基于Hawkes过程中美股市大幅波动互激效应的研究

近年来，由于中美经济联系日趋紧密，中美股票市场大幅波动的互激效应明显增强。本文考虑中美股市时差和法定节假日差异等因素，运用标值Hawkes过程对2006-2017年CSI300和S&P500大幅波动收益率数据进行建模，结果表明：（1）中美股市大幅波动互激效应存在不对称性，美股市场大幅波动对中国股市的互激效应更强；（2）中美股市大幅波动的幅度对互激效应不存在显著影响；（3）中美股票市场对于大幅波动互激效应的消化速度存在差异，中国股票市场消化美股大幅波动互激效应的速度较快。本研究对金融市场监管者和投资者均有一定意义。     

Closure property of consistently varying random variables based on precise large deviation principles

Let X = {X₁, X₂, …} be a sequence of independent but not necessarily identically distributed random variables, and let η be a counting random variable independent of X. Consider randomly stopped sum S_η = ∑^η_{k = 1}X_k and random maximum S_(η) ? max?{S₀, …, S_η}. Assuming that each X_k belongs to the class of consistently varying distributions, on the basis of the well-known precise large deviation principles, we prove that the distributions of S_η and S_(η) belong to the same class under some mild conditions. Our approach is new and the obtained results are further studies of Kizinevi?, Sprindys, and ?iaulys (2016) and Andrulyt?, Manstavi?ius, and ?iaulys (2017).     

Complete convergence and the strong laws of large numbers for pairwise NQD random variables

The authors study the strong convergence for sequences of pairwise negatively quadrant dependent (NQD) random variables under some wide conditions, and present some new theorems on the complete convergence and the strong laws of large numbers. The obtained results extend and improve some theorems in existing literature.     

Strong law of large numbers and complete convergence for non-identically distributed WOD random variables

In this paper, we establish the strong law of large numbers and complete convergence for non-identically distributed WOD random variables. We derive some new inequalities of Fuk–Nagaev type for the sums of non-identically distributed WD random variables. All these results further extend and refine previous ones.     

The livelihood challenges of resettled communities of the Bui dam project in Ghana and the role of Chinese dam‐builders

Emerging issues from the Bui hydropower project suggest that the experiences of two earlier hydropower projects in Ghana failed to prevent challenges related to resource access and livelihoods. This article examines the nature of the challenges, their causes, why they were not avoided and the role of the Chinese builders. We conducted 43 interviews and 11 focus group discussions and analyzed qualitative data by themes using narrative analysis. Our findings show that the livelihoods of the resettled communities are, on balance, negatively impacted by the construction of the dam. While Chinese dam‐builders played a major role in financing and enabling the dam's construction, the Ghanaian governance arrangements were found to be more important in addressing the livelihood challenges.     

Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

Abstract

On the basis of Wang and Cheng (J. Math. Anal. Appl. 384 (2011) 597–606), this paper further investigates elementary renewal theorems for counting processes generated by random walks with widely orthant dependent increments. The obtained results improve the corresponding ones of the above-mentioned paper mainly in the sense of weakening the moment conditions on the positive parts of the increments. Meanwhile, a revised version of strong law of large numbers for random walks with widely orthant dependent increments is established, which improves Theorem 1.4 of Wang and Cheng (2011 Wang, Y., and D. Cheng. 2011. Basic renewal theorems for a random walk with widely dependent increments and their applications. Journal of Mathematical Analysis and Applications 384 (2):597–606. doi:10.1016/j.jmaa.2011.06.010.[Crossref], [Web of Science ®] , [Google Scholar]) by enlarging the regions of dominating coefficients. Finally, by using the above results, some precise large deviation results for a nonstandard renewal risk model are established, in which the innovations are widely orthant dependent random variables with common heavy tails, and the inter-arrival times are also widely orthant dependent.     

救赎：寻求民族文化的出路——解读莫里森的《柏油孩子》

高速铁路具有高度集成、高精度的技术特点，运营过程中经受列车质量、速度、密度等多种因素影响，地理位置因素往往是影响铁路设备状态演变的决定性因素。采用网格化管理技术可将空间上连续分布的管理对象划分成较小的单元网格，有利于从空间位置角度研究管理对象状态的变化规律。随着信息系统技术、大数据技术的迅猛发展，基于位置而不是基于专业更符合高速铁路的管理需求，网格化管理技术给高速铁路管理带来了新的视角。     

加强医院青年文化建设初探——以广西医科大学第一附属医院为例

如何加强医院青年文化建设,引导青年成才,促进青年在医疗事业中发挥更重要的作用,已经成为医院发展面临的一项新课题。针对医院青年文化建设存在的引导方式陈旧、活动组织困难、活动同质化等问题,应坚持先进文化的前进方向,用社会主义核心价值观引领青年文化建设;加大投入,加强激励,贴近实际,加强文化阵地建设,活跃青年文化生活;加强引领与品牌管理,构建特色品牌文化体系;强化医学人文精神,倡导职业文明。     

浅谈洁净手术部在医院基建工程中的特殊需求

随着现代医学的发展,洁净手术部成为各手术学科建设与发展的重要前提与支柱,对原有手术室功能进行改造势在必行。为了实现医院洁净手术部向信息化、智能化、集约化发展,从洁净手术部的选址、功能等方面介绍了当前省内部分二级以上医疗单位洁净手术室建设的新进展,总结近年来在洁净手术室规划、建设过程中的经验,为现代医院基建工程管理提供借鉴,保障医院医疗、教学、科研工作的顺利开展。     

Precise large deviations for the difference of two sums of END random variables with heavy tails

Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {X_ij, j ? 1}, i = 1, 2. In this article, the asymptotic behaviors of precise large deviations for non random difference ∑^n₁(t)_{j = 1}X_1j ? ∑^n₂(t)_{j = 1}X_2j and random difference ∑^N₁(t)_{j = 1}X_1j ? ∑^N₂(t)_{j = 1}X_2j are investigated, and under several assumptions, some corresponding asymptotic formulas are obtained.