封闭人群生存人数整体预测--以Lee-Carter模型为例

由不同组别人群组成封闭人群整体生存人数的预测是相关经济、社会问题研究的基础。现有文献在研究相关问题时,使用的方法为：首先根据动态死亡率模型对其中具有相同特征不同部分的生存人数进行预测,之后通过加总得到整体人数的预测（简称现有方法）。由于现有方法忽略了不同特征人群死亡率变动间相关性的影响,会低估生存人数的波动性。本文使用Lee?Carter模型,在将封闭人群按性别分组的基础上,给出了构建生存人数整体预测模型的过程和实例。并通过理论分析和数值模拟两个视角对现有方法和新方法做了比较。比较结果指出：在死亡率波动具有广泛相关性的现实世界中,只有在均值预测时,现有方法才可以达到预期效果,因此笔者建议在对整体人数（特别是涉及方差和分布函数）预测时,使用本文介绍的整体生存人数预测模型。     

Threshold Estimation for Stochastic Processes with Small Noise

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent but numerically unstable in the sense of large standard deviations under finite samples when the noise process has jumps. We propose a filter to cut large shocks from data and construct the same LSE from data selected by the filter. The proposed estimator can be asymptotically equivalent to the usual LSE, whose asymptotic distribution strongly depends on the noise process. However, in numerical study, it looked asymptotically normal in an example where filter was chosen suitably, and the noise was a Lévy process. We will try to justify this phenomenon mathematically, under certain restricted assumptions.     

A direct procedure for monitoring the coefficient of variation using a variable sample size scheme

A variable sample size (VSS) scheme directly monitoring the coefficient of variation (CV), instead of monitoring the transformed statistics, is proposed. Optimal chart parameters are computed based on two criteria: (i) minimizing the out-of-control ARL (ARL₁) and (ii) minimizing the out-of-control ASS (ASS₁). Then the performances are compared between these two criteria. The advantages of the proposed chart over the VSS chart based on the transformed statistics in the existing literature are: the former (i) provides an easier alternative as no transformation is involved and (ii) requires less number of observations to detect a shift when ASS₁ is minimized.     

中国古代建筑艺术中的凝视

中国古代建筑非常重视"象",但"象"大多依循程式,述而不作。因建筑之"象"既是视觉的社会建构之物,也是社会的视觉建构中介。"象"致力于成为生产"凝视"的欲望机器,而"象"的生成与传播又建基于由"礼"衍生的"数"、"位"、"文"。因此,它们分别担当了建筑凝视中的形塑机制、结构技术、话语背景角色。     

论亨普尔的科学观

亨普尔的科学观是以逻辑经验主义为其基本立场,以数理逻辑为其科学研究的方法,在此基础上对科学的结构与功能、科学的形成过程及其合理性、进步性的根据进行深入探讨,从而达到进一步改进科学,为科学的发展服务的目的。他的科学观指引他对科学的重要问题进行深入系统逻辑严密的研究,其所有作都是围绕对科学问题的研究展开的。他放宽了经验主义认识观的范围,指出在方法论中对科学目标的解释存在一个从语义的本体论到认识论地相对化的转向,逻辑经验主义认识意义标准具有整体论的倾向;在关于科学合理性问题上他试图融合历史的和逻辑经验主义的观点。     

"第五媒体时代"的政府公共关系刍议

人类已经进入"第五媒体时代".继报纸、广播、电视、互联网之后的第五媒体抑或是手机媒体.具有媒介粘滞、瞬时精准、病毒式营销等无与伦比的传播特性.第五媒体是柄"双刃剑",它在给政府公共关系带来前所未有的挑战的同时,也带来了前所未有的机遇.利用第五媒体开拓政府公共关系的新视野,是一个政治、社会问题,也是一个技术、法律问题.     

全球金融危机过后中美两国对中美关系的构想及认识研究

世界金融危机后,随着美国国际地位的下滑和中国国力快速提升,美国对中国的戒心也随之不断增加,在这样的背景下,中美两国间的认识将会发生怎样的变化?对这一议题进行分析对于中美关系的未来展望意义重大。根据中美之间的相互认识与构想来看,中美两国在经济方面维持密切的合作关系,但中国和美国依然就在核心利益方面进行着相互竞争。而且可以预测在未来的国际舞台上,中国将以更积极的姿态,更明确的立场处理中美关系。因此,中国对于核心利益的坚定态度、中美间的矛盾,以及基于相互尊重的对等的中美关系,所有这些都必将让中美间的竞争更加激烈。     

Childhood exposure to the Second World War and financial risk taking in adult life

Adverse childhood experiences might have long-lasting effects on decisions under uncertainty in adult life. Merging the European Survey on Health, Ageing and Retirement with data on conflict events during the Second World War, and relying on region-by-cohort variation in war exposure, we show that warfare exposure during childhood is associated with lower financial risk taking in later life. Individuals who experienced war episodes as children hold less – and are less likely to hold – stocks, but are more likely to hold life insurance, compared to non-exposed individuals. Effects are robust to the inclusion of potential mediating factors, and are tested for nonlinearity and heterogeneity. Moreover, we provide evidence of hedonic adaptation to war, as high and low intensity of war exposure have comparable long-term effects. We also document that war exposure in childhood increases sensitivity to financial uncertainty since exposed-to-war individuals are less likely to hold stocks after periods of high volatility. Finally, we shed light on the most likely mechanism in the relationship between war exposure and financial risk taking – i.e., enhanced sensitivity to uncertainty – and we show that preferences, and not beliefs, channel this relationship.