Properties of Bayes Factors Based on Test Statistics

Abstract.  This article examines the consistency, interpretation and application of Bayes factors constructed from standard test statistics. Primary conclusions are that Bayes factors based on multinomial and normal test statistics are consistent for suitable choices of the hyperparameters used to specify alternative hypotheses, and that such constructions can be extended to obtain consistent Bayes factors based on likelihood ratio statistics. A connection between Bayes factors based on likelihood ratio statistics and the Bayesian information criterion is exposed, as is a connection between Bayes factors based on F statistics and parametric Bayes factors based on normal-inverse gamma models. Similarly, Bayes factors based on chi-squared statistics for multinomial data are shown to provide accurate approximations to Bayes factors based on multinomial/Dirichlet models. An illustration of how the simple form of these Bayes factors can be exploited to generate easily interpretable summaries of the experimental 'weight of evidence' is provided.     

股指期货信息内含股价变动信息的挖掘 ――小波框架与支持向量回归的金融建模应用

 内容提要：中国股指期货的推出指日可待,交易者多了一种投资工具的同时也带来了新的风险。建立准确的金融时间序列预测模型是逐利及避险的方法之一,一直是学者专家研究的热点。本研究结合小波转换与支持向量回归,提出一个二阶段时间序列预测模型。先以离散小波框架将预测变量分解成不同尺度的多个子序列,揭示隐藏在预测变量内的信息,再以支持向量回归为工具,以这些子序列为预测变量建构SVR模型。本研究以日经225指数开盘价为预测目标,以期货开盘价为预测变量对模型进行实证研究,结果显示,该模型的预测绩效比单纯SVR模型及随机漫步模型好。未来可尝试以不同的基底函数作进一步研究。     

建立高校系级管理信息系统的思考

提出建立系级管理信息系统的设想．在现有人工管理的基础上建造数据库．增添若干功能模块，提高管理效率和应用层次，并且就几个主要管理系统给出说明。     

人事信息系统的基本环节

人事信息系统的主体框架有 6个基本环节 ,即人事信息的收集、加工、贮存、传输、反馈和利用 ,每一环节都有具体的目标要求。充分发挥人事信息系统的整体功能 ,能够强化人事管理的综合效能。     

浅析现阶段网络文化的特征

计算机的使用，以及国际互联网的建立和应用，给传统文化带来了猛烈的冲击，从而，产生了一种新的文化现象—网络文化。网络文化的进一步发展和完善表现出许多新的特征。     

会计电算化对会计核算模式的影响

本文从会计核算方法、会计核算程序、会计组织方式、人员配置等方面阐述了会计电算化对传统会计核算模式的影响     

Axial solutions for multiple objective linear problems. An application to target setting in DEA models with preferences

In this paper we introduce the class of axial solutions for multiple objective optimization problems in contexts in which partial information on preference weights is available. These solutions combine the use of an improvement axis to direct the search of the most preferred result with the concept of efficiency with respect to preference information.     

Pseudolikelihood estimation in a class of problems with response-related missing covariates

Many practical situations involve a response variable Y and covariates X , where data on (Y, X ) are incomplete for some portion of a sample of individuals. We consider two general types of pseudolikelihood estimation for problems in which missingness may be response-related. These are typically simpler to implement than ordinary maximum likelihood, which in this context is semiparametric. Asymptotics for the pseudolikelihood methods are presented, and simulations conducted to investigate the methods for an important class of problems involving lifetime data. Our results indicate that for these problems the two methods are effective and comparable with respect to efficiency.     

信息管理与信息系统专业人才培养模式探讨

信息管理作为IT技术的重要组成部分备受青睐。本文以构建适合21世纪要求的信息管理人才为出发点，从培养目标、课程体系、教学组织等方面进行了探讨。     

法律预期问题初探

所谓法律预期 ,主要是指当事人根据自身环境、地位、知识、信息与目标而形成的对未来法律制度健全状况、作用形式与实施结果的估计与期望。加强法律预期的研究 ,有利于发挥法律预期在建设社会主义法制国家和依法治国中的积极作用 ,促进人们对法律的预期乐观化和稳定化 ,提高我国法律的现代性与世界性