基于网络搜索的票房预测模型——来自中国电影市场的证据

建立了一个将网络搜索与电影票房联系起来的模型, 考察了影片上映前后消费者网络搜索的动态变化及其在电影票房预测中的作用. 文章就中国电影产业对该模型进行了实证检验. 结果显示, 影片网络搜索量以及增长趋势都能预测该影片的首映周票房. 对于后续周票房, 动态联立方程模型的估计结果表明, 网络搜索既是电影票房的先行信号, 也是电影票房的后向结果. 样本外分析表明, 整合了网络搜索的模型能够提高预测的准确性.     

基于无线传输的内燃机活塞组-缸套摩擦力测量方法

探讨了平均指示有效压力法测量活塞组-缸套摩擦力的原理,给出了活塞组及连杆的惯性力计算方法,利用无线传输方法实现了连杆应力信号的可靠传输,并通过倒拖试验得到了不同转速条件下柴油机活塞组-缸套系统的摩擦力.     

拉格朗日中值定理的证明及应用

中值定理是微分学的基本定理,是应用导数研究函数在区间上整体性态的有力工具,其中拉格朗日中值定理是核心内容.给出拉格朗日中值定理的三种证明方法及其在级数散敛性方面的应用.     

关于局部对称拟常曲率黎曼流形上极小子流形

本文主要研究了局部对称拟常曲率黎曼流形N^n＋p 中的紧致极小子流形Mn，得到了局部对称拟常曲率黎曼流形关于第二基本模长平方和截面曲率的拼挤常数。     

“德才兼备、以德为先”选拔任用干部标准观及意义研究

中共选拔任用干部的标准不断与时俱进，在发展中逐渐形成了“德才兼备、以德为先”的选拔任用干部标准观。“坚持德才兼备、以德为先”选拔任用干部，符合马克思主义理论要求，也是增强执政能力的需要和构建和谐社会的组织保证。     

基态BF、BCl分子的结构与谐振频率的计算

应用密度泛函理论B3LYP和B3P86等多种计算方法,采用6-311g(d,f)、6-311++g(d,p)、6-311++g(3df,3pd)和aug-cc-pvdz多种基组分别对BF、BCl分子结构进行几何优化,选用最优基组对BF和BCl分子的几何结构、光谱特性进行进一步计算.计算结果表明,BF和BCl分子平衡核间距分别为0.126 26 nm和0.171 54nm,谐振频率分别为1 410.44 cm-1和838.06 cm-1,BF、BCl分子的平衡间距与实验数据符合得很好.     

A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

Observing that a sequence of negative logarithms of 1‐year survival probabilities displays a linear relationship with the sequence of corresponding terms with a time lag of a certain number of years, we propose a simple linear regression to model and forecast mortality rates. Our model assuming the linearity between two mortality sequences with a time lag each other does not need to formulate the time trends of mortality rates across ages for mortality prediction. Moreover, the parameters of our model for a given age depend on the mortality rates for that age only. Therefore, whether the span of the study ages with the age included is widened or shortened will not affect the results of mortality fitting and forecasting for that age. In the empirical testing, the regression results using the mortality data for the UK, USA and Japan show a satisfactory goodness of fit, which convinces us of the appropriateness of the linear assumption. Empirical illustrations further show that our model's performances of fitting and forecasting mortality rates are quite satisfactory compared with the existing well‐known mortality models. Copyright © 2015 John Wiley & Sons, Ltd.     

Forecasting of dependence,market, and investment risks of a global index portfolio

This paper undertakes an in-sample and rolling-window comparative analysis of dependence, market, and portfolio investment risks on a 10-year global index portfolio of developed, emerging, and commodity markets. We draw our empirical results by fitting vine copulas (e.g., r-vines, c-vines, d-vines), IGARCH(1,1) RiskMetrics value-at-risk (VaR), and portfolio optimization methods based on risk measures such as the variance, conditional value-at-risk, conditional drawdown-at-risk, minimizing regret (Minimax), and mean absolute deviation. The empirical results indicate that all international indices tend to correlate strongly in the negative tail of the return distribution; however, emerging markets, relative to developed and commodity markets, exhibit greater dependence, market, and portfolio investment risks. The portfolio optimization shows a clear preference towards the gold commodity for investment, while Japan and Canada are found to have the highest and lowest market risk, respectively. The vine copula analysis identifies symmetry in the dependence dynamics of the global index portfolio modeled. Large VaR diversification benefits are produced at the 95% and 99% confidence levels by the modeled international index portfolio. The empirical results may appeal to international portfolio investors and risk managers for advanced portfolio management, hedging, and risk forecasting.     

Combining multivariate volatility forecasts using weighted losses

The ability to improve out-of-sample forecasting performance by combining forecasts is well established in the literature. This paper advances this literature in the area of multivariate volatility forecasts by developing two combination weighting schemes that exploit volatility persistence to emphasise certain losses within the combination estimation period. A comprehensive empirical analysis of the out-of-sample forecast performance across varying dimensions, loss functions, sub-samples and forecast horizons show that new approaches significantly outperform their counterparts in terms of statistical accuracy. Within the financial applications considered, significant benefits from combination forecasts relative to the individual candidate models are observed. Although the more sophisticated combination approaches consistently rank higher relative to the equally weighted approach, their performance is statistically indistinguishable given the relatively low power of these loss functions. Finally, within the applications, further analysis highlights how combination forecasts dramatically reduce the variability in the parameter of interest, namely the portfolio weight or beta.     

高职院校混合式教学改革的实践及思考--以浙江省级精品在线开放课程《国际金融实务》为例

随着"互联网+"教育对教学的广泛影响,开发建设数字化教学资源、实施线上线下相结合的混合式教学已成为高职院校课程建设、教学改革的发展方向。浙江省级精品在线开放课程《国际金融实务》混合式教学改革的实践表明,混合式教学模式能够实现激发学生学习兴趣、拓展课堂教学时间和空间、提升课堂教学互动、促进学生个性化自主学习、带动欠发达地区高职院校教学水平提升等效果。着眼未来发展,混合式教学改革还需从完善线上线下整体教学设计、完善教师建设应用在线课程的激励机制、完善在线课程建设应用的考核机制、教育行政主管部门加强顶层设计避免多平台重复建设等方面进一步推进,优化混合式教学改革的应用效果。