金融资产的动态非线性相关:一个新的模型

基于Kendall’sτ秩相关系数的优越性和定义,本文提出了新的具有明确经济意义的动态条件相关copula模型,将常用的Gaussian、Clayton和Gumbel函数统一根据该演化方程实现动态化,构造出三种Kendall’sτ动态条件相关copula模型,可用于刻画不同的相关模式。这些模型不仅参数少、容易估计,避免了现有动态条件相关copula模型构建方法各异导致的在实证中不利于比较的缺点,而且能够进行多步向前预测,有效地减少了进行样本外预测时的计算量,从而为刻画时变、非线性、非对称性和尾部相关等复杂的动态相关模式提供了新方法。     

Outlier detection in high-dimensional regression model

An outlier is defined as an observation that is significantly different from the others in its dataset. In high-dimensional regression analysis, datasets often contain a portion of outliers. It is important to identify and eliminate the outliers for fitting a model to a dataset. In this paper, a novel outlier detection method is proposed for high-dimensional regression problems. The leave-one-out idea is utilized to construct a novel outlier detection measure based on distance correlation, and then an outlier detection procedure is proposed. The proposed method enjoys several advantages. First, the outlier detection measure can be simply calculated, and the detection procedure works efficiently even for high-dimensional regression data. Moreover, it can deal with a general regression, which does not require specification of a linear regression model. Finally, simulation studies show that the proposed method behaves well for detecting outliers in high-dimensional regression model and performs better than some other competing methods.     

Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution

Logarithmic general error distribution, an extension of the log-normal distribution, is proposed. Some interesting properties of the log GED are derived. These properties are applied to establish the asymptotic behavior of the ratio of probability densities and the ratio of the tails of the logarithmic general error and log-normal distributions, and to derive the asymptotic distribution of the partial maximum of an independent and identically distributed sequence obeying the log GED.     

The ‘Bakul Gendong’ as a communication strategy to reject the construction of a cement factory in Central Java

Since 2006, one of Indonesia’s biggest corporations operating in the cement industry has been trying to build a factory at Sukolilo village in Central Java, Indonesia. The potential for of environmental damage caused by mining and the construction of this new factory is the main source of conflict between the public and the giant corporation.The focus of this research was the communication strategy adopted by women in the community to reject the construction of the cement factory in Pati, Central Java, Indonesia. This research used a qualitative method through a case study approach. Interviews, observations, and literature studies were used as data collection techniques for in this research.We found that the practices of the “Bakul Gendong” communication strategy were effective in developing women’s awareness of environmental issues based on the values they believe in. Through the women peddlers, women’s awareness of the risk of environmental damage caused by the cement factories was successfully developed. They also created female farmers’ group named “Simbar Wareh” to strengthen cooperation between them and to better-organize their resistance. The women’s movement to resist the cement factory was also conducted by building a network, meeting authorities, demonstrating, displaying traditional symbols during celebrations such as the “Agustusan” (independence day celebration) and Kartinian (women’s day) as their sites of resistance. The local government and PT. Semen Gresik tended to use technical and economical communicative approaches, while the people mainly refer to local know how PT. Semen Gresik did not use the right communication strategy to understand the conflict that arose and how to handle it, until after 10 years of trying to build a factory in Sukolilo.     

Mapping movement landscapes in South Africa

ABSTRACT

The concept of a movement landscape is used to analyse continuities and changes in popular mobilization since the end of formal apartheid. Focusing on four different episodes of protest since 1997, the article examines their relationship to the ANC movement and traditions, and their organizational forms. It finds a general theme of fluid and ephemeral organization, and a distrust of formal hierarchal organization, that is relatively new in South Africa. The Marikana strikes produced the most far-reaching organizational realignments, while the student struggles generated the most innovative re-imaginings of political forms and discourses. It concludes that although there have been critiques of and challenges to the ANC tradition, and experiments with new forms of organizing, they have not produced alternatives that have lasted or dislodged the dominant approaches defined and popularized by the ANC movement.     

Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings

It is known that the normal approximation is applicable for sums of non negative random variables, W, with the commonly employed couplings. In this work, we use the Stein’s method to obtain a general theorem of non uniform exponential bound on normal approximation base on monotone size bias couplings of W. Applications of the main result to give the bound on normal approximation for binomial random variable, the number of bulbs on at the terminal time in the lightbulb process, and the number of m runs are also provided.     

CEOs’ temporal focus,firm strategic change,and performance: Insights from a paradox perspective

Recent research indicates that CEOs’ temporal focus (the degree to which individuals attend to the past, present, and future) is a critical predictor for strategic outcomes. Building on paradox theory and the attention-based view, we examine the implications of CEOs’ past and future focus for strategic change. Results from polynomial regression analysis reveal that CEOs who cognitively embrace both the past and the future at the same time engage more in strategic change. In addition, our results reveal that the positive strategic change−firm performance relationship is enhanced when CEOs’ past focus is high, whereas CEOs’ future focus mitigates the translation of strategic change into firm performance (when their past focus is low at the same time). In addition, supplemental analyses indicate that the impact of CEOs’ temporal focus turns out differently in stable and dynamic environments. Our study thus extends the literature on both individual’s temporal focus and strategic change.     

侗族芦笙文化论

因侗族芦笙习俗而形成的侗族芦笙文化，为侗族民众所喜闻乐见。侗族芦笙文化是一种礼仪文化，不尚武，只追求亲和。和侗族其他文化一样，其精髓就是追求和谐的社会价值观。可以说侗族芦笙文化是最能体现东方文明的文化。对推动人类社会的文明与进步，促进人类团结、和谐、友好相处具有极强的现实意义。     

基于神经网络的测井评价油层污染研究

利用测井资料,在剖析传统的测井评价油(气)层污染方法的基础上,介绍了利用BP神经网络这一现代数理统计新技术来实现测井多参数评定油气层污染程度的方法和技巧;以华北二连油田实际资料为例,建立了测井判释油气层污染的数学物理模型,并进行了模拟预测。结果表明:该法简便可行,对污染评价参数预测精度较高,对污染程度评价合理准确,可作为油(气)层污