时间序列的图模型及其在股市相关性中的应用

图模型方法是高维数据统计分析的重要工具,时间序列的图模型方法有链图、因果图和偏相关图,将基于VAR模型的时间序列链图和因果图应用于国际股票市场,研究主要股指的动态相关性,结果表明：美国股市对周边股市的影响较大。将偏相关图应用于亚洲股票市场,研究亚洲主要股指的交互作用,结果表明：中国内地是相对独立的市场,中国香港、台湾以及新加坡、日本股票市场之间存在显著的信息流动。     

On the estimation of a binary response model in a selected population

A generalization of the Probit model is presented, with the extended skew-normal cumulative distribution as a link function, which can be used for modelling a binary response variable in the presence of selectivity bias. The estimate of the parameters via ML is addressed, and inference on the parameters expressing the degree of selection is discussed. The assumption underlying the model is that the selection mechanism influences the unmeasured factors and does not affect the explanatory variables. When this assumption is violated, but other conditional independencies hold, then the model proposed here is derived. In particular, the instrumental variable formula still applies and the model results at the second stage of the estimating procedure.     

n维超立方体的补图的谱

设Qn为n维超立方体Qn的补图,spec（Qn）为Qn的谱.该文证明了spec（Qn）=[2n（n0）-n-1（n1）-n＋1（n2）-n＋3（n3）-n＋5……（nk＋1）-n＋1＋2k ……n（nn）-1],,其中n≥1.     

Probability Size Matters: The Effect of Foreground-Only versus Foreground+Background Graphs on Risk Aversion Diminishes with Larger Probabilities

Graphs are increasingly recommended for improving decision-making and promoting risk-avoidant behaviors. Graphs that depict only the number of people affected by a risk (“foreground-only” displays) tend to increase perceived risk and risk aversion (e.g., willingness to get vaccinated), as compared to graphs that also depict the number of people at risk for harm (“foreground+background” displays). However, previous research examining these “foreground-only effects” has focused on relatively low-probability risks (<10%), limiting generalizability to communications about larger risks. In two experiments, we systematically investigated the moderating role of probability size on foreground-only effects, using a wide range of probability sizes (from 0.1% to 40%). Additionally, we examined the moderating role of the size of the risk reduction, that is, the extent to which a protective behavior reduces the risk. Across both experiments, foreground-only effects on perceived risk and risk aversion were weaker for larger probabilities. Experiment 2 also revealed that foreground-only effects were weaker for smaller risk reductions, while foreground-only displays decreased understanding of absolute risk magnitudes independently of probability size. These findings suggest that the greater effectiveness of foreground-only versus foreground+background displays for increasing perceived risk and risk aversion diminishes with larger probability sizes and smaller risk reductions. Moreover, if the goal is to promote understanding of absolute risk magnitudes, foreground+background displays should be used rather than foreground-only displays regardless of probability size. Our findings also help to refine and extend existing theoretical accounts of foreground-only effects to situations involving a wide range of probability sizes.     

低碳农业研究的知识图谱及比较

基于WoS、CNKI与CSSCI数据库中低碳农业议题相关研究文献，运用 CiteSpace V软件绘制了知识图谱，借助文献计量分析法展开国内外低碳农业研究现状、发展脉络、知识结构和关键引文等系统性知识信息的比较与分析。结果表明：低碳农业议题在中国学界具有极高的关切度，热点突现期为2010年、2011年；国内外对于低碳农业议题的研究在演化过程中呈现出许多重要文献节点，它们对知识域的兴起、延伸、分叉等转折变化起到了创造性的关键作用；国外关于低碳农业研究主要围绕农业生物能源开发与利用等六大类议题展开，国内低碳农业议题研究在理论探索、实证研究与农业温室气体核算体系构建等三个领域得以发展完善，知识结构既有重叠又有差异；国内外低碳农业研究的“二元结构”特征明显，且国内研究学科交叉性不强，拓展低碳农业议题的知识结构、加深对低碳农业的经济本质内涵研究、加强对农业碳源和碳汇双重效应的系统性关注、开展微观层面的低碳农业议题是未来研究的创新方向。     

Application of Graph Theory to Cost‐Effective Fire Protection of Chemical Plants During Domino Effects

In the present study, we have introduced a methodology based on graph theory and multicriteria decision analysis for cost‐effective fire protection of chemical plants subject to fire‐induced domino effects. By modeling domino effects in chemical plants as a directed graph, the graph centrality measures such as out‐closeness and betweenness scores can be used to identify the installations playing a key role in initiating and propagating potential domino effects. It is demonstrated that active fire protection of installations with the highest out‐closeness score and passive fire protection of installations with the highest betweenness score are the most effective strategies for reducing the vulnerability of chemical plants to fire‐induced domino effects. We have employed a dynamic graph analysis to investigate the impact of both the availability and the degradation of fire protection measures over time on the vulnerability of chemical plants. The results obtained from the graph analysis can further be prioritized using multicriteria decision analysis techniques such as the method of reference point to find the most cost‐effective fire protection strategy.     

Construction of neighbor designs of block size 4 for all values of v ≥ 5 by using the method of addition

In this article, a general method of construction of neighbor block designs is given. The designs are constructed using variation of a simple method which we refer to as the method of addition (renamed as the method of cyclic shifts). We give complete solution of neighbor balanced designs for k = 4 for any value of v. We also give many series of generalized neighbor designs (GNDs). In the last section, we have constructed GNDs in a sequential manner (as Did John 1981) for v ≤ 50 and r is multiple of k.     

Exponential random graph models for little networks

Statistical models for social networks have enabled researchers to study complex social phenomena that give rise to observed patterns of relationships among social actors and to gain a rich understanding of the interdependent nature of social ties and actors. Much of this research has focused on social networks within medium to large social groups. To date, these advances in statistical models for social networks, and in particular, of Exponential-Family Random Graph Models (ERGMS), have rarely been applied to the study of small networks, despite small network data in teams, families, and personal networks being common in many fields. In this paper, we revisit the estimation of ERGMs for small networks and propose using exhaustive enumeration when possible. We developed an R package that implements the estimation of pooled ERGMs for small networks using Maximum Likelihood Estimation (MLE), called “ergmito”. Based on the results of an extensive simulation study to assess the properties of the MLE estimator, we conclude that there are several benefits of direct MLE estimation compared to approximate methods and that this creates opportunities for valuable methodological innovations that can be applied to modeling social networks with ERGMs.     

Prestige in social dilemmas: A network analytic approach to cooperation among Bogotá’s art organizations

What brings about cooperation in social dilemmas? The literature has proposed motivational and strategic solutions to social dilemmas. In motivational solutions, actors cooperate because they care about fairness. In strategic solutions actors cooperate because their chances to exploit others are reduced. This paper argues that actors also cooperate in order to gain prestige. The effect of prestige on cooperation is examined relying on a unique set of network and covariate data on art organizations (museums, independent art spaces, galleries and art foundations) in Bogotá, the capital of Colombia. Bogotá is a not a very likely environment for cooperation, since distrust is still widespread after a long civil war. The temporal exponential random graph models predict dyadic cooperation (i.e., between two actors) based on past and present cooperation in the network as well as of the organizations’ characteristics. The analysis thus controls for the effect of actors’ past and present interaction on the present cooperation dilemma. The paper shows that prestige affects cooperation in social dilemmas independent of past and present interactions.     

一类循环图的计数(英文)

讨论了 ４度循环图的结构。所有ｎ阶４度非同构的连通循环图被分为两类： Ⅰ类和Ⅱ类。给出了计算Ⅰ类循环图的计算公式,改进了关于ｎ阶４度非同构的循环图的计数公式。