Measuring credibility of compensatory preference statements when trade-offs are interval determined

This paper studies how an overall fuzzy preference relation can be constructed in the compensatory context of the simple additive difference model, when imprecision on the trade-offs has to be taken into account. Three credibility indices of preferences are analysed and illustrated by a numerical example. Arguments are presented supporting the use of the third index, for which an interesting transitivity property (which was an open problem) is proved.     

Three pseudo-paradoxes in ‘quantum’ decision theory: Apparent effects of observation on probability and utility

In quantum domains, the measurement (or observation) of one of a pair of complementary variables introduces an unavoidable uncertainty in the value of that variable's complement. Such uncertainties are negligible in Newtonian worlds, where observations can be made without appreciably disturbing the observed system. Hence, one would not expect that an observation of a non-quantum probabilistic outcome could affect a probability distribution over subsequently possible states, in a way that would conflict with classical probability calculations. This paper examines three problems in which observations appear to affect the probabilities and expected utilities of subsequent outcomes, in ways which may appear paradoxical. Deeper analysis of these problems reveals that the anomalies arise, not from paradox, but rather from faulty inferences drawn from the observations themselves. Thus the notion of quantum decision theory is disparaged.     

Rate efficient estimation of realized Laplace transform of volatility with microstructure noise

In this paper, we consider the problem of estimating the Laplace transform of volatility within a fixed time interval [0,T] using high‐frequency sampling, where we assume that the discretized observations of the latent process are contaminated by microstructure noise. We use the pre‐averaging approach to deal with the effect of microstructure noise. Under the high‐frequency scenario, we obtain a consistent estimator whose convergence rate is , which is known as the optimal convergence rate of the estimation of integrated volatility functionals under the presence of microstructure noise. The related central limit theorem is established. The simulation studies justify the finite‐sample performance of the proposed estimator.     

企业投资决策分析方法及应用

目的/意义针对投资决策中偏好信息为区间模糊数的多准则决策问题,提出了一种基于冲突最小化的群体决策方法。设计/方法首先,以决策整体最优为目标,构建极大熵规划模型求解决策准则权重;其次,以决策总冲突程度最小化为目标,构建优化模型求解决策成员权重;然后,建立决策方案的比较可能度矩阵和排序向量模型,获得问题决策方案排序结果。最后,通过一个投资决策实例进行应用,验证了方法的有效性和科学性。结论/发现该方法能够解决投资群体决策中的冲突问题,在投资决策中形成偏好最一致的决策方案。     

互联网金融风险与政府治理机制转型

目的/意义人工智能的飞速发展,一方面为政府治理提供了新的途径,但同时也带来了极大的挑战。因此,在人工智能背景下,如何优化政府智能决策模型、提高政府决策的效率和科学性就显得尤为重要。设计/方法从政府治理中智能决策的相关理论入手,对影响政府智能决策的内部因素和外部因素展开了研究,探讨了融合多源信息进行政府智能决策的问题。结论/发现构建了基于政府内外部信息的多源信息融合模型和政府智能决策系统,为智能化政务办公的发展提供强有力支撑。     

三支决策模型及其研究现状分析

目的/意义二分类群体决策问题广泛存在于社会民生和区域经济中的各个领域,例如：公务员面试、酒店推荐以及交通出行路线选择等。因此,需要提出合理的二分类群体决策方法,从而为政府和相关企业提供决策支持。设计/方法在考虑个体后悔规避行为的基础上,建立二分类选择过程,获得个体和群体关于备选方案的二分类向量;进一步建立二分类共识过程,协助个体调整偏好,从而获得具有较高共识水平的二分类。结论/发现从最小调整成本视角,建立了后悔规避行为下二分类群体决策方法,更加贴近现实决策情景,进一步丰富了群体决策方法的应用范围。     

Extension of the Application of Conway‐Maxwell‐Poisson Models: Analyzing Traffic Crash Data Exhibiting Underdispersion

The objective of this article is to evaluate the performance of the COM‐Poisson GLM for analyzing crash data exhibiting underdispersion (when conditional on the mean). The COM‐Poisson distribution, originally developed in 1962, has recently been reintroduced by statisticians for analyzing count data subjected to either over‐ or underdispersion. Over the last year, the COM‐Poisson GLM has been evaluated in the context of crash data analysis and it has been shown that the model performs as well as the Poisson‐gamma model for crash data exhibiting overdispersion. To accomplish the objective of this study, several COM‐Poisson models were estimated using crash data collected at 162 railway‐highway crossings in South Korea between 1998 and 2002. This data set has been shown to exhibit underdispersion when models linking crash data to various explanatory variables are estimated. The modeling results were compared to those produced from the Poisson and gamma probability models documented in a previous published study. The results of this research show that the COM‐Poisson GLM can handle crash data when the modeling output shows signs of underdispersion. Finally, they also show that the model proposed in this study provides better statistical performance than the gamma probability and the traditional Poisson models, at least for this data set.     

Involvement of Ministries of Health in Health Service Coverage Decisions: Is England an Aberrant Case?

This article examines the involvement of ministries of health in making health service coverage decisions in Denmark, England, France and Germany. The study aims to inform debate in England about the feasibility of reducing perceived ministerial and bureaucratic ‘interference’ in decisions affecting the National Health Service, based on interviews with senior government officials and other health system stakeholders. Ministries of health differ in their involvement in health system governance and coverage decisions (‘the benefits package’), reflecting differences in institutional arrangements. In all four countries, organizations at arm's length or independent from government are either involved in providing technical advice to the ministry of health or have been mandated to take these decisions themselves. However, ministries of health occasionally intervene in the decision‐making process or ignore the advice of these organizations. The Department of Health in England is not an aberrant case, at least in relation to coverage decisions. Indeed, ministries of health in Denmark and France play a larger role in making these decisions. Public pressure, often amplified by the media, is a shared reason for ministerial and ministry involvement in all four countries. This dynamic may thus limit the feasibility of attempts to further separate the NHS from both the Department of Health and wider political pressures.     

Peer Victimization,Self‐esteem,and Ego Resilience Types in Adolescents: A Prospective Analysis of Person‐context Interactions

This study examined bidirectional, longitudinal associations between peer victimisation and self‐esteem in adolescents, and tested for moderator effects of undercontrolling, overcontrolling, and ego‐resilient personality types in these associations. Data were used from 774 adolescents ages 11–16 years who participated in a three‐wave (i.e., 2005, 2006, and 2007) longitudinal study. Structural equation modelling analyses in Mplus demonstrated that, controlling for earlier levels of self‐esteem, self‐reported peer victimization was associated with lower self‐esteem across one‐year time intervals. Vice versa, however, low self‐esteem was not predictive of subsequent self‐reported victimization. Evidence was also found for a moderator effect of personality type on the longitudinal associations between self‐esteem and victimization. Only in the subgroup of overcontrolling adolescents was lower self‐esteem related to subsequently higher levels of peer victimization; their undercontrolling and ego‐resilient peers were unaffected.     

Japanese and American Children's Reasoning about Accepting Credit for Prosocial Behavior

Children's reasoning about the appropriateness of accepting credit for one's own prosocial behavior was examined. Participants aged 7–11 years old in Japan and the USA (total N = 206) were presented with a series of stories in which a protagonist performs a good deed and is asked about it by another character. Across stories, the protagonist either truthfully acknowledges the deed or falsely denies it, in a statement that is made either in public or in private, and is addressed to either a teacher or to a peer. As predicted, Japanese children judged protagonists less favorably when they acknowledged the good deed in public rather than in private. Further, Japanese children tended to view modest lies more favorably overall than did children in the USA. These results point to the importance of modesty in Japan and to the ways in which Japanese children take into account the social context of communication when deciding whether it is appropriate for individuals to convey information about themselves.