国家治理现代化与企业战略重构

公共治理作为外部治理机制影响企业的战略决策行为。我国当前最突出的公共治理改革就是建设现代化的国家治理体系。基于产权性质与政治关联的视角检验了国家治理变迁后的企业战略重构行为。在整体上发现了国家治理现代化建设以来我国上市公司战略重构的证据;有政治关联的企业更能顺应环境变化及时进行战略调整;国有产权推动了国家治理现代化建设以来企业的战略重构,但是其作用区域主要体现在缩减关系型战略支出方面,国有企业战略重构的主动性不足。本文的研究可用以评价国家治理现代化建设的效率与效果,为未来改革与发展的路径安排提供经验依据,为企业未来可持续发展提供对策建议。     

An ensemble of LSTM neural networks for high‐frequency stock market classification

We propose an ensemble of long–short‐term memory (LSTM) neural networks for intraday stock predictions, using a large variety of technical analysis indicators as network inputs. The proposed ensemble operates in an online way, weighting the individual models proportionally to their recent performance, which allows us to deal with possible nonstationarities in an innovative way. The performance of the models is measured by area under the curve of the receiver operating characteristic. We evaluate the predictive power of our model on several US large‐cap stocks and benchmark it against lasso and ridge logistic classifiers. The proposed model is found to perform better than the benchmark models or equally weighted ensembles.     

Microhabitat selection in the sand recluse spider (Sicarius thomisoides): the effect of rock size and temperature

In spiders, temperature is considered an important environmental variable for microhabitat selection. In this study, we evaluated the effect of temperature and rock size on the presence of the sand recluse spider Sicarius thomisoides and the degree of selectivity in different locations. This species is a large spider that lives under rocks in desert and semi-desert climates and is particularly active during the summer. In Chile, these spiders can be found at both coastal and inland locations under different thermal conditions, where usually the temperatures are lower near the coast. If large-scale climatic conditions are important for this species, they may be expected to select lower rock temperatures on the coast than at inland locations. In addition, we would expect that the spiders would choose larger rocks in inland compared to coast locations, which reduce the effect of high temperatures. We found that the probability of finding individuals of this species increased according to rock temperature and rock size in the field. Our results suggest that S. thomisoides prefers larger and warmer rocks to shelter under during the day, this selectivity being similar at both coastal and inland locations. Thus, this species tends to select rocks with the same thermal and structural conditions, independent of the climatic conditions.     

Mortality effects of temperature changes in the United Kingdom

Temperature changes are known to affect the social and environmental determinants of health in various ways. Consequently, excess deaths as a result of extreme weather conditions may increase over the coming decades because of climate change. In this paper, the relationship between trends in mortality and trends in temperature change (as a proxy) is investigated using annual data and for specified (warm and cold) periods during the year in the UK. A thoughtful statistical analysis is implemented and a new stochastic, central mortality rate model is proposed. The new model encompasses the good features of the Lee and Carter (Journal of the American Statistical Association, 1992, 87: 659–671) model and its recent extensions, and for the very first time includes an exogenous factor which is a temperature‐related factor. The new model is shown to provide a significantly better‐fitting performance and more interpretable forecasts. An illustrative example of pricing a life insurance product is provided and discussed.     

Optimal sampling frequency for volatility forecast models for the Indian stock markets

This paper evaluates the performance of conditional variance models using high‐frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated at two different frequencies is used as benchmark to evaluate the volatility forecasting ability of the conditional variance models (GARCH (1, 1)) at different sampling frequencies. From the analysis, it is found that sampling at 30 minutes gives the best forecast for daily volatility. The forecasting ability of these models is deteriorated, however, by the non‐normal property of mean adjusted returns, which is an assumption in conditional variance models. Nevertheless, the optimum frequency remained the same even in the case of different models (EGARCH and PARCH) and different error distribution (generalized error distribution, GED) where the error is reduced to a certain extent by incorporating the asymmetric effect on volatility. Our analysis also suggests that GARCH models with GED innovations or EGRACH and PARCH models would give better estimates of volatility with lower forecast error estimates. Copyright © 2008 John Wiley & Sons, Ltd.     

有限元法在电机温度场仿真中的运用

运行的超声电机会产生温升,过高的温升对超声电机的机械特性及使用寿命都有较大影响。本文首先通过实验证明压电陶瓷元件发热和摩擦层摩擦发热是超声电机温升的主要热源;然后,分别以压电陶瓷元件发热和摩擦层摩擦发热为热源,建立其相应的温度场热分布模型。并用有限元软件分别对压电陶瓷元件发热场和接触摩擦发热场进行仿真计算。计算结果表明,压电陶瓷片发热源部分,热量最大处为压电陶瓷片粘贴面的内圈;接触摩擦发热中,摩擦产生的热量集中在接触表面。     

江汉平原主要气候变化特征

根据江汉平原8个气象观测站1961年-2004年的气象资料,对该区气候变化特征进行分析,结果发现,该区年平均气温呈现上升趋势,气温增加倾向率为0．259℃／10a,平均最低气温有明显增加趋势而平均最高气温变化幅度不大;秋、冬两季气温上升明显;1993年是江汉平原气温突变年。该区年降水量呈现上升趋势,降水增加倾向率为42．39mm／10a;降水年际间变化明显,年际问变异系数和极值比分别为0．174和1．97;该区存在明显的3个连丰和2个连枯阶段。该区干燥度指数升高,气候向湿润化发展。该研究结果能够更好的指导该区农业生产和湿地保护,同时为政府部门决策提供气象依据.     

高速铁路路堤传递地基差异沉降特性及控制限值研究

为研究高速铁路地基差异沉降在路堤中的传递扩散特性,运用有限元方法,分析了路基在小变形条件下地基差异沉降与路基面不均匀变形的映射关系,并在得到土工离心模型试验校正的基础上,讨论了地基差异沉降模式、路堤高度等因素对路基面不均匀变形的影响规律.研究表明:地基差异沉降在路堤中的扩散程度随地基差异沉降渐变段长度与路堤高度比值的增大而减小,比值大于3~5以后,地基差异沉降与路基面不均匀变形具有良好的一致性;路基面不均匀变形与地基差异沉降呈正相关性,并随路堤高度、地基差异沉降渐变段长度的增加而减小;基于路基面不均匀变形限值提出了地基差异沉降控制标准,丰富了高速铁路路基沉降变形控制技术指标体系.     

稀土Ho3＋/Yb3＋共掺SrBi4Ti4O15高温铁电陶瓷的上转换发光及其温度传感特性

Sr Bi4Ti4O15是一种具有高居里温度（Tc）、高机械品质因数和大电阻率的铋层状结构铁电、压电多功能材料,通过掺入稀土离子的手段,可使其具有上转换发光的特性,并且可以在一定程度上改善其电学性能.在本文中,同时将Ho3＋和Yb3＋对A位的Bi进行取代,其中Ho3＋的取代量为0.06 mol-1,Yb3＋的取代范围为0≤x≤0.3,采用传统的固相烧结法制备了Sr Bi3.94-xHo0.06YbxTi4O15陶瓷.主要通过控制Ho3＋离子的量不变,调节Yb3＋离子的浓度来研究不同稀土离子掺杂量对Sr Bi4Ti4O15陶瓷的形貌、上转换发光特性、以及介电性能的影响.在使用980 nm的红外激光器对Sr Bi3.94-xHo0.06YbxTi4O15陶瓷进行激发下,从上转换发光图谱中可以观察到三个峰,分别为峰位在547 nm附近较强的绿色发光、659附近以及759 nm处的较弱的红色发光.同时可以看到,随着Yb3＋浓度的增加,绿色上转换发光的强度表现出先增强,后减弱的规律,且当Yb3＋取代量为x=0.15时,绿色上转换发光强度达到最大值.通过研究上转换发光强度与激发光功率的关系得到,绿色和红色上转换发光均为双光子吸收过程.在研究Sr Bi3.79Ho0.06Yb0.15Ti4O15样品上转换发光与温度的关系时,可以观测到随着温度的增加,547 nm处的绿色上转换发光和659 nm处的红色上转换发光的强度均随之减弱,且I659 nm与I547 nm的荧光强度比与温度存在线性关系,利用这种温度与上转换发光强度的关系,可将Sr Bi3.94-xHo0.06YbxTi4O15陶瓷应用于光学温度传感器.     

基于博弈论的开放环境下场景规约监控语义

在开放环境中,环境和系统本身行为的改变可能使得软件系统的实现不再满足原来规约,从而最终导致软件失效的发生.运行时监控是一种轻量级的形式化动态验证技术,已成为开放环境下检测软件失效的基本手段.针对基于场景的规约属性序列图,从博弈论的角度定义其多值监控语义:满足、无限可控、系统有限可控、系统紧急可控、环境有限可控、环境紧急可控和违例.通过多值监控语义的定义,监控器能够根据当前轨迹尽可能早地检测到系统失效或异常,并提供足够信息为失效的预防和恢复服务.实例研究表明了属性序列图多值监控语义的实用价值,并显示了其广泛的应用前景.