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。     

A powerful and efficient algorithm for breaking the links between aliased effects in asymmetric designs

Fractional factorial (FF) designs are no doubt the most widely used designs in experimental investigations due to their efficient use of experimental runs. One price we pay for using FF designs is, clearly, our inability to obtain estimates of some important effects (main effects or second order interactions) that are separate from estimates of other effects (usually higher order interactions). When the estimate of an effect also includes the influence of one or more other effects the effects are said to be aliased. Folding over an FF design is a method for breaking the links between aliased effects in a design. The question is, how do we define the foldover structure for asymmetric FF designs, whether regular or nonregular? How do we choose the optimal foldover plan? How do we use optimal foldover plans to construct combined designs which have better capability of estimating lower order effects? The main objective of the present paper is to provide answers to these questions. Using the new results in this paper as benchmarks, we can implement a powerful and efficient algorithm for finding optimal foldover plans which can be used to break links between aliased effects.     

Crying for Food: The Mexican Myths of ‘La Llorona’ and ‘The Hungry Woman’ in Cherríe L. Moraga

The Mexican legend of ‘La Llorona’ (‘The Weeping Woman’), who drowned her children out of revenge for being abandoned by her lover, and the Aztec creation myth of ‘The Hungry Woman’ — crying constantly for food, with mouths all around her body — have inspired Chicana writers in the symbolic representation of their own yearning, be it sexual, identity-building, or anti-patriarchal. This essay seeks to lay the mythical groundwork within this topic, as well as to illustrate with some particular examples the different reappropriations of these myths in Cherríe L. Moraga, mainly in her play The Hungry Woman: A Mexican Medea (2001). With a view to opening up a past ‘that can provide a kind of road map to our future’ (: ix), these examples of transgressive women will be deprived of the feminine colonial passivity imbued by the dominant male discourse, and analysed as a complex, active, polyvalent mythological female corpus that integrates both life and death, womb and grave. This hybrid approach is inherent to the Aztec mythology on which Moraga relies in order to transcend Manichaeistic resolutions and probe the social, political, and gender reasons leading a hungry mother to commit infanticide.     

汉英新闻翻译中的词汇迁移及分析

新闻翻译是对外宣传的主要途径之一，准确而有效地翻译不仅涉及信息的有效传达，而且事关我们的国际形象。本文结合新闻英译中的一些实例，从语言迁移的角度分析新闻英译过程中一些词汇翻译的不当之处进行剖析，以探讨如何实现准确、有效的翻译。     

二维奇异非稳态问题有限元解的误差估计

二维奇异问题的有限元方法是实际中经常会遇到的一类问题,对其解决有重要意义.本文讨论二维奇异非稳态问题的有限元方法,证明了弱解的存在唯一性,并给出有限元解的加权L2-模估计.     

Do people think about absolute or relative price differences when choosing between substitute goods?

The article presents experimental evidence that shows that people often consider relative price differences in addition to absolute differences when choosing between substitute goods. Because the choice between substitute goods is a very common one, this is an important finding. The experiment uses scenarios in various consumption categories: hotel rooms, flights, and books. Subjects were either students or participants in an economics conference. The data allow to reject the hypothesis that people think only about relative price differences in favor of the hypothesis that people think about both relative and absolute price differences. Whether the price given to the subjects is that of the high-quality good or of the low-quality good makes a large difference, a result that is related to the endowment effect and the status quo bias. Implications of the results for business strategy and other areas are also discussed.     

脱毒马铃薯试管苗的无土栽培及微型薯的繁殖

以"鲁引一号"马铃薯脱毒试管苗为材料,探讨了不同栽培条件和方法、不同生长调节剂预处理及不同收获期对脱毒试管苗微型薯形成及产量构成的影响.结果表明,采用试管苗切段扦插的方法不仅繁殖率高,而且植株结薯率也较试管苗整株移栽的植株高.在扦插前用吲哚丁酸(IBA)预处理切段,有利于切段生根,但对后期植株结薯量影响不大,而用矮壮素(CCC)预处理切段后,植株的结薯期提前,且后期结薯量增加.通过对苗床和育苗盘栽培比较,前者利于管理,结薯量和大薯率都较后者高.在烟台的气候条件下,微型薯的收获期以65d为宜.     

哲学分析的典范--奥斯汀驳感觉材料理论

奥斯汀对感觉材料理论的驳斥是他运用语言探究方法检查传统哲学论证的一个典型范例.他认为“我们是感知物质事物还是感知感觉材料?”这个传统知觉问题本身似是而非,而建基在“依据错觉的论证”之上的感觉材料理论则包含大量迷惑人的谬误和各种隐藏着的动机.艾耶尔所表述的论证包含许多语词上的误用或滥用以及诸多对知觉事实的错误概括,其真实动机就是要把现实世界观念化或虚幻化.奥斯汀对感觉材料理论的驳斥并非仅具有否定意义,在批驳感觉材料理论过程中,他还在知觉对象、知觉方式、知觉描述、经验性质等方面提出正面的观点.他的观点至少校正了我们思考知觉问题的框架和方向.     

试析刘少奇以经济建设为中心的思想 ——兼论1978年前党的工作重点未能实现向经济建设转移的原因

“一切以经济建设为中心”,集中力量发展生产力,这是刘少奇在新中国成立时明确提出并在此后长期坚持的一个重要思想.其理论依据,在于他坚持认为社会生产水平与社会需要的矛盾是社会主义社会的主要矛盾.在他那里,对国内主要矛盾的分析与党和国家主要任务的确立是一致的.而1978年前党的工作重心未能实现向经济建设转移的直接原因,则在于当时中央领导集体的核心成员关于国内主要矛盾的错误判断与工作重点转移的正确要求是相左的.