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经济统计计量模型在企业风险管理中的应用 被引量:1
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作者 吴翟 袁荩怡 +1 位作者 饶李鑫 毛青青 《市场研究》 2018年第3期47-48,共2页
要:构建经济计量统计模型,分析企业战略风险的组成部分及引起方式,可以从源头上规避企业管理过程中的风险。本文从经济计量统计模型出发,研究其应用的可能性和前景,并通过原始数据的进一步整合,分析战略风险管理的可行办法。
关键词 统计计量模型 企业战略风险管理 调控 创新
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经济统计计量模型在企业风险管理中的应用前景
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作者 吴翟 袁荩怡 +1 位作者 饶李鑫 毛青青 《市场研究》 2018年第1期47-48,共2页
本文通过构建经济计量统计模型, 分析企业战略风 险的组成部分及引起方式,从源头上研究如何尽可能地规避 及解决企业管理过程中不可避免的风险,并从经济计量统计 模型这个数学模型本身出发,研究其实用性和应用的可能性 以及前景.同时, ... 本文通过构建经济计量统计模型, 分析企业战略风 险的组成部分及引起方式,从源头上研究如何尽可能地规避 及解决企业管理过程中不可避免的风险,并从经济计量统计 模型这个数学模型本身出发,研究其实用性和应用的可能性 以及前景.同时, 通过对原始数据的进一步整合, 分析战略风 险管理的可行办法, 从而对其进行论述. 展开更多
关键词 统计计量模型 企业战略风险管理 调控 创新
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现代信用风险管理度量模型比较 被引量:7
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作者 熊志斌 李荣钧 《科技管理研究》 CSSCI 北大核心 2007年第2期126-128,共3页
对目前国外主流的信用风险管理度量方法进行了评述,比较了各方法的原理及各自的优缺点,分析了这些方法在目前我国信用风险管理条件下的适用情况,指出基于人工智能技术的信用风险模型在我国信用风险管理中应该引起更多的重视。
关键词 信用风险 随机波动模型 统计计量模型 人工智能
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湖南省资源型城市金融发展与经济增长关系实证研究 被引量:4
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作者 许明金 廖婷 +1 位作者 刘召栋 刘智远 《科技进步与对策》 CSSCI 北大核心 2015年第3期44-47,共4页
选用向量自回归模型(VAR),运用ADF检验、Johansen协整分析、格兰杰因果关系检验、方差分解等实证分析方法,对湖南省5个资源枯竭型城市在实施经济转型过程中金融发展与宏观经济增长关系进行了实证研究。结果表明,湖南省5个资源型城市整... 选用向量自回归模型(VAR),运用ADF检验、Johansen协整分析、格兰杰因果关系检验、方差分解等实证分析方法,对湖南省5个资源枯竭型城市在实施经济转型过程中金融发展与宏观经济增长关系进行了实证研究。结果表明,湖南省5个资源型城市整体金融发展与经济增长之间不存在长期关系,且存在金融与经济发展相脱节的情况,金融体系只是经济发展的附属品,金融发展对经济增长未起到应有的推动作用。 展开更多
关键词 资源型城市 金融发展 经济增长 计量统计模型 实证研究
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Holographic Gas as Dark Energy 被引量:4
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作者 LI Miao LI Xiao-Dong +1 位作者 LIN Chun-Shan WANG Yi 《Communications in Theoretical Physics》 SCIE CAS CSCD 2009年第1期181-186,共6页
We investigate the statistical nature of holographic gas, which may represent the quasi-particle excitations of a strongly correlated gravitational system. We find that the holographic entropy can be obtained by modif... We investigate the statistical nature of holographic gas, which may represent the quasi-particle excitations of a strongly correlated gravitational system. We find that the holographic entropy can be obtained by modifying degeneracy. We calculate thermodynamical quantities and investigate stability of the holographic gas. When applying to cosmology, we find that the holographic gas behaves as holographic dark energy, and the parameter c in holographic dark energy can be calculated from our model. Our model of holographic gas generally predicts c 〈 1, implying that the fate of our universe is phantom-like. 展开更多
关键词 holographic principle dark energy
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Analysis on the Level of Intra-industry Trade for ASEAN's Economy
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作者 Thanet Wattanakul 《Chinese Business Review》 2016年第5期215-223,共9页
This paper aims to examine and analyse the level of intra-industry trade on economy of ASEAN. These data obtained from the accurate and reliable source of ASEAN Trade Statistics databases. The importance of intra-indu... This paper aims to examine and analyse the level of intra-industry trade on economy of ASEAN. These data obtained from the accurate and reliable source of ASEAN Trade Statistics databases. The importance of intra-industry and measurement is also described. Moreover, the linkage of intra-industry trade and investment liberalization under the ASEAN Economic Community (AEC) is also explained. The effective enhancement schemed to increase the competitiveness of specific industries had been proposed to enhance ASEAN to be efficient production hub and network of region that lead to the ultimate goal of single market. The further studies can be applied to construct and estimate the econometric model and forecasting technique to confirm the empirical results. 展开更多
关键词 intra-industry trade ASEAN AEC trade and investment liberalisation
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Related factors and regional differences in energy consumption in China
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作者 QU Xiao-e ZHU Qing YANG Yang 《Chinese Business Review》 2010年第7期27-36,共10页
This article used the Cluster analysis of statistical method to separate China's 30 provinces and municipalities into three categories according to their energy consumption discrepancies and characteristics from 1985... This article used the Cluster analysis of statistical method to separate China's 30 provinces and municipalities into three categories according to their energy consumption discrepancies and characteristics from 1985 to 2007. The categories were high, moderate and low energy consumption areas and they had significant differences in energy consumption. Based on this classification, the authors analyzed the influencing factors of energy consumption in the three areas by means of panel data econometric model. The results showed that the influencing factors were obviously different. In order to support national goal of energy conservation and emission reduction, the energy measures and policies should be distinctly taken. 展开更多
关键词 energy consumption Cluster analysis panel model econometric analysis
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An algorithm for trajectory prediction of flight plan based on relative motion between positions 被引量:7
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作者 Yi LIN Jian-wei ZHANG Hong LIU 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2018年第7期905-916,共12页
Traditional methods for plan path prediction have low accuracy and stability. In this paper, we propose a novel approach for plan path prediction based on relative motion between positions(RMBP) by mining historical f... Traditional methods for plan path prediction have low accuracy and stability. In this paper, we propose a novel approach for plan path prediction based on relative motion between positions(RMBP) by mining historical flight trajectories. A probability statistical model is introduced to model the stochastic factors during the whole flight process. The model object is the sequence of velocity vectors in the three-dimensional Earth space. First, we model the moving trend of aircraft including the speed(constant, acceleration, or deceleration), yaw(left, right, or straight), and pitch(climb, descent, or cruise) using a hidden Markov model(HMM) under the restrictions of aircraft performance parameters. Then, several Gaussian mixture models(GMMs) are used to describe the conditional distribution of each moving trend. Once the models are built, machine learning algorithms are applied to obtain the optimal parameters of the model from the historical training data. After completing the learning process, the velocity vector sequence of the flight is predicted by the proposed model under the Bayesian framework, so that we can use kinematic equations, depending on the moving patterns, to calculate the flight position at every radar acquisition cycle. To obtain higher prediction accuracy, a uniform interpolation method is used to correct the predicted position each second. Finally, a plan trajectory is concatenated by the predicted discrete points. Results of simulations with collected data demonstrate that this approach not only fulfils the goals of traditional methods, such as the prediction of fly-over time and altitude of waypoints along the planned route, but also can be used to plan a complete path for an aircraft with high accuracy. Experiments are conducted to demonstrate the superiority of this approach to some existing methods. 展开更多
关键词 Velocity vector Hidden Markov model Gaussian mixture model Machine learning Plan path prediction Relative motion between positions(RMBP)
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