基于马尔可夫链的产品市场保有量预测模型

售后服务机构为了准确地准备库存,都需要预测产品的市场保有量。基于马尔可夫链建立的状态概率矩阵模型,与抽样调查、时间序列法、回归分析法等方法相比,更能准确预测市场产品保有量。与传统产品相比较,更新换代速度快的电子产品,要预测其市场保有量,更需要利用状态概率矩阵模型。     

Estimating rating transition probabilites with missing data

In this article we provide a rigorous treatment of one of the central statistical issues of credit risk management. GivenK-1 rating categories, the rating of a corporate bond over a certain horizon may either stay the same or change to one of the remainingK-2 categories; in addition, it is usually the case that the rating of some bonds is withdrawn during the time interval considered in the analysis. When estimating transition probabilities, we have thus to consider aK-th category, called withdrawal, which contains (partially) missing data. We show how maximum likelihood estimation can be performed in this setup; whereas in discrete time our solution gives rigorous support to a solution often used in applications, in continuous time the maximum likelihood estimator of the transition matrix computed by means of the EM algorithm represents a significant improvement over existing methods.     

梁代文人咏侠诗的审美表现

侠文学创作在文学史上早有,随时代发展又呈现出异彩纷呈的艺术特色。战乱频仍的南北朝时期,梁朝偏安南方一隅,其文人咏侠诗不仅反映出独特的时代风貌及前代文学影响,也体现出文人独特的心态及文风。文章从梁代文人咏侠诗的审美现象--诗中豪气、地理及季节特点、侠的佩带物及表现的知遇情结,仍可找出诗中深藏的文化根源,及梁代文人咏侠诗得以呈现别具一格的审美观的成因。     

陶渊明<述酒>诗补证--兼论陶渊明在晋宋之际的政治态度及其隐居前后两期的不同意义

本文根据相关文献材料,对陶渊明<述酒>诗中的疑难诗句作出释证,并参证相关作品,论述陶渊明在晋宋之际的政治态度及其隐居前后两期的不同意义.     

On Block Updating in Markov Random Field Models for Disease Mapping

Gaussian Markov random field (GMRF) models are commonly used to model spatial correlation in disease mapping applications. For Bayesian inference by MCMC, so far mainly single-site updating algorithms have been considered. However, convergence and mixing properties of such algorithms can be extremely poor due to strong dependencies of parameters in the posterior distribution. In this paper, we propose various block sampling algorithms in order to improve the MCMC performance. The methodology is rather general, allows for non-standard full conditionals, and can be applied in a modular fashion in a large number of different scenarios. For illustration we consider three different applications: two formulations for spatial modelling of a single disease (with and without additional unstructured parameters respectively), and one formulation for the joint analysis of two diseases. The results indicate that the largest benefits are obtained if parameters and the corresponding hyperparameter are updated jointly in one large block. Implementation of such block algorithms is relatively easy using methods for fast sampling of Gaussian Markov random fields ( Rue, 2001 ). By comparison, Monte Carlo estimates based on single-site updating can be rather misleading, even for very long runs. Our results may have wider relevance for efficient MCMC simulation in hierarchical models with Markov random field components.     

基于利润的股票定价模型研究

股息现值模型 (Gordon model)、税后利润再投资有限增长模型 (Gordon and Gordon m odel)以及简化后的税后利润再投资有限增长模型 (Morris m odel)都无法为亏损公司的股票定价。根据弱有效市场假设 ,提出基于净利润的股票定价模型。该模型允许公司未来几年把全部或部分利润投资于盈利项目。利用该模型投资者可以计算不同类型上市公司股票的投资价值     

与时俱进的道德建设论要

党的十六大报告关于道德建设的思想体现了与时俱进的理论品质 ,是对社会主义道德建设经验的科学总结 ,是理论创新与实践创新、道德理想与现实的有机结合 ,丰富和发展了马克思主义道德理论。在全面建设小康社会的历史新时期 ,我们需要坚持与时俱进的社会主义道德建设实践。正确处理好先进性与广泛性、他律与自律、中国特色与世界伦理文化等方面的关系     

与时俱进——马克思主义发展的不竭动力

与时俱进的基本精神是马克思主义不竭的动力来源。马克思的实践思维方式确立了与时俱进的哲学路径 ;科学性、开放性、革命性和实践性是其基本表征 ;创新是其发展原动力 ;因而马克思主义才能随实践而发展 ,随时代发展而进步     

试论严复对中国近代文化的贡献

严复是我国近代伟大的启蒙思想家 ,他翻译《天演论》 ,对中西文化进行比较研究 ,提出中国近代教育思想 ,为中国近代文化的发展做出了贡献     

古代湖南旱灾研究(至1644年)

古代湖南旱灾发生的频率呈加快趋势 ,明代以前旱灾危害大于水灾 ,从明代开始水灾的危害开始超过旱灾。旱灾造成农作物减产或绝收 ,引发饥荒、死亡和其它灾害。