A new financial stress index model based on support vector regression and control chart

Financial stress index (FSI) is considered to be an important risk management tool to quantify financial vulnerabilities. This paper proposes a new framework based on a hybrid classifier model that integrates rough set theory (RST), FSI, support vector regression (SVR) and a control chart to identify stressed periods. First, the RST method is applied to select variables. The outputs are used as input data for FSI–SVR computation. Empirical analysis is conducted based on monthly FSI of the Federal Reserve Bank of Saint Louis from January 1992 to June 2011. A comparison study is performed between FSI based on the principal component analysis and FSI–SVR. A control chart based on FSI–SVR and extreme value theory is proposed to identify the extremely stressed periods. Our approach identified different stressed periods including internet bubble, subprime crisis and actual financial stress episodes, along with the calmest periods, agreeing with those given by Federal Reserve System reports.     

增强邓小平理论课教学时效性的切几点

应该选好切入点,与时俱进地增强邓小平理论课的教学时效性。课堂讲授的重要切入,应以学生为中心,抓兴奋点,预留老师“答记者问”时间,精心设计讨论;实践参与的重要切入,则在于联系改革实际的典型事例,注重用参观,社会调查等方式增强学生的社会责任感和判断力。     

On the difficulty of making social choices

The difficulty of making social choices seems to take on two forms: one that is related to both preferences and the method used in aggregating them and one which is related to the preferences only. In the former type the difficulty has to do with the discrepancies of outcomes resulting from various preference aggregation methods and the computation of winners in elections. Some approaches and results which take their motivation from the computability theory are discussed. The latter institution-free type of difficulty pertains to solution theory of the voting games. We discuss the relationships between various solution concepts, e.g. uncovered set, Banks set, Copeland winners. Finally rough sets are utilized in an effort to measure the difficulty of making social choices.     

军机备件需求量修正的粗糙集方法

本文针对不可量化因素对军机备件需求量的影响,提出了基于粗糙集的备件需求量的修正方法。考虑不可量化因素存在多值性的问题,将不可分辨关系下的经典粗糙集方法拓展成相容关系下的扩展粗糙集方法,通过相容关系下的近似空间获取决策规则,再由决策规则得到修正系数。最后以轮胎类器材为例,说明了修正系数的获取过程。     

Pipage Rounding: A New Method of Constructing Algorithms with Proven Performance Guarantee

The paper presents a general method of designing constant-factor approximation algorithms for some discrete optimization problems with assignment-type constraints. The core of the method is a simple deterministic procedure of rounding of linear relaxations (referred to as pipage rounding). With the help of the method we design approximation algorithms with better performance guarantees for some well-known problems including MAXIMUM COVERAGE, MAX CUT with given sizes of parts and some of their generalizations.     

基于灰粗集属性知识简约算法的海运规则发现

海运市场运营规则能够帮助海运企业找到盈利增长点,针对海运市场营运规则难于被发现的问题,将灰色系统理论和粗糙集理论进行融合,针对知识约简中分辨函数范式转化过程中的逻辑推演难题,提出了一种基于灰色粗集融合属性的改进约简算法,选取2007年、2010年、2013年、2015年典型年份作为样本年份,应用灰色系统、粗糙集和基于灰粗集知识约简算法分别进行海运市场盈运规则发现实证分析,通过比较证明了该算法的时效性,同时发掘出了当前海运市场的船型、货品、航线、运价、运力间的营运管理规则。     

略论近现代阜阳剪纸艺术的风格特征及成因

传统的阜阳剪纸历史悠久,其依附民俗生存,风格融南北之长,＂既有北方的简练和粗壮有力,又有南方的精巧和秀丽多姿＂。随着社会经济的发展,阜阳剪纸艺术历经岁月的磨练而开始有了复苏气象和一些新的风格特征。试从近现代阜阳剪纸作品分析入手,就其风格特征及其变化进行系统梳理和分析,以期从其发展轨迹中认识其形成的原因。     

Finding environmentally important industry clusters: Multiway cut approach using nonnegative matrix factorization

This paper proposes an optimal combinatorial method for finding groups of industries with relatively large CO₂ emissions through industrial relations. Using an economic input–output table, we estimated a non-symmetric matrix describing how much CO₂ is emitted in producing the commodity of industry i, which was purchased to produce commodity of industry j, to meet the final demand for a specific commodity. A symmetric strength of relations matrix describing the CO₂ emissions associated with the industrial relations was further estimated using the non-symmetric matrix. The strength of relations matrix can be viewed as a representation of the supply-chain network of the final commodity. In this study, we estimated the strength of relations matrix associated with the final demand for automobiles and applied the multiway cut approach using nonnegative matrix factorization to the matrix in order to find environmentally important industry clusters in the Japanese automobile supply chain. According to our empirical results, the optimal number of industry clusters is 19, and 4 industry clusters are playing a key role in CO₂ emission reduction.     

学者絮语：学术素养与精神气质——以《易堂寻踪》为例

近年来，学者出版个人随笔集或散文集渐成方兴未艾之势，形成了一道引人注目的“学者散文”的景观。以赵园的散文集《易堂寻踪》为例，可剖析当前学者散文在主题和风格上的某些特点。学者的散文或随笔实际上是他们在寂寞之余倾吐的絮语，更能够透露其学术素养与精神气质，以及作为生命个体的独特内心消息。     

关于宋元刊平话中的阴文

宋元刊平话中广泛存在着阴文这一特殊现象，而在明代刊印的章回与话本小说中阴文已消失。宋元刊平话中的阴文主要起醒目的提示作用，但是这种提示是针对说话人的，而非如明以后章回小说的回目等是面对读者的，因此可以从阴文在平话中的存在得出宋元刊平话是未经文人整理的说话底本的结论。阴文作为我国长篇小说发展历史中早期的一个现象，可以作为元刊小说的重要鉴定依据。