It is difficult for enterprises to make scientific decisions in tax planning for location of foreign direct investment, due to the great difference of tax legislation in different countries. This paper focuses on the difference of value-added tax rate, income tax rate and dual tax exemption of different countries, and brings forward the fuzzy preferential… (More)
Experiments were designed to validate the two common DNA extraction protocols (CTAB-based method and DNeasy Blood & Tissue Kit) used to effectively recover actinobacterial DNA from sponge samples in order to study the sponge-associated actinobacterial diversity. This was done by artificially spiking sponge samples with actinobacteria (spores, mycelia and a… (More)
For sponges (phylum Porifera), there is no reliable molecular protocol available for species identification. To address this gap, we developed a multilocus-based Sponge Identification Protocol (SIP) validated by a sample of 37 sponge species belonging to 10 orders from South Australia. The universal barcode COI mtDNA, 28S rRNA gene (D3-D5), and the nuclear… (More)
Image segmentation plays an important role in medical imaging by automating detection of false structures and other regions of interest. An image segmentation method partitions an image into multiple segments, representing an image into more meaningful, simpler and easier to analyze. Several general-purpose algorithm and techniques have been developed for… (More)
the research makes quantitative analysis of the volatility of SHIBOR based on the mainly four interest rates through the family of GARCH models by Eviews 6.0. Empirical results show that the family of GARCH models eliminates correlation of the original overnight interest rate and 1-week interest rate series successfully, and there is an obvious reversions… (More)
This paper constructed GARCH Models to analyze the volatility of term-products of SHIBOR (Shanghai Inter-Bank Offered Rate), and found that short-term and long-term interest rate products have different characteristics of return volatility, non-normality and conditional heteroscedasticity, and GARCH models can fit the volatility of SHIBOR well.