小额信贷机构使命偏移研究述评

小额信贷机构以扶贫和服务低收入群体为社会目标,随着商业化趋势的不断演进,小额信贷机构为了实现自身财务的可持续发展,出现使命偏移问题。文章系统梳理了小额信贷机构使命偏移的相关研究,认为单纯以平均贷款额度作为衡量指标不够完善,需要完善衡量指标;小额信贷商业化、机构规模扩张和贫困人群自我排除等则是小额信贷机构出现使命偏移的主要原因,在总结相关实证研究的基础上,得出完善机构治理结构、降低交易成本和加强社会绩效管理等能够有效治理使命偏移问题。结合中国发展普惠金融的现实背景,认为避免小额信贷“使命偏移”是真正实现普惠金融的关键问题,从理论和实践两方面提出未来深入研究的重点。     

为了寻根与告别的还乡——试论“游子还乡”主题对中国现代漂泊母题叙事文学的丰富

"游子还乡"是中国现代漂泊母题叙事文学创作的重要主题之一。与传统文学不同的是,"还乡"的内涵已完全改变,主人公有关家乡的幻梦已经破灭,还乡之旅充斥着哀怜、讽刺、厌恶、仇恨等负面情绪。游子们的"还乡"是源于"寻根"的需要,但"还乡"又坚定了游子离家漂泊的路。"游子还乡"主题也因此丰富了中国现代漂泊母题叙事文学的创作内容和形式,为中国现代文学展示了另一道风景。     

Genetic programming as a means for programming computers by natural selection

Many seemingly different problems in machine learning, artificial intelligence, and symbolic processing can be viewed as requiring the discovery of a computer program that produces some desired output for particular inputs. When viewed in this way, the process of solving these problems becomes equivalent to searching a space of possible computer programs for a highly fit individual computer program. The recently developed genetic programming paradigm described herein provides a way to search the space of possible computer programs for a highly fit individual computer program to solve (or approximately solve) a surprising variety of different problems from different fields. In genetic programming, populations of computer programs are genetically bred using the Darwinian principle of survival of the fittest and using a genetic crossover (sexual recombination) operator appropriate for genetically mating computer programs. Genetic programming is illustrated via an example of machine learning of the Boolean 11-multiplexer function and symbolic regression of the econometric exchange equation from noisy empirical data.Hierarchical automatic function definition enables genetic programming to define potentially useful functions automatically and dynamically during a run, much as a human programmer writing a complex computer program creates subroutines (procedures, functions) to perform groups of steps which must be performed with different instantiations of the dummy variables (formal parameters) in more than one place in the main program. Hierarchical automatic function definition is illustrated via the machine learning of the Boolean 11-parity function.     

基于季报数据的收入公告后漂移现象研究

利用收入指标对股票超额收益率进行解释构成了理解"定价异常"的重要方面。为此,基于盈余公告后漂移的理论分析框架,以上证A股2008年1季度至2011年4季度的相关数据为基础,利用标准化预期外收入估计量(SURE)和分类检验模型方法对中国股票市场公告期内股票价格的收入公告后漂移现象进行实证检验,研究发现:在盈余公告期内,预期外收入与股票超额收益率呈现出负相关或是不显著的关系,即中国股票市场的收入公告后漂移效应不显著。之后的稳健性分析也同样证实了负相关或是不显著关系的存在,而这种异常可能与中国股市的弱有效率相关。     

A likelihood ratio test for goodness‐of‐fit of recessive and dominant models for case–control studies

Testing goodness‐of‐fit of commonly used genetic models is of critical importance in many applications including association studies and testing for departure from Hardy–Weinberg equilibrium. Case–control design has become widely used in population genetics and genetic epidemiology, thus it is of interest to develop powerful goodness‐of‐fit tests for genetic models using case–control data. This paper develops a likelihood ratio test (LRT) for testing recessive and dominant models for case–control studies. The LRT statistic has a closed‐form formula with a simple $\chi^{2}(1)$ null asymptotic distribution, thus its implementation is easy even for genome‐wide association studies. Moreover, it has the same power and optimality as when the disease prevalence is known in the population. The Canadian Journal of Statistics 41: 341–352; 2013 © 2013 Statistical Society of Canada     

Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts

Self-exciting threshold autoregressive moving average (SETARMA) nonlinear time-series model is considered here. Sufficient conditions for invertibility and stationarity are derived. Parameter estimation algorithm is developed by employing real-coded genetic algorithm stochastic optimization procedure. A significant feature of the work done is that optimal out-of-sample forecasts up to three-step ahead and their forecast error variances are derived analytically. Relevant computer programs are written in statistical analysis system (SAS) and C. As an illustration, annual mackerel catch time-series data are considered. Forecast performance of the fitted model for hold-out data is evaluated by using Naive and Monte Carlo approaches. It is found that optimal out-of-sample forecast values are quite close to actual values and estimated variances are quite close to theoretical values. Superiority of the SETARMA model over the SETAR model for equal predictive ability through Diebold–Mariano test is also established.     

TSP及其扩展问题的混合型启发式算法

就经典的旅行商问题（ＴＳＰ）及其扩展形式;瓶颈问题、多目标问题等给出一种混合型启发式算法,并知微机上予以实现,为困难的扩展型ＴＳＰ提供了新的求解手段。     

一类两层规划问题模糊满意解的遗传算法

在现有两层规划问题求解方法的基础上,提出用浮点数编码的遗传算法求解该问题模糊满意解的新方法．这种方法每次提供给决策者一组近似最优解,通过决策者的比较、评价和选择,在交互过程中得到各决策者都满意的解．该方法不仅可以给决策者提供更多的决策环境信息,而且可以适应决策者偏好的变化,使得决策过程更合理,更符合人的认识过程．     

Convergence of Slice Sampler Markov Chains

We analyse theoretical properties of the slice sampler. We find that the algorithm has extremely robust geometric ergodicity properties. For the case of just one auxiliary variable, we demonstrate that the algorithm is stochastically monotone, and we deduce analytic bounds on the total variation distance from stationarity of the method by using Foster–Lyapunov drift condition methodology.     

生物遗传资源的国际保护

生物遗传资源是生物技术发展的重要战略资源,拥有先进生物技术的发达国家和拥有丰富遗传资源的发展中国家之间存在着巨大的利益冲突,为了协调双方的利益,公平合理地保护和利用遗传资源的国内和国际立法是必需的。作者通过对农民权理论、生物遗传资源永久主权理论以及国内主要观点的分析和评价,提出了保护生物遗传资源的理论基础———生物遗传资源权。