基于Hawkes因子模型的股价共同跳跃研究

本文首先比较了三种目前主流的共跳检验方法：基于LM检验的共跳检验、BLT共跳检验和FHLL共跳检验,结果表明,三种方法在识别共跳数量上差距明显,但三者结果的重合部分基本属于市场暴涨暴跌行情,说明共跳识别对市场剧烈波动的聚集性较为敏感。基于跳跃、共跳存在的聚集性问题,本文将Hawkes过程引入跳跃和共跳的研究,构建了基于Hawkes过程的因子模型,结果显示,基于Hawkes因子模型的MJ统计量、CJ统计量和实证数据的拟合程度较好,表明因子模型能够更好地描述跳跃和共跳的聚集性。     

需求分布规律变化情况下的报童订货策略

在需求分布规律变化情况下,报童在进行订货决策时会因为错误判断需求分布规律而导致期望库存成本增加。为了解决这一问题,本文集成传统历史需求信息和非传统需求信息以正确地认知需求分布规律,在此基础上决策订货量。假设需求服从均值不同、方差相同的两种类型的正态分布,每一种正态分布的概率已知。利用信号检测理论构建基于历史需求信息与需求分布概率的报童最优订货策略,并与只基于需求分布概率的直觉规则订货策略进行对比。结果表明：只要排除需求分布概率很大或很小两种极端情况,最优订货策略比直觉规则订货策略在控制期望库存成本方面的作用更明显,即利用历史需求信息可以有效修正报童对实际需求分布的检测结果,从而提高实际订货决策的准确性。研究结果对传统历史需求信息和非传统需求信息的集成以及需求信息交换等有一定的管理学启示和应用价值。     

Capturing hearts and minds: The influence of relational identification with the leader on followers' mobilization and cardiovascular reactivity

The influence of relational identification (RI) on leadership processes and the effects of social identity leadership on followers' responses to stress have received scant theoretical and research attention. The present research advances theoretical understanding by testing the assertion that high RI with the leader drives follower mobilization of effort and psychophysiological responses to stress. Two experimental scenario studies (Study 1 and Study 2) support the hypothesis that being led by an individual with whom followers perceive high RI increases follower intentional mobilization. Study 2 additionally showed that high (vs. low) RI increases follower resource appraisals and cognitive task performance. A laboratory experiment (Study 3) assessing cardiovascular (CV) reactivity showed that, compared to neutral (i.e., non-affiliated) leadership, being led by an individual with whom participants felt low RI elicited a maladaptive (i.e., threat) response to a pressurized task. In addition, relative to the low RI and neutral conditions, high RI with the leader did not engender greater challenge or threat reactivity. In conclusion, advancing social identity leadership and challenge and threat theory, findings suggest that leaders should be mindful of the deleterious effects (i.e., reduced mobilization and greater threat state) of low RI to optimize follower mobilization of effort and psychophysiological responses to stress.     

绿色增长下的导向性技术创新选择研究

针对如何正确引导 GHG 排放的气候反馈经济损失下导向性技术创新,以实现长期的绿色增长这一问题,基于 DICE 模型,重构导向性技术创新不同的动力要素及其与气候变化之间的内生关系,建立了可体现绿色增长“均衡性”、“包容性”和“可持续性”的非线性最优控制模型。数值仿真结果显示: 气候反馈经济损失不容小觑; 偏于生产的绿色技术创新导向下社会生产力强劲但存在气候环境恶化风险,偏于减排的绿色技术创新导向下气候反馈经济损失小但存在增长动力匮乏风险,二者虽均可实现长期的绿色增长,但中性的绿色技术创新导向会更稳妥; 偏于生产的绿色技术创新导向下人均消费变化率在短期内会显著提升。     

Probabilistic population projections for countries with generalized HIV/AIDS epidemics

In 2015, the United Nations (UN) issued probabilistic population projections for all countries up to 2100, by simulating future levels of total fertility and life expectancy and combining the results using a standard cohort component projection method. For the 40 countries with generalized HIV/AIDS epidemics, the mortality projections used the Spectrum/Estimation and Projection Package (EPP) model, a complex, multistate model designed for short-term projections of policy-relevant quantities for the epidemic. We propose a simpler approach that is more compatible with existing UN projection methods for other countries. Changes in life expectancy are projected probabilistically using a simple time series regression and then converted to age- and sex-specific mortality rates using model life tables designed for countries with HIV/AIDS epidemics. These are then input to the cohort component method, as for other countries. The method performed well in an out-of-sample cross-validation experiment. It gives similar short-run projections to Spectrum/EPP, while being simpler and avoiding multistate modelling.     

互联网时代媒体融合发展的未来模式探索

以互联网技术为引领的新技术为传统媒体的发展带来了新的机遇与挑战.从历史的角度看,传播媒介的发展轨迹与技术变革的历史脉络相互印合.媒体融合的层次与内涵日渐丰富,产业实践中呈现出复杂的博弈与协作关系.传统媒体独特的版权资源与人才储备优势,与新兴媒体的传播渠道及传播效率优势相结合,互相推动,深入协作,通过媒介融合渠道,实现优秀的人才、优质的内容与优化的传播平台的整合,以形成迸发式的传播威力,推动传播层次的迭代发展.面向技术发展前景的媒体融合,应当秉承开放与共享的新思维、立体与互动的新路径,注重以用户为中心,充分利用技术的便捷性,实现媒介传播渠道的多层次性与互动性,超越阶段性的固有技术模式,以踏准未来的节拍.     

信息时代高校外语教师职业发展新模式

文章简要陈述了信息时代高校外语教师职业发展趋势和信息时代对高校外语教师职业发展的挑战,并再对信息时代高校外语教师职业发展新模式的实现途径进行了有效探究。     

Mediation Role of Dyadic Coping on Parenting Stress and Relational Resilience in Couples

This study aims to explore the mediating role of dyadic coping between relational resilience and parenting stress on married couples. The study participants comprised 229 married couples with at least one child and who have had a major life event. The relational resilience scale, parenting stress inventory, dyadic coping scale and personal information, and life events forms were used to collect data for this study. Data were analyzed with the actor–partner interdependence mediation model. The results revealed that dyadic coping actor–partner effects did not mediate between relational resilience and parenting stress. The results were discussed in relation to the social-ecological model and relevant literature. Based on the current findings, recommendations and implications for further research and practice were also proposed.     

Heating up the debate? Measuring fragmentation and polarisation in a German climate change hyperlink network

Research into polarisation on the internet has so far primarily focused on contentious issues and yielded contradictory results. Shifting the focus to a non-contentious setting, this article combines community detection with brokerage analysis and exponential random graph models to assess the degree of polarisation at different levels of a German hyperlink network on climate change. Although homophily accounts for a moderate degree of polarisation at the top level of the network, the communities reveal that other factors prove more decisive in shaping its structure and the article thus contributes to a more refined understanding of the nature of online polarisation.     

Testing an Integrative Contextual Career Development Model With Adolescents From High‐Poverty Urban Areas

Variations in the economic recovery rate across the United States have led to even greater chasms that separate the employed, unemployed, and underemployed (DeSilver, 2017 ). Therefore, understanding and supporting the career development of future generations is critical—especially for those who live outside the context of social privilege. The authors examined the applicability of the integrative contextual model of career development (ICM; Lapan, 2004 ) to a sample of 220 adolescents (129 boys, 91 girls) from a high‐poverty urban area. Results indicated that a canonical variate comprising foundational ICM skills (e.g., career exploration, goal setting) predicted a variate composed of ICM outcomes (e.g., self‐efficacy, vocational identity), thus supporting the usefulness of the ICM framework for this population. The skill of setting viable career goals was an especially strong predictor of outcomes. Implications for career counseling with adolescents living in high‐poverty urban areas and directions for future research are discussed.