偏微分积分方程的周期边值问题

本文用上下解方法结合特征线理论讨论了形如 U_t+f(t,x)U_x=g(t,x,u,Tu) u(0,x)=u(2π,x) (1)的一阶偏微分积分方程解的存在性与唯一性,进而用双边迭代的方法给出其求解的程序。     

具有卖空总量限制的多阶段M—SAD投资组合优化

文章提出具有卖空总量限制、阈值约束和V型交易成本的多阶段均值—半绝对偏差（M-SAD）投资组合优化模型。该模型分别运用均值和半绝对偏衡量资产的收益率和风险。由于交易成本的存在,该模型不满足无后效性的动态优化问题。文章将该模型近似为一般动态规划问题,提出一种新的离散迭代方法,并证明该算法是线性收敛的。最后,文章通过实证研究比较分析卖空总量限制和风险偏好系数取不同值时对投资组合最优策略的影响,验证模型和算法的有效性。     

要素禀赋、农户分化与农业价值链技术选择偏向

基于551份猕猴桃种植户调研数据,通过聚类分析方法将猕猴桃种植户分成发展型、规模种植型、劳动力富裕型三类,实证检验种植户类型对有机肥施用、新品种采纳、猕猴桃网络销售三个价值链技术活动选择的异质偏向性,分析农机补贴、产业组织检测、技术培训三个组织支持变量的调节效应。结果发现：发展型对于三个价值链技术活动及其联合采纳的选择偏向性高于其他类型,劳动力富裕型种植户对价值链技术活动的选择偏向性低于其他两个类型种植户。三个组织支持变量对同一类型种植户参与不同价值链技术活动以及不同类型种植户参与同一价值链技术活动的影响具有异质性。因此,针对不同类型价值链技术活动参与特征以及组织支持调节作用提出相应的政策建议。     

再谈四川盆地小麦品种产量性状的育种目标

用近10年的小麦区试资料,从粒重的角度将四川麦区小麦品种分为“大粒型”（千粒重50g左右）、“中间型”（千粒重45g左右,穗粒数40粒左右）和“粒数型”（千粒重40g左右,稳粒数50粒以上）三类,通过相关及因子分析表明：我省推广小麦品种大多属“中间型”,该类品种丰产性、稳产性及商品性都较优良;“粒数型”品种的丰产性和稳产性在三类品种中最好但粒重较小,商品性欠佳;而“大粒型”品种对环境适应性较差,不利高产稳产。四川小麦育种宜采用“中间型”或“粒数型”路线,特别是产量水平要有所突破,更须走“粒数型”的路子。     

复调和函数的混合边值问题

利用Ｆｏｕｒｉｅｒ方法得到复调和函数的混合边值问题解的表示式及解的存在性定理并讨论了解的唯一性．     

Application of Markov chain Monte Carlo methods to modelling birth prevalence of Down syndrome

Data collected before the routine application of prenatal screening are of unique value in estimating the natural live-birth prevalence of Down syndrome. However, much of these data are from births from over 20 years ago and they are of uncertain quality. In particular, they are subject to varying degrees of underascertainment. Published approaches have used ad hoc corrections to deal with this problem or have been restricted to data sets in which ascertainment is assumed to be complete. In this paper we adopt a Bayesian approach to modelling ascertainment and live-birth prevalence. We consider three prior specifications concerning ascertainment and compare predicted maternal-age-specific prevalence under these three different prior specifications. The computations are carried out by using Markov chain Monte Carlo methods in which model parameters and missing data are sampled.     

The calibration of P-values,posterior Bayes factors and the AIC from the posterior distribution of the likelihood

The posterior distribution of the likelihood is used to interpret the evidential meaning of P-values, posterior Bayes factors and Akaike's information criterion when comparing point null hypotheses with composite alternatives. Asymptotic arguments lead to simple re-calibrations of these criteria in terms of posterior tail probabilities of the likelihood ratio. (Prior) Bayes factors cannot be calibrated in this way as they are model-specific.     

上海股票市场股票收益率因素研究

根据上海股票市场从1995 年7 月到2000 年6 月所有A 股股票的月收益率、价格、市值和 公司财务数据,利用Fama-Macbeth 回归分析方法及构造动态组合方法,分析总市值、流通市值、 价格、账面市值比、市盈率、账面资产负债比等因素对股票回报率的影响. 发现上海股票市场具 有显著的市值效应、账面市值比效应、市盈率效应和价格效应. 这些效应不能用股票的beta 值 来解释. 同时发现Fama- French 的三因子模型不能完全解释这些效应,但在三因子模型的基础 上再加上一个市盈率因子可以很好地解     

曲线箱梁桥实用设计方法的研究

曲线箱梁桥目前还缺乏比较实用的设计方法．本文对曲线箱梁桥的现有设计方法作了研究，并推荐一种实用设计方法：采用空间梁单元，每个节点取六个自由度；等效梁格的模拟考虑了横向梁格附近有无横隔梁的情况．结果证明，这是一种简便、较精确的设计方法．     

On the Effect of Probability Distributions of Input Variables in Public Health Risk Assessment

A central part of probabilistic public health risk assessment is the selection of probability distributions for the uncertain input variables. In this paper, we apply the first-order reliability method (FORM)^(1–3) as a probabilistic tool to assess the effect of probability distributions of the input random variables on the probability that risk exceeds a threshold level (termed the probability of failure) and on the relevant probabilistic sensitivities. The analysis was applied to a case study given by Thompson et al. ⁽⁴⁾ on cancer risk caused by the ingestion of benzene contaminated soil. Normal, lognormal, and uniform distributions were used in the analysis. The results show that the selection of a probability distribution function for the uncertain variables in this case study had a moderate impact on the probability that values would fall above a given threshold risk when the threshold risk is at the 50th percentile of the original distribution given by Thompson et al. ⁽⁴⁾ The impact was much greater when the threshold risk level was at the 95th percentile. The impact on uncertainty sensitivity, however, showed a reversed trend, where the impact was more appreciable for the 50th percentile of the original distribution of risk given by Thompson et al. ⁴ than for the 95th percentile. Nevertheless, the choice of distribution shape did not alter the order of probabilistic sensitivity of the basic uncertain variables.