跨组织工作流建模及分析研究述评

从组织间工作流的层面对跨组织工作流建模的已有研究进行分类、总结和评价.然后,从定性分析和定量分析2个角度综述了工作流分析的相关研究.最后,总结了该领域研究的管理实践意义,并针对现有研究存在的不足,探讨了未来的研究趋势和发展方向.     

布坎南契约规则理论的困境及其分析

布坎南采用公共选择理论研究契约规则问题,在政府的民意基础和政府的可行性之间建立起对应的函数关系,从而既扩大了经济学的应用范围,又增强了政治学的解释力。但是,布坎南的民主理论并不完善,以成本作为标准的思路使得这一理论在解释立宪实践中常见的超多数规则现象时遇到了困难。从建立新的政府决策模式的构想出发,以净收益标准替代布坎南理论的成本标准,可以弥补布坎南理论在解释现实上的缺陷。     

Adaptive elastic net-penalized quantile regression for variable selection

Abstract

There has been much attention on the high-dimensional linear regression models, which means the number of observations is much less than that of covariates. Considering the fact that the high dimensionality often induces the collinearity problem, in this article, we study the penalized quantile regression with the elastic net (EnetQR) that combines the strengths of the quadratic regularization and the lasso shrinkage. We investigate the weak oracle property of the EnetQR under mild conditions in the high dimensional setting. Moreover, we propose a two-step procedure, called adaptive elastic net quantile regression (AEnetQR), in which the weight vector in the second step is constructed from the EnetQR estimate in the first step. This two-step procedure is justified theoretically to possess the weak oracle property. The finite sample properties are performed through the Monte Carlo simulation and a real-data analysis.     

Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data

This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012 Fu, G., Xu, Q. (2012). Grouping variable selection by weight fused elastic net for multi-collinear data. Communications in Statistics-Simulation and Computation 41(2):205–221.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005 Zou, H., Hastie, T. (2005). Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 67(2):301–320.[Crossref], [Web of Science ®] , [Google Scholar]) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009 Zou, H., Zhang, H. (2009). On the adaptive elastic-net with a diverging number of parameters. Annals of Statistics 37(4):1733–1751.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]), and a new group variable selection algorithm with oracle property (Fan and Li, 2001 Fan, J., Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of the American Statistical Association 96(456):1348–1360.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]; Zou, 2006 Zou, H. (2006). The adaptive lasso and its oracle properties. Journal of the American Statistical Association 101(476):1418–1429.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) is obtained.     

Win95工作站在局域网中的连结与应用探讨

本文以中文JWindows95 为例简要地介绍Win95 工作站在NOVELL 网、Win95 对等网、Windows NT 网三种典型局域网中的连结与应用.     

曲线、曲面的可控修形研究

目前,曲线、曲面的计算机辅助设计已广泛地应用于工程实际中,但是对已生成的曲线、曲面进行修改的研究还较少。文章针对现存软件的不足,研究了曲线、曲面的修改。通过修改曲线、曲面的参数,可快速得到所期望的曲线、曲面形状。此研究是用C语言实现其算法的。     

我国转基因抗虫棉推广与生产优势区域变化实证分析

结合我国推广种植转基因棉花的情况,运用概率优势原理,测算了我国13个主要产棉省（区）及全国平均的棉花生产成本、净收益、总产量的一级概率优势FSD值,发现甘肃、江西棉花生产优势最为显著,新疆、安徽棉花产量和净收益都具有优势,山东、江苏两省棉花生产成本及净收益优势显著,验证了转基因棉花种植区与棉花生产优势地区相一致的假设。     

The stratified win statistics (win ratio,win odds,and net benefit)

The win odds and the net benefit are related directly to each other and indirectly, through ties, to the win ratio. These three win statistics test the same null hypothesis of equal win probabilities between two groups. They provide similar p-values and powers, because the Z-values of their statistical tests are approximately equal. Thus, they can complement one another to show the strength of a treatment effect. In this article, we show that the estimated variances of the win statistics are also directly related regardless of ties or indirectly related through ties. Since its introduction in 2018, the stratified win ratio has been applied in designs and analyses of clinical trials, including Phase III and Phase IV studies. This article generalizes the stratified method to the win odds and the net benefit. As a result, the relations of the three win statistics and the approximate equivalence of their statistical tests also hold for the stratified win statistics.     

期权“净购买压力”的隐含信息

使用50ETF期权的高频数据,研究“净购买压力”指标对指数方向性和波动性变化的预测能力,并比较不同加总方法、看涨看跌、不同在值程度的期权以及非对称的“净购买压力”指标隐含信息的差异性.本文发现,50ETF期权“净购买压力”指标隐含着标的指数方向性和波动性的变化信息.在预测指数变化方向时,Delta加总的“净购买压力”隐含的信息已包含在简单加总的指标之中,看涨、看跌期权以及不同在值程度的期权在信息含量上存在差异性.在预测指数波动性时,使用简单加总和使用Gamma、Vega加总的“净购买压力”指标均隐含着未来市场的波动率信息,平值和虚值期权的“净购买压力”指标对波动率具有更强的预测能力.同时,“净购买压力”的隐含信息存在非对称特征.     

中国上市公司资本结构调整能力的实证研究

以1992—2002年为观测区间,沪、深股市A股市场的所有上市公司为样本,采用FamaMacbeth方法研究我国上市公司资本结构的调整。我们发现,在短期(一年内),上市公司的资本结构变动有近三分之一的原因来自股票市场的波动,上市公司的资本结构会出现向历史比率温和调整的趋势;将观测区间延长至三年时,股票收益的波动对上市公司资本结构变动的影响减弱,资本结构向历史水平调整的力度明显加大。同时,在动态调整过程中,上市公司主动调整资本结构的手段只能依赖负债的主动调整。