论话语意图的选择、调控与整合功能--话语意图连贯功能之四

语篇的连贯有三个层次--语法(形式)、语义、语用.只有在第二和第三层次上连贯的语篇才是真正连贯的语篇.而位于第三层次的话语意图起核心的作用.没有它的选择、调控与整合功能,话语就无从建立"相关".     

Portfolio optimization: New capabilities and future methods

Summary  This paper addresses the problem of portfolio selection in finance. In many cases, currently available software to compute the efficient frontier runs into difficulty in problems with more than about 600 securities. To proceed beyond this size, it is often necessary to modify the problem in which case there is typically a loss of information. In this paper, we discuss a computer capability that can exactly compute mean-variance efficient frontiers of problems with up to 2,000 securities in very reasonable time (even if a problem’s covariance matrix is 100% dense). The paper also discusses an augmentation to the theory of portfolio selection that allows multiple objectives (such as dividends, liquidity, social responsibility, amount invested in R&D, and so forth) to be incorporated into the portfolio selection process. In such problems, the efficient set is no longer a “frontier,” but is now best described as a “surface” with the interesting property that it is composed of platelets (like on the back of a turtle). Moreover, the computer capability that can compute the exact efficient frontier of a mean-variance problem with up to 2,000 securities also has, after additional coding, the ability to compute exactly all platelets of the efficient surface of a tri-criterion portfolio problem with up to 400 securities.

---

Zusammenfassung  In dieser Arbeit stellen wir einen leistungsf?higen Rechenalgorithmus vor, um den effizienten Rand (die nichtdominierten Alternativen) von Portfolio-Auswahlproblemen in der Finanzierung zu bestimmen. Wir bezeichnen den Berechnungsalgorithmus, der in Java programmiert ist, mit MPQ (multi-parametric quadratic programming). MPQ weist gegenüber bisherigen Berechnungsverfahren eine Reihe von Vorteilen auf: Es kann für umfangreiche Anwendungsf?lle genutzt werden, ist durch passable Rechenzeiten charakterisiert und kann die Menge effizienter Alternativen in einem Bruchteil bisher üblicher Rechenzeiten bestimmen.

     

摩擦市场中允许卖空的最优投资组合选择

资本市场的一个重要特征就是存在不确定因素,为了衡量其导致的风险,本文提出基于绝对偏差的新型函数,在一个存在摩擦的资本市场中构造均值-绝对离差(mean-absolute deviation,MAD)投资组合选择模型.该模型结构特殊性使其转化为线性规划问题,从而可利用单纯型法求解.实证分析比较了不同风险函数下投资组合的有效前沿,并验证了该方法的有效性.     

Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance

Traditional insurance contracts do not offer protection against the replacement value of a vehicle. A replacement cost endorsement gives the opportunity to get a new vehicle in the case of a total theft or in the case of total destruction of the car in a road accident. This type of protection was introduced in Canada in the late 1980's. It is also offered in France and many insurers in the United States are going to move in that direction. We propose tests that separate moral hazard from adverse selection in the analysis of the effect of this additional protection on car theft. We show that holders of car insurance policies with a replacement cost endorsement have a higher probability of theft near the end of this additional protection (usually 24 months following the acquisition of a new car). Our tests indicate that this result is a form of ex post moral hazard or opportunistic insurance fraud.     

供应链合作伙伴的评价方法

供应链中供应商的评价与选择是供应链组构中的一项关键内容。本文以制造业中的采购管理为背景,讨论了供应商的评价准则及评价方法。     

论干部公开选拔制度与党管干部原则

从公务员制度的实践经验来看,委任制和考任制是比较普遍采用的晋升形式,各有其利弊。作为我国干部选拔任用方式之一的公开选拔制度应该是对二者优点的吸收和融合。根据我国的国情和政体,可以将单位主管领导对干部的任用权在干部的量化考核结果中以占有一定权重的形式体现出来,更好地做到公开选拔制度与党管干部原则的有效结合。     

MULTIPLE COMPARISONS AND SELECTION1

The selection of the “best” of k populations and subsequent prediction for this population versus “the rest” is compared with the Newman-Keuls multiple comparison procedure for “separating” populations.     

Analyzing multivariate longitudinal binary data: A generalized estimating equations approach

The authors consider regression analysis for binary data collected repeatedly over time on members of numerous small clusters of individuals sharing a common random effect that induces dependence among them. They propose a mixed model that can accommodate both these structural and longitudinal dependencies. They estimate the parameters of the model consistently and efficiently using generalized estimating equations. They show through simulations that their approach yields significant gains in mean squared error when estimating the random effects variance and the longitudinal correlations, while providing estimates of the fixed effects that are just as precise as under a generalized penalized quasi‐likelihood approach. Their method is illustrated using smoking prevention data.     

论《唐宋诗醇》的编选宗旨与诗学思想

《唐宋诗醇》是清代乾隆前期题署御选的大型唐宋诗选,它的编选宗旨以尊唐、尊杜为主要特点,它特别强调诗歌的政治教化功能,对涉及民族斗争的内容则相当敏感。它在艺术上的主要特点是选目相当精审,选目及部分评语体现出较有价值的诗学观点。     

The correlated random walk in continuous time with barriers

In this paper correlation has been introduced between two successive transitions in the model investigated by Moyal and Heathcote (1959). The transition rate has been taken to be constant and for simplicity of mathematical expressions the time scale has been so chosen that this rate is unity. For the unrestricted walk we find that the mean position of the particle at time t is that position for which the probability of the particle arriving at some earlier instant from the left is 1/2. With both the barriers either absorbing or reflecting, we have obtained the Laplace Transform of the distributions, but because of the complicated nature of the mathematical expressions involved we are able to find only the asymptotic distributions. For the reflecting barrier case, we find that the process tends to a stationary distribution and that the expected position is eventually the middle point between the barriers.