Modeling Risk Management for Resources and Environment in China

It is the most economically developed region in Eastern China of the country. But the resources are relatively scarce there. As economic development, many mining areas in Eastern China are facing resource depletion problems, and the resulting is series of social problems and environmental issues. Recycling mining system is the solution using the principle of circular economy for sustainable mining development. The construction of recycling mining system is the future trends of coal mining. In this paper, Datun coal is as an example, to explore a useful model for the development of recycling mining system in Eastern China, and a brief analysis of economic risk is made in the paper.

In this paper, we use the directional information transmission index which is based on information entropy to investigate the spatial nonuniformity of rainfall in the Huaihe River basin in China, and propose methods of information transfer function, information distance and information area which are employed to determine the area where a rain gauge is capable of representing. The analysis also involves transformation of the rainfall field from discrete state to continuous state.

In this paper, structural path analysis in SAM has been explained and also its application in provincial region in China has been discussed. By setting up several policies simulation scenarios, this method has been used to study industry-related and policy risk in Yunnan province base on detailed SAM of Yunnan province. It concludes that it’s a useful way to examine how an endogenous accounting will be affected by exogenous variables and to reveal its uncertainty and risk of industry policy.

Based on the perspective of change in the growth rate of income or poverty index, seven types of measurement methods in pro-poor growth are analyzed. The multi-dimensional perspective of pro-poor growth can still go further, and could study the growth and distributional effects from a multi-dimensional perspective. In addition, dealing with the non-anonymous nature of pro-poor growth is a serious problem.

In this paper, we regarded the forest resources as research objects, and used the dynamic economic model about renewable resources utilization based of the Logistic model to create the forest resources dynamic economic equilibrium model with the many restriction conditions about ecological production supply, taxation, economic composition and so on. Then we used the mathematic method about normal differential equation and maximum theory to obtain the optimal forest accumulation stock quantity and the optimal harvest quantity. After, we selected the North-east of China as the case site of applied research, and used the dynamic economic equilibrium theoretical model and the data from forest resources investigation, forestry statistics yearbook and typical survey to carry the applied analysis to obtain the optimal harvest quantity dynamic function about forest resources in North-east of China. Then we used the function to obtain the development trend of the equilibrium after 2008, and the optimal harvest quantity should be 4.26 million m

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This paper constructs a dynamic economy growth model with the elements of resource consumption, technology progress and endogenous human capital to discuss the optimal economy growth path applying the optimized control methods. Through sensitive analysis the research demonstrates that consumer’s intertemporal substitute elasticity, human capital accumulation efficiency, and time discount rate determine the optimal economy growth path. Consumer’s intertemporal substitute elasticity, time discount rate, and factor output elasticity of product have effects on stable economy growth rate and resource consumption velocity.

The research of the Impacts of Industry–University (I/U) collaboration mode on regional innovation capacity is vital which has theoretical value and practical significance for building the national innovation system, improving national independent innovation capability and economic development. Some researchers have studied the topic, but they had different opinions of the impact. Based on the statistical data of 31 provinces of China, we do a regression analysis of this issue with the modified Jaffe knowledge production function. Analysis showed that the enterprise leading mode of I/U collaboration has significant impact on regional innovation capabilities, and the impact on output quantity is slightly greater than the output quality. At the same time, universities and research institutions leading mode have no significant effect on regional innovation capabilities. Finally, we put forward some policy recommendations to promote regional innovation.

Based on time-series decomposition, HP filter and cycle locating procedure, the paper extracts the concrete cycle information from gold, US$ exchange rate, and US interest rate time series, on all four durations of the past 30 years. (In this paper the US$ exchange rate is reflected by U.S. Dollar Index, and the interest rate refers to the US$ interest rate.) It shows that the cycle length has shortened and a more sensitive interaction among the three variables appeared since 2008 financial crisis. Further, application of VAR model indicates not only autoregressive relationship among the three variables, but also gold price to be the leading indicator, with 1-month ahead of the dollar exchange rate and 2-months ahead of the interest rate. This significant counter-cyclical pattern may be suggestive of government’s reserve portfolio allocation, especially when facing the uncertainty of the economy and the underlying inflation expectation.

Index tracking, as a popular form of investment strategy, has wildly accepted by portfolio managers in industry, i.e. constructing your own portfolio to reproduce the target index. Traditionally, reproducing stock market index requires large amount of money to invest into all stocks, but this seems impossible when stock number up to thousands, one alternative way to capture the market movements is to invest in a few representative stocks that mimic the index. Portfolio managers often face a problem of figuring out the portfolio that will optimally perform this task. In this project we adopt the index tracking model from Cornuejols and Tutuncu (2007) and apply it to track the S&P100 and compare the computational results of the target index and the portfolio. Matlab and Gurobi V4.0 are used as solvers in the project.

In order to understand the risk level of the shallow groundwater pollution in Huaibei, a method of the support vector machine (SVM) based on the uncertainty theory was proposed to evaluate the water quality. First, the principle of SVM was introduced, and a multi-class classifier of the SVM model was established based on it. Data from some water samples were used to train in the SVM model secondly. And then the model was used to predict the unknown samples, which were fit to the results calculated by fuzzy comprehensive evaluation (FCE). The results show that the SVM model of groundwater quality evaluation is reliable. It is suitable for the data processing based on finite number of training samples, with special technique to restrict overfitting. And method to establish the SVM model is simple.

The level of China’s overall economic development is determined by that of three major economic regions (the Yangtze River Delta, the Bohai Zone and Pearl River Delta). Using 1996–2008 panel data and production function including knowledge stock, the Malmquist method is adopted to measure technical Efficiency, technological Progress and total-factor productivity (TFP). The results are listed as follows: (1) The TFP growth rates of Yangtze River Delta and Pearl River Delta regional were 4.2% and 3.1%, which were higher than that of Bohai Rim region. (2) The TFP growth rates of three major economic regions moved back and forth in 13 years, and negative growth rates were mainly caused by poor pure technical efficiency and technological progress, which shows China’s economic development still have greater uncertainty.

In this paper, the author uses the method of mathematical statistics to analyze several statistical samples, finds the relationship between the Gross Registered Tonnage of ships with the size of them and finally gets a fitted equation. Subsequently, according to the specification of “The standard ships’ main dimensions in Grand Canal”, the equation is used to point out the relationship between the Gross Registered Tonnage of common type Grand Canal ships with the size of them.

This paper analyzes the sensitivity of cargo transported by ports contributes to regional economic development from inside of port industry making specific port transport cargo as its research objective. Firstly, membership relation between port transport cargo and port industry is clarified before analyzing forward connections effect of port entry cargo to regional economy and backward connections effect of port leaving cargo to regional economy based on input–output model in this paper. Since ripple effect of various cargoes to economy is completed in many years, Taylor Expansion is used to peel off the current contribution of port transport cargo to regional economic development. Finally, an empirical research is conducted with data from Fujian Province. Conclusions draw from this research can serve for decision department of government to diagnose economic operation by ports promptly.

In view of the prominent characteristics of complexity, uncertainty, inevitability and relief of river basin floods, this paper presents a research of “scene perception – scenario construction – scenario analysis” on flood emergency management in river basin by applying the related theories of scenarios, that is, perceiving the situations of key factors (rain, flooding, etc.), acquiring information from the perception and forming the possible future scenarios of flood emergency management. A case study of Huaihe River Basin is researched, in which the future scenarios of flood emergency management are described and corresponding recommendations of emergency measures are made. This method is also suitable for flood emergency management in other river basins.

The optimization and integration of port supply chain is studied. According to the characteristics of the port supply chain, from the perspective of the whole supply chain management, the strategic level and operational level objectives of the supply chain will be integrated and optimized; from the customers’ point of view, their satisfaction of the supply chain operating hours will be set as a goal of the service optimization to help to establish the port supply chain integrated optimization model, which targets at cost, time and flexibility. The view that the integrated optimization of collaborative enterprises is similar solutions to supply chain integration optimization is put forward and the collaborative enterprises are optimally to be integrated. Finally, the improved Particle Swarm Optimization (PSO) algorithm is adopted in the model solutions and the effectiveness and practicality of the model and algorithm are verified through a simulation case.

This paper made effective spatial agglomeration for 10 venues of the Nanjing 2014 Summer Youth Olympic Games based on Fuzzy Clustering. The conclusions of this paper will benefit to the classification of the Olympic stadia, to the integration of the resources, to the healthy development as well as sustainable utilization of the stadia. On the one hand, it will give reference for managers to adjust the present operational planning. On the other hand, it will also be evidence for mangers to select the operational pattern and it is also of exploratory significance for the future operational program of all kinds of venues.

This paper concentrates on the performance evaluation of scientific research program in Zhejiang colleges based on uncertainty analysis. Firstly, it sets up the index system. It considers the characteristics of scientific research program in Zhejiang colleges and determines some indexes. It introduces the membership function to determine the membership degree of indexes. Secondly, the paper confirms the index weights. It uses the principle of Analytic Hierarchy Process (AHP) and the entropy weight method to confirm the index weights. This paper establishes an assessment model and gives a theoretical supportive to case study on performance evaluation of scientific research program in Zhejiang colleges.

In order to solve the enormous difference about safe headway between the theoretical value from academic researches and the observational value from practical road conditions, this paper establishes a new vehicle-following model to accurately simulate the vehicle-following process. The model well simulates the actual situation, and provides an operable safety distance reference value for car drivers. Combined with the experiences of outstanding drivers, the model reengineers an integrated process as guidance including maintaining safe headway and changing traffic lane or braking. In addition, the paper discusses the limit of safe headway through sensitive analysis, and finds the reliable measures, so the safe headway could be shortened to improve the efficiency of road utilization. The broad applicability of the conclusion is verified by empirical data.

In this paper, according to the PBoC’s official statement, based on the data from 2005 to 2010, a basket of currencies is constructed with the goal of stabilizing the trade volume. The time series of this basket of currencies is compared with the ones of RMB by means of Eview 6.0. As a result, it is concluded that the trend of RMB exchange rate is propelled by supply and demand in the market under the current managing float regime, which is an inevitable outcome of the “the dilemma of PBoC” and surely, not manipulated by the Chinese government.

According to the logistic model, this thesis uses the A share listed companies in China as the research object, and selects 50 ST and non-ST companies as a sample in 2009. Facing the actual situation of listed companies’ financial risk assessment, we develop 12 indicators of financial forecasts, use SPSS13.0 software to make factor analysis, and then make further analysis by using Logistic Regression Model to form a financial risk assessment model. The results show that this model is effective and it may serve as a basis for policy research.

Intellectual capital is increasingly being recognized as a driving force for the prosperity of economy and corporations. This paper applies the value-added intellectual coefficient (VAIC) model to investigate the link between components of intellectual capital and corporate performance in three industry sectors in China. We find that (1) the material capital employed efficiency has a positive effect on performance in both manufacturing and real estate sectors; (2) the human capital efficiency has a positive effect on performance in the manufacturing sector but not in the real estate or the IT sectors; (3) the structure capital efficiency has non-significant effect on performance in any of the three industry sectors.

ERP implementation is a knowledge transfer process of actors. The research collects questionnaires from the key users who participate in manufacturing ERP project which has been completed. With the 155 effective questionnaires of 45 manufacturing ERP projects from 15 areas, it empirically researches the influence factors sensitivity of knowledge transfer from implementation consultant to key user from four aspects of the characteristic of knowledge to be transferred, the risk and uncertainty of transfer process, the characteristic of transfer context, the characteristic of knowledge source and the characteristic of knowledge recipient.

This paper empirically verifies the impact of majority of shareholders’ SEO subscription option on escalation of commitment under the Agent Theory’s framework based on the data of Chinese listed companies from 2005 to 2008. Results show that listed companies always encouraged to perform the escalation of commitment no matter major stockholders participate the subscription or not. However, compared with the participation of all major shareholders, giving up the SEO subscription option by the major shareholders will increase the possibility of escalation of commitment; furthermore, the most serious escalation will be happened if all of the major shareholders give up the subscription option, and the second serious escalation will be incurred if part of the major shareholders gives up their subscription. These conclusions contribute to comprehend the economic consequences of subscription behavior from the majority of shareholders in SEO, as well as provide a theoretical basis for China Securities Regulatory Commission to supervise and standardize the listed companies’ investment and financing activities, and reducing their investment risks.

Based on uncertainty personnel basic information, data of teaching and scientific research in university, data mining and customer classification method are used, university talent are classified to four types by sensitivity, and talent development influence factors are found that include: initial graduate school, first degree, professional title, etc. According to the research result, linked with university development strategy and subject characteristics, the hazard and strategy for university talent introduction, talent training and human resource management are provided.

The competition among enterprises has evolved into the supply chains competition. The evaluations of cross-process, cross-function, cross organization have been brought into supply chain performance evaluation system. Therefore, the study and analysis on supply chain performance evaluation, which adapts globalization supply chain competition environment, has important significant. Firstly, the paper analyzed the impact factors of supply chain performance, constructed the supply chain performance evaluation index system. Secondly, the paper has used information entropy to reduce the indices, established comprehensive evaluation model based on support vector machine (SVM). Finally, the paper investigated 26 supply chains data and used model to run simulative evaluation. The results were more precise than traditional back propagation (BP) neural network’s evaluation results, which proved the feasibility and validity of the method.

Under the condition of increasing competition, it is more and more important to find customers’ current needs, and tap the potential demand of customers. In the process of value creation, enterprises is not only concerned about the external physical variables which impacts customer value, but also should takes full account of intangible factors which affect consumer decisions. Based on the analysis of existing customer value measurement model, by importing the factor “lifestyle”, we build a new model of customer value measurement. By means of sensitivity analysis of demand for customer value, it explains different valuations of the customer in different circumstances as well as different value judgments among different customers, and provides a dynamic guidance to marketing practice of enterprises.

With the improvement of business management and decision-making level of enterprises, corporate decision-makings on finance not only pay more attention to size of funding, but also to financing options and the financing structures in order to increase the market value of the enterprise and maximize investors’ interests. It plays an important and significant role to improve financial decision-making level and optimize the capital structure of enterprises by studying the relationship between capital structure and firm value of listed firms. This paper reviews the history of capital structure theory, analyzes the relationship between capital structure and firm value, selects the real estate industry and the retail industry, and carries out an empirical analysis on the capital structure and the firm value by establishing comparative regression models.

Securities transaction stamp tax is the main tax item in Chinese stock market. In the past few years, Chinese stock market fluctuated anomaly. The government adjusted the securities transaction stamp tax several times to stabilize the stock market. Using Event-Study analysis and GARCH model, this paper analyses the influence of securities transaction stamp tax adjustment on Shanghai stock market after the adjustment on September 19, 2008. It concludes that this adjustment had strong impact on Shanghai stock market in the short-term; but for the long term, the effect was weakened step by step. Meanwhile, it tries to explain the causes of the result and gives some suggestions about the securities transaction stamp tax.

The main task of credit card risk management for commercial banks and credit card retailers is analyzing credit cardholders’ behavior and predicting bankruptcy. In this paper, we investigate dimension reduction techniques for improving performance of the high-dimensional credit cardholder data classification. We choose MCLP as base classifier. We theoretically analyze the characteristics of PCA, filter, wrapper, and RSM. Then, our experimental research focuses on RSM. Due to the specialities of dimension reduction and ensemble of RSM, we experimentally compare its performance with that of PCA, single classifier and Bagging on the same training set and test set. The results show that RSM can highly improve classification performance of the credit cardholder data set. From the idea of ensemble, RSM demonstrates its superiority over Bagging. From the angle of dimension reduction, RSM shows its predominance over single classifier, and the same advantage as PCA. Finally, we explain our results from the aspects of MCLP algorithm, RSM and data set.

The paper focuses on credit risk measuring methods and tries to find suitable model for China’s listed companies’ credit risk measurement. According to the default condition in Chinese listed companies, we apply the factor analysis to the correlative data, and give the default discrimination model by Logistic regression. As the precision of the credit risk default model affect the bank’s risk status and profit directly, the paper uses the Bayesian estimate to improve the predictive power of credit risk default models. Comparing the precision of two models by AUC value and Brier Score, the result shows that the value of AUC of Standard estimator is 0.834 while the same value of Bayesian estimator is 0.870. It shows that the Bayesian estimate has a higher predictive power of precision and stability.

There are lots of risks and uncertainties in the process of enterprise operation. Enterprise business can be divided into core business, auxiliary business, peripheral business and market-oriented business. It is particularly important to identify a variety of business types. On the basis of improving the method of ELECTRE, this paper applies the method of AHP-ELECTRE to business types recognition based on the evaluation factors, including value, uniqueness, sustainability, competitiveness and concentration. So the research on the business types recognition may help enterprises to recognize different types of business and take their proper strategies.

High rock slope engineering is typical nonlinear system, its evolution process is chaotic, dissipated and uncertain. Chaotic system can’t be forecasted for long-term and needs discuss about maximum time scale of predictability. Nonlinear theory is proposed to research maximum time scale of predictability of safety monitoring chaotic time series and construct the model APSO-RBFNN to predict the chaotic time series in maximum time scale of predictability. The largest Lyapunov exponent and maximum time scale is calculate with small data sets method. In the maximum time scale of predictability, the essay applies APSO-RBFNN to chaotic time series for risk assessment. The engineering cases studies reveal that the forecasting values are in good agreement with the measured values and this model has high accuracy and a good prospect for risk assessment of nonlinear chaotic time series of geotechnical engineering.

Eco-efficiency is an important approach for economic sustainability analysis indicating how efficient the economic activity is, considering environmental risk analysis simultaneously. Traditional DEA framework neglect the undesirable output during the process of production, in industrial society lots of harmful by-products are made at the same time, which lead to serious environmental pollution and risk. In this paper we adopt a non-radial undesirable output DEA model to measures the eco-efficiency of each province in China. The conclusion is that economically developed area eastern part has the highest eco-efficiency, while less developed area western part has the worst eco-efficiency that may cause great environment risk. The western area is in a dilemma situation facing the poor economic and bad environmental condition. We suggest that the western area can purchase waste discharge right from more developed area to settle this problem provisionally.

This paper investigates responses of nine environmental indicators to the urban population increase. We apply a impulse response function model that based on population and environmental data of 31 provinces, municipalities and autonomous provincial regions (expect Hong Kong, Macao and Taiwan) for the period 1998–2008. According to the Cumulate Impulse Response Ratio of these provincial regions, clustering analysis is done. Evidences show that: ten central and western provincial regions, in which a shock in urban population leads to significant positive effect in the most of pollution indicators, present good convergence. But in the other 21 provincial regions, when urban population increases in a short term, different environmental pollution indicators in different provincial regions have rather different presentation.

The urban water supply and demand model plays an important role in the simulation and sustainable utilization of urban water resources. The system dynamics (SD) approach is applied to construct the water supply and demand model of Tieling, which is used to simulate the development tendency of water resources and forecast the water demand in planning years. The practical verification on historical data shows that the relative error was small and the model is reliable. Furthermore, we present four modes to manage water resources in the paper. Through the comparison and analysis of the simulation results simulated by the proposed model in the paper under the four different modes, we can find that water supply is greater than water demand from 2005 to 2020 according to the second and fourth modes. That is, the water resources in Tieling are sustainable utilization if we take saving measures and pollution control measures on water resources.

Taking LY/T1721—2008 as assessment standard, this study chosen these methods such as demonstration, literature study, expert interview and comparison. Results showed that the value of forest ecosystem services was about 48,556.77 × 10

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Yuan, the production value 5,762.23 × 10

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Yuan and the social services value 7,057.02 × 10

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Yuan, respectively. Obviously, the ecosystem service value reached 8.42 times of the production value and 6.88 times of the social services value, respectively. So, the paper insists that the ecological services value was the upper limit of ecological compensation for the upper Qiupu River basin, and the values including the storage and retention of water and soil and water conservation were the lower limit.

Environmental finance is developing as a field in response to an acceptance of the idea that sound environmental management is positively correlated with sound economic management. Thus, there is growing confidence that environmental quality is justified by the bottom line. However, because environmental quality cannot be packaged like a physical commodity and sold in a traditional marketplace, innovation has been required to develop new financial instruments that recognize and reward environmental virtue in the private sector. The paper studies such related problems as the environment management and shareholder value creation, environmental management system, tools of risk management accelerate the development of environmental finance.

Urban water safety evaluation is an important content of urban water safety management. In this paper, combining with the characters and influencing factors of urban water safety system, index system of urban water safety evaluation is established. The model of urban water safety evaluation based on Technique for Order Preference by Similarity to Ideal Solution is provided and is used to evaluate water security of Nanjing. The result shows that the model is effective and the state of Nanjing water security is better and better in the future years.

Recently, the natural balance and harmony of human society has been broken by the frequent occurrence of extreme drought. Extreme value theory is a statistical analysis tool of extreme events on the risk management which provides a good support of theoretical and methodological application. In this paper, we analyze the data of drought disaster losses area from 1949 to 2008 years in China, and establish a G model of extreme value distribution, and then verify the application of extreme value theory can significantly improve the fitting results.

The article uses multiple-factor method, Lorenz curve, comprehensive pollution index and Borda law analyzing the spatial and industrial distribution traits, studying the reasons, discussing strategic ways to further building of eco-province in Hainan. All study is based on the data form 2004 water environmental report of Hainan province and sticks to the national standard of water quality. By calculation and analysis, the article divides the province into three water pollution areas: low pollution area, middle pollution area and high pollution area. And colludes that (1) water pollution distribution on Hainan Island is uneven spatially; (2) waste water is the main source of water pollution; (3) economical development, population distribution, natural environments and the way of land usage have great impact on the format of water pollution distribution on the island. At the end, the article puts forward some strategies of building eco-province in Hainan.

This paper briefly introduces the market structure and operating mechanism of the water pollutant emissions trading in order to increase efficiency, and proposes the double auction model which consists of water pollutant emissions trading transaction costs and trading volume, and the auction price and the exchange price trading mechanism rules. Then a numerical example is given to illustrate the application of this model, and it is significant in water pollutant emissions trading.

In China, water resources consumption intensity (WI) was obviously decreased during 1997–2008. Based on complete decomposition model, the paper makes a profound analysis on the variation and factors of WI from the point of industry. The results show that the decline of total WI was caused by both adjustment of industrial structure and increase of water utilization efficiency in various industries. Particularly, the decline of economic proportion of primary industry and the increase of water utilization efficiency of primary and secondary industry played an important role in the decline of WI. And WI has plenty of space to decline, so the water utilization efficiency should be continuously improved.

Within the bounds created by limits to arbitrage and the transaction costs there are many dimensions in which characteristics of CEF shares and its underling portfolios can differ. Both theoretical studies and empirical evidence have shown that liquidity is a factor for capital asset pricing. This paper uses a data-based panel linear regression model to investigate the sensitive analysis of CEF discounts to illiquidity. We find that Chinese CEF discounts and fund spread are significantly and positively affected by illiquidity of fund shares, illiquidity of the market, illiquidity of fund underlying portfolios, and the difference between illiquidity of fund shares and its underlying assets has significantly and positively influence on discounts. Expected and unexpected illiquidity of fund shares are significantly and positively associated with discounts and fund spread. To some extent, these relations between illiquidity and discounts may explain the high volatility of Chinese CEF discounts. Discounts contain liquidity risk premium.

In Input–output Analysis, consumption coefficients play an important role and reflect the production technology of the economic system. The largest eigenvalue of Leontief matrix has some economic meanings. To some degree, it indicates a limit on economic growth, which means the economic system may grow only when the gross input coefficient is bigger than the largest eigenvalue. On the other hand, it has inverse proportion relation with final demands rate. In an empirical analysis for the five countries, China, Japan, Britain, America and Australia, results are calculated for these countries’ eigenvalues of Leontief matrices. The outcomes exhibit a large degree of stability across the different years’ matrices for a country. Therefore it is confirmed that the largest eigenvalue can reflect a kind of inner regularity. List of these countries according to the average value of largest eigenvalues in a decreasing order are China, Japan, Britain, America and Australia.

On the basis of studies and theoretical analysis, this paper researches the relationship between personal characteristics, work environment and informal learning, and then draw some hypotheses. The hypotheses are verified and analyzed by applying survey data and SPSS statistical software and sensitive analysis. The results showed that personal characteristics and the work environment had a significant effect on informal learning. Finally, suggestions are made on the basis of the results of empirical studies.

Boundaryles profession career is a new profession career era, which presents a dynamic, unpredictable and multi-directional development characteristics. In view of the practice of Boundaryless profession career development, we conducted a questionnaire survey and statistical sampling analysis and we applied statistical tools to conduct empirical analysis. The research reveals the current situation, characteristics and developmental trends of staff boundaryless career in China. The analysis is helpful for future expansion of existing theory of boundaryless career orientation, and provide some valuable suggestions and solutions.

China proposed an ambitious goal of reducing energy consumption per unit of GDP by 20% from 2006 to 2010. This paper evaluates the progress of provincial governments implementing energy conservation targets assigned by the central government. The empirical analysis of this paper is divided into two parts, a static analysis and a dynamic analysis. In the static analysis, we established a multiple linear regression model based on provincial cross-sectional data, to explore factors that affect the reduction of energy intensity. In the dynamic analysis, we established a fixed group and time effect model based on provincial panel data, to explain the annual changes in energy intensity. The analysis results show that the framework of the energy conservation policy introduced by the Chinese government is quite robust, and provincial governments respond positively to the instructions from the central government.

The metal futures market is a typical nonlinear dynamic system. Using R/S method and FIEGARCH model, the paper study nonlinear characteristics and long-term memory of copper and aluminum futures market of China. The empirical results show that: the return series and volatility series of copper and aluminum futures have significant long-term memory, and the volatility leverage effect of copper futures is more obvious than aluminum futures. Furthermore, the copper futures prices respond vehemently to bad news. Testing find that FIEGARCH model is more suitable for the volatility analysis on copper and aluminum futures market of China.

It is often difficult to establish an indicator system to evaluate the hydraulic engineering scheme where the indicators are mutually independent and the project attributes can be revealed comprehensively. In the paper, firstly, probabilistic measures are calculated by diversity between indicators from different and uniform hydraulic engineering scheme based on information entropy and variable weights. Secondly, optimal model of fuzzy measure is built by means of Shapley value definition of multi-people collaborative gambles and Marichal entropy theory, thus the probabilistic measure can be converted to fuzzy measures. Thirdly, on the basis of Choquet integral definition, synthetical evaluation of alternative schemes is calculated according to the known value from bottom to top. The demonstration shows that the method is feasible to array the order of hydraulic engineering scheme, and that computational complexity obviously increases with increasing indictor numbers and application scope of the method will be greatly widened with the improvement of the optimal algorithm.

Rapid development of society and economy is inseparable from the support of energy. The contradictions between China’s energy supply and energy demand of socio-economic development and between energy consumption and environment capacity become increasingly prominent, determined by China’s energy occurrence conditions and energy consumption characteristics. Energy is a time-space category. It relates to energy supply and demand, energy occurrence, environment capacity and so on. In this paper based on the comprehensive analysis of energy security implication, the factors that affect China’s energy security are analyzed; energy security evaluation index system and energy security early-warning framework suitable to our country is established. Measures to guarantee the effective implementation of the early-warning system are put forward. This research offers important foundation for enforcing energy forecasting and early-warning. In light of timely prediction of the contradiction between energy supply and demand, energy crisis can be abated so that promoting the scientific development of social-economy.

In this paper, we applied the method of asymmetric cointegration to analysis the non-symmetry impact of the international crude oil price volatility on the economic of China. The empirical results show that asymmetric cointegration relationship exists, even though there is no long-term cointegration between the international crude oil prices fluctuations and GDP in China. This shows that the rise in international crude oil price on China’s economic role played by the obstacles is greater than the price drop on the economy played a stimulating role, but the non-symmetry relationship is not obvious. This paper puts forward policy recommendation.

After the status is analyzed on Wujiang River hydropower stations, a model of the mid-long term cascade hydropower station reservoir optimal operation is put forward and using Chaos Optimization Algorithm (COA) to solve the mid-long term cascade hydropower station reservoir optimal regulation problem. The main principle of article is using the randomness of chaos movement. First random chaos series are produced by Logistic mapping, career random series to feasible field S which include hydropower station’s objective function, by using of properties of randomness, periodicity and regularity to search optimal solution in global space, it can obtain point belong to the feasible field S. Then by comparison, iteration and secondary career wave, the paper get optimal scheduling graph of cascade hydropower station reservoir optimal regulation. Through the example of the scheduling model is validated, and the result shows that COA can solve nonlinear cascade hydropower station reservoir optimal regulation problem, which has complex constrain conditions. This algorithm not only makes the solution more accurate, converges faster, but also is an effective way to solve the problem of cascade hydropower station reservoir optimal regulation.

This thesis aims to study the correlation between energy consumption efficiency and economy development of inter-provinces in China. The Spatial econometrics model is set up, considering geographical influence. The empirical study is conducted. The Moran’s I index shows that there is a spatial correlation between the inter-provincial GDP per capita and economy consumption per GDP. The spatial error model (SEM) confirms the spatial inverse U curve between energy usage efficiency and economic development of the provinces in China. If there is not sufficient economic development, the energy usage efficiency is decreasing, though there are some degrees of inter-provincial economic increase. After the turning point of the diagram, we find that energy usage efficiency increases with the further development of economy. Finally, some proposals are put forward.

A stratified study is often designed for adjusting several independent trials in modern medical research. In this paper, we consider approximate sample size formulas for a non-unity relative risk in stratified matched-pair studies. To evaluate the accuracy and usefulness of these sample size formulae developed in this paper, we further calculate their simulated powers. Our empirical results confirm sample sizes formulae based on the constrained maximum likelihood estimation method can provide a sample size estimate that guarantees pre-specified power of a test at a given significance level. A real example from clinical studies is used to illustrate the proposed methodologies.

Risk prediction about investor portfolio holdings can provide powerful test of asset pricing theories. In this paper, we present dynamic Particle Swarm Optimization (PSO) algorithm to Markowitz portfolio selection problem, and improved the algorithm in pseudo code as well as implement in computer program. Furthermore in order to prevent blindness in operation and selection of investment, we tried to make risk least and seek revenue most in investment and so do in the program. As used in practice, it showed great application value.

We introduce the Markov regime switching model to describe the uncertainty in graphs and design the algorithm by the Markov chain Monte Carlo method. The regime-switching graphical model is applied to the stock market of Shanghai in China to study the conditional dynamic correlation of five segments of the stock market. Empirical results show that the two regimes reflect high and low correlation and the persistent probability of regime is comparatively large. Our results have potential implication for portfolio selection.

This paper proposes a dynamic spatial fixed effect model. First, simultaneously introduce both temporally and spatially lagged factors. Second, analyze both observable and unobservable spatial effects by taking the initial value as endogenous. Third, derive and prove the asymptotic properties and distributions of estimators, and undertake a Monte Carlo simulation. The simulation results show that the estimators improve as the sample size increases. Moreover, the degree to which the estimation results improve seems more sensitive to temporal dimension than to spatial dimension.

This paper conducts an empirical study on the daily return rate of Shanghai composite index from July 3, 2000 to July 1, 2009. The result shows that China financial market daily returns possess remarkable ARCH effects. The result shows that Shanghai stock market daily returns has the features like leptokurtosis, heavy-tailed and possesses remarkable ARCH effects. Then based on three types of distribution, we establish the GARCH (1, 1) models of Shanghai Composite Index daily yield series. By comparing the results, GARCH (1, 1) Model based on GED distribution performs the best. By conducting ARCH-LM test on residual error, the results show that this model eliminates the ARCH effects effectively. At last the leverage effect of Shanghai stock market is checked by using TARCH and EGARCH Model.

In this paper, the aggregate claims are modeled as a compound binomial process and the individual claim sizes are integer-valued. Taking advantage of the expected discounted penalty function, we derive, when a discount factor

$$ \nu $$

is taken into account, the recursive formulas, generating functions, defective renewal equations, asymptotic expression and explicit expressions for some quantities related to the ruin. We indicate that the maximal aggregate loss of the surplus process can be expressed as a compound geometric random variable, whose tail is exactly the generating function of the ruin time.

We propose the spatial temporal autoregressive models based on graph for spatial time series. With Granger’s causal relation, we first define the spatial temporal chain graph for spatial time series. Based on the chain graph, the spatial temporal autoregressive model is constructed. Model building procedures are given by graph selection and Bayesian method.

Failure mode and effects analysis (FMEA) has been extensively used for examining potential failures in products, process, designs and services. An important issue of FMEA is the determination of risk priories of the failure modes that have been identified. In this paper, we treat the risk factors occurrence (O), severity (S) and detection (D) as interval-valued intuitionistic fuzzy numbers, and then standard deviation method is proposed to determine the weights of the risk factors objectively for prioritization of failure modes. A practical example is given to verify the developed method and to demonstrate its practicality and effectiveness.

In order to find possible problems in system auditing of the Large enterprise groups, quickly locking the audit doubt, avoid audit risk, we set up a parallel simulation program for single company based on the logic of balance sheet. To compared the differences of report’s project, using correlation analysis Rules, combination auditing experience, using statistical model to analyze the unusual data, rapid locked doubts subjects. Examples of application show the effectiveness of the model, we can quickly find the audit trail of many companies, reduce the risk of incorrect acceptance caused by the delay of data acquisition.