基于股价预测的泛证券投资组合策略

本文基于期望效用最大化和L₁-中位数估计研究了在线投资组合选择问题。与EG（Exponential Gradient）策略仅利用单期价格信息估计价格趋势不同，本文将利用多期价格信息估计价格趋势，以提高在线策略的性能。首先，基于多期价格数据，利用L₁-中位数估计得到预期价格趋势。然后，通过期望效用最大化，提出一个新的具有线型时间复杂度的在线策略，EGLM（Exponential Gradient via L₁-Median）。并通过相对熵函数定义资产权重向量的距离，进而证明了EGLM策略具有泛证券投资组合性质。最后，利用国内外6个证券市场的历史数据进行实证分析，结果表明相较于UP（Universal Portfolio）策略和EG策略，EGLM策略有更好的竞争性能。     

Anti-N-methyl-D-aspartate receptor antibody encephalitis: An important cause of encephalitis in young adults. A report of two cases

Encephalitis is a clinical syndrome which can include altered mental status, motor and sensory deficits, altered behavior including personality changes, speech and movement disorders and seizures. While the overall incidence of encephalitis is not known, it is common enough that most pediatric and adolescent medicine physicians will have seen at least one case. Peak times of risk include the newborn period and middle-to-late adolescence.¹ Dalmau J, Tüzün E, Wu HY, et al. Paraneoplastic anti-N-methyl-D-aspartate receptor encephalitis associated with ovarian teratoma. Ann Neurol. 2007 Jan;61(1):25–36. doi:10.1002/ana.21050. PMID: 17262855.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar] It is important for clinicians to have a working knowledge of the broad range of encephalitis etiologies: viral, post-viral, toxic, auto-immune, and paraneoplastic. We discuss two cases of encephalitis in young adult women with ovarian teratoma and production of anti-N-methyl-D-aspartate receptor (NMDAR) antibodies.     

Role of Leaders as Agents of Negotiation for Counterbalancing Cultural Dissonance in the Middle East and North Africa Region

This study provides a unique perspective in the field of cross-cultural management by exploring the relationship between “cultural dissonance”—the gap between cultural values and actual practice—and effective leadership attributes in the Middle East and North Africa (MENA) region. Incorporating cultural dissonance into implicit leadership theory, the study uses measurements of dissonance on nine cultural dimensions to identify particular leadership preferences in seven MENA countries. The overall findings suggest that societies prefer leaders who counterbalance cultural dissonance by allowing space for negotiations by members of society to reduce disparities between cultural values—“the way things should be”—and actual practices—“the way things are.” The greater the disparity between cultural values and practices, the greater the citizens' desire that leaders act as agents of change by creating space for negotiation.     

一类广义(2+1)维非自治长短波方程的整体光滑解的存在唯一性

利用先验估计和Galerkin方法,研究了非线性广义耗散(2+1)维非自治长短波方程在H4per(Ω)×H3per(Ω)上光滑解的整体存在唯一性.     

西部地区产学研协同创新效率及特征研究

随着“2011计划”的持续推进,协同创新已经上升到国家战略的层面。利用 RAM模型估算了西部地区协同创新效率,并结合基尼系数、σ收敛和β收敛分析了省际差异度和变动趋势。结果发现：西部地区效率具有非均衡性,这种非均衡性随着时间的推移并没有显著缩小,初期的效率低下状态将会对未来效率产生长期的制约。     

青海省入境旅游市场的态势分析及预测研究

随着中国入境旅游的迅速发展,青海省的入境旅游呈现出不同的态势。本文从海外游客客源地、客源国等方面对其进行了深入的分析,在此基础上进行了预测,并提出了可行性建议。     

中英合作办学中学生学习行为方式的转变

中外合作办学项目是中外合作办学的一种形式,为广大学子出国深造提供了便利。然而,在国内外双校园合作培养模式下,已习惯了国内高等教育环境的学生能否适应国外高等教育体系是合作办学项目中需要关注的重要问题。以“3+1”中英合作办学项目为例,对英国高等教育管理手段、教学方法以及本科毕业设计(Final Year Project)进行分析,有助于中国学生在英国尽快转变学习方式以顺利完成学业,有助于国内教育阶段对教学改革进行更多有益的思考。     

Building a Human Health Risk Assessment Ontology (RsO): A Proposed Framework

Over the last decade the health and environmental research communities have made significant progress in collecting and improving access to genomic, toxicology, exposure, health, and disease data useful to health risk assessment. One of the barriers to applying these growing volumes of information in fields such as risk assessment is the lack of informatics tools to organize, curate, and evaluate thousands of journal publications and hundreds of databases to provide new insights on relationships among exposure, hazard, and disease burden. Many fields are developing ontologies as a way of organizing and analyzing large amounts of complex information from multiple scientific disciplines. Ontologies include a vocabulary of terms and concepts with defined logical relationships to each other. Building from the recently published exposure ontology and other relevant health and environmental ontologies, this article proposes an ontology for health risk assessment (RsO) that provides a structural framework for organizing risk assessment information and methods. The RsO is anchored by eight major concepts that were either identified by exploratory curations of the risk literature or the exposure‐ontology working group as key for describing the risk assessment domain. These concepts are: (1) stressor, (2) receptor, (3) outcome, (4) exposure event, (5) dose‐response approach, (6) dose‐response metric, (7) uncertainty, and (8) measure of risk. We illustrate the utility of these concepts for the RsO with example curations of published risk assessments for ionizing radiation, arsenic in drinking water, and persistent pollutants in salmon.     

The Practical Significance of Measurement Error in Pulmonary Function Testing Conducted in Research Settings

Conventional spirometry produces measurement error by using repeatability criteria (RC) to discard acceptable data and terminating tests early when RC are met. These practices also implicitly assume that there is no variation across maneuvers within each test. This has implications for air pollution regulations that rely on pulmonary function tests to determine adverse effects or set standards. We perform a Monte Carlo simulation of 20,902 tests of forced expiratory volume in 1 second (FEV₁), each with eight maneuvers, for an individual with empirically obtained, plausibly normal pulmonary function. Default coefficients of variation for inter‐ and intratest variability (3% and 6%, respectively) are employed. Measurement error is defined as the difference between results from the conventional protocol and an unconstrained, eight‐maneuver alternative. In the default model, average measurement error is shown to be ～5%. The minimum difference necessary for statistical significance at p < 0.05 for a before/after comparison is shown to be 16%. Meanwhile, the U.S. Environmental Protection Agency has deemed single‐digit percentage decrements in FEV₁ sufficient to justify more stringent national ambient air quality standards. Sensitivity analysis reveals that results are insensitive to intertest variability but highly sensitive to intratest variability. Halving the latter to 3% reduces measurement error by 55%. Increasing it to 9% or 12% increases measurement error by 65% or 125%, respectively. Within‐day FEV₁ differences ≤5% among normal subjects are believed to be clinically insignificant. Therefore, many differences reported as statistically significant are likely to be artifactual. Reliable data are needed to estimate intratest variability for the general population, subpopulations of interest, and research samples. Sensitive subpopulations (e.g., chronic obstructive pulmonary disease or COPD patients, asthmatics, children) are likely to have higher intratest variability, making it more difficult to derive valid statistical inferences about differences observed after treatment or exposure.