产业共性技术供给体系研究

The emphasis of our research is on portfolio selection models and their.algorithms including the standard mean-variance model, the mean-variance model under convex transaction costs, the mean-variance model under convex loan costs, the mean-absolute deviation model and so on. We developed a pivoting based method to solve mean-variance portfolio selection models which has two fundamental forms, one is called full pivoting method and another one is called inverse matrix method. The former requires about about n2 multiplications and additions for each iterations and the latter is linear in n.We conducted tests by using 70 weekly data of 1072 stocks from Shanghai and Shenzhen stock markets of China which indicate that our algorithm is faster not only than Simplex algorithm for solving the same scale linear programming but also than Gausian elimination method for solving the same scale system of linear equations even by the full pivoting method.

科技体制改革打破了我国传统的产业共性技术供给体系，如何建立新的体系是一个有待回答的重大问题。本项目将剖析我国科技体制改革对产业共性技术供给的影响；研究国外经验和最新发展趋势；在理论结合实际的基础上提出我国产业共性技术供给模式和运行机制；阐明政府在产业共性技术供给中的作用及应采取的政策措施，为有关部门提供决策依据。