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台湾企业信息透明度与债券发行资金成本关系实证研究——蒙地卡罗模拟法之运用 被引量:1
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作者 沈宜庆 《财会通讯(下)》 2009年第3期45-47,66,共4页
本文探讨了企业信息透明度与债券资金成本间的关系。研究样本涵盖1996年至2001年间,共103家发行公司债的台湾上市公司,对其年报自愿性披露水平进行了分析。结果发现,企业发行公司债增额举债成本与其年报自愿性披露水平间呈显着负相关,... 本文探讨了企业信息透明度与债券资金成本间的关系。研究样本涵盖1996年至2001年间,共103家发行公司债的台湾上市公司,对其年报自愿性披露水平进行了分析。结果发现,企业发行公司债增额举债成本与其年报自愿性披露水平间呈显着负相关,显示信息的充分披露能获得较低的举债成本。而依市场风险高低所作的分组测试,则显示具有高市场风险的企业,披露水平与债券发行资金成本间关联性并未较低市场风险的企业密切,且高市场风险组的企业,年报中所披露的策略性信息,与债券发行资金成本间的关系并未达显着水平,此也反映出投资人评估企业信息披露是"质"、"量"并重的。 展开更多
关键词 台湾省 企业信息透明度 债券发行 资金成本 蒙地卡罗模拟
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如何选择度量金融风险的指标 被引量:5
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作者 崔嵬 张尧庭 +1 位作者 朱世武 谢邦昌 《统计研究》 CSSCI 北大核心 2003年第6期52-55,56,共5页
张尧庭教授是我国著名的统计学家 ,多年来一直对本刊给予大力支持。现在张尧庭教授正在病榻上与病魔进行搏斗。为了表达我们对张教授的敬意 ,本刊特在第 6、7、8期连续刊出张教授与其他学者合作的三篇文章。
关键词 金融风险 VAR 连接函数 度量指标 风险管理 Delta常态法 蒙地卡罗模拟
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基于多尺度主成分面板模型的中国耕地压力动态变化及驱动力分析 被引量:11
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作者 张星星 曾辉 《中国人口·资源与环境》 CSSCI 北大核心 2014年第S3期204-208,共5页
基于1992-2010年统计年鉴数据,对中国国家尺度、省级尺度、城市群尺度以及地级市尺度城市化过程中耕地压力动态变化以及驱动力进行了分析。结果表明在研究时段内,国家尺度的耕地压力呈下降趋势;省级尺度上的耕地压力表现为南增北减,东... 基于1992-2010年统计年鉴数据,对中国国家尺度、省级尺度、城市群尺度以及地级市尺度城市化过程中耕地压力动态变化以及驱动力进行了分析。结果表明在研究时段内,国家尺度的耕地压力呈下降趋势;省级尺度上的耕地压力表现为南增北减,东部和西部省份增加,中部和东北省份减少;城市群尺度上的耕地压力明显高于非城市群地区,三大城市群是我国耕地压力堪虞地区;地级市尺度上,基于蒙地卡罗模拟,中国43%的地级市耕地压力大于1,29%的地级市耕地压力大于1.5。并建立了国家尺度、省级尺度、城市群尺度和地级市尺度的多层线性面板模型。 展开更多
关键词 耕地压力 城市化 多层线性面板模型 蒙地卡罗模拟
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基于LCA的城市生活垃圾回收处理系统不确定性分析 被引量:3
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作者 李劲 王华 《上海环境科学》 CAS CSCD 2011年第2期47-50,共4页
为提高城市生活垃圾管理系统之生命周期评价结果的可靠度,分析了生命周期评价方法各阶段产生的不确定性形式与来源,研究了参数、模型不确定性的分析方法,并以城市生活垃圾替代方案评价为例,采用蒙地卡罗模拟量化影响评价过程所产生... 为提高城市生活垃圾管理系统之生命周期评价结果的可靠度,分析了生命周期评价方法各阶段产生的不确定性形式与来源,研究了参数、模型不确定性的分析方法,并以城市生活垃圾替代方案评价为例,采用蒙地卡罗模拟量化影响评价过程所产生的不确定性,以降低其知识不确定性,提供生命周期评价决策的完整信息。 展开更多
关键词 城市生活垃圾 生命周期评价 不确定性分析 蒙地卡罗模拟
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物理学对金融学的影响
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作者 吴恒煜 《经济经纬》 CSSCI 北大核心 2007年第6期137-139,共3页
金融界以几何布朗运动来描述股价、油价、汇率等金融上重要变量的时间序列,并因此与许多物理学上的模型与定律存在显著的联系。理工学科人才能在金融领域拥有明显的竞争优势。
关键词 几何布朗运动 利率期限结构 实物期权 蒙地卡罗模拟
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药物动力学和药效动力学在抗菌药物新药开发和临床治疗上的应用 被引量:34
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作者 史军 《中国临床药理学与治疗学》 CAS CSCD 2007年第2期121-133,共13页
制定合理的给药方案是抗菌药物开发中临床试验成败的关键。近十年来群体药物动力学和药效动力学的发展和在抗菌药新药开发上的应用,对抗菌药物合理给药方案的制定有了突破性进展,已基本上形成了抗菌药物新药开发的一个模式。这一模式以... 制定合理的给药方案是抗菌药物开发中临床试验成败的关键。近十年来群体药物动力学和药效动力学的发展和在抗菌药新药开发上的应用,对抗菌药物合理给药方案的制定有了突破性进展,已基本上形成了抗菌药物新药开发的一个模式。这一模式以药动药效学理论指导下的体外动力学模型、动物体内感染模型和I期临床药动学试验为基础,以随机化统计模型和蒙地卡罗模拟为手段对III期临床试验的给药方案进行统计比较以确定最佳的给药剂量和频率。本文系统性地描述如何从临床前和临床试验中获得准确可靠的数据进而建立药动药效学数学模型,着重于阐述抗菌药物药效学的基本概念、试验方法学的基本原理并简单介绍药动药效学的计算方法。 展开更多
关键词 药动学 药效学 抗菌药物 体外动力学模型 蒙地卡罗模拟
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药物动力学和药效动力学结合在抗菌药物研发和临床治疗中的应用(英文) 被引量:9
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作者 SHI Jun 《中国临床药理学与治疗学》 CAS CSCD 2007年第10期1099-1113,共15页
面临耐药性致病菌的逐年增加,新型抗菌药物亟待开发。众所周知,新药开发是一个艰难和复杂的过程。制定合理给药方案是药物开发的重要课题,而以制定抗菌药物的合理给药方案最富挑战性。近二十年来,便宜快捷的体外动力学实验和动物体内感... 面临耐药性致病菌的逐年增加,新型抗菌药物亟待开发。众所周知,新药开发是一个艰难和复杂的过程。制定合理给药方案是药物开发的重要课题,而以制定抗菌药物的合理给药方案最富挑战性。近二十年来,便宜快捷的体外动力学实验和动物体内感染模型以及药效学数据处理方法不断完善,其价值在抗菌新药开发上被不断验证和肯定,弥补了临床试验所无法获得的信息。近十年来临床群体药代动力学模型和蒙地卡罗模拟结合临床前实验确定的靶值,致病菌MIC分布,利用电脑模拟比较不同给药方案的中靶率,已成为临床三期试验确定最佳给药方案行之有效的方法和针对耐药菌抗菌药物临床剂量再评价和进一步调整的科学依据。可以预期,在今后的抗菌素新药的开发上,人们将更有把握从临床前的实验数据来预计临床最佳给药方案,并优化临床试验的设计,达到既快速又经济的目的。 展开更多
关键词 药动学 药效学 抗菌素 体外动力学模型 动物模型 蒙地卡罗模拟
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Monte Carlo simulation of 4π γ-ray Calorimeter for ETF Experiment at HIRFL-CSR
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作者 Yue Ke Su Guanghui Xu Hushan Sun Zhiyu Wang Jiansong Zheng Chuan Hu Zhengguo Chen Roufu Yu Yuhong Zhang Xueheng Chen Junling 《近代物理研究所和兰州重离子加速器实验室年报:英文版》 2009年第1期50-50,共1页
关键词 兰州重离子加速器 实验装置 蒙地卡罗模拟 ETF CSR 射线 热量 RIBLL
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关于建筑工程替代构法经济效益风险评估模式的研究
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作者 陈峥 《知识经济》 2016年第11期51-51,共1页
为了更有效掌握新式构法的使用成本、控制工程及生命周期中支出成本等不确定因素,本文欲拟一套提供决策者掌握工程投资经济效益风险的评估方法。研究首先根据国内现有建筑工程各部位构法的替代方案,完整经济效益评估后建立价值模型,即... 为了更有效掌握新式构法的使用成本、控制工程及生命周期中支出成本等不确定因素,本文欲拟一套提供决策者掌握工程投资经济效益风险的评估方法。研究首先根据国内现有建筑工程各部位构法的替代方案,完整经济效益评估后建立价值模型,即应用蒙地卡罗模拟法,把不确定性资料以几率分配的形式,将价值模型做模拟运算,借此让决策者能了解并快速有效度量替代构法的经济效益与风险程度,以提供建筑工程决策单位在考量构法的替代方法时的参考依据。 展开更多
关键词 蒙地卡罗模拟 替代构法 经济效益风险
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Multimedia health risk assessment:A case study of scenario-uncertainty 被引量:2
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作者 李飞 黄瑾辉 +3 位作者 曾光明 袁兴中 梁婕 王晓钰 《Journal of Central South University》 SCIE EI CAS 2012年第10期2901-2909,共9页
Assisted by framework of multimedia total exposure model for hazard waste sites(CalTOX),potential influences of scenario-uncertainty on multimedia health risk assessment(MHRA) and decision-making were quantitatively a... Assisted by framework of multimedia total exposure model for hazard waste sites(CalTOX),potential influences of scenario-uncertainty on multimedia health risk assessment(MHRA) and decision-making were quantitatively analyzed in a primary extent under the Chinese scenario case by deliberately varying the two key scenario-elements,namely conceptual exposure pathways combination and aim receptor cohorts choice.Results show that the independent change of one exposure pathway or receptor cohort could lead variation of MHRA results in the range of 3.6×10-6-1.4×10-5 or 6.7×10-6-2.3×10-5.And randomly simultaneous change of those two elements could lead variation of MHRA results at the range of 7.7×10-8-2.3×10-5.On the basis of the corresponding sensitivity analysis,pathways which made a valid contribution to the final modeling risk value occupied only 16.7% of all considered pathways.Afterwards,comparative analysis between influence of parameter-uncertainty and influence of scenario-uncertainty was made.In consideration of interrelationship among all types of uncertainties and financial reasonability during MHRA procedures,the integrated method how to optimize the entire procedures of MHRA was presented innovatively based on sensitivity analysis,scenario-discussion and nest Monte Carlo simulation or fuzzy mathematics. 展开更多
关键词 scenario-uncertainty multimedia health risk assessment (MHRA) comparative analysis parameter-uncertainty
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Rarefied planar jets into vacuum 被引量:1
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作者 Chunpei Cai Limei Wang 《Theoretical & Applied Mechanics Letters》 CAS 2012年第1期62-66,共5页
This paper presents a fundamental gaskinetic study on high speed rarefied jets expanding into vacuum from a cluster of planar exits.Based on the corresponding exact expressions for one planar jet,this paper straightfo... This paper presents a fundamental gaskinetic study on high speed rarefied jets expanding into vacuum from a cluster of planar exits.Based on the corresponding exact expressions for one planar jet,this paper straightforwardly derives the combined multiple jet flowfield solutions of density and velocity components,however,for the combined temperature and pressure solutions,extra attention shall be practiced.Several direct simulation Monte Carlo simulation results are provided and they validate these analytical solutions of rarefied planar jet flows. 展开更多
关键词 rarefied flows JET molecular beams VACUUM Monte Carlo method
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Role of Parallel Tempering Monte Carlo Simulation in 2D Ising Spin Glass System with Distance Dependent Interaction 被引量:1
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作者 Habte Dulla Berry Pooran Singh 《Journal of Physical Science and Application》 2012年第7期216-223,共8页
Spin glass system is a complex disordered system with a number of local minima separated by entropic barriers. Therefore, parallel tempering Monte Carlo simulation was used in order to get fast thermalisation (to min... Spin glass system is a complex disordered system with a number of local minima separated by entropic barriers. Therefore, parallel tempering Monte Carlo simulation was used in order to get fast thermalisation (to minimize the relaxation time). Distance dependent interaction coupling in 2D is studied in order to show how a spin glass phase transition occurs when couplings between far away spins are permitted by considering Edwards-Anderson Ising spin glass model. The interaction coupling is a quenched random variable whose probability of being non-zero decays with distance between two spin sites rij = |i-j|mod(L/2).The interaction coupling is random and its probability distribution is decaying with the distance between the spins (p(Jij) αrij^-ρ). The model is studied by changing p among three different regimes (p 〉 2D, 4/3 D〈 p 〈 2D, p 〈 4/3D). A phase transition temperature for p = 2, 3, 4 is obtained. 展开更多
关键词 Parallel tempering Monte Carlo method thermalisation spin glass system distance dependent interaction coupling andphase transition.
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Molecular-Based Simulation of Feedstock Properties for Complex Reaction System
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作者 Ouyang Fusheng Bao Wenjun +1 位作者 Jiang Hongbo Weng Huixin (Research Center of Petroleum Processing,East China University of Science and Technology,Shanghai 200237) 《China Petroleum Processing & Petrochemical Technology》 SCIE CAS 2010年第1期54-60,共7页
The kinetics of complex reaction systems were studied on molecular level with the combined method of Monte Carlo simulation and Structural Oriented Lumping by focusing on deep catalytic cracking (DCC) process, the m... The kinetics of complex reaction systems were studied on molecular level with the combined method of Monte Carlo simulation and Structural Oriented Lumping by focusing on deep catalytic cracking (DCC) process, the model parameters were optimized by means of routine analytic data of a DCC unit. A model was established to transform the feedstock of the complex reaction systems such as DCC to 1000-10000 pseudo-molecules with the Monte Carlo simulation and every molecule was expressed by 19 attributes. The results of model simulation showed that these pseudo-molecules reflected the characteristics of feedstock very well and their average properties gave a good agreement with the plant data. 展开更多
关键词 complex reaction system molecular scale kinetic model Monte Carlo simulation deep catalyticcracking
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Monte Carlo Simulation of Spin Glasses Using Vector Spin Model in 3D
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作者 Habte Dulla Berry Pooran Singh 《Journal of Physical Science and Application》 2012年第9期340-344,共5页
In the present work, the possibility of existence of spin glass phase using classical Heisenberg model with Edwards-Anderson type of interactions has been explored employing Monte Carlo simulation of Binder parameter ... In the present work, the possibility of existence of spin glass phase using classical Heisenberg model with Edwards-Anderson type of interactions has been explored employing Monte Carlo simulation of Binder parameter (g (L, T)). Previous experimental studies show that there is finite temperature phase transition but this study indicates that there is no finite temperature phase transition in 3D Heisenberg vector spin glass model. 展开更多
关键词 Heisenberg model Monte Carlo simulation Edwards-Anderson model binder parameter phase transition.
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Distribution Patterns of Medicinal Plants along an Elevational Gradient in Central Himalaya,Nepal 被引量:1
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作者 Maan B.ROKAYA Zuzana MÜNZBERGOVÁ +1 位作者 Mani R.SHRESTHA Binu TIMSINA 《Journal of Mountain Science》 SCIE CSCD 2012年第2期201-213,共13页
This study aimed to compare the distribution patterns and trends of plant parts used among different groups of medicinal plants, geographical regions,and between medicinal plants and all vascular plants.We used the pu... This study aimed to compare the distribution patterns and trends of plant parts used among different groups of medicinal plants, geographical regions,and between medicinal plants and all vascular plants.We used the published sources for elevation records of 2,331 medicinal plant species to interpolate presence between minimum and maximum elevations and estimated medicinal plant richness for each 100-m elevational band. Monte Carlo simulations were used to test whether differences in elevational distribution between different groups of medicinal plants were significant. Total number of medicinal plants as well as different groups showed unimodal relationship with elevation. The elevational distributions of medicinal plants significantly differ between regions and between medicinal plant groups.When comparing the richness of all medicinal plants to all vascular plants,Monte Carlo simulations indicated that the numbers of medicinal plants are higher than expected at low elevations.The highest richness of medicinal plants at low elevation could be possibly due to favorable environmental factors such as high temperature, rainfall,sunlight or due to higher density of human population and thus higher pressure on use of any plants in lower elevations. 展开更多
关键词 Species richness Rapoport's elevational rule Mid-domain effect Randomization test Unimodal pattern HIMALAYA Nepal
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New Metrics for the Detection of Suicide Bombers
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作者 William Peyton Fox John Vesecky 《Journal of Mathematics and System Science》 2012年第4期249-257,共9页
An experimental field study was conducted at the University of California at Santa Cruz USA to determine if radar cross section signals were different between a person without wearing any wires and a person wearing bo... An experimental field study was conducted at the University of California at Santa Cruz USA to determine if radar cross section signals were different between a person without wearing any wires and a person wearing both a suicide vest and wires with (without) loops in the wires. The data was collected using the GunnPlexer Doppler radar at 12.5 GHz at various safe distances using various subjects both without any wires and wearing a suicide vest with detonation wires and with detonation wires and loops. The raw data was separated in its horizontal and vertical polarization signals (HH and VV). The analysis of these two HH and VV polarization signals from the data allowed several promising metrics to be created. These metrics were individually tested in a Monte Carlo simulation which is in order to determine the probability of detection of a would-be suicide bomber. The results of the Monte Carlo simulation showed that the metrics yielded a probability of successful detection of slightly over 98% and a false positive rate of just less than 2 %. This research and its result are encouraging and suggest further testing to insure that suicide bombers can be found prior to their detonation of their bombs at a safe range. 展开更多
关键词 Military application radar cross section DETECTION horizontal and vertical polarization suicide bomber.
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Joint analysis of urban shopping destination and travel mode choice accounting for potential spatial correlation between alternatives 被引量:1
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作者 林姚宇 丁川 +3 位作者 王耀武 刘超 崔愉晨 Sabyasachee Mishra 《Journal of Central South University》 SCIE EI CAS 2014年第8期3378-3385,共8页
In recent years,there have been important developments in the joint analysis of the travel behavior based on discrete choice models as well as in the formulation of increasingly flexible closed-form models belonging t... In recent years,there have been important developments in the joint analysis of the travel behavior based on discrete choice models as well as in the formulation of increasingly flexible closed-form models belonging to the generalized extreme value class.The objective of this work is to describe the simultaneous choice of shopping destination and travel-to-shop mode in downtown area by making use of the cross-nested logit(CNL) structure that allows for potential spatial correlation.The analysis uses data collected in the downtown areas of Maryland-Washington,D.C.region for shopping trips,considering household,individual,land use,and travel-related characteristics.The estimation results show that the dissimilarity parameter in the CNL model is 0.37 and significant at the 95% level,indicating that the alternatives have high spatial correlation for the short shopping distance.The results of analysis reveal detailed significant influences on travel behavior of joint choice shopping destination and travel mode.Moreover,a Monte Carlo simulation for a group of scenarios arising from transportation policies and parking fees in downtown area,was undertaken to examine the impact of a change in car travel cost on the shopping destination and travel mode switching.These findings have important implications for transportation demand management and urban planning. 展开更多
关键词 shopping destination travel mode choice joint choice cross-nested logit Monte Carlo simulation
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