Mathematica软件在非线性回归方法中的应用

将非线性模型线性化,然后用加权线性回归模型的方法去估计参数,并通过Mathmatica软件实现计算。     

Frontiers of Stochastically Nondominated Portfolios

We consider the problem of constructing a portfolio of finitely many assets whose returns are described by a discrete joint distribution.We propose mean‐risk models that are solvable by linear programming and generate portfolios whose returns are nondominated in the sense of second‐order stochastic dominance. Next, we develop a specialized parametric method for recovering the entire mean‐risk efficient frontiers of these models and we illustrate its operation on a large data set involving thousands of assets and realizations.     

Comparing Conditional Quantile Curves

Abstract. We consider the problem of testing the equality of J quantile curves from independent samples. A test statistic based on an L²‐distance between non‐crossing non‐parametric estimates of the quantile curves from the individual samples is proposed. Asymptotic normality of this statistic is established under the null hypothesis, local and fixed alternatives, and the finite sample properties of a bootstrap‐based version of this test statistic are investigated by means of a simulation study.     

“不折腾”英译思辩

以重点探讨“不动摇、不懈怠、不折腾”的社会语境内涵和政论语体特征为基础,从语义、语境和语体3个不同层面分析9个“不折腾”较有代表性的译文,可体现政治内涵解读、语境分析和语体特点,但存在语义偏失、社会语境内涵不明以及语体不当等问题;应将“不折腾”翻译为“nodevelopment—blockingcampaigns”,将“不动摇、不懈怠、不折腾”整体上翻译为“no faith-wavering,no effort-relaxation,no development-blockingcampaigns”。     

无消息即坏消息: 中国股市的信息不对称

提出了一个扩展的知情交易概率指标(APIN)并证明了其相对于PIN在中国股市上具有更好的信息不对称测度效力.在内幕交易监管存在较大完善空间、并存在较高卖空限制的转型股市中,信息获取会成为股票交易获利的决定性因素.此时,一方面,当投资者无消息时,会认为自己在博弈中处于劣势地位,此时"无消息即坏消息".投资者在这种情况下会更倾向于卖出股票避免损失.另一方面,"无消息即坏消息"下规避性投资者卖出股票占总卖出股票的比重会随着信息不对称程度的增加而增加,作为"无消息"投资者,这类投资者会比真正"坏消息"下的卖出者要求更高的卖价,所以其卖出增加会减小买卖价差.这会导致股市信息不对称指标(APIN)与买卖价差间呈现显著负相关性,并使得PIN对信息不对称的度量容易出现偏差(低估偏差大于高估偏差).总之,APIN可以刻画"无消息即坏消息"下的交易情形,比PIN更精准地度量了中国股市的信息不对称情况.     

殊途同归

数学中的参数,往往起到化难为易及化繁为简的作用,而参数方程中参数的选取,又是解一些轨迹题首要的任务。本文从不同的角度分别选取不同的参数,从而分别得到不同的参数方程,但可以证明,这些不同的参数方程却可以化成同一个普通方程。