Two-phase nonlinear regression with smooth transition

A method of estimating parameters of twophase nonlinear regression with smooth transition between phases is described. It consists of two stages, both utilizing the least square fit. In the first one, each phase is fitted separately and, simultaneously, a transition point is determined. In the second stage, the two phases are joined smoothly by a proper transition function, which depends on the transition point chosen by the grid search. The practical aspects of the method proposed are demonstrated on the data concerning the soil bulk density in dependence on the soil water content.     

考虑投资者情绪的中国股市自激发效应研究

本文在极值理论中引入行为金融学，结合标值自激发点过程（MSEPP）刻画股指收益率极端值序列的集聚性、短期相依性，并将传统的超阈值模型所描述的齐次泊松过程拓展为非齐次泊松过程，探讨投资者情绪对极端收益率的冲击。运用风险偏好指数的方法，基于沪深300指数成份股合成中国投资者情绪指数（EMSI），进一步构建MSEPP-EMSI模型预测沪深300指数、上证综合指数及深圳成分指数的极端风险爆发概率，并对其进行动态ES风险测度。实证结果表明，沪深股市在短期内股指连续暴跌现象时有发生，投资者极度负面情绪会加剧股市的剧烈动荡，当考虑投资者情绪对极端风险的冲击时，MSEPP-EMSI模型能有效的提高对极端风险的概率预测精度及ES预测精度。     

网店信息呈现的框架效应对消费者购买决策的影响研究

目前有关在线消费者购买意愿的研究，绝大多数是基于实验统计的方法，分析影响消费者购买决策的因素，网店信息呈现的框架形式往往仅作为其中的关键因素被一些研究提及并加以验证。但是，"形态各异"的信息到底如何影响消费者心理进而影响到他们的决策？商家如何从消费者心理的微观层面来设计信息呈现策略，从而增强其购买意愿？目前关于此的研究尚不多见。本研究从前景理论的决策参考点视角，以价格因素为例，一方面，通过情境实验，验证了价格信息的不同呈现框架对于消费者购买意愿的影响作用；另一方面，在利用情境实验界定了消费者心理价格参考点的基础上，通过决策模型的构建和计算，从微观层面分析了不同价格信息呈现框架下，消费者购买选择大相径庭的原因。研究结果表明：（1）在风险框架下，相对于用不确定的语言来描述商品价格信息，确定性语言描述会使消费者的心理价格参考点和购买意愿更高。（2）在属性框架下，相对于用负面的语言来描述商品信息，正面的语言描述更能提高消费者的心理价格参考点和购买意愿。（3）在目标框架下，相对于强调购买行为可能给消费者带来的收益，强调不购买该商品可能给消费者带来的损失更有助于消费者的心理价格参考点和购买意愿的提高。基于上述研究结果，作者围绕网店如何有效的呈现信息提出了管理建议，并讨论了本研究的理论意义与应用价值。     

实现理论创新的前提——对文学理论摆脱危机与“理论生长点”问题的思考

寻找文学理论的生长点固然重要,但这只是治标措施,不能治疗文学理论研究由来已久的"痼疾".若要标本兼治,就应"破"、"立"结合,即在寻找理论生长点的同时,下大力气为理论的生长清除障碍,当务之急要扫除文学理论研究者中存在的种种"学术陋习".只有这样,才能为理论研究增加"实力"和"后劲",不断推动文学理论向前发展.     

就业结构偏差与我国城镇化战略选择

城市化是实现工业化、现代化的必由之路。我国的城市化滞后于工业化,导致了严重的就业结构偏差。由于大城市"拉力"不足,农村对剩余劳动力"推力"受阻,使大量人口滞留农村,不仅制约市场经济发展和商品化率的提高,而且成为有效需求不足、农村市场屡拓而不开的重要原因。实施城镇化战略推进我国城市化是矫正就业结构偏差,降低农民进城投入成本和心理成本的现实选择。     

多目标决策的β-较重最优解

对目标带有权重的多目标决策问题,从“锥有效性”的意义上提出一类β-较重最优解,并对有限方案情形给出了求解方法。     

邮区中心局选址的一种优选方法

本文利用图论的理论与方法对邮区中心局的选址问题进行优化。首先对其原理做了较详细的描述,然后运用选址算法对邮区中心局的选址进行了优化。     

关于中值定理“中间点”当x→+∞时的一个渐近估计式

讨论了在区间[a,x]上建立的中值定理“中间点”当x→＋∞时的渐近性态,给出了一个新的渐近估计式     

Estimating the Population Survival Function Using Additional Information Recorded Over Time: a Filter Based Approach

Survival studies often collect information about covariates. If these covariates are believed to contain information about the life-times, they may be considered when estimating the underlying life-time distribution. We propose a non-parametric estimator which uses the recorded information about the covariates. Various forms of incomplete data, e.g. right-censored data, are allowed. The estimator is the conditional mean of the true empirical survival function given the observed history, and it is derived using a general filtering formula. Feng & Kurtz (1994) showed that the estimator is the Kaplan–Meier estimator in the case of right-censoring when using the observed life-times and censoring-times as the observed history. We take the same approach as Feng & Kurtz (1994) but in addition we incorporate the recorded information about the covariates in the observed history. Two models are considered and in both cases the Kaplan–Meier estimator is a special case of the estimator. In a simulation study the estimator is compared with the Kaplan–Meier estimator in small samples.     

Attacking the Market Split Problem with Lattice Point Enumeration

The market split problem was proposed by Cornuéjols and Dawande as benchmark problem for algorithms solving linear systems with 0/1 variables. Here, we present an algorithm for the more general problem A · x = b with arbitrary lower and upper bound on the variables. The algorithm consists of exhaustive enumeration of all points of a suitable lattice which are contained in a given polyhedron. We present results for the feasibility version as well as for the integer programming version of the market split problem which indicate that the algorithm outperforms the previously published approaches to this problems considerably.