青海省入境旅游市场的态势分析及预测研究

随着中国入境旅游的迅速发展,青海省的入境旅游呈现出不同的态势。本文从海外游客客源地、客源国等方面对其进行了深入的分析,在此基础上进行了预测,并提出了可行性建议。     

基于股价预测的泛证券投资组合策略

本文基于期望效用最大化和L₁-中位数估计研究了在线投资组合选择问题。与EG（Exponential Gradient）策略仅利用单期价格信息估计价格趋势不同,本文将利用多期价格信息估计价格趋势,以提高在线策略的性能。首先,基于多期价格数据,利用L₁-中位数估计得到预期价格趋势。然后,通过期望效用最大化,提出一个新的具有线型时间复杂度的在线策略,EGLM（Exponential Gradient via L₁-Median）。并通过相对熵函数定义资产权重向量的距离,进而证明了EGLM策略具有泛证券投资组合性质。最后,利用国内外6个证券市场的历史数据进行实证分析,结果表明相较于UP（Universal Portfolio）策略和EG策略,EGLM策略有更好的竞争性能。     

Models for the analysis of C-reactive protein in statin trials

Elevation in C-reactive protein (CRP) is an independent risk factor for cardiovascular disease progression and levels are reduced by treatment with statins. However, on-treatment CRP, given baseline CRP and treatment, is not normally distributed and outliers exist even when transformations are applied. Although classical non-parametric tests address some of these issues, they do not enable straightforward inclusion of covariate information. The aims of this study were to produce a model that improved efficiency and accuracy of analysis of CRP data. Estimation of treatment effects and identification of outliers were addressed using controlled trials of rosuvastatin. The robust statistical technique of MM-estimation was used to fit models to data in the presence of outliers and was compared with least-squares estimation. To develop the model, appropriate transformations of the response and baseline variables were selected. The model was used to investigate how on-treatment CRP related to baseline CRP and estimated treatment effects with rosuvastatin. On comparing least-squares and MM-estimation, MM-estimation was superior to least-squares estimation in that parameter estimates were more efficient and outliers were clearly identified. Relative reductions in CRP were higher at higher baseline CRP levels. There was also evidence of a dose-response relationship between CRP reductions from baseline and rosuvastatin. Several large outliers were identified, although there did not appear to be any relationships between the incidence of outliers and treatments. In conclusion, using robust estimation to model CRP data is superior to least-squares estimation and non-parametric tests in terms of efficiency, outlier identification and the ability to include covariate information.     

危机事件中的网络视频传播与话语分析

随着网络视频的兴起,网络传播进入视频时代：对央视网和优酷网“甲型H1N1流感”议题的网络视频进行对比研究发现,在视频节目来源、话语平台的影响力和话语影响力以及话语呈现和对话机制方面,网络视频官方话语与民间话语的呈现都存在显著差异和一定规律。更为重要的是,网络视频传播在危机事件中的作用日益显著。     

A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation

The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.     

Inference of non-centrality parameter of a truncated non-central chi-squared distribution

Non-central chi-squared distribution plays a vital role in statistical testing procedures. Estimation of the non-centrality parameter provides valuable information for the power calculation of the associated test. We are interested in the statistical inference property of the non-centrality parameter estimate based on one observation (usually a summary statistic) from a truncated chi-squared distribution. This work is motivated by the application of the flexible two-stage design in case–control studies, where the sample size needed for the second stage of a two-stage study can be determined adaptively by the results of the first stage. We first study the moment estimate for the truncated distribution and prove its existence, uniqueness, and inadmissibility and convergence properties. We then define a new class of estimates that includes the moment estimate as a special case. Among this class of estimates, we recommend to use one member that outperforms the moment estimate in a wide range of scenarios. We also present two methods for constructing confidence intervals. Simulation studies are conducted to evaluate the performance of the proposed point and interval estimates.     

Nonparametric control charts based on runs and Wilcoxon-type rank-sum statistics

In this article, we introduce three new distribution-free Shewhart-type control charts that exploit run and Wilcoxon-type rank-sum statistics to detect possible shifts of a monitored process. Exact formulae for the alarm rate, the run length distribution, and the average run length (ARL) are all derived. A key advantage of these charts is that, due to their nonparametric nature, the false alarm rate (FAR) and in-control run length distribution is the same for all continuous process distributions. Tables are provided for the implementation of the charts for some typical FAR values. Furthermore, a numerical study carried out reveals that the new charts are quite flexible and efficient in detecting shifts to Lehmann-type out-of-control situations.     

建国初期毛泽东人民政协思想的伟大意义

中国人民政治协商会议是中国共产党领导的统一战线组织.毛泽东不仅亲自组织、领导建立了人民政协,而且在长期领导和指导政协工作的过程中,科学地阐明了人民政协的性质、确立了人民政协的基本职能、培育了人民政协的优良作风.     

盖尔达维的中间主义思想研究

作为当代阿拉伯-伊斯兰世界的主流思潮之一,伊斯兰“中间主义”认为,伊斯兰文明的首要信息是中正与和平,伊斯兰教反对各种形式的极端主义和恐怖主义,不同文明间应开展平等对话与交流,不同民族和国家间的友好交往是人类共同发展和世界持久和平的基础。卡塔尔大学教授尤苏夫·盖尔达维是这一思潮的重要代表人物之一,本文对其主要思想作了简要介绍,并指出他的中正、中和思想对于维护阿拉伯民族的团结、促进各国人民相互理解和世界和平事业,具有重要的现实意义。     

C2C市场上消费者从众决策研究——基于面板数据模型

电子商务市场蓬勃发展的同时,也存在严重的信息不对称现象,给消费者带来极大的购物风险。文章基于信息不对称理论,利用淘宝网交易数据对 C2C 市场上消费者的从众决策行为进行研究。研究发现 C2C 市场上店铺的日销量在店铺间存在二八分布的特征,说明网络消费者在购买商品时有从众行为。基于面板模型对店铺市场份额的研究表明,店铺历史销量信息对消费者选择店铺的决策有显著正向影响,而店铺信用对消费者决策的影响并不显著。因此,建议 C2C 交易平台增加退货量指标、动态销量图以及销量和价格的相互对应信息等,以促进消费者理性购物。