对“资本限量决策”方法的改进

企业面临的一类投资决策是所谓的资本限量决策,文献1给出两种解法:获利指数法和净现值法。究其实质,净现值法是一种枚举法或互斥化法,该方法可以获得最优解,但当项目个数较多时,互斥化的组合方案数很大,难以实用;计算加权获利指数工作量又很大。本文提出用差量效率指标排序法予以改进。     

EXCEL的广泛应用

EXCEL电子表格处理数据的功能强大,应用简单且广泛,本文用两个例子具体阐述了EXCEL两个方面的功能。     

斜腿刚构桥几何布局的优化设计

采用数学规划的方法从静力和动力两方面对斜腿刚构桥的几何布局进行优化设计。静力优化设计的优化目标是截面截面应力平方均值最小，动力优化设计的优化目标是结构自振周期平方和最小。采用了直接搜索法寻优。通过算例可知，这两种优化设计方法均可行，且均为刚性设计。     

体验、解析、会通——张岱年哲学方法论的综合创新

体验、解析、会通的有机统一,是张岱年《天人五论》所建构的哲学方法论。这种方法论排斥直觉法,因而不同于现代新儒家和清华学派的哲学家;同时,它把辩证法看成一般的学术方法而非独立的哲学方法,这又使其不同于当时的新唯物论者。这种方法论是在综合中西哲学方法以及近现代各派哲学方法基础上的一个综合创造。     

Divergence-based estimation and testing with misclassified data

The well-known chi-squared goodness-of-fit test for a multinomial distribution is generally biased when the observations are subject to misclassification. In Pardo and Zografos (2000) the problem was considered using a double sampling scheme and ø-divergence test statistics. A new problem appears if the null hypothesis is not simple because it is necessary to give estimators for the unknown parameters. In this paper the minimum ø-divergence estimators are considered and some of their properties are established. The proposed ø-divergence test statistics are obtained by calculating ø-divergences between probability density functions and by replacing parameters by their minimum ø-divergence estimators in the derived expressions. Asymptotic distributions of the new test statistics are also obtained. The testing procedure is illustrated with an example.     

与时俱进开拓进取努力开创网络时代大学生思想政治教育新局面

文章结合合肥工业大学开展大学生网络思想政治教育的实践,分析了当代大学生思想和文化生活的需求、网络思想政治工作的特点和规律等问题,在此基础上,提出了加强和改进大学生网络思想政治教育的具体措施.     

Generalized additive models for location, scale and shape

Summary.  A general class of statistical models for a univariate response variable is presented which we call the generalized additive model for location, scale and shape (GAMLSS). The model assumes independent observations of the response variable y given the parameters, the explanatory variables and the values of the random effects. The distribution for the response variable in the GAMLSS can be selected from a very general family of distributions including highly skew or kurtotic continuous and discrete distributions. The systematic part of the model is expanded to allow modelling not only of the mean (or location) but also of the other parameters of the distribution of y , as parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or random-effects terms. Maximum (penalized) likelihood estimation is used to fit the (non)parametric models. A Newton–Raphson or Fisher scoring algorithm is used to maximize the (penalized) likelihood. The additive terms in the model are fitted by using a backfitting algorithm. Censored data are easily incorporated into the framework. Five data sets from different fields of application are analysed to emphasize the generality of the GAMLSS class of models.     

教育世界的特性

教育世界是教育科学研究的对象域。教育世界的特性是本质世界。教育世界的本质世界特性是以人的本质力量的外在表现物——哲学和各门学科知识体系为手段培养人性——人的本质。教育世界的本质特点就是本质教育。人的本质表现在责任、方法和美。教育世界的本质世界特性决定了教育科学属于本质科学。     

HEAVY-TAILED-DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES

To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models.     

Horwitz's rule, transforming both sides and the design of experiments for mechanistic models

Summary. The paper develops methods for the design of experiments for mechanistic models when the response must be transformed to achieve symmetry and constant variance. The power transformation that is used is partially justified by a rule in analytical chemistry. Because of the nature of the relationship between the response and the mechanistic model, it is necessary to transform both sides of the model. Expressions are given for the parameter sensitivities in the transformed model and examples are given of optimum designs, not only for single-response models, but also for experiments in which multivariate responses are measured and for experiments in which the model is defined by a set of differential equations which cannot be solved analytically. The extension to designs for checking models is discussed.