ARIMA With GARCH Family Modeling and Projection on Share Volume of DSE

A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange （DSE）. The daily volume data from the June 1, 2004 to April 19, 2010 were retrieved from DSE website as a secondary data source. The Maximum Likelihood---Autoregressive Conditional Heteroskedasticity （ARCH） （Marquardt） method has been applied to construct the models for the stock volume data of DSE by using statistical package software E-Views of verson-5. First of all, an ＂Auto Regressive Integrated Moving Average （ARIMA） model＂ was fitted and observed that heteroscedastic volatilities were still present there. To eliminate this dilemma, ARCH class of volatility models has been used and finally the ARIMA with EGARCH model has been explored. Findings of this study have recognized that ARIMA with EGARCH model implies low mean square error, low mean absolute error, low bias proportion, and low variance proportion for share volume data with comparing to other models. Hence, the modelling concept established in this study would be a decisive study for the investors as well as the researchers.

Research on the agricultural comprehensive development project performance evaluation problems and countermeasures

The agricultural comprehensive development project performance evaluation refers to the evaluation and assessment of the expected target original and effectiveness after the completion of a project, discuss how to according to different projects to form a reasonable evaluation system for agricultural comprehensive development project, make a reasonable assessment, which can not only ensure the project quality, but also to achieve the project plans to further improve and perfect, make agricultural development operation became more efficient, so it has the practical significance. This paper describes the construction of the performance evaluation system of agricultural comprehensive development project problems, and puts forward some countermeasures for construction of agricultural comprehensive development project performance evaluation system.

Risk Management and Operation Strategies of Chinese Overseas Risk Exploration Projects

Currently,the investment of oil and gas industry is still facing an unfavorable environment,in which,instable factors,such as financial crisis,terrorist,religious conflicts and rigorous environmental regulations,keep mucking up the business all around the world.Meanwhile,China’s rapid energy consumption growth boosted by a booming economy has put the country to rely heavily on exported oil.It is therefore extremely urgent to expand and diversify petroleum supply channel in consideration of the country’s energy security.As the world’s economy has been slowly recovering from the slump and

A New Model for Network Security Situation Assessment of the Industrial Internet

To address the problem of network security situation assessment in the Industrial Internet,this paper adopts the evidential reasoning(ER)algorithm and belief rule base(BRB)method to establish an assessment model.First,this paper analyzes the influencing factors of the Industrial Internet and selects evaluation indicators that contain not only quantitative data but also qualitative knowledge.Second,the evaluation indicators are fused with expert knowledge and the ER algorithm.According to the fusion results,a network security situation assessment model of the Industrial Internet based on the ER and BRB method is established,and the projection covariance matrix adaptive evolution strategy(P-CMA-ES)is used to optimize the model parameters.This method can not only utilize semiquantitative information effectively but also use more uncertain information and prevent the problem of combinatorial explosion.Moreover,it solves the problem of the uncertainty of expert knowledge and overcomes the problem of low modeling accuracy caused by insufficient data.Finally,a network security situation assessment case of the Industrial Internet is analyzed to verify the effectiveness and superiority of the method.The research results showthat this method has strong applicability to the network security situation assessment of complex Industrial Internet systems.It can accurately reflect the actual network security situation of Industrial Internet systems and provide safe and reliable suggestions for network administrators to take timely countermeasures,thereby improving the risk monitoring and emergency response capabilities of the Industrial Internet.