汇率预测非常困难,其波动具有时变性、随机性和模糊性等统计特征.现存文献中各种方法和模型的预测效果受很多因素影响,其预测力都不及随机游走模型,这就是汇率预测领域所谓的"米斯和罗格夫之谜(The Meese and Rogoff puzzle)"...汇率预测非常困难,其波动具有时变性、随机性和模糊性等统计特征.现存文献中各种方法和模型的预测效果受很多因素影响,其预测力都不及随机游走模型,这就是汇率预测领域所谓的"米斯和罗格夫之谜(The Meese and Rogoff puzzle)".本文使用非参数方法研究汇率波动及其预测模型,发现较之任何参数方法、半参数方法都具有更大的灵活性.为了克服"维数魔咒",本文提出非参数可加模型来研究汇率预测问题.与现有模型相比,在同样的观察样本期内,非参数可加汇率预测模型有更好的样本外预测能力,这有力地证明了"米斯和罗格夫之谜"并非难以破解.此外,我们将非参数可加汇率模型应用于人民币对美元的汇率预测,其结果仍然揭示了该模型很好的拟合度和预测能力.本文为汇率预测这一研究领域提供了新的研究思路和方法.展开更多
During the China's Tiangong-2(TG-2) flight mission, the experiments of 18 kinds of material samples were conducted in space by using a Multiple Materials Processing Furnace(MMPF) mounted in the orbital module of t...During the China's Tiangong-2(TG-2) flight mission, the experiments of 18 kinds of material samples were conducted in space by using a Multiple Materials Processing Furnace(MMPF) mounted in the orbital module of the TG-2 space laboratory. After the experiments of 12 kinds of samples of the first and second batches were completed successfully, astronauts packed and brought them back to the ground by ShenzhouII spacecraft. By studying processing and formation on semiconductor and optoelectronics materials, metal alloys and metastable materials, functional single-crystal, micro-and nano-composite materials encapsulated in sample ampoules both in space and on Earth, we expect to explore some physical and chemical processes and mechanism of the materials formation that are normally obscured and therefore are difficult to study quantitatively on the ground due to the gravity-induced convection, to obtain the processing and synthesis technology for preparing high quality materials, and lead to the improvement and development of materials processing techniques on Earth, and also develop the experiment device and comprehensive ability for materials experiment in microgravity environment. This report briefly introduces the main points of each research work and preliminary comparative analysis results of 12 samples carried out by scientists undertaking research task.展开更多
A new idea is put forward to modify the Clarkson-Kruskal （CK） direct method. Using the usual CK direct method to a coupled KdV system, two types of usual similarity reductions can be obtained. However, the applicati...A new idea is put forward to modify the Clarkson-Kruskal （CK） direct method. Using the usual CK direct method to a coupled KdV system, two types of usual similarity reductions can be obtained. However, the application of the modified CK direct method leads to three types of new similarity reductions different from the usual ones.展开更多
基金Supported by the National Natural Science Foundation of China(11061004)the National Social Science Foundation of China(12BJY055)the Construct Program of the Key Discipline in Hunan Province
文摘汇率预测非常困难,其波动具有时变性、随机性和模糊性等统计特征.现存文献中各种方法和模型的预测效果受很多因素影响,其预测力都不及随机游走模型,这就是汇率预测领域所谓的"米斯和罗格夫之谜(The Meese and Rogoff puzzle)".本文使用非参数方法研究汇率波动及其预测模型,发现较之任何参数方法、半参数方法都具有更大的灵活性.为了克服"维数魔咒",本文提出非参数可加模型来研究汇率预测问题.与现有模型相比,在同样的观察样本期内,非参数可加汇率预测模型有更好的样本外预测能力,这有力地证明了"米斯和罗格夫之谜"并非难以破解.此外,我们将非参数可加汇率模型应用于人民币对美元的汇率预测,其结果仍然揭示了该模型很好的拟合度和预测能力.本文为汇率预测这一研究领域提供了新的研究思路和方法.
文摘During the China's Tiangong-2(TG-2) flight mission, the experiments of 18 kinds of material samples were conducted in space by using a Multiple Materials Processing Furnace(MMPF) mounted in the orbital module of the TG-2 space laboratory. After the experiments of 12 kinds of samples of the first and second batches were completed successfully, astronauts packed and brought them back to the ground by ShenzhouII spacecraft. By studying processing and formation on semiconductor and optoelectronics materials, metal alloys and metastable materials, functional single-crystal, micro-and nano-composite materials encapsulated in sample ampoules both in space and on Earth, we expect to explore some physical and chemical processes and mechanism of the materials formation that are normally obscured and therefore are difficult to study quantitatively on the ground due to the gravity-induced convection, to obtain the processing and synthesis technology for preparing high quality materials, and lead to the improvement and development of materials processing techniques on Earth, and also develop the experiment device and comprehensive ability for materials experiment in microgravity environment. This report briefly introduces the main points of each research work and preliminary comparative analysis results of 12 samples carried out by scientists undertaking research task.
文摘A new idea is put forward to modify the Clarkson-Kruskal （CK） direct method. Using the usual CK direct method to a coupled KdV system, two types of usual similarity reductions can be obtained. However, the application of the modified CK direct method leads to three types of new similarity reductions different from the usual ones.
