多孔介质内流体相态特征超声波探测研究进展

目前有关烃类流体相态的研究已较为成熟,能为油气田的高效开发提供相应的理论指导和技术支持。但研究成果大多忽略多孔介质对流体相态的影响。为此,在充分考虑流体与多孔介质相互作用的基础上,开展多孔介质内流体相态特征的研究十分必要。随着研究的不断深入,超声波探测技术不受压力温度限制、不改变流体成分、检测成本低、对人体无害等优点逐渐得到重视,并在多孔介质内相态研究领域逐渐得到了应用。在参考国内外相关文献资料的基础上,简述了超声波的探测机理,重点综述了超声波探测在多孔介质内天然气水合物、凝析油气相态特征研究的应用进展,并指出了目前存在的主要问题及今后的研究重点。     

Gender and Children's Housework Time in China: Examining Behavior Modeling in Context

Differentiated gender roles in adulthood are rooted in one's gender role socialization. In order to understand the persistence of gender inequalities in the domestic sphere, we need to examine the gendered patterns of children's housework time. Although researchers have identified behavior modeling as a major mechanism of gender role reproduction and characterized gender socialization as a contextually embedded process, few have investigated contextual variation in behavior modeling, particularly in non‐Western developing countries. Analyzing data from the China Family Panel Studies 2010, the author examined the differences in behavior modeling between boys and girls age 10–15 from 2‐parent families (N = 1,903) in rural and urban China. The results revealed distinctive gendered interplays in the way parental housework and employment behavior helps shape children's housework time. This analysis is a crucial illustration of how the distinctive sociocultural contexts of rural and urban China moderate the effects of housework‐behavior modeling on intergenerational gender role socialization.     

ON THE INTERNAL REVENUE SERVICE'S SERVICE AND ENFORCEMENT

Built on the seminal work of Graetz et al. (1986), this study considers a model of tax compliance in which the Internal Revenue Service (IRS) services as well as audits taxpayers as in the real world. Taxpayers are uncertain about whether their incomes are eligible for deduction/exemption, and may seek advice from the taxpayer service provided by the IRS to mitigate the uncertainty. We show: (1) while the society's preferred quality of taxpayer service is likely to be sufficiently high, the IRS's preferred quality of taxpayer service is only at an intermediate level; and (2) the conflict between the society and the IRS tends to be intensified as the cost of tax audits becomes lower. Evidence in support of our results is addressed. We also extend our model to addressing the issue of corruption in tax administration and to considering a dynamic model. (JEL D82, H26, K42)     

论农民工“回流”现象的原因及其消极影响

20世纪80年代开始,改革开放的不断深入和联产承包责任制在农村的实施,使农民获得了自由流动的机会,大量的农村劳动力移向城市。长期的异地工作,在多种因素的作用之下,很多的农民工无法融入当地城市,他们在积累了一定的资金、知识、管理经验后选择回流,这在一定程度上对农村和城市的发展具有深刻的现实意义,但其负面的影响也是巨大的。农村劳动力的"回流"顺应了社会和时代发展的需要,是加速农村城镇化建设的必由之路。因此应该制定一系列有针对性、可操作性的政策,鼓励农村劳动力积极、合理和有序地回流,以减少或降低其产生的消极影响。     

Nonparametric multiple expectile regression via ER-Boost

Expectile regression [Newey W, Powell J. Asymmetric least squares estimation and testing, Econometrica. 1987;55:819–847] is a nice tool for estimating the conditional expectiles of a response variable given a set of covariates. Expectile regression at 50% level is the classical conditional mean regression. In many real applications having multiple expectiles at different levels provides a more complete picture of the conditional distribution of the response variable. Multiple linear expectile regression model has been well studied [Newey W, Powell J. Asymmetric least squares estimation and testing, Econometrica. 1987;55:819–847; Efron B. Regression percentiles using asymmetric squared error loss, Stat Sin. 1991;1(93):125.], but it can be too restrictive for many real applications. In this paper, we derive a regression tree-based gradient boosting estimator for nonparametric multiple expectile regression. The new estimator, referred to as ER-Boost, is implemented in an R package erboost publicly available at http://cran.r-project.org/web/packages/erboost/index.html. We use two homoscedastic/heteroscedastic random-function-generator models in simulation to show the high predictive accuracy of ER-Boost. As an application, we apply ER-Boost to analyse North Carolina County crime data. From the nonparametric expectile regression analysis of this dataset, we draw several interesting conclusions that are consistent with the previous study using the economic model of crime. This real data example also provides a good demonstration of some nice features of ER-Boost, such as its ability to handle different types of covariates and its model interpretation tools.     

Automatic clustering algorithm for fuzzy data

Coppi et al. [7 R. Coppi, P. D'Urso, and P. Giordani, Fuzzy and possibilistic clustering for fuzzy data, Comput. Stat. Data Anal. 56 (2012), pp. 915–927. doi: 10.1016/j.csda.2010.09.013[Crossref], [Web of Science ®] , [Google Scholar]] applied Yang and Wu's [20 M.-S. Yang and K.-L. Wu, Unsupervised possibilistic clustering, Pattern Recognit. 30 (2006), pp. 5–21. doi: 10.1016/j.patcog.2005.07.005[Crossref], [Web of Science ®] , [Google Scholar]] idea to propose a possibilistic k-means (PkM) clustering algorithm for LR-type fuzzy numbers. The memberships in the objective function of PkM no longer need to satisfy the constraint in fuzzy k-means that of a data point across classes sum to one. However, the clustering performance of PkM depends on the initializations and weighting exponent. In this paper, we propose a robust clustering method based on a self-updating procedure. The proposed algorithm not only solves the initialization problems but also obtains a good clustering result. Several numerical examples also demonstrate the effectiveness and accuracy of the proposed clustering method, especially the robustness to initial values and noise. Finally, three real fuzzy data sets are used to illustrate the superiority of this proposed algorithm.     

自贸试验区与张江国家自主创新示范区联动发展研究

结合上海自贸试验区与张江自主创新示范区联动发展的基础条件和存在问题,两者未来联动发展的总体方向应是:聚焦科技与金融的联动,打造科技创新核心载体,形成“1+1＞2”的强辐射区域.为此,应加快对接战略规划的顶层设计,加快建立联动发展的协同机制,加快构建联动发展的平台载体.     

Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root

In this paper, we consider the linear autoregressive model with varying coefficients θ_n∈[0,1). When θ_n tending to the unit root, the moderate deviation principle for empirical covariance is discussed, and as statistical applications, we provide the moderate deviation estimates of the least square and the Yule–Walker estimators of the parameter θ_n.     

A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity

In this article we consider the two-way ANOVA model without interaction under heteroscedasticity. For the problem of testing equal effects of factors, we propose a parametric bootstrap (PB) approach and compare it with existing the generalized F (GF) test. The Type I error rates and powers of the tests are evaluated using Monte Carlo simulation. Our studies show that the PB test performs better than the GF test. The PB test performs very satisfactorily even for small samples while the GF test exhibits poor Type I error properties when the number of factorial combinations or treatments goes up. It is also noted that the same tests can be used to test the significance of random effect variance component in a two-way mixed-effects model under unequal error variances.     

Static Hedging of Geometric Average Asian Options with Standard Options

In this article, we first establish a theorem that represents the price of an Asian option in terms of standard European options with a shorter term and different strikes. Then using Gauss–Hermite numerical integration, we discretize our theorem so as to use Monte Carlo simulation to examine the error of the static hedging under the Black–Scholes model and the Merton jump-diffusion model. For ease of comparison, we also provide the error of the dynamic hedging. The numerical results show that the static hedging strategy performs better than the dynamic one under both models.