二叉树模型用于可转换公司债券定价

可转换公司债券兼具债券、股票和期权3个方面的部分特征,再加上可转债的赎回条款和回售条款,使其定价更为复杂.利用二叉树模型,给出了附有赎回条款和回售条款的可转债的定价方法,分析了赎回条款和回售条款对可转债的影响.     

Construction of the nearest neighbor embracing graph of a point set

This paper gives optimal algorithms for the construction of the Nearest Neighbor Embracing Graph (NNE-graph) of a given point set V of size n in the k-dimensional space (k-D) for k = 2,3. The NNE-graph provides another way of connecting points in a communication network, which has lower expected degree at each point and shorter total length of connections with respect to those using Delaunay triangulation. In fact, the NNE-graph can also be used as a tool to test whether a point set is randomly generated or has some particular properties. We show that in 2-D the NNE-graph can be constructed in optimal time in the worst case. We also present an time algorithm, where d is the -th largest degree in the utput NNE-graph. The algorithm is optimal when . The algorithm is also sensitive to the structure of the NNE-graph, for instance when , the number of edges in NNE-graph is bounded by for any value g with . We finally propose an time algorithm for the problem in 3-D, where d and are the -th largest vertex degree and the largest vertex degree in the NNE-graph, respectively. The algorithm is optimal when the largest vertex degree of the NNE-graph is .     

加强学术团队建设促进学科持续发展

学科队伍建设是学科建引进学术带头人,鼓励和支持学术带头人组成学术团队,实施政策与利益导向,完善考核与激励机制,强化学术团队的形成和发展,创建和谐的团队氛围是促进学术团队建设的良好方法.     

Estimation methods for time‐dependent AUC models with survival data

The performance of clinical tests for disease screening is often evaluated using the area under the receiver‐operating characteristic (ROC) curve (AUC). Recent developments have extended the traditional setting to the AUC with binary time‐varying failure status. Without considering covariates, our first theme is to propose a simple and easily computed nonparametric estimator for the time‐dependent AUC. Moreover, we use generalized linear models with time‐varying coefficients to characterize the time‐dependent AUC as a function of covariate values. The corresponding estimation procedures are proposed to estimate the parameter functions of interest. The derived limiting Gaussian processes and the estimated asymptotic variances enable us to construct the approximated confidence regions for the AUCs. The finite sample properties of our proposed estimators and inference procedures are examined through extensive simulations. An analysis of the AIDS Clinical Trials Group (ACTG) 175 data is further presented to show the applicability of the proposed methods. The Canadian Journal of Statistics 38:8–26; 2010 © 2009 Statistical Society of Canada     

Modeling road traffic crashes with zero-inflation and site-specific random effects

Zero-inflated count models are increasingly employed in many fields in case of “zero-inflation”. In modeling road traffic crashes, it has also shown to be useful in obtaining a better model-fitting when zero crash counts are over-presented. However, the general specification of zero-inflated model can not account for the multilevel data structure in crash data, which may be an important source of over-dispersion. This paper examines zero-inflated Poisson regression with site-specific random effects (REZIP) with comparison to random effect Poisson model and standard zero-inflated poison model. A practical and flexible procedure, using Bayesian inference with Markov Chain Monte Carlo algorithm and cross-validation predictive density techniques, is applied for model calibration and suitability assessment. Using crash data in Singapore (1998–2005), the illustrative results demonstrate that the REZIP model may significantly improve the model-fitting and predictive performance of crash prediction models. This improvement can contribute to traffic safety management and engineering practices such as countermeasure design and safety evaluation of traffic treatments.     

Cortical basal ganglionic degeneration

In this case study, we describe the symptoms, neuropsychological testing, and brain pathology of a retired mason's assistant with cortical basal ganglionic degeneration (CBGD). CBGD is an extremely rare neurodegenerative disease that is categorized under both Parkinsonian syndromes and frontal lobe dementias. It affects men and women nearly equally, and the age of onset is usually in the sixth decade of life. CBGD is characterized by Parkinson's-like motor symptoms and by deficits of movement and cognition, indicating focal brain pathology. Neuronal cell loss is ultimately responsible for the neurological symptoms.     

Negotiating Identities, Negotiating Environments: an interpretation of the experiences of students with disabilities

This paper explores the experiences of nine students with disabilities pursuing degrees at a large Canadian university. An ethnographic approach was followed using face-to-face, unstructured interviews and a focus group to generate data. The analysis focuses on how these students negotiate disabled and non-disabled identities while negotiating the physical environment of the university campus. I argue that these negotiatory processes are necessarily interconnected and inherently contradictory.     

技术模仿的外部障碍与内部障碍

模仿障碍不仅是指知识产权方面的制度性障碍和不可言状的缄默,还指来自利益上的障碍和企业内部配合上的障碍,这些障碍的重要构成因素是技术与管理信息的不可靠性。改革开放以来,中国侨资企业曾经为消除这一障碍做出过贡献。继续发挥侨资企业的模仿优势,需要提高企业模仿创新能力。     

Women's Migration for Domestic Work and Cross‐Border Marriage in East and Southeast Asia: Reproducing Domesticity,Contesting Citizenship

This article offers an integrative review of the literature on women's migration for domestic work and cross‐border marriages in East and Southeast Asia. By bringing these two bodies of literature into dialogue, we illuminate the interconnected processes that shape two key forms of women's migration that are embedded in the reproduction of women's domesticity. We highlight structural analyses of the demographic and socio‐economic shifts that propel women's migration while also attending to the affective dimension of migrant women's desires and duties and to the brokerages that mediate the migrant flow. We finally examine how migrant wives and domestic workers contest the boundary of citizenship as they claim their full personhood against divergent modes of control over their rights, bodies, and mobility. We conclude by pointing out concrete areas where the two sets of literature can enrich each other for future research on gender, labor, and migration.