Martingale generalizations and preservation of martingale properties

This article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.     

Improved Approximation for Breakpoint Graph Decomposition and Sorting by Reversals

Sorting by Reversals (SBR) is one of the most widely studied models of genome rearrangements in computational molecular biology. At present, is the best known approximation ratio achievable in polynomial time for SBR. A very closely related problem, called Breakpoint Graph Decomposition (BGD), calls for a largest collection of edge disjoint cycles in a suitably-defined graph. It has been shown that for almost all instances SBR is equivalent to BGD, in the sense that any solution of the latter corresponds to a solution of the former having the same value. In this paper, we show how to improve the approximation ratio achievable in polynomial time for BGD, from the previously known to for any > 0. Combined with the results in (Caprara, Journal of Combinatorial Optimization, vol. 3, pp. 149–182, 1999b), this yields the same approximation guarantee for n! – O((n – 5)!) out of the n! instances of SBR on permutations with n elements. Our result uses the best known approximation algorithms for Stable Set on graphs with maximum degree 4 as well as for Set Packing where the maximum size of a set is 6. Any improvement in the ratio achieved by these approximation algorithms will yield an automatic improvement of our result.     

Decomposition of K m,n into 4-cycles and 2t-cycles

In this paper we show the sufficient conditions for the decomposition of the complete bipartite graphs K _2m,2n and K _2n+1,2n+1−F into cycles of two different lengths 4 and 2t, t>2, where F is a 1-factor of K _2n+1,2n+1. After that we prove that the results are true for t=5 and 6. Dedicated to Frank K. Hwang on the occasion of his 65th birthday. An erratum to this article can be found at     

Prediction of tumour pathological subtype from genomic profile using sparse logistic regression with random effects

The purpose of this study is to highlight the application of sparse logistic regression models in dealing with prediction of tumour pathological subtypes based on lung cancer patients'' genomic information. We consider sparse logistic regression models to deal with the high dimensionality and correlation between genomic regions. In a hierarchical likelihood (HL) method, it is assumed that the random effects follow a normal distribution and its variance is assumed to follow a gamma distribution. This formulation considers ridge and lasso penalties as special cases. We extend the HL penalty to include a ridge penalty (called ‘HLnet’) in a similar principle of the elastic net penalty, which is constructed from lasso penalty. The results indicate that the HL penalty creates more sparse estimates than lasso penalty with comparable prediction performance, while HLnet and elastic net penalties have the best prediction performance in real data. We illustrate the methods in a lung cancer study.     

亲贫困增长分析中的Shapley分解规则

亲贫困增长主要是指能够使贫困群体参与经济活动并从中得到更多好处的经济增长。本文把影响亲贫困增长的因素分解为经济增长效应、收入分配效应和贫困线变动效应,并纳入一个统一分析框架中,采用合作博弈理论中的Shapley分解规则证明了亲贫困增长分析中因素变动效应的完全分解过程,并用住户调查数据（1988-2007年）对中国农村和城镇的亲贫困增长状况进行了实证,在此基础上作为制定具有瞄准功效的反贫困政策的有力依据。     

农村居民消费不平等的微观结构分析

提出了个体微观数据基尼系数的组群、要素统一分解式,并利用该分解式考察消费结构、区域结构和收入不平等对农村居民消费不平等的影响.采用了2009年福建省农村居民生活状况调查数据进行分析,得出结论:食品、衣着类消费的增长可以降低农村居民的消费不平等,其中谷物、薯类、食用油、蔬菜及制品、肉禽蛋奶及制品的消费增长对消费公平性的提高产生积极的作用;组内不平等在总体消费不平等中占80％以上,消费差异主要表现为内部的差异;农村居民的消费不平等受收入不平等影响显著.     

陕西省二氧化碳库兹涅茨曲线的形状、拐点与影响因素

以中国首批低碳试点地区——陕西省为研究对象,利用1978—2010年的时间序列数据,对人均二氧化碳排放的库兹涅茨曲线进行了经验估计,发现曲线形状为N型,两个拐点分别在人均GDP为3 370.31元和4 070.06元处。对影响人均二氧化碳排放的因素进行研究,利用迪式分解法进行短期分析,发现经济收入和能源消耗强度对人均二氧化碳的排放影响较大,而能源结构的影响很小;利用协整方程进行长期分析,结果表明,能源消耗强度、能源结构和第二产业结构对人均二氧化碳排放量的影响作用都比较大,其中最大的是能源结构。     

基于稳健稀疏主成分的经济增长影响因素分析

从传统生产要素、制度、金融和经济结构等四个方面选取了19个影响中国经济增长的变量,运用稳健稀疏主成分方法进行实证分析。结果表明物质资本、城镇化率、金融深度、城镇居民消费结构、基尼系数、技术水平已成为促进中国经济增长的主要动力,但东、中、西部经济增长的主要影响因素互不相同。在此基础上就如何进一步促进中国经济增长和区域经济均衡发展提出了若干政策建议。     

中国货币政策和财政政策相对有效性的实证研究

在我国由计划经济向市场经济的体制转轨过程中,货币政策和财政政策已成为我国宏观经济调节的主要手段,在我国的经济发展中发挥了重要作用。但货币政策和财政政策是各自独立的政策体系,由于作用的方式和条件有较大区别,其效果也有较大不同,文章试图应用脉冲响应函数和方差分解方法,对改革开放以来我国货币政策和财政政策的效果进行实证比较研究,并得出有关结论,为我国的宏观调控政策提供理论分析和实证检验的依据。     

中国生猪养殖业规模化影响因素研究

在中国农业产业中,养殖业率先进入规模化发展阶段。基于1998-2011年省际面板数据,运用FGLS法考察生猪养殖规模化的决定因素,发现技术进步、规模经济效益、饲料加工业发育、城乡猪肉消费、交通条件、劳动力非农化、劳动力文化水平以及财政支持政策对规模化具有显著影响。进一步利用回归分解法识别关键因子,结果表明,规模化发展主要取决于四股力量,其中市场拉力是主要的源动力,而交通条件和劳动力文化素质则是重要支撑力,生产扶持政策也形成一定推力,四者的贡献率分别为27%、19%、10%和3%。