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碳中和(英文) 2022年第1期1卷 314-322页

作者： Yunyi Hu Haitao Yin Feng Wang Antai College of economics and Management Shanghai Jiao Tong UniversityShanghaiChina school of Public economics and Administration Shanghai University of Finance and EconomicsShanghaiChina

After a decade of planning and trials,China officially launched a national carbon trading in July *** a standard economic model,this study shows that an unconstrained carbon trading market would face a dilemma between minimizing pollution control costs and maximizing social *** further show that this would be a significant challenge in *** results show that areas with higher population densities also would have higher costs for carbon reduction,and hence the polluters in those areas would be net buyers in the national ***,our analysis indicates a significantly high correlation between carbon dioxide emissions and other local ***,cross-regional transactions may result in more emission of other pollutants in areas with higher population density under the unconstrained national cap-and-trade system and cause larger losses in social *** call for more studies to address the issue.

关键词： Carbon trading Abatement costs Carbon flows Net social benefits

Testing for Change Points in Partially Linear Models

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Acta Mathematicae Applicatae Sinica 2015年第4期31卷 879-892页

作者： Li-wen ZHANG Zhong-yi ZHU school of economics Shanghai University Department of Statistics School of ManagementFudan University

In this paper we provide a method to test the existence of the change points in the nonparametric regression function of partially linear models with conditional heteroscedastic variance. We propose the test statistic and establish its asymptotic properties under some regular conditions. Some simulation studies are given to investigate the performance of the proposed method in finite samples. Finally, the proposed method is applied to a real data for illustration.

关键词： change point partially linear model heteroscedastic variance local linear regression bandwidthselection

Feature Selection, Deep Neural Network and Trend Prediction

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Journal of shanghai Jiaotong university(Science) 2018年第2期23卷 297-307页

作者： FANG Yan school of Statistics and Management Shanghai University of Finance and Economics Shanghai 200433 Chin school of Finance Shanghai University of International Business and Economics Shanghai 201620 China

The literature generally agrees that longer-horizon(over a month) predictions make more sense than short-horizon ones. However, it's an especially challenging task due to the lack of data(in unit of long horizon)and economic data have a low S/N ratio. We hypothesize that the stock trend is largely dictated by driving factors which are filtered by psychological factors and work on behavioral factors: representative indicators from these three aspects would be adequate in trend prediction. We then extend the Stepwise Regression Analysis(SRA)algorithm to constrained SRA(c SRA) to carry out a further feature selection and lag optimization. During modeling stage, we introduce the Deep Neural Network(DNN) model in stock prediction under the suspicion that economic interactions are too complex for shallow networks to capture. Our experiments indeed show that deep structures generally perform better than shallow ones. Instead of comparing to a kitchen sink model, where over-fitting can easily happen with a shortage of data, we turn around and use a model ensemble approach which indirectly demonstrates our proposed method is adequate.

关键词： feature selection trend prediction constrained Stepwise Regression Analysis(c SRA) Deep Neural Network(DNN)

Research on the Blended Online and Offline Teaching Mode of Ideological and Political Courses in Universities

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Journalism and Mass Communication 2024年第1期14卷 23-26页

作者： WANG Na shanghai university of International Business and economics ShanghaiChina

With the development of information technology,the blended online and offline teaching mode has gradually become a new trend in the teaching of ideological and political theory courses in *** article analyzes the current situation and existing problems of blended online and offline teaching of ideological and political courses in universities,and explores how to effectively combine online and offline teaching resources to improve the teaching effectiveness of ideological and political courses in universities.

关键词： ideological and political courses mixed online and offline teaching mode

Metrics with Positive Scalar Curvature at Infinity and Localization Algebra

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Chinese Annals of Mathematics,Series B 2021年第2期42卷 173-198页

作者： Xiaofei ZHANG Yanlin LIU Hongzhi LIU school of Mathematical Sciences Fudan UniversityShanghai 200433China school of Mathematics Shanghai University of Finance and EconomicsShanghai 200433China

In this paper, the authors give a new proof of Block and Weinberger’s Bochner vanishing theorem built on direct computations in the K-theory of the localization algebra.

关键词： Positive scalar curvature at infinity K-theory of C^(*)-algebras Higher index theory

Pricing Credit Default Swap with Contagious Risk and Simulation

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Journal of shanghai Jiaotong university(Science) 2016年第1期21卷 57-62页

作者：郝瑞丽张金清刘永辉胡周红 Post-Doctoral Station of Applied economics School of Economics Fudan University school of Statistics and Mathematics Shanghai Finance University school of Business Information Management Shanghai University of International Business and Economics Department of Applied Mathematics Shanghai University of Finance and Economics

This paper mainly studies the pricing of credit default swap(CDS) with the loan as the reference asset,and gives a model based on the obtained conclusions. In the contract of CDS, we consider that the default of the protection's seller is correlated with the stochastic interest rate following Vasicek model and the default state of the reference firm. We give the pricing formula of CDS and analyze the effect of the contagious risk between the counterparties on the pricing of CDS.

关键词： credit default swap(CDS) contagious risk Vasicek interest rate

Different Types of Monetary Policy Instruments and Regional Housing Prices:A Comparative Study on the Influences of Regulation in China

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Journal of shanghai Jiaotong university(Science) 2016年第3期21卷 343-349页

作者：杨刚王洪卫王诤诤 Business school University of Jianqiao school of Public economics and Administration Shanghai University of Finance & Economics

Using system clustering method to group China's provinces into 3 new groups according to their housing prices, then establishing a state-space model and applying the Kalman filter calculation, we made a comparative analysis of the influences of different types of monetary policy instruments towards different regional housing prices. The empirical results show that both the quantitative instruments represented by M2 and the pricing instruments represented by real interest rate have increasing influences on different regional housing prices,but the former influence is much stronger than the latter. The influential differences of quantitative instruments to regional housing prices are much greater. It means the higher the regional housing price is, the greater the influence is. Therefore, the central bank shall optimize the combination of monetary policy instruments according to the above characteristics of different types of monetary policy instruments in order to acquire the regulatory target of real estate market.

关键词： monetary policy quantitative instruments pricing instruments regional housing price state-space model

A Gradient Descent Method for Estimating the Markov Chain Choice Model

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Journal of the Operations Research Society of China 2023年第2期11卷 371-381页

作者： Lei Fu Dong-Dong Ge school of Information Management and Engineering Shanghai University of Finance and EconomicsShanghai 200433China

In this paper,we propose a gradient descent method to estimate the parameters in a Markov chain choice ***,we derive closed-form formula for the gradient of the log-likelihood function and show the convergence of the *** experiments verify the efficiency of our approach by comparing with the expectation-maximization *** show that the similar result can be extended to a more general case that one does not have observation of the no-purchase data.

关键词： Markov chain choice model Parameter estimation Gradient descent method

LARGE TIME BEHAVIOR OF SOLUTIONS TO THE PERTURBED HASEGAWA-MIMA EQUATION

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Acta Mathematica Scientia 2017年第6期37卷 1775-1790页

作者：王利娟 school of Statistics and Information Shanghai University of International Business and EconomicsShanghai 200260China

The large time behavior of solutions to the two-dimensional perturbed Hasegawa- Mima equation with large initial data is studied in this paper. Based on the time-frequency decomposition and the method of Green function, we not only obtain the optimal decay rate but also establish the pointwise estimate of global classical solutions.

关键词： perturbed Hasegawa-Mima equation Green function time-frequency decom-position pointwise estimates.

Rosenthal's Inequalities for Asymptotically Almost Negatively Associated Random Variables Under Upper Expectations

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Chinese Annals of Mathematics,Series B 2019年第1期40卷 117-130页

作者： Ning ZHANG Yuting LAN school of Mathematics Shandong University school of Statistics and Management Shanghai University of Finance and Economics

In this paper, the authors generalize the concept of asymptotically almost negatively associated random variables from the classic probability space to the upper expectation space. Within the framework, the authors prove some different types of Rosenthal's inequalities for sub-additive expectations. Finally, the authors prove a strong law of large numbers as the application of Rosenthal's inequalities.

关键词： Upper expectations Asymptotically almost negatively associated Rosenthal's inequalities Strong law of large numbers