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This paper establishes a risk assessment index system for oil and gas resource countries, with 46 screened indicators across 5 dimensions, namely political risk, economic risk, investment risk, oil and gas resources risk, and the Chinese factor. Furthermore, by using the principal component analysis method, the 46 risk indicators were narrowed down to 16 principal components. Subsequently, a support...
The paper is to establish a feasible evaluating indicator system for university endowment funds based on principle component analysis. According to information provided by the reference index system from nearly 8000 schools were selected, the 16 indicators were proposed and 1340 schools were selected as the alternative school for investment objectives. By using data envelopment analysis (DEA), 30...
In contemporary days, as the society develops, more indicators tend to be unpersuasive when it comes to measuring sustainability. Moreover, in order to gain a comprehensive indicator system, the indicator per seis expected to be extensive rather than specific. In this paper, a new comprehensive indicator system (PRETEC) is created and an original model (Fu's model) combining Principal Component Analysis...
Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage...
Enterprise knowledge management is closely related to enterprise technology innovation capability", "this is because of the technological innovation capability of enterprises to deepen the connotation of knowledge management and will also promote the development and improvement of enterprise knowledge management system. From the perspective of the enterprise knowledge management to study...
In this article we introduce a new strategy for optimal diversification which combines elements of Diversified Risk Parity [1], [2] and Diversification Ratio [3], with emphasis on positive risk premiums. The Uncorrelated Positive Bets strategy involves the identification of reliable, independent sources of randomness and the quantification of their positive risk premium. We use principal component...
Industrial upgrading is a dynamic process that the industrial structure changes from a low level to a high level, thereby improving the economy. Firstly, in order to measure the development of industrial upgrading, this paper proposes four main quantitative indicators, which are the proportion of industrial structure, the degree of industrial growth, the direction of industrial upgrading, and the...
Wind power is currently the mainstream of China's new resource exploitation, but the excessively fast development pace has brought companies growing risk. So it's necessary to study the method how to evaluate the financial risk of wind power enterprise. In this paper, through financial risk analysis, 12 key financial indicators were selected out to build a principal component model. And it got three...
A new method based on the integration of principal component analysis (PCA) and adaptive network-based fuzzy inference system ANFIS) is put forward for selecting the real estate project. Firstly, principal component analysis (PCA) is used to reduce the evaluation index dimensions. And then, adaptive network-based fuzzy inference system (ANFIS) is used to evaluate the real estate projects. In order...
The different regions have different characters in the foreign capital utilization of forestry. The paper divides the country into five forestry economic regions, and analyzes the scale and industry direction of forestry foreign capital of each region. In order to find out the weaknesses of each region, the representative provinces of each region are chosen, that is Heilongjiang Province, Henan Province,...
The rise in share prices of the iron and steel sector in 2006 and 2007 and drop in 2008 due to the global financial turmoil raised a great deal of concern among shareholders. In this paper, concerns of shareholders are to be identified through questionnaires, and the financial status and developing trend of the listed steel companies is to be elicited by performing model verification (e.g. principal...
The factors were analysed which affects the cash payback capacity of nonperforming asset pool. Correlation was analysed to the factors and there exists multicollinearity. All Kaiser Meyer Olkin measure (KMO measure) exceeded 0.5. It showed that the sample was adequate and suitable for principal component analysis. The contribution proportion of cumulative variance decided the principal components...
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