基于EaR的上市商业银行财务风险评价研究

商业银行在我国经济发展和转型中起着重要作用,近年来随着经济增速放缓、利率市场化和同业竞争加剧的影响,商业银行面临的财务风险也不断加大。为了科学合理地评价商业银行的财务风险,本文从在险价值(VaR)的概念出发引入了在险值的财务风险评价方法对上市商业银行的在险盈余和在险现金流进行测度,实证结果表明目前商业银行总体具有良好的盈利水平,但部分商业银行存在现金流风险。     

食管癌患者健康相关生命质量研究

目的:探讨食管癌患者的健康相关生命质量现状及影响因素?方法:采用一般资料问卷?欧洲五维度健康评定量表(EQ-5D量表),对209例食管癌患者进行问卷调查,采用单因素分析和多因素分析探讨食管癌患者健康相关生命质量的影响因素? 结果:食管癌患者行动?自我照顾?日常活动?疼痛/不适?焦虑/抑郁五个维度存在问题的比例分别为18.2%?12.0%?22.0%?38.3%?25.4%;自评健康得分(VAS评分)为(75.20 ± 11.00)分;综合健康指数得分(Index得分)为(0.84 ± 0.22)分?患者的性别?家庭年收入?文化程度是VAS评分的主要影响因素;患者的年龄?治疗方式?肿瘤分期?医保类型是Index得分的主要影响因素?结论:实施心理干预?早诊早治?大病医疗保险有助于提高食管癌患者健康相关生命质量?     

没有等价交换,就无法实现市场的双赢——四论商业原则

等价交换原则,是市场经济的基本原则,是商业原则的精髓,也是实现合作共赢的基础.传统的等价交换观念,是按照社会平均必要劳动时间对等来决定商品价格的.然而,社会平均必要劳动时间不仅在实践中无法统计,在理论上也难以对其进行深化、细化地论述.因此,应树立新的等价交换观念,即等价交换的核心是维护买卖双方的基本权益,以达到实现双赢的目的.应注意的是,等价交换不是等量交换,也难以做到等值交换.要以时代的视野、创新的观念,用新的价值观,正确对待交换价值,尽可能做到公平贸易.生财有道是实现等价交换的重要前提,这个道就是商业道德、市场规律、公平竞争和双赢战略.坚持等价交换原则,核心问题要落实一个“真”字,即“真诚待客”“真心服务”“真货经营”和“真价明码”.     

中国由ICT渠道获取的国际R&D溢出门槛效应

采用2003-2012年中国除西藏外30个省市自治区的面板数据,考察信息通信技术渠道国际R & D溢出效应。运用面板单位根检验、协整检验、相关性分析、格兰杰因果检验、随机效应模型等计量方法,研究中国通过信息通信技术渠道获得的国际R & D溢出与当地全要素生产率之间的关系;建立Hansen非动态面板门槛模型,采用稳健标准差回归,检验各省份由信息通信技术渠道获得的国际R & D溢出门槛效应,并从产业转型升级和信息化建设角度分析存在门槛效应的原因。结果表明,中国大部分省份通过信息通信技术渠道获取的国际R & D溢出与全要素生产率有正相关关系;通过信息通信技术渠道获得的国际R & D溢出对当地技术进步的影响存在明显的地区差异和门槛效应。     

3D打印中CAD文件的定性与复制问题研究

3D打印技术的发展使著作权法上的复制变得更为高效便捷,由此产生了一系列亟待梳理和解决的问题。基于3D打印技术原理,可将其分为输入和输出两个环节。在输入环节,对CAD文件的作品类型进行规制,采用视觉标准界定立体作品,并以“美术作品+模型作品”的思路进行综合保护;在输出环节,3D打印属于复制,且可以实现从平面到立体和从立体到立体的复制形态,复制权的控制范围应不限于现行法律所列举的方式。针对3D打印技术在网络传播中的侵权风险,应对合理使用中的私人复制予以限制,灵活运用“三步检验标准”对合理性进行审查。3D打印在著作权法方面并未引发新的法律问题,现行制度已存在包容空间,不必为其特设著作权新规,通过对现有规则的解释和借助已有案例的适用经验便能解决可预见的著作权法争端。     

Linear Increments with Non‐monotone Missing Data and Measurement Error

Linear increments (LI) are used to analyse repeated outcome data with missing values. Previously, two LI methods have been proposed, one allowing non‐monotone missingness but not independent measurement error and one allowing independent measurement error but only monotone missingness. In both, it was suggested that the expected increment could depend on current outcome. We show that LI can allow non‐monotone missingness and either independent measurement error of unknown variance or dependence of expected increment on current outcome but not both. A popular alternative to LI is a multivariate normal model ignoring the missingness pattern. This gives consistent estimation when data are normally distributed and missing at random (MAR). We clarify the relation between MAR and the assumptions of LI and show that for continuous outcomes multivariate normal estimators are also consistent under (non‐MAR and non‐normal) assumptions not much stronger than those of LI. Moreover, when missingness is non‐monotone, they are typically more efficient.     

On conditional risk estimation considering model risk

Usually, parametric procedures used for conditional variance modelling are associated with model risk. Model risk may affect the volatility and conditional value at risk estimation process either due to estimation or misspecification risks. Hence, non-parametric artificial intelligence models can be considered as alternative models given that they do not rely on an explicit form of the volatility. In this paper, we consider the least-squares support vector regression (LS-SVR), weighted LS-SVR and Fixed size LS-SVR models in order to handle the problem of conditional risk estimation taking into account issues of model risk. A simulation study and a real application show the performance of proposed volatility and VaR models.     

Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation

Inverse probability weighting (IPW) and multiple imputation are two widely adopted approaches dealing with missing data. The former models the selection probability, and the latter models data distribution. Consistent estimation requires correct specification of corresponding models. Although the augmented IPW method provides an extra layer of protection on consistency, it is usually not sufficient in practice as the true data‐generating process is unknown. This paper proposes a method combining the two approaches in the same spirit of calibration in sampling survey literature. Multiple models for both the selection probability and data distribution can be simultaneously accounted for, and the resulting estimator is consistent if any model is correctly specified. The proposed method is within the framework of estimating equations and is general enough to cover regression analysis with missing outcomes and/or missing covariates. Results on both theoretical and numerical investigation are provided.     

文化意识与译者中间物本质——也论鲁迅"宁信而不顺"的翻译原则

鲁迅的"宁信而不顺"的翻译主张不仅仅是其翻译原则,更是其文化意识的一个表现.具体而言,是其文化自省意识的产物,及其拿来主义文化策略的体现.其中所蕴含的对译者中间物本质的理解源于他的中间物意识,深刻地揭示了翻译活动中译者的主体性价值.     

魏晋六朝“自然”论文学观的确立——论《文心雕龙》的“文道自然”观

以"自然"论文学,汉朝<淮南子>已有记载,但只言片语,语焉不详,直到魏晋鸿篇<文心雕龙>才有了真正意义上的"自然"论文学观.刘勰以"自然之道"来阐释文学创作的根本原则,从哲学本体论高度论证"文"之产生与存在的必然性、"文"与"质"的本质统一关系,并以此为核心探讨了文学创作之发生、文学风格之生成、创作自由之实现等一系列重要问题,建立了相当系统化的"文道自然"观.