QFR在我国资本市场的运用价值

高质量财务报告(QFR,Quality F inanc ialReporting)体系指出,在资本市场上通过粉饰财务报表,欺瞒广大的投资者和债权人,会增加公司股票的融资成本,降低股价。运用QFR能够促进我国资本市场的完善和发展,对企业和资本市场来说都有很高的运用价值。     

被遮蔽的"文革"叙事--从《玫瑰门》评论小史谈起

<玫瑰门>是铁凝20世纪80年代后期一部以"文革"为背景的重要作品,但从<玫瑰门>的评论小史可以看到,80年代后半期以来,评论界对"文革"主题的忽略与遮蔽是普遍的.其中对抽象人性的偏爱,导致评论界对铁凝等一些小说家揭开"文革"政治对人性阴暗面的催生和放大,与人性固有之丑陋的合谋真相这一努力,大多视而不见.这一情形与80年代中期开始形成的当代文学观密不可分,也与"瞻前"而非"顾后"的社会文化心理有着内在的联系.     

Generalized additive models for location, scale and shape

Summary.  A general class of statistical models for a univariate response variable is presented which we call the generalized additive model for location, scale and shape (GAMLSS). The model assumes independent observations of the response variable y given the parameters, the explanatory variables and the values of the random effects. The distribution for the response variable in the GAMLSS can be selected from a very general family of distributions including highly skew or kurtotic continuous and discrete distributions. The systematic part of the model is expanded to allow modelling not only of the mean (or location) but also of the other parameters of the distribution of y , as parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or random-effects terms. Maximum (penalized) likelihood estimation is used to fit the (non)parametric models. A Newton–Raphson or Fisher scoring algorithm is used to maximize the (penalized) likelihood. The additive terms in the model are fitted by using a backfitting algorithm. Censored data are easily incorporated into the framework. Five data sets from different fields of application are analysed to emphasize the generality of the GAMLSS class of models.     

造粒塔内液滴传热数学模型的建立

通过在竖直向上流动的空气中逆向运动的颗粒的速率方程．单颗粒与流动气流间的Ranz和Marshall传热关联式．以及能量守恒方程和传热速率方程建立简化的液滴粒径与塔高间的定量关系．从而为研究喷雾造粒工艺提供参考．     

中国现代文学白话语言的传媒基础

中国现代文学语言是以现代传媒为基础的,现代传媒对"口语词"和"书面词"的统一,是现代报刊媒体通过语言最大限度地挖掘了民族文化中的平民化精神,一种现代社会变革和文化震动联系在一起的平民意识.同时,现代报刊也以白话语言为人们重塑了一个民族国家的梦想.但是,现代传媒带来的汉语审美力量的削弱,引发汉语艺术张力大倒退的现象,同样值得人们关注.     

女性"隐形"地位的多元认知透视

在男性占主导地位的语言,诚如英汉语中"乞丐""医生"等职业术语和"chairman""hero"等官衔荣誉称呼之类的名词,一般性的人类泛指"a man","mankind"以及代词的非指示用法中,女性往往被置于"隐形"的地位。性别差异和性别歧视的现象已引起社会上各学科的普遍关注,然而,从认知角度对这一现象作出注解的文章寥寥。运用认知语言学中的原型和范畴理论、框架理论、心理空间和概念合成理论对此予以阐释,可为英汉语中这一现象的理论阐释提供全新的多元认知视角。     

Bayesian analysis of a marked point process: Application in seismic hazard assessment

Point processes are the stochastic models most suitable for describing physical phenomena that appear at irregularly spaced times, such as the earthquakes. These processes are uniquely characterized by their conditional intensity, that is, by the probability that an event will occur in the infinitesimal interval (t, t+Δt), given the history of the process up tot. The seismic phenomenon displays different behaviours on different time and size scales; in particular, the occurrence of destructive shocks over some centuries in a seismogenic region may be explained by the elastic rebound theory. This theory has inspired the so-called stress release models: their conditional intensity translates the idea that an earthquake produces a sudden decrease in the amount of strain accumulated gradually over time along a fault, and the subsequent event occurs when the stress exceeds the strength of the medium. This study has a double objective: the formulation of these models in the Bayesian framework, and the assignment to each event of a mark, that is its magnitude, modelled through a distribution that depends at timet on the stress level accumulated up to that instant. The resulting parameter space is constrained and dependent on the data, complicating Bayesian computation and analysis. We have resorted to Monte Carlo methods to solve these problems.     

信度函数在政府形象评价模型中的应用

在分析政府形象效能评价系统和信息置信度的基础上,建立了基于信度函数的政府形象评价模型。运用该函数建模分析了政府形象评估中的理念识别系统、行为识别系统、视觉识别系统、环境识别系统以及个人识别系统等五大不确定性评价问题。经过理论分析,该函数对政府形象的评估有较大的参考价值。此外,该函数也可以用于对其他类似复杂性系统的效能评估,具有普遍适用性。     

HEAVY-TAILED-DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES

To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models.     

基于互信息的功能磁共振图像配准

互信息作为衡量两幅图像配准的相似性测度函数,当两幅图像配准时,互信息达到最大值。该文提出了基于互信息脑功能磁共振图像配准新方法,采用了无需计算梯度的Powell直接搜索算法,并通过多分辨的方式加快了图像配准速度。磁共振的配准实验证明,互信息法能准确地实现多模态医学图像的配准,并且能达到亚像素的精度。