有限理性与多目标最优化问题弱有效解集的稳定性

本文对多目标最优化问题定义了理性函数,证明了大多数的多目标最优化问题都是结构稳定和鲁棒的。     

收益率分布主观模型及其实证分析

在累积展望理论基础上,通过累积概率描述主观因素对内在价值分布的影响,建立收益率分布主观模型。建立从经验收益率数据中估计投资群体的风险追求程度、投资情绪和非完全理性程度等行为变量参数的方法。利用沪市A股数据,进行χ2同分布拟合检验,结果表明:0.05水平下,沪市69.56%股票的收益率分布认为符合收益率分布主观模型,接受t分布、双正态混合分布、稳定分布和正态分布假设的股票分别为56.31%、44.80%、46.06%和1.74%。通过比较大、小公司投资群体的行为差异,以及利用收益率主观模型估计的内在价值信息参数和行为参数对截面个股收益率进行解释的实证分析,表明收益率分布主观模型及估计行为参数的方法具有合理性。     

包含测度的椭圆方程解的最大模的估计

对包含测度的椭圆方程 ,证明解的有界性已颇为困难 ,对解的最大模作出估计尤其困难。本文只对其中一种特殊情形作出解最大模的先验估计。     

有限理性下的社保基金投资监管进化博弈研究

社保基金的投资监管是复杂的决策问题,无法满足主流博弈论“完全理性”的要求。因此从有限理性角度出发,分别建立了基金经理人之间、社保基金管理机构与基金经理人之间的进化博弈模型,求出模型的复制动态方程,研究不同情况下的进化稳定策略,并得到博弈群体的复制动态相位图。     

On estimating the distribution of data envelopment analysis efficiency scores: an application to nursing homes’ care planning process

Data envelopment analysis (DEA) is a deterministic econometric model for calculating efficiency by using data from an observed set of decision-making units (DMUs). We propose a method for calculating the distribution of efficiency scores. Our framework relies on estimating data from an unobserved set of DMUs. The model provides posterior predictive data for the unobserved DMUs to augment the frontier in the DEA that provides a posterior predictive distribution for the efficiency scores. We explore the method on a multiple-input and multiple-output DEA model. The data for the example are from a comprehensive examination of how nursing homes complete a standardized mandatory assessment of residents.     

“满意化”和“适应性”:西蒙有限理性思想探析

本文将从西蒙对有限理性认识的几个重要阶段入手,考察有限理性在西蒙学术生涯中的历史呈现形态,进而解析西蒙有限理性思想的完整含义。本文的基本结论:满意化和适应性是西蒙有限理性思想不可或缺的两个方面。     

有限理性视角下提升危机决策能力的方法

危机决策能力是政府执政能力的重要组成。有限理性视角下的危机决策强调细分决策问题,避免常规问题分散决策者注意力;强调充分发挥经验、直觉和洞察力等非理性因素,当机立断,最大限度控制危机蔓延;强调从常规制度结构建设入手,解决权力划分灰色区域的问题,不断提高危机决策的能力。     

《羊的门》的家族神话与悲剧性反讽--陷落的乌托邦

本从社会心理学与神话原型批评视角，分析李佩甫的长篇小说《羊的门》的家族神话和象征性隐喻。阐释本在结构上的家族神话原型模式，形象上由权力意志带来的心理角色置换以及终极价值指向上的悲剧性的反讽。     

A Robust and Almost Fully Efficient M-Estimator

Simultaneous robust estimates of location and scale parameters are derived from a class of M-estimating equations. A coefficient p ( p > 0), which plays a role similar to that of a tuning constant in the theory of M-estimation, determines the estimating equations. These estimating equations may be obtained as the gradient of a strictly convex criterion function. This article shows that the estimators are uniquely defined, asymptotically bi-variate normal and have positive breakdown for some choices of p . When p = 0.12 and p = 0.3, the estimators are almost fully efficient for normal and exponential distributions: efficiencies with respect to the maximum likelihood estimators are 1.00 and 0.99, respectively. It is shown that the location estimator for known scale has the maximum breakdown point 0.5 independent of p , when the target model is symmetric. Also it is shown that the scale estimator has a positive breakdown point which depends on the choice of p . A simulation study finds that the proposed location estimator has smaller variance than the Hodges–Lehmann estimator, Huber's minimax and bisquare M-estimators.     

一类双非线性抛物组解的有界性

考虑一类对角型双非线性抛物组，在1＜p＜2的情形在合适的假定下证明了广义解的有界性。