基于在线算法的改进指数梯度投资组合策略

弱集成算法是对专家意见进行动态加权平均的在线学习算法。近年来,机器学习和人工智能等方法被用来研究在线投资组合问题。该文从弱集成算法的在线学习及其序列决策性角度出发,设计改进的指数梯度在线投资组合策略,以弥补指数梯度在线投资组合策略不能结合交易费用进行分析的缺陷。首先根据指数梯度在线投资组合策略的更新方法构建代表投资策略的专家意见池,并以此为基础应用弱集成算法加权集成专家意见得到改进的指数梯度在线投资组合策略,证明了该策略可与最优专家策略(基准策略)相媲美。其次将交易费用引入到改进的指数梯度在线投资组合策略中,进一步给出对应的投资策略,重要的是理论上证明了该策略实现的平均累积收益与最优专家策略实现的平均累积收益之间的差值存在渐进式下界,从而提高了指数梯度在线投资组合策略的实用性。最后利用国内外股票市场的历史数据进行实证分析,说明了改进的指数梯度在线投资组合策略的可行性和有效性。     

Effect of aggregation on the estimation of trend in mortality

There are three approaches to analyzing and forecasting age‐specific mortality: (1) analyze age‐specific data directly, (2) analyze each cause‐specific mortality series separately and add the results, (3) analyze cause‐specific mortality series jointly and add the results. We show that if linear models are used for cause‐specific mortality, then the three approaches often give close results even when cause‐specific series are correlated. This result holds for cross‐correlations arising from random misclassification of deaths by cause, and also for certain patterns of systematic misclassification. It need not hold, if one or more causes serve as “leading indicators”; for the remaining causes, or if outside information is incorporated into forecasting either through expert judgment or formal statistical modeling. Under highly nonlinear models or in the presence of modeling error the result may also fail. The results are illustrated with U.S. age‐specific mortality data from 1968–1985. In some cases the aggregate forecasts appear to be the more credible ones.     

Expert Systems

Summary

Expert systems are computer programs which embody the expertise of a human expert in order to consult and advise on a specific problem. It is now becoming feasible to apply expert systems technology to problems in the human services. This article describes what expert systems technology is and how it may be applied in human service practice. Finally, some of the promises and pitfalls of this new technology are addressed.     

A Bayesian Evidence Synthesis for Estimating Campylobacteriosis Prevalence

Stakeholders making decisions in public health and world trade need improved estimations of the burden‐of‐illness of foodborne infectious diseases. In this article, we propose a Bayesian meta‐analysis or more precisely a Bayesian evidence synthesis to assess the burden‐of‐illness of campylobacteriosis in France. Using this case study, we investigate campylobacteriosis prevalence, as well as the probabilities of different events that guide the disease pathway, by (i) employing a Bayesian approach on French and foreign human studies (from active surveillance systems, laboratory surveys, physician surveys, epidemiological surveys, and so on) through the chain of events that occur during an episode of illness and (ii) including expert knowledge about this chain of events. We split the target population using an exhaustive and exclusive partition based on health status and the level of disease investigation. We assume an approximate multinomial model over this population partition. Thereby, each observed data set related to the partition brings information on the parameters of the multinomial model, improving burden‐of‐illness parameter estimates that can be deduced from the parameters of the basic multinomial model. This multinomial model serves as a core model to perform a Bayesian evidence synthesis. Expert knowledge is introduced by way of pseudo‐data. The result is a global estimation of the burden‐of‐illness parameters with their accompanying uncertainty.     

从专家意见到专家陪审

专家法律意见书从无到有乃至专家满天飞,预示了知识经济时代的到来,专家的知识和权威的意见倍受尊崇,然而在知识价值的背后隐藏的却是无法可依,干扰司法独立,破坏司法公正的尴尬境地。为此有必要对专家意见说“NO”并积极寻求专家知识与司法实践相结合的最佳途径。     

刑事证人保护问题探析

刑事证人保护是刑事司法中的一个重要问题，证人作证难、出庭难问题与其有着直接关联，我国立法只强调证人作证义务，忽视对证人的保护，合理解决刑事证人保护问题是审判方式改革和人权保障的必然要求。为此，必须建立完整的刑事证人保护制度，明确刑事证人保护对象范围、权利保障内容、保护机构及措施等，以使证人的人身、人格、财产权益得到有效的保护。     

遥控终端故障诊断专家系统

根据遥控终端的故障模式及类型，归纳出规则集，建立遥控终端专家知识库，应用计算机图形交互技术和多任务处理手段，建立遥控终端故障诊断系统。     

污点证人作证豁免制度的构建和完善

文章指出，建立和完善我国的污点证人豁免制度有着重要的实践意义。在具体的制度设计中，我们应该实行罪行豁免并适当放宽污点证人作证豁免案件的范围。同时，为了保证污点证人作证豁免制度的具体实施，我们还应该设置与此相关的配套措施。     

‘No Thought of Gender’: Bodily Norms in Swedish Rescue Services Incident Reporting

Information and communication technologies (ICTs) play an increasingly important role in the preventative and planning work carried out by rescue services, but to date there has been little research investigating how these technologies may be involved in the gendering of the organization. In this study, I seek to complement existing analyses of the gendered rescue service by focusing on a web portal used to collect, process and publish data about accidents in Sweden. Through the figuration of the ‘modest witness’ I suggest how an apparent absence of gender in the accident reporting process may actually be part of a wider organizational process of gendering in which only certain bodies are allowed to be visible and allowed to witness officially.     

证人出庭在刑事诉讼中的现状分析

随着刑事审判方式改革不断深入 ,证人出庭接受控辩双方质证在刑事诉讼中的作用显得越来越重要 ,但我国刑事诉讼法在规定证人出庭方面与证人出庭的重要作用很不对称 ,主要表现为 :证人出庭没有明确的强制性规定、证人出庭缺乏具体制度保障、询问证人的规则不够科学完善