Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates

This article introduces a new model called the buffered autoregressive model with generalized autoregressive conditional heteroscedasticity (BAR-GARCH). The proposed model, as an extension of the BAR model in Li et al. (2015 Li, G.D., Guan, B., Li, W.K., and Yu, P. L.H. (2015), “Hysteretic Autoregressive Time Series Models,” Biometrika, 102, 717–723.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]), can capture the buffering phenomena of time series in both the conditional mean and variance. Thus, it provides us a new way to study the nonlinearity of time series. Compared with the existing AR-GARCH and threshold AR-GARCH models, an application to several exchange rates highlights the importance of the BAR-GARCH model.     

Racial/ethnic segregation and health disparities: Future directions and opportunities

Health researchers have investigated the association between racial segregation and racial health disparities with multilevel approaches. This study systematically reviews these multilevel studies and identifies broad trends and potential directions for future research on racial segregation and health disparities in the US. After searching databases including CINAHL and MEDLINE, we systematically reviewed 66 articles published between 2003 and 2019 and found four major gaps in racial/ethnic segregation and health disparities: (a) the concept of segregation was rarely operationalized at the neighborhood level, (b) except for the evenness and exposure dimension, other dimensions of segregation are overlooked, (c) little attention was paid to the segregation between whites and non‐black minorities, particularly Hispanics and Asians, and (d) mental health outcomes were largely absent. Future directions and opportunities include: First, other segregation dimensions should be explored. Second, the spatial scales for segregation measures should be clarified. Third, the theoretical frameworks for black and non‐black minorities should be tested. Fourth, mental health, substance use, and the use of mental health care should be examined. Fifth, the long‐term health effect of segregation has to be investigated, and finally, other competing explanations for why segregation matters at the neighborhood level should be answered.     

Modeling the detection rates of fires in nuclear plants: development and application of a methodology for treating imprecise evidence

A model is developed for the detection time of fires in nuclear power plants, which differentiates between competing modes of detection and between different initial fire severities. Our state-of-knowledge uncertainties in the values of the model parameters are assessed from industry experience using Bayesian methods. Because the available data are sparse, we propose means to interpret imprecise forms of evidence to the develop quantitative information, which can be used in a statistical analysis; the intent is to maximize our use of all available information. Sensitivity analyses are performed to indicate the importance of structural and distributional assumptions made in the study. The methods used to treat imprecise evidence can be applied to a wide variety of problems. The specific equations developed in this analysis are useful in general situations, where the random quantity of interest is the minimum of a set of random variables (e.g., in "competing risks" models). The computational results indicate that the competing modes formulation can lead to distributions different from those obtained via analytically simpler models, which treat each mode independently of the others.     

A critical review of mental health and mental health‐related policies in China: More actions required

In China, there are over 170 million people suffering from mental illness. However, there is a lack of a critical review of the policies governing the provision of mental health services. Drawing on the framework of mental health policy developed by the WHO, this article critically examines mental health policies regarding legislation, financing, model of care and delivery, as well as manpower and the training of mental health professionals in China. This analysis raises a number of policy‐related questions concerning the lack of community‐based psychiatric services, inadequate coverage of mental health services in the rural areas, poor standard of education and an insufficient number of trained mental health professionals, and insufficient protection of the human rights of people with mental illness. The article ends by urging the various levels of governments to make a firm commitment to improve mental health care for people with mental illness in China.     

行动历程中的叙事与筹划

本文尝试建构一种理论社会学的综合视角,它由三个部分即基础存在论、主体主义式结构论和能动主义式特征化构成。本文的主要尝试是：（一）在结构论意义上的社会结构和象征全域与能动主义特征化方面的叙事和筹划之间构想一种理论联系,使其更适合于实证性的研究;（二）为了使叙事和筹划这两个概念在具体事例分析中更具可应用性,尝试对其在若干中国古典叙事分析上的适用性;（三）着重区分主体性和能动性两个概念,尝试使社会学分析中的“行动者”自觉于某种存在论蜕变,实现由主体性到能动性的转换。     

Sample Size Calculation for Rank Tests Comparing K Survival Distributions

Rank tests, such as logrank or Wilcoxon rank sum tests, have been popularly used to compare survival distributions of two or more groups in the presence of right censoring. However, there has been little research on sample size calculation methods for rank tests to compare more than two groups. An existing method is based on a crude approximation, which tends to underestimate sample size, i.e., the calculated sample size has lower power than projected. In this paper we propose an asymptotically correct method and an approximate method for sample size calculation. The proposed methods are compared to other methods through simulation studies.     

On-Line Scheduling Algorithms for a Batch Machine with Finite Capacity

We study the problem of on-line scheduling jobs with release dates on a batch machine of finite capacity with the objective of minimizing the makespan. We generalize several existing algorithms for the problem to a class of on-line algorithms that are 2-competitive for any arbitrary finite machine capacity. Then, we show that one of these generalized algorithms is in fact 7/4-competitive for machine capacity 2. This is the first on-line algorithm for a finite machine capacity with competitive ratio less than 2.This research is substantially supported by a grant from City Univ. of Hong Kong (Grant No. 7001119). The second author is supported by this grant and by the Natural Science Foundation of China.     

Adjusting risky situations: A theoretical framework and empirical test

Experienced executives frequently try to modify the risky situations they face in order to make them more favorable rather than simply choosing from among available decision options. This article investigates several types of risk adjustments such as trying to influence the situation through bargaining and spending resources, gathering information, developing new options, and consulting one's superiors. A theoretical framework is presented that characterizes different types of adjustments and relates them to variables such as perceived risk, perceived control, perceived responsibility, decisiveness, and risky choice. The framework is tested using experienced decision makers who respond to four simulated risky business decisions.University of British Columbia