期刊文献+
共找到2篇文章
< 1 >
每页显示 20 50 100
从公募基金投资管理实践看如何运用数量化方案进行财务造假识别
1
作者 吴洁 《现代商业银行导刊》 2022年第3期30-33,共4页
本文从公募基金投资管理的特点和需求出发,在介绍分析国内外财务造假识别工作理论和实践的基础上,提出选取“异常逻辑型”自主构建公募基金财务造假数量化识别方案,方案定位于通过大规模数字化筛选识别出上市公司的造假线索,为主动投资... 本文从公募基金投资管理的特点和需求出发,在介绍分析国内外财务造假识别工作理论和实践的基础上,提出选取“异常逻辑型”自主构建公募基金财务造假数量化识别方案,方案定位于通过大规模数字化筛选识别出上市公司的造假线索,为主动投资提供研究、决策和风险管理的参考和依据。文章重点介绍了作者所在机构通过指标选取、造假样本定义、模型设计等环节自主构建模型和模型系统化的过程,系统已经实现了自动采集底层财务数据、自动通过模型筛查识别并提供结果查询、辅助研究以及复核重检等功能,未来将逐步嵌入到投资研究的工作流程和智能风控体系中以适应更多的管理新场景。 展开更多
关键词 公募基金 数量化方案 财务造假识别 模型构建 系统化
原文传递
Impact of Convective Momentum Transport by Deep Convection on Simulation of Tropical Intraseasonal Oscillation 被引量:1
2
作者 LING Jian LI Chongyin 《Journal of Ocean University of China》 SCIE CAS 2014年第5期717-727,共11页
This paper focuses on the impacts of convective momentum transport(CMT) on simulations of the tropical intraseasonal oscillation(TIO) in SAMIL. Two sets of experiments are performed, which give different reality of th... This paper focuses on the impacts of convective momentum transport(CMT) on simulations of the tropical intraseasonal oscillation(TIO) in SAMIL. Two sets of experiments are performed, which give different reality of the Madden-Julian Oscillation(MJO). The Tiedtke cumulus parameterization scheme is used for all experiments. It is found that simulations of the TIO can be influenced by CMT, and the impacts on the simulated TIO depend on the model capability in simulating the MJO. CMT tends to have large influences to the model that can simulate the eastward propagation of the MJO. CMT can further influence the long-term mean of zonal wind and its vertical shear. Zonal wind suffers from easterlies biases at low level and westerlies biases at upper level when CMT is introduced. Such easterlies biases at low level reduce the reality of the simulated tropical intraseasonal oscillation. When CMT is introduced in the model, MJO signals disappear but the model's mean state improves. Therefore, a more appropriate way is needed to introduce CMT to the model to balance the simulated mean state and TIO signals. 展开更多
关键词 Madden-Julian Oscillation(MJO) convective momentum transport(CMT) SAMIL
下载PDF
上一页 1 下一页 到第
使用帮助 返回顶部