily Swedish stock index call options from 1997 to 1999. The relevance of a hedge‐analysis is stressed further in this paper. As benchmarks, the Black–Scholes model with historical and implied volatility estimates are used. Comparisons reveal that the neural network models outperform the benchmarks both in pricing and hedging performances. A moving block bootstrap is used to test the statistical significance of the results. Although the neural networks are superior, the results are sometimes insignificant at the 5% level. Copyright © 2003 John Wiley & Sons, Ltd.     

heory, controls parameter and application of the packed-bed electroosmotic pump

Theory and controls parameters affecting the output pressure and flow rate of the packed-bed electroosmotic pump (p-EOP), including zeta potential ζ, electric intensity E, length of the column L, cross-section area of the column A, dielectric constant ε and viscosity coefficient η of the liquid being pumped, are discussed concisely. And also, the fabrication and application of the p-EOP are introduced.     

具有sn-网的空间

证明了具有σ—点有限sn—网及σ—局部可数sn—网的空间可刻划为度量空间在某些确定映射下的象.     

梯度网络平稳点集合的Hopfield稳定性与吸引域

给出梯度神经网络模型的电路实现 ,证明了网络平稳点集合的全局 Hopfield稳定性。对各个平稳点吸引域的几何估计得到了相关结果 ,这为网络初始输入的数量与方向判定提供了基本的量度参数准则。     

Supercritical Fluid Carbon Dioxide in the Extraction of Lanolin and Its Alcohol

The use of supercritical fluid carbon dioxide (SF-CO_2) in extraction of lanolin and its alcohol issuperior to the conventional solvent extractionmethod. Its distinctive advantages include highextractive ratio, nontoxic and nonflammablesolvents, and minimal by-product pollution. The     

Research on Tracing Evaluation System in Virtual Enterprise Based on Neural Network

The tracing evaluation index system was designed to be used in virtual enterprise and established neural network trace evaluation model. As a result, it was more simple and nicer than the traditional method, so it had wider application foreground.