The risk and performance of ST stocks are studied.The SVM method is applied on 100 general stocks and 100 ST stocks selected from the website,and a criterion is gotten to select stocks,then the risk of these sample st...The risk and performance of ST stocks are studied.The SVM method is applied on 100 general stocks and 100 ST stocks selected from the website,and a criterion is gotten to select stocks,then the risk of these sample stocks is analysed.In the performance evaluation,the SVM method is also applied on the 100 general stocks and 100 ST stocks according to the return per share,and 57 stocks which are all +1 are selected.Their equally weighted return rate is only-0.02%,but equally weighted return rate of 31 general stocks is 13.23%,that of 26 ST stocks is-96.15%.Naturally,we conclude that ST stocks are unsteady and do not deserve long-term investment.From the Chinese fund website,we know that equally weighted return rate of stock fund in 2004 was-3.3%,so the equally weighted return rate of the selected stocks(except ST stocks)is much higher than that of average return rate.展开更多
The inverse of expected error variance is utilized to determine weights of individual ensemble members based on the THORPEX （The Observing System Research and Predictability Experiment） Interactive Grand Global Ense...The inverse of expected error variance is utilized to determine weights of individual ensemble members based on the THORPEX （The Observing System Research and Predictability Experiment） Interactive Grand Global Ensemble （TIGGE） forecast datasets. The weights of all ensemble members are thus calculated for summer 2012, with the NCEP final operational global analysis （FNL） data as the truth. Based on the weights of all ensemble members, the variable weighted ensemble mean （VWEM） of temperature of summer 2013 is derived and compared with that from the simple equally weighted ensemble mean. The results show that VWEM has lower root-mean-square error （RMSE） as well as absolute error, and has improved the temperature prediction accuracy. The improvements are quite notable over the Tibetan Plateau and its surrounding areas; specifically, a relative improvement rate of RMSE of more than 24% in 2-m temperature is demonstrated. Moreover, the improvement rates vary slightly with the pre- diction lead-time （24-96 h）. It is suggested that the VWEM approach be employed in operational ensemble predic- tion to provide guidance for weather forecasting and climate prediction.展开更多
文摘The risk and performance of ST stocks are studied.The SVM method is applied on 100 general stocks and 100 ST stocks selected from the website,and a criterion is gotten to select stocks,then the risk of these sample stocks is analysed.In the performance evaluation,the SVM method is also applied on the 100 general stocks and 100 ST stocks according to the return per share,and 57 stocks which are all +1 are selected.Their equally weighted return rate is only-0.02%,but equally weighted return rate of 31 general stocks is 13.23%,that of 26 ST stocks is-96.15%.Naturally,we conclude that ST stocks are unsteady and do not deserve long-term investment.From the Chinese fund website,we know that equally weighted return rate of stock fund in 2004 was-3.3%,so the equally weighted return rate of the selected stocks(except ST stocks)is much higher than that of average return rate.
基金Supported by the National Natural Science Foundation of China(41405006 and 91224004)Meteorological Key Technology Integration and Application Program(CMAGJ2015M85)+2 种基金National Key Technology Research and Development Program(2015BAK10B03)China Meteorological Administration Special Public Welfare Research Fund(GYHY201506002)Basic Research Fund of the Chinese Academy of Meteorological Sciences(2014R016 and 2015Z003)
文摘The inverse of expected error variance is utilized to determine weights of individual ensemble members based on the THORPEX （The Observing System Research and Predictability Experiment） Interactive Grand Global Ensemble （TIGGE） forecast datasets. The weights of all ensemble members are thus calculated for summer 2012, with the NCEP final operational global analysis （FNL） data as the truth. Based on the weights of all ensemble members, the variable weighted ensemble mean （VWEM） of temperature of summer 2013 is derived and compared with that from the simple equally weighted ensemble mean. The results show that VWEM has lower root-mean-square error （RMSE） as well as absolute error, and has improved the temperature prediction accuracy. The improvements are quite notable over the Tibetan Plateau and its surrounding areas; specifically, a relative improvement rate of RMSE of more than 24% in 2-m temperature is demonstrated. Moreover, the improvement rates vary slightly with the pre- diction lead-time （24-96 h）. It is suggested that the VWEM approach be employed in operational ensemble predic- tion to provide guidance for weather forecasting and climate prediction.
