高频数据瞬时波动率核估计的窗宽选择及算法研究

在瞬时波动率的各种估计量中，非参数估计量因其能准确地度量瞬时波动率，一直是学者们的研究热点。然而，这类估计量在实际应用中都面临着最优窗宽的确定问题。由于最优窗宽中往往携带一些难以估计的未知参数，使得在实际应用过程中确定最优窗宽的具体数值存在困难。本文以瞬时波动率的核估计量为例，借鉴非参数回归分析中窗宽选择的思想，构建了一种能从数据中准确计算出最优窗宽具体值的算法。理论的分析和数值上的验证表明：文中所构建的算法具有良好的稳定性、适应性和收敛速度。算法的提出为瞬时波动率的后续应用研究铺平道路。     

大学生新党员思想教育和培养工作的现状与创新研究

针对大学生新党员教育现状和培养工作的现状与创新性研究进行了科学有效的探索实践，从多方位、多角度、多层次对大学生党建工作进行了系统研究分析，把理论教育和实践教育相结合，把新党员教育和开展活动相结合，把支部建设和创新实践相结合，使大学生新党员教育培养工作更具系统性、针对性和时代性。     

Grandparents providing care for grandchildren and employment status of grandparents in South Korea

This study examines the association between providing care for grandchildren and the economic status of grandparents, focusing on the employment status. This study asks two questions. First, is providing care for grandchildren related to Korean grandparents’ employment status? Second, are the intensities of providing care for grandchildren related to grandparents’ employment status? In examining these research questions, this study focuses on gender and caregiving intensity. The findings suggest that providing care for grandchildren was associated with Korean grandmothers’ employment status. In addition, there are different relationships between providing care for grandchildren and grandparents’ employment status according to the caregiving intensities.     

东亚文化背景下青少年设计创造力培养的创新

文化是人类活动的深层心理结构,东亚文化是东亚地区青少年设计创造力培养的重要影响因素。东亚文化以儒家思想为核心,有其鲜明特点,深深影响着东亚教育观、教师观、家庭观以及价值观。文化创新是青少年设计创造力培养的推动剂,加强东亚文化创新建设,应采用树立鼓励创造的教育观、培养热爱创新教育的教师、营造非权威的家庭环境、内化青少年创新价值观等创新策略,有效促进青少年设计创造力的发展。     

How Are Money Worries Affecting Middle-Aged,Young-Old,and Old–Old People’s Perceived Couple Relationship?

While the association between financial strain and couple interaction has been well-established in the literature on economic stress, little research has investigated the association among middle-aged and older populations. The present study examined the relationships between financial strain and couple functioning of middle-aged, young-old, and old–old people using the 2010 Health and Retirement Study. Findings show that subjective financial strain was positively associated with partner undermining and negatively with partner support, controlling for the effects of objective financial situations among middle-aged, young-old, and old–old couples. There were gender and age differences in the interaction effects of financial strain and financial control on couple functioning. For middle-aged men, financial control may have different associations with couple behaviors depending on the level of financial strain. When the level of financial strain is high, the positive effect of financial control disappears and the effect changes even in a negative way. Findings provide suggestions for practitioners and researchers.     

Environmental Justice in the Context of Scientifi Uncertainty: On the Safety of Genetically Modifi Organisms

应对风险特别是科学不确定性所导致的风险，实现和维护环境正义是当今时代的 一个前沿核心议题。转基因生物安全为代表的科学不确定性背景下的环境正义，需要 建立在相应的科学研究基础之上，但在本质上乃是一种社会构建。对转基因生物技术 及其产品等现代科技的研发、应用和推广等活动，应当维护其市场自由，与此同时， 为了公共安全以及社会弱势群体的最大利益，还应当对相关科技活动进行必要的政府 干预和法律规制。     

美国影响下的俄罗斯与伊朗关系

俄罗斯自视为“世界大国”,伊朗自视为“中东大国”。俄伊关系对中东政治格局具有重大的影响。俄伊两国在经济金融、核能开发、军工装备和打击恐怖主义等方面,存在着共同利益。但与此同时,俄罗斯和伊朗在叙利亚问题、对美国关系和中东地缘政治等议题上,仍然存在猜忌和矛盾。自视为“世界大国”的俄罗斯与美国保持既合作又竞争的复杂关系,因此在中东事务上,保持着与美国及其盟国的关系;自视为“中东大国”的伊朗反对外部力量干涉,反对美国及其盟国影响中东事务。美国的压力和威胁,促成了俄罗斯和伊朗之间的多领域合作。然而,俄罗斯和伊朗对美国的认知差异,是俄伊两国关系进一步发展的重要障碍。     

A Bayesian adaptive design for biosimilar trials with time-to-event endpoint

A biosimilar drug is a biological product that is highly similar to and at the same time has no clinically meaningful difference from licensed product in terms of safety, purity, and potency. Biosimilar study design is essential to demonstrate the equivalence between biosimilar drug and reference product. However, existing designs and assessment methods are primarily based on binary and continuous endpoints. We propose a Bayesian adaptive design for biosimilarity trials with time-to-event endpoint. The features of the proposed design are twofold. First, we employ the calibrated power prior to precisely borrow relevant information from historical data for the reference drug. Second, we propose a two-stage procedure using the Bayesian biosimilarity index (BBI) to allow early stop and improve the efficiency. Extensive simulations are conducted to demonstrate the operating characteristics of the proposed method in contrast with some naive method. Sensitivity analysis and extension with respect to the assumptions are presented.     

A modified LGB method for detecting significant effects based on a half-normal probability plot

In analyzing data from unreplicated factorial designs, the half-normal probability plot is commonly used to screen for the ‘vital few’ effects. Recently, many formal methods have been proposed to overcome the subjectivity of this plot. Lawson (1998) (hereafter denoted as LGB) suggested a hybrid method based on the half-normal probability plot, which is a blend of Lenth (1989) and Loh (1992) method. The method consists of fitting a simple least squares line to the inliers, which are determined by the Lenth method. The effects exceeding the prediction limits based on the fitted line are candidates for the vital few effects. To improve the accuracy of partitioning the effects into inliers and outliers, we propose a modified LGB method (hereafter denoted as the Mod_LGB method), in which more outliers can be classified by using both the Carling’s modification of the box plot (Carling, 2000) and Lenth method. If no outlier exists or there is a wide range in the inliers as determined by the Lenth method, more outliers can be found by the Carling method. A simulation study is conducted in unreplicated $2^4$ designs with the number of active effects ranging from 1 to 6 to compare the efficiency of the Lenth method, original LGB methods, and the proposed modified version of the LGB method.