User:Roadrunner~enwikiversity/Research ideas

One problem I have is that I think up of too many interesting questions and things to do. Here are a few research ideas that I don't have time to really develop.

This is in addition to BoomCode/Projects and QuantLib.


 * Extend methodology to look at other indicators of corruption in PRC investments


 * Come up with a stochastic model for PRC interest rates
 * Lin and Zheng have come up with this paper . Use the model in the paper to come up with a model to price interest rate swaps.  Combine with  this.


 * Come up with a model for the behavior of the RMB
 * In particular use Rebanto's method of normal composition to decompose RMB


 * Combine the above two to come up with a model for non-deliverable swaps


 * Combine the above to have a model for PRC interest rate swaps


 * Look for systematic changes in autocoorelation in Shanghai markets over time
 * The important thing is to look for an autocoorelation in the first phase of Shanghai/Shenzhen markets that aren't in the current set of market data


 * Look for systematic changes in covariance between A/B/H/G shares over time


 * Take the papers of Nicholas Lardy, which argues that the Chinese economy is dangerously overdependent on investment and the papers of the Goldman-Sachs research group, which argues that it isn't. Try to figure out what is going on.  In particular, what are the consequences of certain policy choices if the data which underlies those choices in incorrect.  Suppose we take Lardy's suggestions and the Chinese economy *isn't* overdependent on investment, what happens.  Suppose we take Goldman-Sach's papers and the Chinese economy *is* overdependent on investment, what happens.
 * A lot of this depends on conflicting ideas over what Chinese corporate profits are like. Goldman research says profits are booming.  Nicholas Lardy says that the are not.
 * Here is another data point http://www.feer.com/articles1/2006/0611/free/p023.html
 * What someone can do is go through the articles by Lardy, Goldman, and the FEER article and pull out every statistics and every conclusion that they draw based on the statistic, and summarize it all in a chart.


 * Investigate the Chinese steel industry


 * Research universities in the lower Yangtze valley in the 19th century
 * Some of this might involve looking at distributions of current Chinese scientists


 * Why are finance people optimistic about the Chinese economy and management people negative. For the negative view, read Yasheng Huang's work


 * Was capital intensity in the PRC really increasing in the 1990's?


 * A "one country, two constitutions" model for Mainland-Taiwan relations. This would be an elaboration of the "one country, different interpretations" principle and would involve creating a legal infrastructure in which both the 1947 ROC constitution and the 1982 PRC constitution are both considered valid.


 * A "third lever" model of the Chinese economy.


 * How to develop a "fund model" of Chinese state ownership


 * Someone really need to do an oral history of the early 1990's and the first wave of online universities


 * would be nice if there were some sort of page counter of read articles on wikiversity


 * can you use REIT's to help peasants make use of the industrial development of farmland


 * discuss the similarities and differences between the "guan shang he ban" enterprises of the late Qing-dynasty and the current set of listed companies see [|Koll Investing in Modern China] also relate to the Bureaucratic-Tributary Mode of Production and the Petty Capitalist Mode of Production of Hills Knowton
 * discuss the following proposition. The corporate enterprises of the late Qing dynasty were *successful* examples of economic development that were destroyed in the economic chaos that followed the fall of the Qing dynasty.


 * reformulate quantitative finance using the Boltzmann formulation of physics


 * question: Assume that the vast majority of Chinese enterprises are owned by the state with a profit motive and income designed to pay for social welfare and pension needs. Discussion the effects on the business cycle and income equality of this system.


 * Discuss the effects of the industrialization of the south and the civil rights movement on the "great compression" in living standards


 * Compare and contrast Article 8 of the Legislation Law which limits criminal violations to national law with Section 91(27) of the Canadian Constitution Act of 1867 which limits criminal cases to federal cases.


 * Discuss the "Slaughterhouse Cases" of 1873. Suppose the case had be decided the other way.  Could this have lead to a civil law understand of rights rather than a common law understanding.  Once one establishes that state citizenship rights are protected, could one conceive of a body of law in which infringement of rights by individuals is judiciable in state courts leading to a system of litigation similar to civil law.

Question: Is the fact that the plantiffs in the Slaughterhouse Cases came from the only civil law jurisdiction in the United States significant? Could their argument of an expanded definition of the term "rights" be due to their civil law training?


 * What are the legislative origins of Articles 19-21 of the PRC Criminal code?

Question: There are two basic theories of law, the positivist model and the natural law model? Is there a correspondence between these two models of law and the behaviorist and the developmentalist models of early child education? Can the work of Vygotsky in developing a "compromise" between these two models of ECE be used to develop a compromise between these two theories of law?


 * Discuss the connection of my ideas with Ayer's school of Texas Institutionalism.


 * Question: Dai Zhen's criticism of Neo-Confucianism is that it ignores the value and importance of human emotions. Is it a coincidence or not that the Neo-Confucianism idea of rational discovery of the universe also matches the modern idea that emotions are only the reserve of "primitive people" and that "advanced people" should control their emotions (i.e. the British stiff upper lip).  Is it possible that this idea was borrowed through Jesuit missionaries or Cantonese traders or something else?  Or is there some deep philosophical connection that caused these ideas to develop independently?  Or is this all a coincidence?

Is any of this connected with the British adoption of bureaucracy, which is the ultimate in rational organizations?


 * Question: Is the term “incomplete market” as used in quantitative finance the same as used in neo-classical economics? (Answer: Yes)


 * Question: My own philosophy asserts the correctness of the economic calculation problem as stated by von Mises and Hayek, while at the same time accepting the monetarist theories of Milton Friedman. Question: is this logically consistent?

Other things I'm interested in


 * comparative legislative procedure
 * the geography of innovation