VaR Model and Application to Securities Investment Management

VaR model is one of methods to measure and control market risk.This paper analyzes VaR model principle and its main factors.According to function relation,the relationship between the portfolio value and its market risk factors are sorted in two kinds: linear and nonlinear.The method of calculating the VaR is put forward.Finally,the article analyzes the application of VaR model to portfolio,risk control,information disclosure and financial supervison.     

Study on Application of Value - at - Risk to the Risk Evaluation of Construction Project Bidding

The value-at-risk(VaR) model is a statistical model to estimate and control financial risk,and used to measure the most probable loss on the next deal stage of financial asset portfolio.Based on the principle of the value-at-risk,in this paper the value-at-risk is to be applied to the risk evaluation of construction project.Assuming the sub-project prices abide by the BQ model are random variable which conform to normal distribution,this paper has built up the portfolio of project according to biding and quoted price of construction project,and adopted the variance-covariance method to measure the value-at-risk of the biding and quoted price in order to provide a feasible risk analysis tool for the evaluation of construction project bidding.     

Statistical Analysis Based on Non-parametric Estimation of VaR and ES

By using the last nonparametric estimation of VaR and ES, not depending on any distribution, analyze empirically the risk of Shanghai stocks index, explore the method of computing N-day VaR. The results of the exploration indicate that under more samples, there are better results by using nonparametric estimation of VaR and ES. the method of computing N-day VaR by curvilinear regression has better result than that of computing under the normal assumption.     

Development And Countermeasure of Timeshare Estate

In this paper the concept and active impaction on economy of timeshare were introduced. According to supply, demand and basic condition, developing timeshare estate were provided with basic condition in China. Analyzing the history of timeshare we can get the conclusion that it was unused real estate to startup the timeshare and so the development of timeshare in China have partly active effect. At last, in this paper the policy risk, consumption anticipation risk, lack of demand risk, product design risk, market orientation risk, system management risk, competition risk, internationalization risk, and market impression risk were analyzed except the market risk, business risk and polity risk and so on which were the common risks of real estate. And the countermeasure and measure how to promoting the development of timeshare estate were put forward.     

西藏地区山洪灾害预警研究的思考和减灾对策分析

山洪灾害及其衍生地质灾害是西藏高原地区主要气象灾害之一,威胁西藏国民经济发展和人民生命财产安全。本文介绍了西藏地区的地理、气候、地质和水文特点和西藏山洪灾害的成因和特点,以及西藏气象部门暴雨诱发山洪灾害研究的一些进展和关键问题,最后提出了一些山洪防灾减灾对策,为山洪灾害及其衍生地质灾害防治研究提供参考。     

土地整治重大项目社会稳定风险评估初探

构建土地整治重大项目社会稳定风险评估机制,对规范土地整治重大项目建设和土地整治相关管理具有重要的现实意义。本文立足重大项目的全生命周期管理要求,综合分析了土地整治重大项目社会稳定风险的内涵,提出了相应的风险评估过程,并采用PSR模型建立了风险评估体系。研究认为：（1）重大项目的社会稳定风险在项目的立项论证、建设实施和管护运营等阶段均能以不同形式存在,风险评估应根据项目各管理阶段的重点任务及特征,系统分析土地整治过程中可能存在的各类风险因素;（2）风险评估过程应包含风险调查、风险识别、风险评价及风险化解四个程序;（3）基于PSR模型的风险评估体系可反映出土地整治社会稳定风险的产生、传导、作用和控制过程,可为重大项目风险评估指标的选取提供逻辑框架。     

企业内部可追溯体系的建立

可追溯体系的建立有助于增强企业识别产品的历史、应用和位置的能力。在满足国际标准GB/T22000-2006(等同于ISO22000∶2005)的基础上,介绍企业内部如何建立自己的可追溯体系,同时介绍了作为可追溯体系建立基础的可追溯单元的识别与建立,以及可追溯单元在企业内部各操作步骤的变化及由此带来的相关信息传递和沟通的管理。可追溯体系的建立,使得食品链间及企业内部的沟通更加透明和有效,也可提高企业内部的工作效率。     

Significance of Construction Guarantee Institution to Risk Management in China

Construction guarantee institution is a risk management means to disperse or remove each party's risk. The guarantor makes a promise in written form to the party in right under guarantee's demand to fulfill what the guarantee is requested in construction contract, if the guarantee cannot do it. In developed countries and regions, the construction guarantee is an important part of social guarantee system in construction engineering and has been developed amply. Beginning with the methods of risk management, this paper introduces and analyzes the important statue of guarantee in construction industry in risk management over the world and provides some advice on how to carry out the guarantee in our construction industry.     

Analysis of Risk Factors of Project Cost Base on the Monte-Carlo Simulation

This paper combined the method of probability,mathematical statistics,and technology of computer with theory of Project cost risk management,based on the theory of initiative control and took the Crystal Ball as an assistant tool to analyze the risk of cost management in a certain project,verify the actual effect of the model when it is used to the practice,give some suggestions to evade risk in a certain degree and mend the existent decision model to improve the efficiency and precision of analysis of cost management risk.     

优质荔枝发酵酒生产工艺

采用保持荔枝果酒典型香气工艺、多菌种协调发酵、果糖促进发酵转化、超低温冷沉及三重过滤杀菌、绿色食品原料的控制技术与措施进行研发优质荔枝发酵酒产品。并着重介绍了优质荔枝发酵酒加工工艺流程中的创新点。     

风险分析在农产品质量安全管理中的应用

通过对风险分析的发展历程、基本内涵、特征以及国际组织和国内开展农产品质量安全风险分析的情况研究,认识了风险分析在农产品质量安全管理中的应用。结果表明：风险分析在WTO工作中的作用至关重要。它是制定农产品安全标准和解决国际农产品贸易争端的依据。风险分析将成为制定农产品安全政策,解决一切农产品安全事件的宏观管理模式。在认识到中国开展农产品质量安全风险分析的重要性基础上,提出了建立中国农产品质量安全风险分析制度的建议。     

A New Method to Measure Cable Force and Its Application in Cable Structures

In cable structures cables are very important components. The magnitude of cable pretensioning is a vital parameter in the design of cable structures and a crucial component in controlling the construction of such structures. Developing a new sensor type is an innovative theme in the monitoring and control of cable structures construction. Based on the elastic magnetic characteristics of ferromagnetic material, we introduce a theory of an elastic magnetic method to measure cable force and developed a new flux sensor. Applying this method in the model test of an hyperbolic cable net demonstrates that it can acquire the accurate cable force value conveniently. This study can provide scientific references for structural engineering.     

基于闪电定位资料的大型户外空旷区域精细化雷击风险评估的研究

根据IEC 62305—2:2010标准中介绍的雷击风险的评估流程,在前人提出的适合雷击大型户外空旷区域风险计算方法的基础上,笔者结合大型户外空旷区域的具体闪电定位资料,精细化地研究了雷电可能为该区域带来的风险,主要分析了大型户外区域内雷电直接击中人体导致人员伤亡的概率PB、最小雷电流I、滚球半径hr,并举例说明了大型户外空旷区域精细化雷击风险评估的具体计算方法,以期为大型户外空旷区域的直击雷防护设计提供依据。     

抗旱保水剂在甘薯上的应用效果

为探讨惠安旱地农业抗旱措施,引进了珠海得米化工有限公司生产的抗旱保水剂,在花生与甘薯轮作试验成功的基础上,又继续在甘薯上进行试验。结果表明,施用抗旱保水剂能与生物有机肥一样促进甘薯生长,抗旱保水剂增加产量5000.0kg/hm2,生物有机肥增加产量5111.1kg/hm2;施用保水剂60kg/hm2增产增收效果最好,增加产出3000元/hm2,投入产出比1∶1.67。     

Framework design of multimedia data parallel management in the informatization of rural areas

In order to realize the efficient transmission and analysis of multimedia data under TD-SCDMA network, a parallel management framework is proposed. This framework improves the general framework for data management by parallelizing the generation of standardized data and the analysis of original data. It not only reduces the data volume in transmission and analysis, but also fits for parallel optimization. Focusing on image analysis in the informatization of rural areas, the authors introduce the procedures to realize the parallel management framework. As can be seen from experiment results, the data volume of image data is reduced to 1/12 after parallel optimization, and the time cost of analysis is substantially reduced. Thus, it can effectively relax the requirement of the TD-WCDMA transmission bandwidth for multimedia application in the informatization of rural areas.     

安徽农村粮食银行运营现状、存在的问题及发展对策

农村粮食银行近年来在粮食主产区发展明显加快,并且在减少农户储粮损耗、解决农户储粮难题、美化农村居民居住环境、提高农村居民生活质量等方面发挥着越来越重要的作用。调查发现,安徽农村粮食银行普遍存在规模较小、信用较低、农户储粮风险较大等问题。当前,解决上述问题的关键在于构建统一的粮食银行组织领导与监管体系,规范粮食银行运营;建立农村粮食银行准入制度;实行存粮准备粮管理制度;加强风险管理,设立风险准备基金,加强农户参与粮食银行的愿意。     

黄淮海夏玉米高产栽培技术研究

在黄淮海玉米种植区域内,介绍了该区域自然资源特点。选用优良的品种、适宜的播期、合理的种植密度、采取有效的预防自然灾害的措施及灵活的收获时间,是获得玉米高产的保证,并对其存在的问题提出了相关的建议。     

Particle Sizing with Dynamic Light Scattering

The authors introduce the basic theory of dynamic light scattering(DLS).The basis components of experimental system are introduced,and the major things are the laser,PMT and digital correlation.They measure many particles that ranging between nanometer and micron.The factors are analyzed that influence the results,which are particles' dispersion and solubility,receiving area of PMT.They suppose some ways to obtain better result,and that is worth consulting for getting the correct result.     

Measurement and Analysis of Industrial Productivity of Chongqing

Productivity is the most basic index to measure efficacy of a production system in industrial economy. The measurement of productivity is the first step of its management. With the huge push of Reform and Opening,industrial economy of Chongqing is keeping a steady growth.The authors use production function to measure the industrial productivity of Chongqing from 1979 to 1999,and analyze its developing trend.     

基于FMEA的生鲜猪肉冷链物流质量安全控制研究

生鲜猪肉冷链物流具有运作环节多、过程复杂、风险较高等特点,为规范质量管理,降低流程风险,应用故障模式和影响分析(Failure mode and effect analysis,FMEA)方法对生鲜猪肉冷链物流过程进行风险评估。以某生猪屠宰加工企业为例,对生鲜猪肉的屠宰、预冷、冷藏、分割与包装、运输、销售6个冷链环节进行风险分析,识别12个故障模式。依据风险评价准则,由专家小组评价每个失效模式的严重度、发生度和检测度等级,量化风险顺序数。根据风险等级分类,确定高风险故障模式5个、中度风险故障模式4个、低风险故障模式3个,明确各故障模式改进的先后顺序,从而有针对性地制定风险改善措施并实施。基于FMEA,从系统的角度对生鲜猪肉冷链物流进行全面的风险管理,可以有效预防风险,为构建生鲜猪肉安全供应保障体系提供理论依据。