Key questions in the development and use of survey-based journal rankings

This paper presents five key questions that should be considered by researchers and librarians who develop or use survey-based (stated preference) journal rankings. Many of the distinctions among the various rankings—their attributes, strengths, and weaknesses—are captured in the responses to these five questions: What construct is being measured? How are differences in the construct expressed and recorded? Who are the respondents? Which journals are included in the rankings? How is respondents' familiarity with the journals taken into account? The paper also summarizes the problems that may require attention when survey-based rankings are used.     

随机波动率模型分析与应用

本文首先分析了金融时间序列中常用的随机波动率模型结构,介绍了马尔可夫链蒙特卡洛MCMC方法并采用基于MCMC模拟的贝叶斯分析对随机波动率模型的参数进行估计了,其次应用该模型对世界黄金价格指数时间序列的走势与波动进行分析,实证结果表明SV模型能较好的拟合金价走势并作出预测。     

中国黄金期货价格与黄金现货价格联动影响实证分析

借助单位根检验、因果检验以及共同因子贡献法,实证分析了我国黄金期货价格与黄金现货价格之间的联动影响机制。研究表明,两者价格变动趋势长期一致,短期偏差较大,同时两者的价格波动率序列有较高的相互依存性。     

三维多浮体水动力学问题中波浪交互理论的参数应用特性探究分析

波浪交互理论是解决三维多浮体水动力问题的一种有效方法,该方法能正确处理相邻浮体造成的波浪干涉效应,尤其适用于浮体数目较多的场合。文中运用波浪交互理论,对不同间距下一个箱型多浮体系统的水动力问题进行求解,研究其中的关键参数--消逝波模数和傅立叶级数展开项数的变化,对浮体表面压力分布和波浪力等水动力结果所产生的影响,为波浪交互理论在三维多浮体水动力问题上的进一步深入应用提供依据。     

Evolving regimes of multi-university research evaluation

Since 1980, national university departmental ranking exercises have developed in several countries. This paper reviews exercises in the U.S., U.K. and Australia to assess the state-of-the-art and to identify common themes and trends. The findings are that the exercises are becoming more elaborate, even unwieldy, and that there is some retreat from complexity. There seems to be a movement towards bibliometric measures. The exercises also seem to be effective in enhancing university focus on research strategy.

Mining and modeling linkage information from citation context for improving biomedical literature retrieval

Mining linkage information from the citation graph has been shown to be effective in identifying important literatures. However, the question of how to utilize linkage information from the citation graph to facilitate literature retrieval still remains largely unanswered. In this paper, given the context of biomedical literature retrieval, we first conduct a case study in order to find out whether applying PageRank and HITS algorithms directly to the citation graph is the best way of utilizing citation linkage information for improving biomedical literature retrieval. Second, we propose a probabilistic combination framework for integrating citation information into the content-based information retrieval weighting model. Based on the observations of the case study, we present two strategies for modeling the linkage information contained in the citation graph. The proposed framework provides a theoretical support for the combination of content and linkage information. Under this framework, exhaustive parameter tuning can be avoided. Extensive experiments on three TREC Genomics collections demonstrate the advantages and effectiveness of our proposed methods.     

异质波动与股票收益：基于中国股市的检验

基于中国上市公司数据,本文考察一类新兴的股市异象,即“异质波动”之谜。我们研究发现,在中国资本市场,“异质波动”之谜依然显著存在。与经典金融理论预期不同,低异质波动的公司收益显著高于高异质波动公司;不同异质性波动风险组合之间的累积收益之差将随着投资期间增加呈现较大差异;而且基于Fama－Macbeth两阶段横截面检验表明,异质波动因子的溢价水平显著为负。从投资实践的角度而言,本文研究也为构造超额收益的组合提供了经验参考。     

投资波动性与经济周期之间的关联性分析

投资波动是形成经济周期的主要原因，投资波动性具有经济增长率的减损效应，因而最优投资路径应该具有适度的光滑性。实证结论表明，目前我国投资增长率和投资率与经济增长的趋势水平之间具有方向不同的相关性，投资需求波动的平稳性是经济波动稳定性的主要原因。由于固定资产投资当中基础设施等低产出投资比重过大，导致投资率形成较弱的产出驱动能力。为此积权财政政策需要适度修改期限结构和投资结构，以保持经济快速稳定增长。     

Learning-based summarisation of XML documents

Documents formatted in eXtensible Markup Language (XML) are available in collections of various document types. In this paper, we present an approach for the summarisation of XML documents. The novelty of this approach lies in that it is based on features not only from the content of documents, but also from their logical structure. We follow a machine learning, sentence extraction-based summarisation technique. To find which features are more effective for producing summaries, this approach views sentence extraction as an ordering task. We evaluated our summarisation model using the INEX and SUMMAC datasets. The results demonstrate that the inclusion of features from the logical structure of documents increases the effectiveness of the summariser, and that the learnable system is also effective and well-suited to the task of summarisation in the context of XML documents. Our approach is generic, and is therefore applicable, apart from entire documents, to elements of varying granularity within the XML tree. We view these results as a step towards the intelligent summarisation of XML documents.