基于模糊神经网络的车辆避撞预警算法

为实现车辆的智能控制提供理论基础,研究了碰撞预警算法．在分析不同驾驶员的驾驶行为的基础上,确定碰撞预警算法的报警准则,用于指导报警算法做出合理的报警．基于报警准则采用模糊神经网络方法,提出一种多输入、多输出的协作预警算法模型,用于支持碰撞预警系统．利用实测数据对预警算法进行测试,试验结果表明,算法能够对车辆碰撞进行有效的报警,对提高车辆行驶的安全性具有重要意义．     

欧美股票市场对我国股票市场的传染效应研究——基于次贷与欧债危机背景

近年来,金融危机频频爆发且易表现出传染性,这使得金融传染引起国内外学者的高度关注.本文选取合适的动态条件相关模型研究欧美市场与A股、港股市场的条件相关性,结合内生多重结构突变模型与T检验方法划分危机传染期与平稳期,选用考虑外部影响的CCK模型研究A股、港股市场的羊群行为,随后,引入收益率分散度指标,研究两次危机的羊群行为传染渠道.研究结果表明:港股市场受两次危机传染的速度均快于A股市场,受传染的持续时间均长于A股市场,但受传染的程度均弱于A股市场:次贷危机传染程度强于欧债危机的传染程度,但传染的持续时间短于欧债危机:羊群行为传染渠道是两次危机对A股、港股市场的传染渠道之一.     

Forecasting the Daily Time‐Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter

This intention of this paper is to empirically forecast the daily betas of a few European banks by means of four generalized autoregressive conditional heteroscedasticity (GARCH) models and the Kalman filter method during the pre‐global financial crisis period and the crisis period. The four GARCH models employed are BEKK GARCH, DCC GARCH, DCC‐MIDAS GARCH and Gaussian‐copula GARCH. The data consist of daily stock prices from 2001 to 2013 from two large banks each from Austria, Belgium, Greece, Holland, Ireland, Italy, Portugal and Spain. We apply the rolling forecasting method and the model confidence sets (MCS) to compare the daily forecasting ability of the five models during one month of the pre‐crisis (January 2007) and the crisis (January 2013) periods. Based on the MCS results, the BEKK proves the best model in the January 2007 period, and the Kalman filter overly outperforms the other models during the January 2013 period. Results have implications regarding the choice of model during different periods by practitioners and academics. Copyright © 2016 John Wiley & Sons, Ltd.     

The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises

The paper investigates the determinants of the US dollar/euro within the framework of the asset pricing theory of exchange rate determination, which posits that current exchange rate fluctuations are determined by the entire path of current and future revisions in expectations about fundamentals. In this perspective, we innovate by conditioning on Fama–French and Carhart risk factors, which directly measures changing market expectations about the economic outlook, on new financial condition indexes and macroeconomic variables. The macro‐finance augmented econometric model has a remarkable in‐sample and out‐of‐sample predictive ability, largely outperforming a standard autoregressive specification. We also document a stable relationship between the US dollar/euro Carhart momentum conditional correlation (CCW) and the euro area business cycle. CCW signals a progressive weakening in economic conditions since June 2014, consistent with the scattered recovery from the sovereign debt crisis and the new Greek solvency crisis exploded in late spring/early summer 2015. Copyright © 2016 John Wiley & Sons, Ltd.     

一种基于状态树和拓扑分析的网络入侵预警系统

在LINUX平台下,采用C/C 语言实现了基于状态树和基于拓扑分析的预警系统.该系统能够快速准确地对即将发生的入侵行为进行预警,为大规模网络系统的安全性提供一定保障.该系统框架具有良好的可靠性和扩展性,能够适应于分布式入侵检测预警的需要.     

对我国石油经济的思考

分析了我国石油现货市场紧张的原因,论述了国际市场上的石油价格和石油价格连续上涨对我国经济发展产生的影响,就如何缓解我国能源危机提出了若干合理化建议。     

超越自我的荆棘之路——论《金色笔记》中安娜的精神探索

多丽丝.莱辛的《金色笔记》自问世以来不断受到评论界的关注,人们对它的研究大部分从作品的形式和内容层面着手.在研究内容这一领域,人们对它的解读首先是从女性主义的角度入手的.毋庸置疑,《金色笔记》叙述的是女主人公安娜的精神发展历程,不可避免地有女性主义色彩的存在,但是,这部作品的伟大之处不仅是因为作品的女性视角,更重要的是作家莱辛站在“入”这个更广泛的角度来探索主人公的精神发展历程.     

金融危机背景下影响购房者消费心理之因素探析

分析了金融危机大背景下影响我国消费者购房心理的主要因素,阐述了目前国家推动房地产行业健康发展所出台的优惠政策,提出从消费者层面恢复购房者信心的一些想法。     

论我国房地产市场再次调整的可能性

结合2008年金融危机以来我国房地产市场调整的一些主要特征及现状,尝试从经济发展与房地产市场发展的历史规律中寻求未来我国房地产市场的发展趋势,从而有助于更好地理解房地产行业的短期波动和长期发展。     

中国大地震规律初探——爆炸地质动力学理论在地震研究中的应用

地震是地球断裂构造释放能量的窗口,含能量积聚、触发、爆发和沉寂过程。地震是震源断裂结构的爆裂过程,断裂结构内压力超过岩层的断裂强度和重力之和时,地震随之爆发。对地震的触发,太阳活动影响最大,月球和太阳引力也有影响。断裂结构内的磁场异变和赵锬的形变矢量观察具有临震警报意义。