The Hong Kong Hang Seng index futures is taken as a study object and a method of empirical analysis is adopted in order to verify the validity of the application of the value-at-risk (VaR) method in the risk measureme...The Hong Kong Hang Seng index futures is taken as a study object and a method of empirical analysis is adopted in order to verify the validity of the application of the value-at-risk (VaR) method in the risk measurement of the stock index futures market. The results suggest that under normal market conditions it is feasible to apply the VaR method in the measurement of the market risks of stock index futures. The daily VaR value of the stock index futures provides a foreseeable profit and loss of the stock index futures. Financial supervisors can adjust their supervising strategies according to the daily VaR value. The speculators can adjust risk capital reserve rates in the same way. The application of this method in China's stock index futures market requires the solutions to specific problems: the absence of historical data, the difficult confirmation of non-risk interest rates etc.展开更多
Four different methods,namely mineralogical analysis,three-stage BCR sequential extraction procedure,dynamic leaching test and Hakanson Potential Ecological Risk Index Method were used to access the environmental acti...Four different methods,namely mineralogical analysis,three-stage BCR sequential extraction procedure,dynamic leaching test and Hakanson Potential Ecological Risk Index Method were used to access the environmental activity and potential ecological risks of heavy metals in zinc leaching residue.The results demonstrate that the environmental activity of heavy metals declines in the following order:CdZnCuAsPb.Potential ecological risk indices for single heavy metal are CdZnCuAsPb.Cd has serious potential ecological risk to the ecological environment and contributes most to the potential toxicity response indices for various heavy metals in the residue.展开更多
[Objectives] The purpose of this research was to investigate the water quality of the Longjiang River in Guangxi. Concentrations of heavy metals( As,Cd,Zn,Pb and Cu) in the surface water of Longjiang River were analyz...[Objectives] The purpose of this research was to investigate the water quality of the Longjiang River in Guangxi. Concentrations of heavy metals( As,Cd,Zn,Pb and Cu) in the surface water of Longjiang River were analyzed to figure out the distribution characteristics of heavy metal pollutants in this area. [Methods]The Nemerow comprehensive index method and the health risk assessment model were adopted to evaluate the grade of Longjiang River water quality and the health risk level imposed by heavy metals in the water. [Results] The concentrations of heavy metals in each sampling point conformed to Grade-II water quality standard. The water samples collected on 13 sampling points of the Longjiang River were clean and not polluted by heavy metals. The health risk values of heavy metals As and Zn were greater than Cd,Pb and Cu in the Longjiang River,but still lower than the maximum acceptable risk level 5. 0 × 10^(-5)a^(-1). [Conclusions]Water quality condition reflected by the comprehensive pollution index and the health risk value of heavy metal was consistent in the Longjiang River,showing as that the value in middle and lower reaches was slightly higher than in the upper reaches. As is the major pollutant of water environment health risk in the Longjiang River,and it should be regarded as the key object of water environment risk management in Longjiang River.展开更多
According to the index early warning method, a commercial bank loans risk early warning system based on BP neural networks is proposed. The warning signal is mainly involved with the financial situation signal of loan...According to the index early warning method, a commercial bank loans risk early warning system based on BP neural networks is proposed. The warning signal is mainly involved with the financial situation signal of loaning corporation. Except the structure description of the system structure the demonstration of attemptive designing is also elaborated.展开更多
文摘The Hong Kong Hang Seng index futures is taken as a study object and a method of empirical analysis is adopted in order to verify the validity of the application of the value-at-risk (VaR) method in the risk measurement of the stock index futures market. The results suggest that under normal market conditions it is feasible to apply the VaR method in the measurement of the market risks of stock index futures. The daily VaR value of the stock index futures provides a foreseeable profit and loss of the stock index futures. Financial supervisors can adjust their supervising strategies according to the daily VaR value. The speculators can adjust risk capital reserve rates in the same way. The application of this method in China's stock index futures market requires the solutions to specific problems: the absence of historical data, the difficult confirmation of non-risk interest rates etc.
基金Project(50925417) supported by the National Natural Science Funds for Distinguished Young Scholar of ChinaProject(2010AA065203) supported by the High Technology Research and Development Program of China+2 种基金Project(2010-609) Supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars,Ministry of Education,ChinaProject(ncet-10-0840) supported by Program for New Century Excellent Talents in UniversityProject(2012FJ1080) supported by Key Projects of Science and Technology of Hunan Province,China
文摘Four different methods,namely mineralogical analysis,three-stage BCR sequential extraction procedure,dynamic leaching test and Hakanson Potential Ecological Risk Index Method were used to access the environmental activity and potential ecological risks of heavy metals in zinc leaching residue.The results demonstrate that the environmental activity of heavy metals declines in the following order:CdZnCuAsPb.Potential ecological risk indices for single heavy metal are CdZnCuAsPb.Cd has serious potential ecological risk to the ecological environment and contributes most to the potential toxicity response indices for various heavy metals in the residue.
基金Supported by Key Project of Guangxi Natural Science Foundation(2013GXNSFEA053001)
文摘[Objectives] The purpose of this research was to investigate the water quality of the Longjiang River in Guangxi. Concentrations of heavy metals( As,Cd,Zn,Pb and Cu) in the surface water of Longjiang River were analyzed to figure out the distribution characteristics of heavy metal pollutants in this area. [Methods]The Nemerow comprehensive index method and the health risk assessment model were adopted to evaluate the grade of Longjiang River water quality and the health risk level imposed by heavy metals in the water. [Results] The concentrations of heavy metals in each sampling point conformed to Grade-II water quality standard. The water samples collected on 13 sampling points of the Longjiang River were clean and not polluted by heavy metals. The health risk values of heavy metals As and Zn were greater than Cd,Pb and Cu in the Longjiang River,but still lower than the maximum acceptable risk level 5. 0 × 10^(-5)a^(-1). [Conclusions]Water quality condition reflected by the comprehensive pollution index and the health risk value of heavy metal was consistent in the Longjiang River,showing as that the value in middle and lower reaches was slightly higher than in the upper reaches. As is the major pollutant of water environment health risk in the Longjiang River,and it should be regarded as the key object of water environment risk management in Longjiang River.
基金Supported by the National Science Foundation of China(Approved NO.79770086)
文摘According to the index early warning method, a commercial bank loans risk early warning system based on BP neural networks is proposed. The warning signal is mainly involved with the financial situation signal of loaning corporation. Except the structure description of the system structure the demonstration of attemptive designing is also elaborated.