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.     

国际科技合作中知识转移风险的研究

随着科技全球化的发展和深入,国际科技合作成为各国政府和科研机构提升自身科研水平和核心竞争力的有力途径。然而,在国际科技合作中进行知识的转移与交流时,不可避免的面临着各种各样的风险,如何识别扣防范这些风险成为目前亟待解决的议题。有鉴于此,本文从知识、合作成员和环境三个维度,系统的对国际科技合作中的知识转移风险因素进行了分析,并据此进一步构建出相应的风险防范机制模型,力图为降低国际科技中的知识转移风险提供科学的理论依据。     

基于复杂网络的指挥控制信息协同模型研究

网络化作战的时代特征迫切需要新的仿真模型和评价方法,以预测信息优势对作战效果的影响。在描述网络化指挥控制活动特点的基础之上,从复杂网络角度出发建立起指挥控制信息协同模型,并就不同规则演化下的网络特征变化进行了定量分析,从而为评估信息协同对作战效果的影响提供了新的研究思路和方法。     

目的端控制中继协同ARQ策略研究

提出了一种新的中继协同Rayleigh衰落ARQ策略:基于目的端中断概率的目的端控制ARQ策略.此策略根据性能需求预先设定信噪比门限,由目的端瞬时信噪比是否低于此门限即是否中断决定是否重传.当高于此门限时不需重传,大大减小时延.块衰落下的理论分析和仿真结果表明,源和中继的上行链路质量越差,目的端平均接收信噪比越小,ARQ带来的性能增益越大.     

嵌套Logistic模型的矩估计

讨论多元极值分布嵌套 Logistic模型 ,给出了分布参数的矩估计及其渐近协方差阵元素的显式表示和数值结果 .当边缘参数相等时 ,用合并样本估计公共参数 ,可以提高估计量的精度 .     

从计算机图形处理回溯到数学建模

图形、图像制作是计算机应用的一个重要领域,其中可视化软件的广泛使用,体现了方便,快捷的优点,但对于专业模型设计人员来说。因为没有数学建模平台,使其功能受限。灵活性较差,非可视化软件的应运而生,使图形、图像制作具有了很好的数学建模平台．笔者利用多元样条函数算法,建立一个棱角磨光的四棱锥,验证非可视化软件在数学建模方面的优点．     

带协同约束弧的微分Petri网及其仿真

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新建本科院校外事工作的现状及对策探析

新建本科院校外事工作不但要对新形势有清醒的认识、对存在的问题要给予足够的重视,而且要充分利用当前的大好形势,与时俱进,改革创新,积极探索对外合作与交流的渠道与途径,使国际交流与合作早日步入实质性轨道,真正带来实效,提升学校的办学能力与水平.     

开拓公共图书馆服务新模式探析——以威海市图书馆的服务模式为例

分析了目前我国公共图书馆的现状,探讨了图书馆服务的新模式,提出了与读者互动、与高校图书馆加强馆际合作的措施。     

Spatial prisoner’s dilemma games with increasing size of the interaction neighborhood on regular lattices

We studied the evolution of cooperation in the prisoner’s dilemma game on a square lattice where the size of the interaction neighborhood is considered. Firstly, the effects of noise and the cost-to-benefit ratio on the maintenance of cooperation were investigated. The results indicate that the cooperation frequency depends on the noise and cost-to-benefit ratio: cooperation reaches a climax as noise increases, but it monotonously decreases and even vanishes with the ratio increasing. Furthermore, we investigated how the size of the interaction neighborhood affects the emergence of cooperation in detail. Our study demonstrates that cooperation is remarkably enhanced by an increase in the size of the interaction neighborhood. However, cooperation died out when the size of the interaction neighborhood became too large since the system was similar to the mean-field system. On this basis, a cluster-forming mechanism acting among cooperators was also explored, and it showed that the moderate range of the neighborhood size is beneficial for forming larger cooperative clusters. Finally, large-scale Monte Carlo simulations were carried out to visualize and interpret these phenomena explicitly.