中国股票市场的信息反应曲线和股票价格波动的非对称性

股票价格波动对于市场信息的反应过程具有非对称性。通过利用多种非对称性GARCH 模型,描述和检验了沪市股票日收益率序列的条件波动性,并通过对股票市场信息影响曲线的分析,发现沪市股票价格波动中存在显著的非对称性反应。这说明股市波动对于不同的政策干预和信息冲击具有不同程度的反应,“利好消息”对股市的刺激作用仍然需要其他市场干预的配合才能发挥出来。     

关于弱化缓冲算子的研究

通过对缓冲算子的研究,构造了几何平均弱化缓冲算子GAWBO、加权平均弱化缓冲算子WAWBO、加权几何平均弱化缓冲算子WGAWBO等若干个具有普遍意义的实用弱化算子,并研究了其特性及各种弱化缓冲算子之间的内在关系,从而使序列前一部分增长(衰减)速度过快,而后一部分增长(衰减)速度过缓的冲击扰动系统数据序列在建模预测过程中常常出现的定量预测结果与定性分析结论不符的问题得到有效解决。     

供应链环境下合作预测效果的分析

本文定量分析了供应链中合作预测对需求长鞭效应的减小作用,在多节点企业所组成的供应链中,合作预测对订单量的波动和需求预测误差的波动起到积极的抑制作用。本文通过理论研究和数值分析的结果表明,供应链信息共享和合作预测能够控制需求流动现象。     

Using Technology to Facilitate Collaboration in Community-Based Participatory Research (CBPR)

This study explores the use of Computer-Supported Collaborative Work (CSCW) technologies, by way of a computer-based system called iCohere. This system was used to facilitate collaboration conducting Community-Based Participatory Research (CBPR). Data was gathered from 13 members of a Community Collaborative Board (CCB). Analysis revealed that iCohere served the following functions: facilitating communication, providing a depository for information and resource sharing, and allowing for remote meeting attendance. Results indicated that while iCohere was useful in performing these functions, less expensive technologies had the potential to achieve similar goals if properly implemented. Implications for future research on CSCW systems and CBPR are discussed.     

阿尔及利亚D 区块储层特征及影响因素分析

下泥盆Siegenian 组砂岩储层是阿尔及利亚D 区块的主要勘探目的层。研究其储层特征及控制因素对勘探潜力的评价及后期开发有着重要的指导意义。经过研究，块内砂岩类型主要为石英砂岩，岩屑石英砂岩，储层储集空间主要为各种类型的次生孔隙和少量的裂缝，原生粒间孔不发育，多为粒间溶孔、粒内溶孔及微裂隙。孔隙结构主要为中小孔微细喉，储层物性较差，为中低孔、特低渗储层类储层；储层性质主要受到沉积条件和成岩作用的控制，成岩作用中以压实作用和溶蚀作用对储层物性影响最大，其次是胶结作用和交代作用。     

A comparison of maximum likelihood and least squares for the estimation of a cumulative distribution

Monte Carlo methods are used to compare the methods of maximum likelihood and least squares to estimate a cumulative distribution function. When the probabilistic model used is correct or nearly correct, the two methods produce similar results with the MLE usually slightly superior When an incorrect model is used, or when the data is contaminated, the least squares technique often gives substantially superior results.     

Robustness to non-normality and autocorrelation of individuals control charts

This paper studies the effects of non-normality and autocorrelation on the performances of various individuals control charts for monitoring the process mean and/or variance. The traditional Shewhart X chart and moving range (MR) chart are investigated as well as several types of exponentially weighted moving average (EWMA) charts and combinations of control charts involving these EWMA charts. It is shown that the combination of the X and MR charts will not detect small and moderate parameter shifts as fast as combinations involving the EWMA charts, and that the performana of the X and MR charts is very sensitive to the normality assumption. It is also shown that certain combinations of EWMA charts can be designed to be robust to non-normality and very effective at detecting small and moderate shifts in the process mean and/or variance. Although autocorrelation can have a significant effect on the in-control performances of these combinations of EWMA charts, their relative out-of-control performances under independence are generally maintained for low to moderate levels of autocorrelation.     

Economic and economic statistical designs for three-level control charts

In some situations, an appropriate quality measure uses three or more discrete levels to classify a product characteristic. For these situations, some control charts have been developed based on statistical criteria regardless of economic considerations. In this paper, we develop economic and economic statistical designs (ESD) for 3-level control charts. We apply the cost model proposed by Costa and Rahim.[Economic design of X charts with variable parameters: the Markov chain approach, J Appl Stat 28 (2001), 875–885] Furthermore, we assume that the length of time that the process remains in control is exponentially distributed which allows us to apply the Markov chain approach for developing the cost model. We apply a genetic algorithm to determine the optimal values of model parameters by minimizing the cost function. A numerical example is provided to illustrate the performance of the proposed models and to compare the cost of the pure economic and ESD for three-level control charts. A sensitivity analysis is also conducted in this numerical example.     

A note on spectral estimation for ARMA processes

The standard frequency domain approximation to the Gaussian likelihood of a sample from an ARMA process is considered. The Newton-Raphson and Gauss-Newton numerical maximisation algorithms are evaluated for this approximate likelihood and the relationships between these algorithms and those of Akaike and Hannan explored. In particular it is shown that Hannan's method has certain computational advantages compared to the other spectral estimation methods considered     

网络文化背景下汉语言的变异探析

随着互联网的普及,现在中国已经进入了网络时代,现在的人们以及各行各业都离不开网络,它与人们的生活息息相关,尤其现在的年轻人,网络已经成为他们生活中不可缺少的一部分。由于网络的及时性,更多的人已经开始习惯于从网络上获取信息。除了从网络上获取信息,人们还可以在网上交友,信息分享和进行其他的网络活动。网络活动的增多,网络语言也开始繁荣起来。为了适应网络的特殊环境,网络语言在汉语言的词汇、语法、发音和构成上都发生了很大的变异。本文将对网络语言的产生、发展以及网络语言对汉语言产生的影响进行分析。