大型科研项目的风险管理流程与风险决策

针对大型科研项目风险管理的特点,设计了其风险管理流程;根据风险决策原理,结合实例探讨了灰局势决策法在大型科研项目中的应用,所获得的决策结果是进行风险处理的基础和重要依据,对风险管理实践有一定的指导意义。     

The laws of large numbers for Pareto-type random variables with infinite means

In this paper, we consider the laws of large numbers for NSD random variables satisfying Pareto-type distributions with infinite means. Based on the Pareto-Zipf distributions, some weak laws of large numbers for weighted sums of NSD random variables are obtained. Meanwhile, we show that a weak law for Pareto-Zipf distributions cannot be extended to a strong law. Furthermore, based on the two tailed Pareto distribution, a strong law of large numbers for weighed NSD random variables is presented. Our results extend the corresponding earlier ones.     

Closure property of consistently varying random variables based on precise large deviation principles

Let X = {X₁, X₂, …} be a sequence of independent but not necessarily identically distributed random variables, and let η be a counting random variable independent of X. Consider randomly stopped sum S_η = ∑^η_{k = 1}X_k and random maximum S_(η) ? max?{S₀, …, S_η}. Assuming that each X_k belongs to the class of consistently varying distributions, on the basis of the well-known precise large deviation principles, we prove that the distributions of S_η and S_(η) belong to the same class under some mild conditions. Our approach is new and the obtained results are further studies of Kizinevi?, Sprindys, and ?iaulys (2016) and Andrulyt?, Manstavi?ius, and ?iaulys (2017).     

西部大开发所面临的环境代价问题及对策

我国西部地区生态环境脆弱,近年来由于经济发展过程中的一些不正确行为,使得西部地区生态环境问题日趋严重。实施西部大开发必然要面临着环境代价这一问题,为了有效地控制环境代价问题,必须一靠政府有效干预,正确引导;二靠加强技术进步转变资源配置方式;此外,还要牢固地树立“可持续发展”观念。     

遭遇搬迁：精准扶贫视角下扶贫移民搬迁政策执行逻辑的探讨——以陕南王村为例

文章通过对陕南王村扶贫移民搬迁四个阶段行动逻辑的分析发现,行政主导下压力型体制的威逼与普适性政策的诱导共同滋生了“背皮”搬迁的发生,从而导致精准识别的错位。另外,在搬迁过程中制度衔接的缺失与行政联合的缺场使扶贫治理陷入了碎片化的困境,背离了精准帮扶与精准管理的目标要求。最后,国家、地方政府、贫困户各自行动逻辑、制度选择与利益诉求的差异使扶贫搬迁陷于了一定的制度性逻辑困境之中,搬迁后的村民生计出现了一定的式微,威胁到了扶贫移民的可持续生计。针对扶贫移民搬迁政策执行偏差的问题必须从国家政策制定,扶贫治理体系构建以及扶贫移民的可持续生计等几个方面来完善制度建设。     

大型字书疑难字新考

以《汉语大字典》《中华字海》为线索,利用“形用义音序五者互相求”的考字方法,对大型字书收录的20个疑难字进行了考释。考释内容主要包括字形讹误者、俗讹字未与正字沟通者、异体字认同失误者、音未详或注音错误者、义未详或释义错误者、同形字未加别异者、已有考释尚可补正者。     

武汉市人口郊区化的驱动机制研究

二战后,人口郊区化成为西方发达国家城市人口分布的主要趋势,中国进入20世纪80年代后,部分大城市也出现了人口郊区化趋势。对城市人口分布变动和人口郊区化的研究是近年来城市经济学和城市地理学研究的一个热点。本文在前人诸多相关研究成果的基础上,采用武汉市第四、五次人口普查数据对武汉市人口郊区化的过程、规律及其驱动机制进行了比较系统的研究。     

基于Hawkes过程中美股市大幅波动互激效应的研究

近年来,由于中美经济联系日趋紧密,中美股票市场大幅波动的互激效应明显增强。本文考虑中美股市时差和法定节假日差异等因素,运用标值Hawkes过程对2006-2017年CSI300和S&P500大幅波动收益率数据进行建模,结果表明：（1）中美股市大幅波动互激效应存在不对称性,美股市场大幅波动对中国股市的互激效应更强;（2）中美股市大幅波动的幅度对互激效应不存在显著影响;（3）中美股票市场对于大幅波动互激效应的消化速度存在差异,中国股票市场消化美股大幅波动互激效应的速度较快。本研究对金融市场监管者和投资者均有一定意义。     

大股东控制影响公司现金持有量的实证分析

 本文结合我国上市公司所面临的内部治理机制特点及外部治理环境,从大股东行为的视角对公司现金持有量的影响因素进行实证分析。在加入年度控制变量、行业控制变量和公司财务特征控制变量后,对三项反映大股东行为特征的因素,即大股东持股比例、大股东属性和制度环境因素对公司现金持有量的影响进行了检验。结果表明,第一大股东持股比例较高的公司持有较多的现金,大股东的高持股比例是其占用企业资金侵占中小股东利益的基础。与国有企业相比,民营企业因遭受较强的外部融资约束而持有较高水平的现金。此外,制度环境的发展程度与公司现金持有水平正相关,表明制度环境较好地区的公司持有较多的现金。     

Retrospective change detection in categorical time series

The aim of this paper is to propose methods of detecting change in the coefficients of a multinomial logistic regression model for categorical time series offline. The alternatives to the null hypothesis of stationarity can be either the hypothesis that it is not true, or that there is a temporary change in the sequence. We use the efficient score vector of the partial likelihood function. This has several advantages. First, the alternative value of the parameter does not have to be estimated; hence, we have a procedure that has a simple structure with only one parameter estimation using all available observations. This is in contrast with the generalized likelihood ratio-based change point tests. The efficient score vector is used in various ways. As a vector, its components correspond to the different components of the multinomial logistic regression model’s parameter vector. Using its quadratic form a test can be defined, where the presence of a change in any or all parameters is tested for. If there are too many parameters one can test for any subset while treating the rest as nuisance parameters. Our motivating example is a DNA sequence of four categories, and our test result shows that in the published data the distribution of the four categories is not stationary.