An elastic-net penalized expectile regression with applications

To perform variable selection in expectile regression, we introduce the elastic-net penalty into expectile regression and propose an elastic-net penalized expectile regression (ER-EN) model. We then adopt the semismooth Newton coordinate descent (SNCD) algorithm to solve the proposed ER-EN model in high-dimensional settings. The advantages of ER-EN model are illustrated via extensive Monte Carlo simulations. The numerical results show that the ER-EN model outperforms the elastic-net penalized least squares regression (LSR-EN), the elastic-net penalized Huber regression (HR-EN), the elastic-net penalized quantile regression (QR-EN) and conventional expectile regression (ER) in terms of variable selection and predictive ability, especially for asymmetric distributions. We also apply the ER-EN model to two real-world applications: relative location of CT slices on the axial axis and metabolism of tacrolimus (Tac) drug. Empirical results also demonstrate the superiority of the ER-EN model.     

试论民族文化认同的特殊功效--从斯大林民族定义的争论说开去

文化具有超时空的稳定性和很强的凝聚力,一个民族的文化模式一经形成,必然会持久地支配每个社会成员的思想和行为。文化又是一个民族区别于其他民族的基本特质和身份象征,在共同的文化背景中,人们获得了归属感和认同感。因此,在共同文化基础上形成的共同心理素质——民族文化认同,对于标识民族特性,塑造认同心理,规范社会行为,培育统一意识,凝聚民族精神,形成民族合力,进而对维护国家安全统一具有特殊的功效。     

外国留学生游世博园

沈阳成功地举办了世界园艺博览会吸引了大批中外游客,也吸引了在沈读书的外国留学生。初夏,沈阳的天空阳光明媚,风和日丽,正在中国医科大学留学生英语班学习的印度、斯里兰卡、巴基斯坦和尼泊尔的留学生一行45人来到了沈阳世博园观光游览。     

西方后现代主义音乐思潮的解析

后现代主义作为当下最为前卫的文化思潮,它对包括音乐、文学等众多艺术形式以及哲学观念都有着极为重要的影响。文章以音乐艺术为对象,从对后现代主义的概念和特征的梳理中来探讨当今音乐创作观念及审美等方面表现出的种种后现代主义特征。     

Quantile regression for large-scale data via sparse exponential transform method

In recent decades, quantile regression has received much more attention from academics and practitioners. However, most of existing computational algorithms are only effective for small or moderate size problems. They cannot solve quantile regression with large-scale data reliably and efficiently. To this end, we propose a new algorithm to implement quantile regression on large-scale data using the sparse exponential transform (SET) method. This algorithm mainly constructs a well-conditioned basis and a sampling matrix to reduce the number of observations. It then solves a quantile regression problem on this reduced matrix and obtains an approximate solution. Through simulation studies and empirical analysis of a 5% sample of the US 2000 Census data, we demonstrate efficiency of the SET-based algorithm. Numerical results indicate that our new algorithm is effective in terms of computation time and performs well for large-scale quantile regression.     

MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

In this paper, we analytically derive the exact formula for the mean squared error (MSE) of two weighted average (WA) estimators for each individual regression coefficient. Further, we execute numerical evaluations to investigate small sample properties of the WA estimators, and compare the MSE performance of the WA estimators with the other shrinkage estimators and the usual OLS estimator. Our numerical results show that (1) the WA estimators have smaller MSE than the other shrinkage estimators and the OLS estimator over a wide region of parameter space; (2) the range where the relative MSE of the WA estimator is smaller than that of the OLS estimator gets narrower as the number of explanatory variables k increases.     

基于高维波动率网络模型的股票市场风险特征研究

波动率是金融风险管理研究的重要内容之一。本文基于复杂网络理论和数据挖掘技术提出股票市场的高维波动率网络模型。首先运用互信息度量不同股票价格波动之间的相关关系,其次对股票市场不同周期下的波动情况建立度的中心势、平均距离、幂律分布等网络拓扑指标,再次根据这些指标利用Prim算法构建出高维波动率网络模型,最后运用Newman-Girvan算法对股票价格波动率的相关性进行分层研究。高维波动率网络模型突破了传统波动率模型关于变量维数的限制,能够在依赖少量假设的基础上,挖掘出多个金融市场主体间的相互关系,反映金融市场的风险特征及网络拓扑性质。实证结果发现：与常用的Pearson相关系数法相比,在互信息框架下,股价波动的非线性相关关系得到了更好的度量;股票市场的整体波动性与个股波动率相关性变化趋势相反,市场处在高波动时期资产组合分散化效果较好;网络中存在少量度数大的关键节点和中心节点,风险通过这些节点可以迅速传递到整个市场;股票市场的运行具有明显的行业聚集现象;网络分层研究进一步直观的展现了风险在层与层之间的传递规律和与之对应的行业特征。高维波动率网络模型为挖掘股票市场的风险特征与管理金融风险提供了一个新的工具。     

Semiparametric sieve maximum likelihood estimation under cure model with partly interval censored and left truncated data for application to spontaneous abortion

Lifetime Data Analysis - This work was motivated by observational studies in pregnancy with spontaneous abortion (SAB) as outcome. Clearly some women experience the SAB event but the rest do not....     

How publics’ active and passive communicative behaviors affect their tornado responses: An integration of STOPS and SMCC

During imminent threat crises, such as natural disasters, publics have minutes to decide how to respond after receiving a warning. This study advances understanding of publics’ crisis communicative and noncommunicative behaviors in the context of tornadoes through combining and extending two theories: the social-mediated crisis communication (SMCC) model and the situational theory of problem solving (STOPS). Findings from a survey of Southeast U.S. residents (n = 1,585) indicate that STOPS is internally consistent and accurate at measuring its intended outcomes of communicative action in problem solving. However, the STOPS measures do not have a significant relationship with the desirable outcome for imminent threat crisis communication: individuals following government’s protective action guidance about tornadoes. In comparison, the expanded SMCC model predicts individuals’ self-reported compliance. Finally, variables from the SMCC model and tornado-specific variables were integrated into the STOPS model to explain individuals’ communicative engagement. Implications for theory and public relations practice are discussed.     

全域规划视角应对煤炭资源型城市产业转型的对策研究 ——以平顶山为例

笔者以推动煤炭资源型城市产业转型为目标,以河南省平顶山为例,通过对其产业转型面临的问题及发展潜力进行分析,跳出从产业角度分析产业结构优化的常规思路,提出从全域规划的研究视角寻求新的解决对策。笔者通过研究发现,在经济新常态时代背景和自身发展诉求下,平顶山等煤炭资源型城市要加快产业转型,应从全域空间考虑,加强多规融合,推进全要素城乡融合。从全域规划视角推动煤炭资源型城市产业转型的主要对策包括多规融合多目标协调下明确经济产业发展目标,全要素统筹下推进经济产业发展路径转变,全域空间统筹下采用底线思维明晰产业发展空间,强化产业资源的统筹及特色强化。