商业银行集团客户统一授信额度的优化配置研究

企业集团是商业银行重要的贷款客户,商业银行面临企业集团的授信业务风险尤为突出。在结构化模型的框架下,考虑统一授信额度的约束,基于对违约风险控制和贷款收益管理的多目标决策,构建了企业集团成员企业授信额度优化配置模型。示例分析表明,在考虑不同目标重要性的前提下,使用如遗传算法等最优化求解方法,可得到对成员企业授信额度的优化配置方案,从而有助于商业银行积极主动的防范集团客户的信贷风险。     

信息披露最优化与交易效率——一个弱势个体与强势个体交换的例证

本文以中小企业融资市场为例,应用数理模型揭示了弱势个体通过集体形式披露信息从而提高交易效率的微观机理。研究发现,弱势个体在同强势个体进行交易时,不仅存在信息披露最优化问题,还存在着规模效应不足的问题,这致使两者在现实中难以实现交易。研究表明:1.一定程度上信息不对称能使弱势个体与强势个体在交易中实现双赢;2. 弱势个体在无法正常披露信息时,通过捆绑以强势集体形式披露信息,不仅可以改善强弱双方的信息不对称状况,而且可以把弱势个体隐匿型信息内部化,以利于同强势个体交易,从而提高交易效率;3. 集体披露信息机制还能够创造规模效应。     

Semiparametric Regression Analysis of Longitudinal Skewed Data

In this paper, we develop a semiparametric regression model for longitudinal skewed data. In the new model, we allow the transformation function and the baseline function to be unknown. The proposed model can provide a much broader class of models than the existing additive and multiplicative models. Our estimators for regression parameters, transformation function and baseline function are asymptotically normal. Particularly, the estimator for the transformation function converges to its true value at the rate n ^{? 1 ∕ 2}, the convergence rate that one could expect for a parametric model. In simulation studies, we demonstrate that the proposed semiparametric method is robust with little loss of efficiency. Finally, we apply the new method to a study on longitudinal health care costs.     

Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments

This article obtains the asymptotics for the tail probability of random sums, where the random number and the increments are all heavy tailed, and the increments follow a certain wide dependence structure. This dependence structure can contain some commonly used negatively dependent random variables as well as some positively dependent random variables.     

Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics

We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states, modeled as a hidden Markov factor. Using insights from nonlinear filtering of continuous-time jump Markov processes we develop a novel sequential Monte Carlo algorithm for this purpose. Our approach applies the ideas of particle learning to minimize particle degeneracy and exploit the analytical jump Markov structure. A motivating application of our methods is modeling of seasonal infectious disease outbreaks represented through a compartmental epidemic model. We demonstrate inference in such models with several numerical illustrations and also discuss predictive analysis of epidemic countermeasures using sequential Bayes estimates.     

A survey of functional principal component analysis

Advances in data collection and storage have tremendously increased the presence of functional data, whose graphical representations are curves, images or shapes. As a new area of statistics, functional data analysis extends existing methodologies and theories from the realms of functional analysis, generalized linear model, multivariate data analysis, nonparametric statistics, regression models and many others. From both methodological and practical viewpoints, this paper provides a review of functional principal component analysis, and its use in explanatory analysis, modeling and forecasting, and classification of functional data.     

注重对青年学生人格素质的培养

作为社会生活中的人来说,他的人格的核心和灵魂是他的德性。人格素质的培养是教育现代化的核心。在对青年学生人格素质的培养过程中,应采用多种方法和途径。     

从文化孤儿到文化全球化--少数族裔的英语文学创作联想

远离母国的文化孤儿们被称为少数族裔.他们辛勤地创作,引领着英语文学的浪潮,推动着文化全球化的进程.面对日益全球化的文学和文化,中国应加强本土文化建设,强调本土视角,确立中国文化的主流文化地位,做大国的学术,正面引导我国现代世界观的构建.     

台商对福建投资的特点、发展趋势及对策

加大台商在闽投资是建设海峡西岸经济区的重要一环.福建在吸引台商投资面临着挑战大于机遇,尤其受到长江三角洲和环渤海地区吸引台资的影响,为此,要求我们认真研究台商对祖国大陆投资的新趋势,以"建设海峡西岸经济区"为战略目标,抓住机遇,深化招商,全面优化投资环境,积极拓展台商对闽投资.     

论亨普尔关于科学说明与科学预测的同构论及其困境

在D-N说明的基础上,亨普尔提出了一个重要观点:一个科学说明潜在地是一个预测。他对此观点进行的论证及随后遭到的诸多诘难,实际上是其逻辑经验主义哲学诉求的必然结果,既有其局限性,也有其合理性。