基于最优支持向量机模型的经营失败预警研究

根据中国资本市场的实际和样本数据特点,设计一套从样本准备到模型参数优化、再到模型比较的集成解决方案,对上市公司经营失败进行预警,通过实验分析参数调整和核函数选择对支持向量机建模的影响,寻求最优的支持向量机模型.实证结果表明,经营失败预警应用中,参数和核函数的选择对预警模型有较大影响,基于最优支持向量机模型的预测效果优于统计方法和神经网络方法,支持向量机适合中国上市公司分行业小样本的实际.特别处理事件作为经营失败样本切分标准对模型产生一定影响.     

Binary discrimination methods for high-dimensional data with a geometric representation

Four binary discrimination methods are studied in the context of high-dimension, low sample size data with an asymptotic geometric representation, when the dimension increases while the sample sizes of the classes are fixed. We show that the methods support vector machine, mean difference, distance-weighted discrimination, and maximal data piling have the same asymptotic behavior as the dimension increases. We study the consistent, inconsistent, and strongly inconsistent cases in terms of angles between the normal vectors of the separating hyperplanes of the methods and the optimal direction for classification. A simulation study is done to assess the theoretical results.     

基于支持向量机的股市风格轮换策略研究

作为一种增加潜在收益的工具,风格轮换策略已经成为广为接受的金融投资策略.通过对几种常见的风格轮换模型进行比较,采取支持向量机分别建立规模溢价和价值溢价的预测模型,根据预测结果形成规模风格和价值/成长风格轮换策略,并检验这种积极风格轮换策略在中国股市的有效性.研究结果表明,中国股市存在显著的价值溢价,规模风格轮换策略业绩显著优于消极持有小盘股策略和市场收益,适合采取规模风格轮换策略进行短期投资;消极持有价值股的投资策略业绩显著优于规模风格轮换的投资策略,这暗示在长期投资上更适合采取买入并持有价值股的消极风格投资策略.     

基于支持向量机模型的北京市能源需求预测研究

北京市能源需求系统具有非线性、历史数据较少而影响因素众多等复杂特征, 而支持向量机模型在解决小样本、非线性及高维模式识别问题方面具有突出优势。为此, 引入支持向量机模型对北京市1978-2010年能源需求进行建模, 并据此对2012-2020年能源需求量进行预测。结果表明:支持向量机模型能有效拟合北京市能源需求系统的复杂变化趋势, 比其他传统方法有更高的预测精度。研究发现, 2012-2020年北京市能源需求量逐年增加, 年均增速2.75%;另外, 北京市能源需求的增速在“十三五”期间会比“十二五”期间略有趋缓。     

Dual effects of ‘losses disguised as wins’ and near-misses in a slot machine game

Individually, both near-misses and losses disguised as wins (LDWs) have been seen to exert pro-motivational effects on gambling. However, it is not clear whether both structural characteristics are effective within the same game. Participants (n = 40) played a slot machine simulation. The simulation delivered near-misses, wins and ‘full-misses’. Half the participants also received LDWs that occurred independently of the outcomes on the payline. Valence and motivation ratings were collected after each round. Results showed that the LDW group reported increased valence ratings compared to the no-LDW group. Within the LDW group, trials with LDWs also resulted in increased enjoyment compared to trials without LDWs. We distinguished near-misses falling either side of the payline. Near-misses before the payline (NMB) were rated as more motivational than near-misses after the payline (NMA), whereas NMAs were rated as more aversive than NMBs. These differences between the two near-miss types were exacerbated by LDWs. Results demonstrate LDWs increase the trial-by-trial enjoyment of non-win outcomes. The motivational and hedonic effects of near-misses differed for events either side of the payline, and these differences were exaggerated by the presence of LDWs. Thus, near-misses can retain their effectiveness in complex forms of gambling that also deliver LDWs.     

Harm Reduction and Electronic Gambling Machines: Does this Pair Make a Happy Couple or is Divorce Foreseen?

Recent empirical studies have evaluated if modifying electronic gambling machine (EGM) structural features could encourage safer gambling behaviors and decrease gambling-related problems. Several of these studies refer to Harm Reduction (HR), suggesting that the HR paradigm is useful to design, implement and test the efficacy of various prevention and treatment programs applied to EGM users. After reviewing the origins of HR and specifying its operational definition, this paper discusses the relevance of the HR framework for the study of measures related to EGM use and gambling in general. Examples are given to illustrate the arguments. The results show that HR has been over-inclusive in the field of gambling. A specific and operational definition and application of the HR framework is required for HR to be useful for the advancement of research in the gambling field. Disclosure: At the time of the study, Michael Cantinotti held a scholarship from the Loterie Romande (public-benefit lottery in Switzerland) for his doctoral studies. This study was funded by the Fonds pour la prévention et le traitement du jeu of the Fondation de l’Université Laval. During the study, the Centre québécois d’excellence pour la prévention et le traitement du jeu received financial support from the Ministère de la Santé et des Services Sociaux du Québec, the Fonds Québécois de la Recherche pour la Santé et la Culture, Loto-Québec, the Ontario Problem Gambling Research Center, and Harrah’s Operating Funds.     

The Influence of Gaming Expenditure on Crime Rates in South Australia: A Local Area Empirical Investigation

Although there has been much speculation about the possible links between gambling and crime rates, relevant quantitative evidence has been practically non-existent in Australia to date. This paper reports the results of research that utilised a model designed to investigate the potential relationship between electronic gaming machine expenditures and property (income-generating) crime rates reported to police in local areas in South Australia in 2002–2003. The research found that the higher the expenditures on gaming machines in a particular local area per adult, the higher the income-generating crime rate in that area. No such relationship was found between gaming machine expenditure and non-income-generating crime rates. However, further research is required before any policy-relevant conclusions can be drawn.     

一类新型批处理机调度问题的理论分析

钢卷在冷轧生产中,为了改进其性能,需要在罩式炉进行退火,退火过程由加热、保温和降温三段组成,而这三段处理时间由于工艺上的要求不能归结为一个时间,这与传统批处理机调度有明显的差别.对新型批处理机的总加权完成时间最小化问题建立了非线性整数规划模型,开发了基于动态规划的启发式算法.通过理论分析,获得该算法的误差性能比为3.对于三段中的某一段板卷的处理时间相同的情况,证明了启发式算法的误差性能比是2,而且证明是紧界.对于三段中的某二段板卷的处理时间相同的情况,证明了启发式算法是最优算法.对启发式算法扩展到带有任意段的加工时间的一般情况进行了性能分析.     

普特南的机器功能主义简述

机器功能主义是功能主义的一种重要形式,是一种对心灵的本体论问题和其它心理属性具有较强的解释力的,克服了逻辑行为主义和类型同一论部分困难的哲学理论。但机器功能主义虽然作为一种主流的理论也有其局限性,例如在解释感受性质等问题上具有不可克服的困难。