Short-run wavelet-based covariance regimes for applied portfolio management

Decisions on ass et allocations are often determined by covariance estimates from historical market data. In this paper, we introduce a wavelet-based portfolio algorithm, distinguishing between newly embedded news and long-run information that has already been fully absorbed by the market. Exploiting the wavelet decomposition into short- and long-run covariance regimes, we introduce an approach to focus on particular covariance components. Using generated data, we demonstrate that short-run covariance regimes comprise the relevant information for periodical portfolio management. In an empirical application to US stocks and other international markets for weekly, monthly, quarterly, and yearly holding periods (and rebalancing), we present evidence that the application of wavelet-based covariance estimates from short-run information outperforms portfolio allocations that are based on covariance estimates from historical data.     

高校学报的生存状态与高校学报的改革发展

针对高校学报的现状,分析其存在的问题,探讨了它们在稿源、读者覆盖面和市场化等方面与一般科技期刊的区别,并对此提出了高校学报改革与发展的几点建议.     

面向突发事件的电网韧性能力评价及构建方法

近年来,我国对电力系统面对突发事件时的性能表现提出了更为严格的要求,利用韧性的概念构建电网系统能够实现应急全周期内避免损失.文章利用应急管理理论分阶段刻画韧性的特征,在描述突发事件下电网韧性能力的同时提出了一种定量评价电网韧性的方法,它侧重于电网在突发事件发生后随着时间的推移维持稳定、抵抗中断、恢复性能的调整能力:利用给出的韧性评价指数结合电网特有的包括运行模式、组件物理强度和网络拓扑结构在内的电网特征,针对性地描述了能够增强电网韧性的措施.最后举例选取N-1准则措施利用PSCAD软件进行仿真模拟,利用韧性评价指数说明N-1措施能够增强电网韧性的同时,验证了韧性评价指数的合理性.电网实例引用IEEE14节点模型.     

高校制订本科生培养方案的成本分析

从相对微观的角度,分析了高校制定本科生培养方案应考虑的成本效益等原则,认为高校虽不是以盈利为目的组织,但在教学管理中也应重视教学成本问题。论述了制订培养方案应考虑的最低毕业学分等成本要素,并在此基础上对高校制订或修订本科生培养方案提出了建议。     

Bird community characteristics as indicators of sustainable management in olive grove ecosystems of Central Greece

The role of breeding birds as indicators of sustainable management in olive groves was investigated. The data revealed significantly higher alpha diversity in organic and abandoned olive groves and maquis than in conventional ones. The highest beta diversity was found between the following pairs: organic olive groves–maquis, and abandoned olive groves–maquis. Breeding bird diversity, Heteroptera, Hymenoptera, Hemiptera and Coleoptera densities positively influenced bird species richness in organic olive groves and maquis, and additionally, manure application positively influenced bird species richness in organic ones. Bird species richness was negatively influenced by pesticide and inorganic fertilizer application in conventional ones. Moreover, isopod density was unimportant in explaining breeding bird richness in organic olive groves. Finally, our study suggests a difference in bird communities of various olive groves as a result of different management and practices, and concludes that birds might serve as indicators of overall olive grove health. Furthermore, these findings could be used as a tool for prediction of breeding bird species richness probability in different olive grove management systems and maquis. Finally, the results of the present study may contribute to highlighting some aspects of the effect of different farming practices on the dynamics of Mediterranean bird communities.     

我国航空制造业战略联盟模式演变及其管理模式研究

以资源依赖等理论为基础,通过分析国内外航空制造业战略联盟模式类型与更替,提炼出我国航空制造企业战略联盟“代加工-契约式-持股式”演变过程模型,并介绍了不同阶段模式的内涵与代表形态。面向战略联盟管理目标,提出了基于项目管理的战略联盟管理框架,及以矩阵式组织结构为静态治理框架、以契约机制、协同管理机制与文化融合机制为核心的运行体系。     

基于Biztalk的UAI系统方案研究与设计

将企业应用集成（EAI）应用于校园应用集成（UAI）,介绍了基于EAI条件下UAI系统的开发背景、开发意义及其硬件配置和软件平台,阐述了UAI系统开发的概要设计,研究分析了使用BizTalk Messaging Manager对消息传递服务配置及接收的函数的配置.     

知识管理中的知识产权问题及其策略

阐述了知识管理与知识产权的内在关系,分析了知识管理与知识产权的现实矛盾及其原因,提出了知识管理与服务中的知识产权对策。     

浅谈高校水电气的管理和改革

水电气管理是高校后勤管理中的一个重要组成部分，对学校教学、科研、生活扣实验起着重要作用。本对高校水电气的管理扣改革作出了粗浅分析．     

Activity and reproduction in Megalobulimus paranaguensis (Gastropoda,Eupulmonata): implications for conservation in captivity for a South American land snail

ABSTRACT

In South America, Megalobulimus includes a number of threatened species, as well the largest land snails on the continent. The activity patterns and reproductive aspects of this group have not been documented. This work describes the daily and seasonal activity patterns and reproduction of M. paranaguensis. We maintained specimens in the laboratory for one year, and we quantified their behaviour for one hour at four different times of the day (0 h, 6 h, 12 h and 18 h) during three days in four months (August, September, April and May). The number of postures, hatching rate, time of hatching since oviposition and mortality rate among juveniles for each month were also quantified. Megalobulimus paranaguensis was more active in August, and had a egg laying peak one month after. Fifty-one eggs were laid by 12 captive individuals throughout the year, with a mean value of 4.25 eggs per individual. The hatching rate was 80.39%, and the time of hatching since oviposition was 56.7 ± 4.3 days. In two eggs, we observed the presence of twins. The mortality rate among juveniles was low (9.30%) indicating that rearing land snails in captivity has the potential to be an important and viable tool for the management and conservation of these organisms.