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We propose a new approach for analyzing the Japanese government bond (JGB) market using text-mining technology. First, we extracted the feature vectors of the monthly reports from the Bank of Japan (BOJ). Then, the trends in the JGB market were estimated by a regression analysis using the feature vectors. As a result of comparison with support vector regression and other methods, the proposal method...
Nowadays, the interrelationship study issues between energy consumption and economic development draw researchers' attention to study deeply in the world. We must find out what correlation exists between them. The problem which makes decision analysis solve the energy and the economy in according to researchers has become an important content of the coordinated development. Beijing, as the capital...
The selection of Client is the key point of the operation in port, select an excellent client will make the use of resource more reasonable, and increase the benefit of port. A system of evaluation and selection indexes for coal client selection is put forward based on the fact of Qinhuangdao Port Group, and establish a model of the selection of coal client, then use rough sets extract the decision-making...
On base of analyzing the situation of recycling economy of coal enterprises and establishing the principle of indication system, an evaluation-index system was established, which included four levels structure (economy development, resource utilization, social development and recycling system) and twenty-two indications. According to comparing all kinds of methods of recycling economy, and considering...
The combined forecasting and the way of improving such forecasting methodology through optimized combination and recursion is the focus of this paper; the GMDH is applied to select variables relevant to economic forecasting models before establishing a single forecasting model such as regression model and neural network model; and the final step is to establish a combined forecasting model through...
Researchers have proposed a lot of detecting and testing methods about change points. While in the real case, it shows that the structure change of a time series was changed gradually, that is the change points has illustrated senses of fuzziness. This concept is important in fitting different models to different regimes of the data regarding economic interpretation of the data during that regime...
In this paper, using factor analysis to study the sources of China's financial risk, concluded that the major factor of the financial risks is macroeconomic risk, foreign investment risk, banking risk and the stock market risk; using BP artificial neural network model for the establishment of early warning and training and testing the sample data with it, and then prediction the state of the financial...
In this paper, the finite-time ruin probability with different interest rates for non-standard Poisson model is considered. Under the assumptions that the claim-arrival process is non-standard Poisson process, i.e. nonhomogenous and conditional Poisson process, and the claimsize is subexponentially distributed, some simple asymptotic formulae of ruin probability within finite horizon are derived....
Traditional theory suggests that the economic growth depends on capital, labor and other factor inputs and the progress of technology, which overlooks the factor of institution. Actually, under the condition of absence of factors increased and no change of technology, the improvement of productivity and the growth of economy can be achieved through the innovation of institution. This thesis tries...
This paper is concerned with one kind of corporate optimal portfolio problems in the inflation case. The investor can put her or his money either in the bank account or in a real project. We use a conjecture method, which can often be found when studying linear quadratic (LQ) optimal control problem, to give an explicit solution to our optimal problem in the special constant relative risk aversion...
On the basis of general discrete actuarial model of life insurance, this article has carried on research to discrete life insurance actuarial models under the variable interest rate. And it provide net single premium for life insurance and life annuity due over a period based on that de Moivre's law of mortality and Makeham's law of mortality separately.
it is obtained through the Guangdong primary energy consumption and financial development compared to the testing of Granger causality: energy consumption is Granger reason of the development of financial, however, the financial development is not the Granger reason of the energy consumption. It shows that: the various financial institutions in Guangdong implementing the national energy policy has...
The core of fuzzy comprehensive evaluation is membership degree transformation. But the existing transformation methods should be questioned, because redundant data in index membership degree is also used to compute object membership degree, which is not useful for object classification. The paper applied an improved algorithm for membership degree transformation in fuzzy evaluation on urban green...
Accompanied with the rapid industrialization and urbanization in China, the shortage of resources becomes the most important factor which limits the development, especially in the developed districts such as the Yangtze River Delta. Land resource is the base of economic development but China's per capita land resource is so lack as to support the economic development. So how to put land resource to...
During the last three decades since the implementation of the Open Door policy, the tourism industry in Hubei Province has experienced rapid development with the great support and emphasis from government. The year of 2009 is the final year to implement the ??Eleventh Five-Year Plan?? and also the most critical year for government to increase 4 trillion yuan investment in infrastructure to expand...
This paper examines the hypothesis that the national funding of science is a product of the process of governance. In support of this idea comparative theories of national governance are mustered. A mixed regression model is developed which examines the explanatory power of economic and political variables in determining science funding in an extended sample of OECD nations.
Continued debate on privatization initiatives within the Canadian healthcare system has brought much-needed attention to sustainability issues and the emerging challenges faced by this domain. Predicaments that deal exclusively with public or private health service challenges should not derail healthcare sustainability efforts. Applying an appropriate framework is fundamental for ensuring the success...
In this paper early warning system financial stability proposes by using fuzzy logic inference and fuzzy Markov model. The system are demonstrated applying financial information of the Azerbaijan Republic.
This article introduces amethod to predict upward and downward monthly variations of the Standard & Poor's 500 (S&P 500) index by using a pool of macro-economic and financial explanatory variables. The method is based on the combination of a denoising step, performed by Kalman filtering, with a variable selection step, performed by a Lasso-type procedure. In particular, we propose an implementation...
With the improvement of market power, Stock Preferences of China's stock mutual funds has become one of the most popular issues. Basing on the related research literatures, this papers used Count panel data model and the sample of Chinese listed firm from 2003 to 2006 to empirically study the factors affecting the number of mutual fund that holding the share of particular listed firms, which will...
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