Fractional brownian motion and binary market models

We prove a Donsker type approximation theorem for the fractional Brownian motion in the case of the Hurst index greater than one half. With this approximation we construct an elementary market model that converges weakly to the fractional analogue of the Black Scholes model. We show that there exist arbitrage opportunities in this model.     

人民币汇率升值对中国粮食安全影响的一般均衡金融模型分析

通过构建一般均衡金融模型,分析了汇率变化对中国粮食安全的影响。模拟结果显示,现有中国经济增长条件下,人民币升值5%、10%、20%,对中国经济增长产生了较为持久的负面影响。与工业部门一样,人民币升值对农业部门也产生了产出、就业、投资及产出价格下降的严重影响,这种影响关系到农产品生产和供给,与中国的粮食安全息息相关,自2005年以来,人民币实际升值22%,过去的几年中,除粮食生产外,中国农产品生产遭受诸多价格风险,理论上,隐藏在农产品价格风险背后的因素,人民币升值有一定的作用。所以,人民币升值进程中,必须密切关注中国的农产品生产特别是粮食生产的安全。     

河北坝上三种饲用树种的年生长模型与饲草产量研究

通过河北坝上地区三个常见树种两年的研究说明，三个树种的年生长符合Ｌｏｇｉｓｔｉｃ方程，其生物量显著高于当地天然草地产量，而且其营养价值也很高。三人树种以榆树表现最好，建议其成为坝上区首先考虑的饲料种之一。     

基于GIS的降水多元回归模型在黑河干流山区的应用

结合GIS和统计学方法,利用21个站点气象数据和DEM（基于5个因子：高程、坡度、坡向、经度和纬度）在黑河干流山区构建一种多元非线性回归模型,用以模拟研究区降水量空间分布,并分析了全年、湿季和干季3种情景及3种不同空间分辨率数据相互耦合下的雨量变化。结果表明,该模型可解释研究区74.5%的年降水空间变异,对湿季降水量解释效果要好于全年和干季两种情景;100 m分辨率下的3种降水模型效果均为最好;降水量空间分布不均匀,100 m分辨率下,由西北部不足200 mm增加至东南部700 mm左右,降水量分界线呈西北-东南走向;500 m分辨率的降水量分界呈带状,有一定程度上移;1 000 m分辨率的降水量分布误差大。本研究采用的建模方法有较强移植性,可在其他山区开发类似模型,利用其模拟结果进行更深入的研究,今后在建模中加入空间化的风速变量有可能进一步提高模型精度。     

西北地区猪产业化发展规划与经营模式思考

养猪产业是畜牧经济中的一项具有发展优势和潜力的产业。由于我国发达地区劳动力成本的不断增加,使得养殖业出现了向中西部转移的趋势,这就为西北地区发展养猪业提供了良好的机遇。分析了西北地区养猪业的发展现状,并对西北地区猪产业化发展规划及经营模式进行了初步探讨。     

血瘀痛经小鼠模型的建立

目的：建立无创伤的血瘀痛经小鼠模型。方法：雌性昆明种小鼠240只,连续灌胃己烯雌酚12 d,第11天背部皮下注射角叉菜胶,后动物饲养环境温度保持在8-10℃24 h,末次灌胃己烯雌酚1 h后,腹腔注射缩宫素,观察并记录小鼠扭体潜伏期、扭体次数与尾部血栓形成长度百分率及血小板聚集值。数据采用X±S表示,应用SPSS11.5统计软件进行t检验分析,筛选血瘀痛经小鼠模型建立条件。结果：模型建立方法为灌胃己烯雌酚2 mg/kg,连续12 d,第11天背部皮下注射角叉菜胶300 mg/kg,后将动物饲养环境温度保持在8-10℃24 h,第12天腹腔注射缩宫素25 u/kg,小鼠痛经扭体现象出现,尾部血栓形成明显。结论：小鼠血瘀痛经模型是一种造模方法易于掌握,造模成功后体征表征明显,便于观察,在活血调经药效筛选中可以节约实验动物的模型建立方法。     

奶业产业链纵向价格传导的时滞效应与政策启示

奶业产业链纵向价格传导受阻,导致奶牛养殖长期处于价值链的低增值环节,甚至出现“行业萎缩”现象.本文对上游奶牛养殖成本向下游乳品加工环节价格传导机制进行理论分析,并基于2008年1-12月份奶牛饲养成本和原料奶价格的月度数据,运用有限分布滞后模型测度价格传导的滞后效应.结果 表明:饲养成本向下游传导存在显著的滞后性,饲养...     

Evaluating Sugarcane Diets for Dairy Cows Using a Digestion Model

To eliminate unnecessary feeding trials, a mechanistic model of sugarcane digestion was used in the search for suitable supplements to improve milk production. Milk production simulated by the model was compared with data observed in four feeding trials published in the tropical literature where crossbred dairy cows were fed sugarcane/urea diets with different types of supplements. The predicted effects of the supplements on the ruminal microbial population, concentrations of ammonia and volatile fatty acids were also compared with the published results in one experiment. The model indicated the nutrient most limiting milk production for the different feeding situations. The addtion of Leucaena to the basal sugarcane/urea improved the availability of amino acids and long-chain fatty acids, with energy becoming the limiting factor. Supplementation with rice bran increased the availability of energy and long-chain fatty acids, but amino acids then became the limiting factor. Supplementation with both Leucaena and rice bran further improved the milk yield, but availability of energy now limited milk production. Supplementation with Leucaena increased milk production more than supplementation with king grass. The main reason for this increase was increased amino acid absorption due to increased microbial outflow. In all feeding situations, the average difference between the predicted milk production and that observed experimentally was 0.57 kg/d (ranging from 0.08 to 1 kg/d).     

Predicting the Dairy Cow Somatic Cell Number of Ningxia Area Based on ARIMA Model

Through dairy herd improvement (DHI) data analysis to predict somatic cell count (SCC) of Ningxia area in time, which providing a reference for the prevention and treatment of mastitis in dairy cows, making the DHI data more effective and timely in guiding the dairy industry production. Using the difference method to make the average cow somatic cell data form September 2011 to February 2016 stabled, then used the seasonal ARIMA model to analysis, fitting and forecasting data. The auto.arima function of R software had been used to calculate the optimal time series that finally confirmed the model was ARIMA (1,1,0)(1,1,0)_[12], AIC was -3.67. The Acf test showed that the residual had no significant autocorrelation; Ljung-Box test showed that all P-value>0.5, indicating that the residual was white noise, and this model could be used to make predication for the next 24 months. The forecast function of the R software was used to predict the dairy cows SCC from March 2016 to February 2017, and the forecast map was drawn. The predicted results showed that the SCC of the entire Ningxia area were showing a downward trend. The SCC would be the least in January 2017,and the predictive value was about 253 100 per mL. It would be the largest in March 2016, was about 439 600 per mL. The results also showed that the dairy cows SCC in Ningxia was higher than the critical value of 20 million of subclinical mastitis. It suggested that the prevention and treatment of dairy cow mastitis need to be strengthened in Ningxia area. At the same time, if the data of the dairy cows SCC was added in timely, the data model should be updated to make it more close to the true value, which would be more meaningful to the actual instruction.     

对北京市公益林市场化经营的思考

北京市的公益林作为传统意义上的公共物品，一直以来由全市各级政府投资建设，成本高，效率低，代价大。因此，提高公益林的经营效率和质量，对于北京市公益林的持续、健康发展至关重要。笔者就如何在北京市公益林的经营中引入市场机制进行思考，并力求构建一个较为合理的公益林市场化经营模式。