“鲍曼悖论”及其理论解释——来自我国上市公司的经验证据

本文基于2000-2009年我国十个行业225家上市公司的资产回报率数据,分别采用"方差法"和"序数法"度量战略风险,并通过风险/收益计算窗口的提前或滞后安排对"鲍曼悖论"的存在性及其可能解释进行实证检验。研究发现,由于数据严重左偏,用方差法度量战略风险会导致虚假的实证结果,而基于序数法的元分析结果揭示我国上市公司战略风险和滞后收益间存在显著的负相关关系,支持"风险隐性成本说"关于战略风险-收益关系的因果论证

Materialized Views Selection of Multi-Dimensional Data in Real-Time Active Data Warehouses

通过基于主动决策引擎日志的数据挖掘来找到分析规则的CUBE 使用模式,从而为多维数据实视图选择算法提供重要依据;在此基础上设计了3A 概率模型,并给出考虑CUBE 受访概率分布的视图选择贪婪算法PGreedy(probability greedy), 以及结合视图挽留原则的视图动态调整算法. 实验结果表明, 在实时主动数据仓库环境下,PGreedy 算法比BPUS(benefit per unit space)算法具有更好的性能. In this paper, data mining based on the log of active decision engine is introduced to find the CUBE using pattern of analysis rules, which can be used as important reference information for materialized views selection. Based on it, a 3A probability model is designed, and the greedy algorithm, called PGreedy (probability greedy), is proposed, which takes into account the probability distribution of CUBE. Also view keeping rule is adopted to achieve better performance for dynamic view adjusting. Experimental results show that PGreedy algorithm can achieve better performance than BPUS (benefit per unit space) algorithm in real-time active data warehouses environment.Supported by the National Natural Science Foundation of China under Grant No.60473051 (国家自然科学基金); the China HP Co. and Peking University Joint Project (北京大学-惠普(中国)合作项目

第十八届美国理论与应用力学大会总结

1会议概况2018年6月5—9日,第18届美国理论与应用力学大会(18th U.S. National Congress of Theoretical and Applied Mechanics, USNCTAM2018)在美国芝加哥召开.本次大会由美国力学国家委员会和中国力学学会联合主办,旨在探讨和交流近四年世界范围内在理论和应用力学领域的基础研究、创新技术的最新进展,吸引了来自世界各地的近千名专家学

酸雨胁迫下稀土元素对小麦生理生化响应的作用

运用盆栽实验,对酸雨胁迫下稀土元素(REE)对小麦生理生化响应的作用进行了研究。结果表明:酸雨影响了叶绿素含量及叶绿素a/b值。叶绿素a及叶绿素总量与酸雨pH值呈正相关,POD活性随酸雨pH值减小逐渐增加,间接导致叶绿素a分解速度加快,造成叶绿素总量减少和a/b值减小,加速了叶片的老化,影响植株光能吸收、转换及碳同化。REE施用后,仍在酸雨胁迫下的植株与单一酸雨处理相比,其叶绿素含量、叶绿素a/b值、POD活性均能稳定在一定水平上。在酸雨pH>3.5的情况下REE明显地表现出对小麦体内叶绿素及过氧化物酶有一定的防护作用

酸雨胁迫下,稀土元素对菠菜膜保护系统作用

利用盆栽实验，探讨了酸雨胁迫下对菠菜膜保护酶系统的防护效应。实验结果表明：单一酸雨处理会造成超氧化物歧化酶（ Ｓ Ｏ Ｄ）、过氧化酶（ Ｃ Ａ Ｔ）活性总体水平下降，其变化曲线呈“∧”形，并使过氧化物酶（ Ｐ Ｏ Ｄ）活性明显增加。施用稀土元素后酸雨胁迫下的植株叶片中 Ｓ Ｏ Ｄ、 Ｃ Ａ Ｔ 活性总体水平上升，变化曲线的峰值向酸度较大的方向移动， Ｐ Ｏ Ｄ 活性上升幅度减小，３ 种膜保护酶的活性与单一酸雨处理组相比，处在一种相对稳定的状态下，表现出在酸度不大的情况下，稀土元素对酸雨影响菠菜膜保护系统有明显的防护作用

稀土元素对酸雨胁迫小麦活性氧清除系统响应的作用

盆栽条件下,就酸雨胁迫下小麦活性氧清除系统的响应及稀土元素作用进行了研究。结果表明:酸雨导致小麦活性氧酶促系统的SOD、CAT、POD酶活性总体水平发生变化。CAT、SOD活性减弱,POD活性增加,致使体内活性氧清除能力减弱,稀土元素的施用增加了CAT、SOD活性水平,削弱了由于酸雨胁迫所导致的POD活性的增加,从而增强了清除活性氧的能力,减弱了由于酸雨胁迫对小麦活性氧清除系统造成的影响

Herding of School Ties: An Empirical Study of Open-end Fund from China

在过去的十年里，社会关系在金融市场中的作用成为了一个热门的研究领域。尽管有文献表明社会关系会导致羊群行为，但目前尚未有研究指出校友网络对羊群行为的影响。本文连接了前人对投资者社会关系和投资者羊群行为的研究，提出了“校友羊群行为”这一概念。校友羊群行为是指校友圈内的投资者通过校友关系互相传递股票价格相关信息，结果导致相互之间的投资决策趋于相同。为了检验我国是否存在校友羊群行为，本文基于LSV（1992）和Sais（2004）的研究构建了一个新的羊群行为测度指标，采用我国开放式基金2003年至2011年的半年度股票持仓数据，结合手工采集的基金经理毕业院校信息，在实证部分估计了我国校友羊群行为的程度...During the last decades, the role of social connection on financial markets has become a popular research area. Although it is well documented that herd behavior may results from social connection of investors, no research has paid attention to the impact of alumni network on herd behavior so far. Enlightened by rich literature on social connection of investors and on institutional herding, I defi...学位：管理学硕士院系专业：管理学院财务学系_财务学学号：3212009115060

Congestion Control of Express Delivery Network Based on Connection Cost

本文采用图论的方法研究快递网络拥塞控制问题。通过分析快递网络流量特性,研究快递网络结构对网络传输能力的影响,平衡网络传输能力和连接成本之间的关系。首先,介绍介数的概念,考虑介数与货物流量的关系,修改了介数定义,并设计了介数的计算方法;接下来,根据介数计算公式推导快递网络传输能力与节点介数和节点能力的关系;然后,构建满足预期网络传输能力的最小连接成本拥塞控制模型,并设计了通过不断加边、重连和删除边的方法迭代寻找最优的快递网络结构;最后通过广西某快递公司的配送网络为算例验证模型和算法的有效性。研究结果显示算法能够有效地找出最优的快递网络,研究发现瓶颈节点的处理能力和介数决定网络的传输能力,网络传输能力与连接成本悖反。 By adopting graph theory,congestion control of express network is studied in this paper.Through the analysis of the characteristics of the network traffic flow and the study on the effect of the structure of express network on the network transmission capability,balancing the relationship between the network transmission capability and the connection cost.First of all,the concept of betweenness is introduced.Considering the relationship between the betweenness and cargo flow,the betweenness definition is modified,and the calculation method of betweenness is designed.Next,according to the betweenness calculation formula,the relationship of express network transmission capacity,node betweenness and node capacity are derived.Then,by taking the minimum connection cost as the optimization goal,an optimization model of express delivery network with the constraint of expect transmission capacity is constructed,and an algorithm is designed to seek the network with the optimal structure by gradually adding edge,reconnecting edge and deleting edge.Finally,the example of the backbone network of an express delivery company in Guangxi province is taken to verify the effectiveness of the model and algorithm.The result of simulation indicates that the algorithm can effectively find out the optimal delivery network.Through the research,it is found that processing power and betweenness of the bottleneck node decision network transmission capacity,and there is a contradiction between network transmission capacity and connection cost.国家自然科学基金资助项目(61170017