THE 8^th INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS

..............page:378+571

An Empirical Test on the Relationship between Industrial Structure and Carbon Emission in China——An Study based on Dynamic Panel Smooth Transition Regression Model
LI Ke;College of Mathematics & Computer;Hunan Normal University;

..............page:381-393

Per Capita GDP Forecast in the Period of Henan Twelfth Five-Years Plan
ZHANG Shu-hong;YANG Wan-cai;WU Xin-qian;School of Mathematics and Statistics;Henan University of Science and Technology;

..............page:394-399

Typhoon Disaster Statistical assessment based on Cluster and Econometric Model
WEI Zhang-jin;SUI Guang-jun;TANG Dan-ling;Information college;Guangdong University of Foreign Studies;Guangdong university of foreign studies;South China Sea Institute of Oceanology;Chinese Academy of Sciences;

..............page:400-407

Multiple-index Comprehensive Regression Scoring
LIU Fei-yan;ZHANG Jian-fang;Management School;University of Chinese Academy of Sciences;

..............page:408-415

Variance Change Point Detection Using the Random Permutations Test
ZHANG xue-xin;School of Mathematics and Statistics;Hubei Engineering University;

..............page:416-422

An Efficient Shrinkage Estimation for the Varying Coefficient Mixed Effect Model with Longitudinal Data
LI Wan-bin;XUE Liu-gen;College of Applied Sciences;Beijing University of Technology;Department of Mathematics;Yancheng Teachers University;

..............page:423-433

Statistical Inference of the Failure Rate of the BurrXII Distribution Family under the Symmetric Entropy Loss
LIU Rong-xuan;School of Maths and Physics;Jinggangshan University;

..............page:434-440

Differences of Employee Corporate Social Performance and the Relationship with Economic Performance of Different Industries
ZHAO Yun;LI Chang-hong;School of Economics and Management;Shanxi University;Research Institute of Management Science and Engineering;Yuncheng University;

..............page:441-447

Real Options under Fractional Brownian Environment and Project Capital Budget
FEI Wei-yin;LI Ya;Department of Financial Engineering;Anhui Polytechnic University;

..............page:448-456

Efficiency and Determinants for Cultural Industry in China:A Spatial Econometric Analysis based on Bootstrap-DEA Approach
HUANG Yong-xing;XU Peng;School of Economics;Anhui University of Technology;School of Economics;Nankai University;

..............page:457-466

Forecasting of Volatility of Exchange Rate of RMB based on Multivariate Analysis
WANG Xiao-hui;ZHANG Wei-guo;ZHUANG Liang-liang;XIAO Wei-lin;School of Business Administration;South China University of Technology;School of Science;South China University of Technology;

..............page:467-477

Analysis of the Influencing Mechanism of Financial Development on Urban-Rural Income Gap in China Based on Panel Threshold Model
YANG Nan;MA Chuo-xin;School of Statistics and Management;Shanghai University of Finance and Economics;School of Statistics;Renmin University of China;

..............page:478-489

Varying-Coefficient Spatial Panel Data Model with Mixture Form:A Multi-Stage Estimation
DENG Ming;QIAN Zheng-ming;Department of Public Economics;Xiamen University;Institute for Urban and Environment Studies;Chinese Academy of Social Science;Department of Statistics;Xiamen University;

..............page:490-507

New Index Tracking Method and Its Application
JIANG Yong;WEN Qi;WU Wu-qing;FAN Peng-ying;CHEN Min;MIAO Bai-qi;Department of Statistics and Finance;University of Science and Technology of China;Post-doctoral Scientific Research Station of Credit Reference Centre of the People’s Bank of China;Post-doctoral mobile Research Station of Financial Research Institute of the People’s Bank of China;China Universal Asset Management Co.Ltd;School of Business;Renmin University of China;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;

..............page:508-518

Empirical Study of Thematic Investing Strategy and Its Factors
YANG Yang;LI Wei;WEI Xian-hua;Graduate University of Chinese Academy of Sciences;Gengdan Institute of Beijing University of Technology;

..............page:519-530

Forecast of Daily High and Low Price of SS 300 Index based on VECM
WU Fei;WANG Yi-xin;ZHOU Yong;School of Statistics and Management;Shanghai University of Finance and Economics;Academy of Mathematics and Systems Science Chinese Academy of Science;

..............page:531-544

Comparison of Forecasting Ability of Different Frequency Volatility Predicting Models for Chinese Stock Market
MA Dan;Statistics School of Southwestern University of Finance Economics;

..............page:545-558

Estimating Volatility based on Fuzzy GJR-GARCH Model
LU Wan-bo;JIAO Peng;School of Statistics;Southwestern University of Finance and Economics;Zibo Branch;China Construction Bank;

..............page:559-570