Empirical Analysis of Returns between Stock Market and Exchange Market in China

随着金融市场化、全球化进程的深入，以及信息通讯技术的发展，金融各市场之间的联系将会越来越紧密、市场界限亦逐渐模糊。多次的金融危机就是该逻辑的最好证明。证券市场，特别是股票市场被认为是整个宏观经济运行的“晴雨表”，外汇市场则是开放经济环境下维护国家经济安全和金融稳定的重要政策工具。正是鉴于金融一体化以及证券市场与外汇市场对于一国金融市场的重要性，国内外越来越多的学者关注研究两者之间可能存在的关联性。 在对相关研究进行分析的基础上，本文以2006年2月22日至2010年10月15日的上证综合指数（复权）的日收盘指数和人民币兑美元汇率日收盘价数据为基础得到的相应收益率为样本进行实证研究。 在实证...With the development of financial liberalization, globalization process and information communication technology, the association between different financial markets is becoming stronger and the boundaries is becoming blurred. This can be proved by the onset of the financial crisis. Security market, especially the stock market, is often regarded as the indicator of the macro economy, while the for...学位：经济学硕士院系专业：经济学院计划统计系_数量经济学学号：1542008115204

中国外汇储备现状分析及政策建议

外汇储备是一国货币当局为弥补国际收支逆差和维持汇率稳定而持有的在国际间可以接受的一种流动性储备资产。2006年,我国国际收支延续经常项目和资本项目的"双顺差",至2007年3月,我国的外汇储备已经达到12020.31亿美元。外汇储备不论从数量规模还是使用频率都是当今国际储备中的主体。在宏观经济

CPM领导行为评价量表的建构

国外关于领导行为评价的研究,都把领导行为划分为两个因素:一是组织目标达成,另一个是团体维系。本研究用聚类分析得出了三个因素:组织目标达成,团体维系和个人品德。从而验证了我们提出的三因素假设。这种不同,可能是由于中国和西方文化不同所造成的。</p

Exploit detection based on illegal control flow transfers identification

为应对APT等漏洞利用攻击的问题,提出了一种基于异常控制流识别的漏洞利用攻击检测方法.该方法通过对目标程序的静态分析和动态执行监测,构建完整的安全执行轮廓,并限定控制流转移的合法目标,在函数调用、函数返回和跳转进行控制流转移时,检查目标地址的合法性,将异常控制流转移判定为漏洞攻击,并捕获完整的攻击步骤.实验结果表明,该方法能够准确检测到漏洞利用攻击,并具备良好的运行效率,可以作为漏洞利用攻击的实时检测方案.In order to deal with exploit attacks such as APT, an approach was proposed to detect exploits based on illegal control flow transfers identification. Both static and dynamic analysis methods were performed to construct the CFSO (control flow safety outline), which was used to restrict the targets of control flow transfers occurred during the target program's running. When a call/ret/jmp was about to execute, the target was checked according to the CFSO. The illegal control flow transfer is considered as an exploit attack and all the following attacking steps could be captured. The experiment also showed that proposed method had decent overhead and could be applied to detect exploits online

MapReduce-Based Large-Scale Online Social Network Worm Simulation

　　利用云计算中的核心技术MapReduce,提出了一种在线社交网络(online social network,简称OSN)蠕虫的仿真方法。为了提高仿真精度,首先提出利用节点属性可调节的 OSN 有向图来描述蠕虫传播的各个过程。其次,利用运行在云环境中的多个Map函数和Reduce函数来实现对OSN蠕虫传播各个过程的仿真。在真实的大规模数据集上的仿真实验结果表明,提出的仿真方法不仅具有较强的可扩展性,同时也为相关领域的研究提供了一定的帮助。 This paper provides an approach for simulating the propagation of online social network worms, based on MapReduce, a key component of the cloud computing. In order to improve the simulation accuracy, the approach describes the phases of the worms’ propagation with OSN directed graph, in which each node owns its tunable attributes. Then, the phases are simulated by different map-functions and reduce-functions, which will finally run in the cloud environment. The experimental results on the real large network datasets show that the simulating approach is scalable and helpful in the research of online social network worms.This paper provides an approach for simulating the propagation of online social network worms, based on MapReduce, a key component of the cloud computing. In order to improve the simulation accuracy, the approach describes the phases of the worms propagation with OSN directed graph, in which each node owns its tunable attributes. Then, the phases are simulated by different map-functions and reduce-functions, which will finally run in the cloud environment. The experimental results on the real large network datasets show that the simulating approach is scalable and helpful in the research of online social network worms