Bayesian analysis of multivariate stochastic volatility with skew return distribution

Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew t-distributions are embedded to multivariate analysis with time-varying correlations. Bayesian modeling allows this approach to provide parsimonious skew structure and to easily scale up for high-dimensional problem. Analyses of daily stock returns are illustrated. Empirical results show that the time-varying correlations and the sparse skew structure contribute to improved prediction performance and Value-at-Risk forecasts.     

日语专业本科毕业论文选题质量问题及对策——以文学类论文的指导为例

在本科毕业论文写作中，选题是至关重要的环节。以华南师范大学日语专业为例，通过问卷调查的方式，考察分析了影响学生毕业论文选题方向的因素。在此基础上，结合实例指出选题上存在的问题，并就如何提高文学类论文选题质量进行了探讨。     

Educational Assortative Mating and Income Dynamics in Couples: A Longitudinal Dyadic Perspective

The question of how educational assortative mating may transform couples' lives and within‐family gender inequality has gained increasing attention. Using 25 waves (1979–2012) of data from the National Longitudinal Survey of Youth 1979 and longitudinal multilevel dyad models, this study investigated how educational assortative mating shapes income dynamics in couples during the marital life course. Couples were grouped into three categories—educational hypergamy (wives less educated than their husbands), homogamy, and hypogamy (wives more educated than their husbands). Results show that change in husbands' income with marital duration is similar across couples, whereas change in wives' income varies by educational assortative mating, with wives in educational hypogamy exhibiting more positive change in income during the marital life course. The finding that husbands' long‐term economic advancement is less affected than that of wives by educational assortative mating underscores the gender‐asymmetric nature of spousal influence in heterosexual marriages.     

Women Rule: Gendered Leadership and State Supreme Court Chief Justice Selection

ABSTRACT

While women are underrepresented in many political institutions and leadership positions, nearly half of state supreme court chief justices are women. Is there something about the role of state supreme court justice that facilitates the recruitment of women to this important political position? We examine whether the selection of a woman chief is driven by the court’s institutional need for women’s leadership style or simply the supply of qualified justices. We find that ideological diversity drives demand for a woman chief. A supply of experienced women justices also has a significant impact on likelihood of selection.     

An integrated approach for the electronic contract manufacturer selection problem

In the global competitive environment, lead companies have to outsource their manufacturing to electronic contract manufacturers (ECM) in order to reduce operational cost and capture higher profit. Thus, the process of selecting contract manufacturers to be strategic partners is important for these companies. For this reason, this paper proposes an integrated approach for the electronic contract manufacturer selection problem, combining the voting method and the goal programming (GP) model to take into account quantitative factors involved in the selection process, which is applied to a real-world ECM selection problem encountered by a leading provider of complete broadband access solutions. Results of the case study indicate that the voting method can acquire the rating information quickly from manufacturing managers based on suitable evaluating criteria. The rating information simultaneously incorporates ECMs' performance scores as a weight for each ECM. A production planner can easily employ the GP model and ECMs’ weight information to effectively assign demand quantities to ECMs. Therefore, the integrated approach is a practical and useful tool for solving the contract manufacturer selection problem.     

当代女性择偶标准及其影响因素研究--基于365则女性征婚启事的内容分析

对2005年至2014年间刊登于五本杂志上的365则女性征婚启事进行内容分析和统计检验，发现在女性征婚者的自我陈述和择偶要求中，既有较为稳定的传统标准，也存在一些时代变化。女性自身的职业和文化程度提及率较高，择偶标准中道德品质和个性、个人素质等受到了更多关注。在社会资源方面，隐性的资源更被强调，择偶标准呈现多元化取向。在更年轻和文化程度更高的女性中，体现出了更具现代性的择偶标准。有婚史和有孩子的女性则更多地关注一些现实性的标准。     

Multinomial Selection in the Presence of Infinite Alternatives

We propose a new procedure for the multinomial selection problem to solve a real problem of any modern Air Force: the elaboration of better air-to-air tactics for Beyond Visual Range air-to-air combat that maximize its aircraft survival probability H(θ, ω), as well as enemy aircraft downing probability G(θ, ω). In this study, using a low-resolution simulator with generic parameters for the aircraft and missiles, we could increase an average success rate of 16.69% and 16.23% for H(θ, ω) and G(θ, ω), respectively, to an average success rate of 76.85% and 79.30%. We can assure with low probability of being wrong that the selected tactic has greater probability of yielding greater success rates in both H(θ, ω) and G(θ, ω) than any simulated tactic.     

A New Feature Selection Method for Text Categorization of Customer Reviews

With the rapid development of e-commerce, online consumer review plays an increasingly important role in consumers’ purchase decisions. Most research papers use the quantitative measures of consumer reviews for statistical analysis. Here we focus on analyzing the texts of customer reviews with text mining tools. We propose a new feature selection method called maximizing the difference. Various classification methods such as boosting, random forest and SVM are used to test the performance of the new method along with different evaluation criteria. Both simulation and empirical results show that it improves the effectiveness of the classifier over the existing methods.     

医古文翻译：基于翻译适应选择论视角

随着中医的发展逐渐走向国际化,关于中医的中外交流日益增多,而对中医的翻译却又难以达到令人满意的水平。其难点主要在于保证医学信息的正确与完整的同时,又要将中医中文化内涵准确地传达。本文试图运用翻译适应选择论这一新译论,将医古文译者在翻译过程中的适应与选择通过语言维、文化维、交际维这三大维度进行分析和说明,以期为医古文翻译的障碍找出解决办法,提高翻译质量,促进文化交流。