39,374 research outputs found
The behavioral implications of the bilateral gamma process
No full textBilateral gamma process is widely used in risk management and asset pricing. However the behavioral implications of this process remain unknown. This paper investigates this problem for the first time within the framework of Tauchen and Pitts (1983). With the assumption that there are two types of traders in the market, the optimistic and the pessimistic, we find the bilateral gamma process can be derived from Walrasian equilibrium. This finding establishes the microstructure foundations for the bilateral gamma process.</p
Dynamic Linkages Between the China and International Stock Markets
No full textChinese stock market, Markov-switching models, Long/short term linkage, Cointegration, Spillover effect,
An interview with Shouyang Wang: research frontier of big data-driven economic and financial forecasting
No full textThe development of big data generation, acquisition, storage, processing, and other technologies has greatly enriched our sensory world and fundamentally changed the basis of traditional economic and financial forecasting. Unexpected events in the economic and financial fields challenge our confidence in the performance of forecasting models. Obviously, the big data-driven decision theories and analysis methods are different from the traditional methods. In view of the important role of big data-driven economic and financial forecasting in social stability, innovative development, and sustainability, the research frontiers of big data-driven economic and financial forecasting in the future include: feature mining of complex economic systems with big data representation; accurate real-time correction of theories and methods of dynamic forecasting and early warning; general paradigm of big data forecasting research; formation and process of big data-driven economic and financial system management mechanism, etc. Systematic research on such issues will contribute to the formation of decision-making theories and research systems in the context of big data, thus improving the adaptability and scientificity of management decisions
sj-pdf-1-jtr-10.1177_00472875211036194 – Supplemental material for Decomposition Methods for Tourism Demand Forecasting: A Comparative Study
No full textSupplemental material, sj-pdf-1-jtr-10.1177_00472875211036194 for Decomposition Methods for Tourism Demand Forecasting: A Comparative Study by Chengyuan Zhang, Mingchen Li, Shaolong Sun, Ling Tang and Shouyang Wang in Journal of Travel Research</p
Dryland maize yields and water use efficiency in response to tillage and nutrient management practices in China
No full textRainfed crop production in northern China is constrained by low and variable rainfall. This study explored the effects of tillage and nutrient management practices on maize (Zea mays L.) yield and water use efficiency (WUE), at Shouyang Dryland Farming Experimental Station in northern China during 2003-2008. The experiment was set-up using a split-plot design with 3 tillage methods as main treatments: conventional, reduced (till with crop residue incoperated in fall but no-till in spring), and no-till. Sub-treatments were 3 NP fertilizer rates: 105-46, 179-78 and 210-92 kg N and P ha. -1 Maize grain yields were greatly influenced by the amount of growing season rainfall, and by soil water contents at sowing. Mean grain yields over the 6-year period in response to tillage treatments were 5604, 5347 and 5185 kg ha, under reduced, no-till and conventional tillage, respectively. Mean WUE was 13.7, 13.6 and 12.6 kg ha mm under reduced, no-till, and conventional tillage, respectively. Mean soil water contents at sowing and at harvest were significantly influenced by tillage treatments. At harvest time, the no-till treatment had ~8-12% more water in the soil than the conventional and reduced tillage treatments. Under conventional tillage, grain yields increased with NP fertilizer application rates. However, under reduced tillage, grain yields were highest with lowest NP fertilizer application rate. In conclusion, grain yields and WUE were highest under reduced tillage at modest NP fertilizer application rates of 105 kg N and 46 kg P per ha. No-till increased soil water storage by 8-12% and improved WUE compared to conventional tillage
A Study of the Classical Landscape at the Wang River Villa of Wang Wei
No full textThe landscape of Wang Wei's Wang River Villa is examined by reviewing the essays and papers written about the poetical collaboration, the “Wang River Collection.” The purpose of this paper is to clarify the meaning of villa architecture in China. The author expects that this research will contribute to a mutual understanding between cultures. The villa was a Utopia for Wang. On the other hand, he was a pious Buddhist and Buddhistic concepts are reflected in the landscape. I consider the features of the classical landscape of Xie Lingyun and "Chu Ci," as written in “The Collection,” a reflection of the Buddhistic concept. When considering what the classics meant to Wang Wei, it is apparent that his villa is a representation of the classical landscape. It is not an imitation of the classical landscape, but a unique and original creation of art by Wang.departmental bulletin pape
First person – Yihua Wang
No full textFirst Person is a series of interviews with the first authors of a selection of papers published in Journal of Cell Science, helping early-career researchers promote themselves alongside their papers. Yihua Wang is the first author on ‘Nuclear entry and export of FIH are mediated by HIF1α and exportin1, respectively’, published in Journal of Cell Science. Yihua is a Lecturer in Biological Sciences at the University of Southampton, studying cell signalling in lung fibrosis and cancer, drug target validation and gene function analysis
Characteristics and Sources of CBM Well-Produced Water in the Shouyang Block, China
No full textThe Shouyang Block was selected as the research subject. Comprehensive analysis was conducted using coalbed methane (CBM) well production data, geochemical test data on water produced from the coalbed methane well, and fundamental geological information. The findings reveal the water dynamics in the Shouyang Block are characterized by weak groundwater runoff or retention in most areas. The groundwater head height exhibits a gradual decrease from the north to south, which is closely associated with the monoclinic structure of the Shouyang Block. Overall, water production is relatively high. As the average water production increases, the average gas production gradually decreases. A concentration of high water production wells is observed in the northern part of the Shouyang Block, which gradually increases towards the southeast direction. A comprehensive analysis was conducted on the factors influencing water production, including total water content of coal seams, coal seam porosity, groundwater stability index, groundwater sealing coefficient, D value of the fracture fractal dimension, fault fractal dimension, and sand–mud ratio. The correlation degree was calculated and ranked in order of magnitude through grey correlation analysis. The order of factors that influence water production, from strongest to weakest, is as follows: sand–mud ratio > porosity > fractal dimension of fault > fracture fractal dimension D value > groundwater sealing coefficient > groundwater stability index > total water content of coal seams. The dissolution amounts of carbonate and sulfate are both small, and the water source may mainly come from the sandstone aquifer. Attention should be paid to the distribution and lithological combination of sandstone aquifers in coal-bearing strata in the future exploration and development process of the Shouyang Block. This will help to avoid the potential influence of fault structures and enable the identification of favorable areas for low water and high gas production
Data for: Nonlinear Vector Auto-Regression Neural Network for Forecasting Air Passenger Flow
No full textThis research data is about air passenger flows data of Beijing International airport
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