Three indexes including forest pest occurrence area,control area and input fund of 31 provinces from 2003 to 2014 were selected from Forestry Statistical Yearbook,to establish dynamic interaction index evaluation syst...Three indexes including forest pest occurrence area,control area and input fund of 31 provinces from 2003 to 2014 were selected from Forestry Statistical Yearbook,to establish dynamic interaction index evaluation system with clustering robust regression model and Stata 13. 0 software. Total forest pest control efficiency in China was determined according to the computing result of entropy method. Suggestions such as improving forest pest control efficiency,increasing service efficiency and input amount of forest pest control input funds were put forward. It will provide empirical basis for target management evaluation of forest pest control work and accountability system.展开更多
The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics h...The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.展开更多
基金Supported by Analysis of Forest Pest Cost Responsibility Investigation System(2017-R04)Protection and Development:Coordination Mechanism Research from the Perspective of Community(71373024)
文摘Three indexes including forest pest occurrence area,control area and input fund of 31 provinces from 2003 to 2014 were selected from Forestry Statistical Yearbook,to establish dynamic interaction index evaluation system with clustering robust regression model and Stata 13. 0 software. Total forest pest control efficiency in China was determined according to the computing result of entropy method. Suggestions such as improving forest pest control efficiency,increasing service efficiency and input amount of forest pest control input funds were put forward. It will provide empirical basis for target management evaluation of forest pest control work and accountability system.
基金supported by the National Natural Science Foundation of China Key Project under Grant No.70933003the National Natural Science Foundation of China under Grant Nos.70871109 and 71203247
文摘The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.
