Lagrange、Cauchy、积分中值定理与Taylor公式的统一证明

通过一个定理的结论,给出L agrange、C auchy、积分中值定理和T ay lor公式的统一证明,同时得出计算不定型极限的L′Hosp ita l法则的推广定理.     

商业银行间风险相依结构、传染网络与溢出效应

为更加科学地揭示我国商业银行间的风险溢出效应,提出“相依结构-传染网络-风险测度”的研究思路,并使用贝叶斯网络与R藤Copula-CAViaR-CoVaR模型对我国14家商业银行在2008年至2018年区间内的风险溢出效应进行了系统分析。实证研究表明：银行风险相依结构具有国有商业银行、股份制商业银行各自聚集,城市商业银行分布于股份制商业银行周边的经济性质聚集分布特征,其中股份制商业银行起到了枢纽连接作用;国有商业银行管理、抵御及分散风险的能力大于股份制商业银行大于城市商业银行;银行间存在双向溢出效应且呈现非对称性,其中股份制银行的风险溢出大小大于城市商业银行大于国有商业银行,且银行之间存在负向溢出效应。     

审计稳健性与投资者决策、公司市场价值

如何持续提升资本市场的配置绩效是投资者和其他利益各方关注的重大问题.在对国外审计师稳健性经济后果模型修正的基础上,着重从诉讼风险角度,分析了审计师稳健性与投资者投资效率和客户公司市场价值的关系.结果发现:在法律法规健全且有效实施的条件下,审计师的鉴证类型(稳健或激进、中性)决定了投资者的投资效率和公司的市场价值.反之,激进型审计策略成为审计师的主流特征,结果导致投资者过度投资和投资不足并存、公司价值低估与高估同在的格局.然后,结合我国投资者长期投资不足、公司价值低微的现实,予以印证.主要创新是按照法律制度是否健全和实施力度分析了审计稳健性与投资效率和公司价值的关系.     

审计意见、高管财务背景与内部控制缺陷修正

文章运用2010~2014年度沪深两市A股上市公司的相关数据,首先检验了审计意见与内部控制缺陷修正之间的相关性,结果表明上年收到“不清洁”审计意见的企业在当年更有可能进行内控缺陷的整改与修正;进一步通过分组回归发现,高管中具有财务背景特征的成员比例越高,进行缺陷整改的概率更大,一方面表明外部审计非标准审计意见对内部控制治理效用可能赖于管理层的配合,另一方面也折射出高管人力资源有效配置的重要性。而对披露缺陷修正信息的企业进行跟踪研究,发现这类企业在后续年度仍然会收到“不清洁”的审计意见,反映出这些上市公司的缺陷整改可能浮于表面,并不是实施有效的。     

高速公路PPP项目股权结构、质量水平与VFM的关系研究

高速公路PPP项目属于具有经营收益的准经营性项目,政府制定有效的激励措施,可以鼓励项目公司发挥专业的建设和运营能力,提高项目质量和收益水平。本文以VFM作为政府绩效评价指标,通过构建完全信息静态博弈模型,研究了PPP项目股权结构、质量水平与VFM之间的关系,结果发现:虽然社会资本较多持有项目公司股份有助于提高VFM水平,但随着社会资本方股权比例的增加,项目质量水平在不断降低,所以政府应该将社会资本方的持股比例控制在一定范围内,在保证项目质量的同时达到VFM最大化,从而降低政府方风险,提高社会效益。在高速公路PPP项目中,政府应优化股权决策,激励项目公司改善项目质量和水平,为公私双方带来良好的绩效水平。     

深圳能源：向内的旅程——风险导向审计与风险管理关系分析及实务运用

实施风险导向审计与风险管理,首先需要对二者及其之间的关系有深入的了解。在此基础上,进行实践探索,如同展开了一次企业向内的旅程。     

城市化、经济与教育水平的协整分析和VEC模型——来自河北省数据的实证分析

利用1980年到2008年的数据针对河北省城市化进程中城市化、经济与教育水平的发展情况,利用格兰杰因果检验、协整理论和向量误差修正(VEC)模型进行实证分析.分析结果表明在河北省城市化进程中,城市化水平、经济发展水平、教育水平之间具有重要的相互影响作用.     

消费者偏好、市场准入与产品安全水平:基于双寡头两阶段博弈模型分析

考虑消费者产品安全偏好和产品安全水平等因素,针对采取不同产品安全战略的两个寡头制造商,建立了两阶段博弈模型:第一阶段为两制造商选择各自的产品安全度水平,第二阶段为两产品制造商确定各自的产品价格。通过数值仿真重点讨论了消费者产品安全偏好支付系数和产品安全市场准入值两参数变化带来的影响。结果表明:消费者安全偏好支付系数提高时,两制造商利润均增加;产品安全准入值提高时,低价战略采取者的利润下降;主动安全战略采取者利润增加。所得结论对于产品安全管理中政府及不同类型制造商的决策具有参考价值和指导意义。     

中国区域房地产经济发展水平空间统计分析——全局Moran's I、Moran散点图与LISA集聚图的组合研究

针对中国区域房地产业发展呈现出较大差异性的现状,本研究构建出房地产经济发展水平指标体系,利用变形后的时序多指标模型原理,计算中国31个省份2000-2009年房地产经济发展水平;运用差异系数、全局Moran's I、Moran散点图和LISA集聚图,来探索中国区域房地产发展水平在空间上的分布特征,进而提出房地产发展优化途径.研究发现,中国区域房地产经济发展的分布与空间地理位置大体一致,即从东到西房地产经济发展水平依次递减;整体差异系数逐渐减小,说明区域房地产经济发展水平正逐步趋同;房地产经济发展水平一直存在显著的空间自相关和空间异质性,这呈现出近十年区域房地产经济发展水平的空间演变过程;目前中国区域房地产经济发展水平已形成较为稳定的空间格局.     

直觉模糊群的子直觉模糊群和正规子直觉模糊群

设G为直觉模糊二元运算下的直觉模糊群,给出了G子直觉模糊群和正规子直觉模糊群的定义,讨论并证明了子直觉模糊群和正规子直觉模糊群的一些性质。     

Group Entwining Structures and Group Coalgebra Galois Extensions

Abstract

The notions of group coalgebra Galois extension and group entwining structure are defined. It is proved that any group coalgebra Galois extension induces a unique group-entwining map ψ = {ψ_{α, β}}_{α, β∈π} compatible with the right group coaction, generalizing the recent work of Brzeziński and Hajac [Brzeziński, T., Hajac, P. M. (1999). Coalgebra extensions and algebra coextensions of Galois type. Comm. Algebra 27:1347–1368].     

牛羊体尺的聚类与主成分分析

分别对牛羊体尺进行了聚类与主成分分析，所得结果对牛羊品种选育、鉴定、评价有一定指导意义，并为畜体测量学的建立提供一种新的思路和依据。     

Group performance evaluation, an application of data envelopment analysis

The contribution of this paper is to provide an approach for evaluating the performance of a group of decision making units (DMUs) based on the production technology. Group evaluation is an application of data envelopment analysis (DEA). DEA uses linear programming to provide a suitable technique to estimate a multiple-input/multiple-output empirical efficient function. This paper applies group evaluation to evaluate the performance of Iranian commercial banks.     

Component commonality via hierarchical orthogonal arrays and detailing economic decision matrices

Component commonality (CC) implies products using many common parts, desensitized to the range of product applications (noise), and meeting the functionality objectives of the product line. This paper lists a nine-step methodology for developing CC and applies it to a problem. These steps utilize the major concepts of analytical modeling, economic decision matrices (EDM), quality loss functions (QLS) for variates and weighted utilities, stochastic models, finite element (FE) simulations for concurrent engineering, and statistical design of experiments (DOE) for uncertainty in either application, statistics or managerial decisions. The details of the first six steps were illustrated in a previous paper by application to a problem involving a slider link subjected to an extreme range of “noise” (various inertia/pressure loadings). Six candidate designs of steel, aluminum and titanium were generated using an analytical model and a sensitivity study. The DOE utilized Taguchi's orthogonal arrays. These designs were ranked using cost, weight, and factors of safety with respect to yielding. A refining EDM with a three-part robustness criteria selected two candidates (best was steel, followed by aluminum) considering inner noise in the managerial decisions. In the current paper, the last three steps of the nine-step methodology are applied to these two candidates in order to obtain the “optimal” part for CC. The FE stress results are used with a modified Goodman fatigue criteria, and a stochastic model is developed based upon beta (strength) and three-parameter Weibull (stress) distributions. The model is then used in a detailing EDM to determine the stochastic reliability associated with a QLS defined with respect to fatigue reliability. A “fine-tuned” aluminum candidate is shown to meet a priori reliability requirements and have low-quality losses. However, both original candidates exhibited some high-quality losses, even though such losses were acceptable in the preceding refining EDM. The authors demonstrate that this loss of quality can be prevented if a fatigue criteria is used in both the refining and detailing EDM stages of the design process and, “warranty failures” are based on stochastic rather than deterministic definitions of maximum environmental conditions.     

The Cohomologies of the Sylow 2-Subgroups of a Symplectic Group of Degree Six and of the Third Conway Group

The third Conway group Co ₃ is one of the 26 sporadic finite simple groups. The cohomology of its Sylow 2-subgroup S is computed, an important step in calculating the mod 2 cohomology of Co ₃. The spectral sequence for the central extension of S is described; it collapses at the sixth page. Generators are described in terms of the Evens norm or transfers from subgroups. The central quotient S′ = S/2 is the Sylow 2-subgroup of the symplectic group Sp ₆(𝔽₂) of six-by-six matrices over the field of two elements. The cohomology of S′ is computed and is detected by restriction to elementary abelian 2-subgroups.     

Relative Group Cohomology and The Orbit Category

Let G be a finite group and ? be a family of subgroups of G closed under conjugation and taking subgroups. We consider the question whether there exists a periodic relative ?-projective resolution for ? when ? is the family of all subgroups H ≤ G with rk H ≤ rkG ? 1. We answer this question negatively by calculating the relative group cohomology ?H*(G, 𝔽₂) where G = ?/2 × ?/2 and ? is the family of cyclic subgroups of G. To do this calculation we first observe that the relative group cohomology ?H*(G, M) can be calculated using the ext-groups over the orbit category of G restricted to the family ?. In second part of the paper, we discuss the construction of a spectral sequence that converges to the cohomology of a group G and whose horizontal line at E ₂ page is isomorphic to the relative group cohomology of G.     

关于群布尔矩阵的收敛和周期

在文[1]和[2]中,各自得到了如下结果：一个循环布尔矩阵A是本原的当且仅当gcd（i2-i1,…,i1-i1,n）＝1,其中A＝Pi1十Pi2十…＋Pi1,0≤i1＜i2＜…＜i1≤n-1,P是对应于n阶循环置换（123…n）的置换矩阵．在本文中,先把此结果推广到群矩阵（一种循环矩阵的推广）．其次,讨论群布尔矩阵的周期．给出了计算周期的算法,最后,探讨循环布尔矩阵A的使Am p＝Am的最小正整数m.     

Vaught's Conjecture and Group Rings

We discuss Vaught's conjecture for complete theories of modules over some group rings over the integers and other Dedekind domains, and over pullback rings of Dedekind domains.