Investor Attention、Asset Pricing and Investment Strategy

在现实中，面对证券市场上数量庞大的上市公司，投资者的关注是有限的（Kahneman，1973），投资者的关注能够影响证券价格（Merton，1987），只有被投资者关注到的信息才能通过交易反应到股价当中，因此投资者关注是市场反应的前提条件（权小锋和吴世农，2010）。现有研究关于投资者关注与资产价格关系的结论并不一致，部分学者发现二者存在正向关系（如：Barder和Odean，2008;Daetal.，2011），部分学者发现二者存在负向关系（如：张雅慧等，2011），还有部分学者发现投资者关注对资产价格并无影响（如：赵龙凯等，2013）。对于投资者关注与股票收益关系背后的内在机制也是众说纷纭...In reality, in face of the large number listed companies in stock market, investor attention is limited (Kahneman, 1973), the attention of investors can affect the price of securities (Merton, 1987), only the information which investors pay attention to can be response to stock price through transaction, so investor attention is the antecedent condition of market reaction (Quan and Wu, 2010). The ...学位：管理学博士院系专业：管理学院_财务学学号：3212013015371

投资者关注、信息质量与IPO抑价

文章使用百度超额搜索量度量投资者关注,实证检验了投资者关注对IPO抑价的影响。研究发现:投资者关注显著提升了IPO抑价,但这种提升作用在信息质量高的环境中显著,在信息质量低的环境中不显著,表明信息质量是投资者的关注行为向交易决策转化的重要影响因素。此外,投资者关注仅短期内提高IPO抑价,投资者关注程度越高,新股长期回报越低,且这种反转效应同样在信息质量高的环境中显著,而在信息质量低的环境中不显著。文章的研究结果表明投资者关注可能同时通过\"关注效应\"与\"信息效应\"影响IPO抑价。国家自然科学基金重点项目(71532012);;福建省自然科学基金项目(2010J06019

Analysis of Evolution and Biological Function of Plant 14-3-3 Gene Family

14-3-3蛋白家族结构非常保守，被认为广泛存在于所有真核生物的各组织器官中。已有研究表明，14-3-3蛋白可以和上百种蛋白进行相互作用,作为许多细胞进程的重要调节因子参与植物生长发育、细胞周期调节、细胞凋亡和信号转导等多个调控网络。植物14-3-3蛋白家族包括两大类：Epsilon group和Non-epsilon group。我们对这两类蛋白序列进行了进一步的分析，发现这两类蛋白有明显的更小亚类分布，并且不同的亚类包含有不同的模体。从对水稻和拟南芥中的14-3-3基因的分析结果来看，这两类基因在染色体上的分布以及外显子数目明显不同，我们认为这两类蛋白有着不同的进化历史。达尔文正选择在蛋白进化过程中起着很重要的作用，我们对两类蛋白受到的正选择进行分析，分别发现了一些受到正选择的位点，这些位点可能在两类蛋白的进化过程中起着关键作用。水稻是最主要的粮食作物之一，水稻14-3-3基因包含8个成员：GF14a、GF14b、GF14c、GF14d、GF14e、GF14f、GF14g和GF14h。我们选取其中的OsGF14c作为研究对象，对水稻14-3-3的功能做一定探讨。OsGF14c基因位于水稻8号染色体上，cDNA全长1154bp,编码256个氨基酸。序列分析表明该基因与酵母同源基因BMH2有71%的同源性，我们将OsGF14c转入BMH2缺陷型酵母中，发现可以互补酵母14-3-3缺陷的表型。同时对OsGF14c所做的酵母双杂交实验表明，蛋白本身在体外可以形成同源二聚体。GFP融合基因稳定表达结果显示，OsGF14c定位在细胞质中。为了更好的研究该基因的功能，我们通过构建的过表达载体异源转化拟南芥，得到纯合体后我们进行了一系列的胁迫和激素处理。激素、PEG8000、LiCl和甘露醇处理的植株均未表现出明显的表型，而NaCl、KCl处理后的植株表现出盐敏感的表型

Implementing A Graphical User Interface for An Automated Proof Tool for Message-Passing Concurrent System

随着计算机软硬件系统日益复杂，如何保证其正确性和可靠性成为学术界和工业界共同关注的问题。在诸多的系统分析和验证方法中，模型检测技术是近二十年来最成功的自动验证技术之一。其因自动化程度高，效率高等优点而被广泛应用于有穷状态系统的分析与验证中。并发进程之间通过传送消息实现协作。但现有的基于进程代数的模型检测工具都不能直接处理进程间的数据传送。本文介绍一个并发传值系统自动验证工具图形用户界面的实现，主要工作如下：使用Motif标准图形界面开发工具包实现工具的图形用户界面窗口。给出函数式编程语言SML程序和C语言程序间的一种通信方案。并给出工具自动验证引擎与图形用户界面之间的通信方案以协同完成验证任务。对模型检测反例状态迁移图的图形显示进行讨论，给出了以树状结构图的显示反例状态迁移图的方案扩展工具分析系统的功能，实现系统仿真器。As computer hardware and software systems become more and more complex, the problem of how to assure the correctness and reliability of such systems has attracted much attention from both industry and research communities. Among the solutions to the analysis and verification of such systems, model checking is one of the most successful automatic verification techniques in the past two decades. Because of its high level automation and high efficiency, model checking has been widely used in the analysis and verification of finite-state systems. Concurrent processes cooperate with each other by exchanging message. The existing model checking tools based on process algebras cannot directly handle data passing between processes. This thesis describes the implementation of a graphical user interface for an automated proof tool for message-passing concurrent system. The main work includes: Programming a graphical user interface for the tool using Motif toolkit. Presenting a solution to implementing the communication between functional. programming language SML and C language, and designing a protocol between the two parts to cooperate with each other to accomplish verification commands. Discussing how to graphically display counter-example and presenting one solution. Extending the functionality of the tool by implementing a simulator

A Literature Review of Investor Attention, Asset Pricing and Stock Return Synchronicity

投资者关注与股价同步性均是近年来发展迅速的研究课题,但却鲜有文献将二者结合起来研究。基于相关文献,本文提出投资者关注通过影响资产定价,进而改变股价同步性的观点。为此,本文首先综述了投资者关注与资产定价的文献,主要包括:投资者关注的分类与度量、投资者关注与资产定价的相互关系及其内在机制以及基于投资者关注的投资策略研究;其次,对资产定价与股价同步性的研究进行了评述,主要包括:资产定价与股价同步性的学理关系以及股价同步性的形成机理;最后,提出投资者关注通过影响资产定价,进而改变股价同步性的研究框架,为未来将投资者关注与股价同步性结合起来的理论与实证研究提供思路与启发。Investor attention and stock return synchronicity are both research subjects which have developed rapidly in recent years, but there is little literature to combine them together. The level of stock return synchronicity depends on how much company level information can integrate into stock prices, and previous research attempts to explain the degree of company level information integrating into stock prices from the perspective of information dissemination, information transmission and information environment, while ignoring the very important part of information transmission mechanism, that is, as recipients of information, the attention behavior of investor is a necessary condition for the integration of information into stock prices. Based on relevant literature, this paper proposes that investor attention influences stock prices synchronicity through asset pricing. Therefore, this paper firstly summarizes the literature of investor attention and asset pricing in three aspects： （ 1 ）the research of classification and measurement of investor attention mainly includes the differences between full and limited attention, the advantages and disadvantages of measurement of investor attention such as trading volume, search volume and posting amount; （2）the research of the causality between investor attention and asset pricing and its internal mechanism mainly includes the opinion and mechanism of price pressure hypothesis, risk premium hypothesis, over-attention underperformance and irrelevance hypothesis, and then evaluates the four hypotheses; （3）the research of investment strategy based on investor attention includes net buying strategy and hedging strategy based on investor attention. Secondly,the research of asset pricing and stock price synchronicity is reviewed in two aspects： （ 1 ）as for ~the relationship between asset pricing and stock price synchronicity, it discusses the origin and development of stock price synchronicity, and evaluates the academic debate; （2）as for the causes of s福建省自然科学基金项目(2010J06019)；国家自然科学基金重点项目(71532012)

高速列车延寿优化高性能计算理论与模型研究中期报告

课题针对中期研究任务和考核指标，本课题针对高速列车结构建模技术和参数化方法，基于Python和FreeCAD，开发了结构自动参数化建模辅助库，完成了转向架构架、轮对、车体等关键承载结构的参数化建模，并搭建了整车多体动力学模型、单节列车有限元模型。针对高速列车结构的疲劳寿命计算方法，开发了用于高速列车结构疲劳寿命计算程序，程序包含多种模型数据文件输入和输出支持、载荷历程和有限元应力数据的输入和组合分析支持、多种疲劳应力计算和雨流计数支持、材料疲劳寿命参数定义和输入等关键功能。针对载荷谱分量预测方法，建立了从气动、轮轨激励到多体动力学，到结构有限元以及疲劳寿命计算的分析流程，并初步确定了气动载荷和轮轨激励对转向架结果疲劳寿命的影响。达到了课题中期实施目标

Adaptação de workflows dirigida por contexto aplicada ao planejamento de saúde

Orientadores: Claudia Maria Bauzer Medeiros, André SantanchèTese (doutorado) - Universidade Estadual de Campinas, Instituto de ComputaçãoResumo: Sistemas de Gerenciamento de Workflows (WfMS -- em inglês) são usados para gerenciar a execução de processos, melhorando eficiência e eficácia de procedimentos em uso. As forças motrizes por trás da adoção e do desenvolvimento de um WfMS são aplicações científicas e de negócios. Esforços conjuntos de ambos resultaram em mecanismos consolidados, além de padrões e protocolos consensuais. Em particular, um WfMS científico (SWfMS -- \textit{Scientific WfMS}) auxilia cientistas a especificar e executar experimentos distribuídos. Ele fornece diferentes recursos que suportam atividades em um ambiente experimental, como prover flexibilidade para mudar o projeto de workflow, manter a proveniência e suportar reproducibilidade de experimentos. Por outro lado, apesar de poucas iniciativas de pesquisa, WfMSs não fornecem suporte apropriado à personalização dinâmica e baseada em contexto durante a execução; adaptações em tempo de execução normalmente requerem intervenção do usuário. Esta tese se concentra em superar essa deficiência, fornecendo a WfMSs um mecanismo de ciente do contexto para personalizar a execução de workflows. Como resultado, foi projetado e desenvolvido o DynFlow -- uma arquitetura de software que permite tal personalização aplicada a um domínio: planejamento de saúde. Este domínio foi escolhido por ser um ótimo exemplo de personalização sensível ao contexto. Procedimentos de saúde constantemente sofrem mudanças que podem ocorrer durante um tratamento, como a reação de um paciente a um medicamento. Para suprir a demanda, a pesquisa em planejamento de saúde desenvolveu técnicas semi-automáticas para suportar mudanças rápidas dos passos de fluxos de tratamento, de acordo com o estado e a evolução do paciente. Uma dessas técnicas é \textit{Computer-Interpretable Guidelines} (CIG), cujo membro mais proeminente é \textit{Task-Network Model} (TNM) -- uma abordagem baseada em regras capaz de construir um plano em tempo de execução. Nossa pesquisa nos levou a concluir que CIGs não suportam características necessárias por profissionais de saúde, como proveniência e extensibilidade, disponíveis em WfMSs. Em outras palavras, CIGs e WfMSs têm características complementares e são direcionadas à execução de atividades. Considerando os fatos citados, as principais contribuições desta tese são: (a) especificação e desenvolvimento do DynFlow, cujo modelo associa características de TNMs e WfMS; (b) caracterização das principais vantagens e desvantagens de modelos CIGs e WfMSs; (c) implementação de um protótipo, baseado em ontologias e aplicadas ao domínio da saúde e enfermagemAbstract: Workflow Management Systems (WfMS) are used to manage the execution of processes, improving efficiency and efficacy of the procedure in use. The driving forces behind the adoption and development of WfMSs are business and scientific applications. Associated research efforts resulted in consolidated mechanisms, consensual protocols and standards. In particular, a scientific WfMS helps scientists to specify and run distributed experiments. It provides several features that support activities within an experimental environment, such as providing flexibility to change workflow design and keeping provenance (and thus reproducibility) of experiments. On the other hand, barring a few research initiatives, WfMSs do not provide appropriate support to dynamic, context-based customization during run-time; on-the-fly adaptations usually require user intervention. This thesis is concerned with mending this gap, providing WfMSs with a context-aware mechanism to dynamically customize workflow execution. As a result, we designed and developed DynFlow ¿ a software architecture that allows such a customization, applied to a specific domain: healthcare planning. This application domain was chosen because it is a very good example of context-sensitive customization. Indeed, healthcare procedures constantly undergo unexpected changes that may occur during a treatment, such as a patient¿s reaction to a medicine. To meet dynamic customization demands, healthcare planning research has developed semi-automated techniques to support fast changes of the careflow steps according to a patient¿s state and evolution. One such technique is Computer-Interpretable Guidelines (CIG), whose most prominent member is the Task-Network Model (TNM) -- a rule based approach able to build on the fly a plan according to the context. Our research led us to conclude that CIGs do not support features required by health professionals, such as distributed execution, provenance and extensibility, which are available from WfMSs. In other words, CIGs and WfMSs have complementary characteristics, and both are directed towards execution of activities. Given the above facts, the main contributions of the thesis are the following: (a) the design and development of DynFlow, whose underlying model blends TNM characteristics with WfMS; (b) the characterization of the main advantages and disadvantages of CIG models and workflow models; and (c) the implementation of a prototype, based on ontologies, applied to nursing care. Ontologies are used as a solution to enable interoperability across distinct SWfMS internal representations, as well as to support distinct healthcare vocabularies and proceduresDoutoradoCiência da ComputaçãoDoutor em Ciência da Computaçã

Ⅲ - Ⅴ/Si混合集成激光器研究进展

硅基光互连技术是解决目前电互连制约瓶颈的有效手段,而实用化集成光源的制备对硅基芯片功耗的降低和尺寸的减小有着十分重要的意义。硅基集成激光器在过去的十多年间取得了一系列重要突破,其中III-V/Si混合集成激光器是近期最可能获得实际应用的方案之一。文章简要分析了硅基集成激光器的研究现状,重点介绍了III-V/Si混合集成激光器的研究进展,包括III-V/Si键合激光器和III-V/Si倒装焊激光器的发展和各自存在的问题,并预测了硅基集成激光器的发展方向