名义账户利率理论溯源及其应用局限性

名义账户利率是名义账户制度的核心要素，也是选择名义账户利率指数化变量的主要依据。探讨名义账户利率实质上就等同于研究现收现付制养老金制度的内部收益率问题。在厘清现收现付制经济含义基础上，通过对相关理论的梳理、归纳和推演，名义账户制利率本质上就是“黄金律”条件下的经济增长率。但是，因为受制于经济、人口和养老金制度实际运行状况，这一利率理论应用局限性也非常明显，从而为进一步的应用讨论提供支持和借鉴。     

Accelerating backpropagation using effective parameters at each step and an experimental evaluation

An acceleration of backpropagation algorithm with momentum (BPM) is introduced. At every stage of the learning process, local quadratic approximation of the error function is performed and the Hessian matrix of the quadratic function is approximated. Effective learning rate and momentum factor are determined by means of maximum and minimum eigenvalues of the approximated Hessian matrix at each step. BPM algorithm is modified so as to work automatically with these effective parameters. Performance of this new approach is demonstrated in comparison with well-known training algorithms on conventional problems by an experimental evaluation.     

我国经济要素投入与经济增长的关系研究评述

要素投入与经济增长有着直接的关系。文章以近几年众多学者对此问题的研究为背景,对这些研究成果分别作了简述,并分析了各自的得失与利弊。     

美国次贷危机的形成机理及对我国的启示

美国次级抵押贷款市场危机近来成为各界关注的焦点。本文从探究美国次贷危机的源头入手，指出美国次级住房抵押贷款品种设计、次贷市场上各主体的收益激励结构、金融衍生品交易及对冲基金不“对冲”是导致次级贷款市场扭曲繁荣的主要原因。厘清了次贷危机被过度放大的环节所在，进一步指出近期金融市场的动荡和流动性不足主要是市场的恐慌情绪和投资者避险行为的结果，并从五个方面给出次贷危机对我国房贷市场的启示。     

Risk Factor Selection in Rate Making: EM Adaptive LASSO for Zero‐Inflated Poisson Regression Models

Risk factor selection is very important in the insurance industry, which helps precise rate making and studying the features of high‐quality insureds. Zero‐inflated data are common in insurance, such as the claim frequency data, and zero‐inflation makes the selection of risk factors quite difficult. In this article, we propose a new risk factor selection approach, EM adaptive LASSO, for a zero‐inflated Poisson regression model, which combines the EM algorithm and adaptive LASSO penalty. Under some regularity conditions, we show that, with probability approaching 1, important factors are selected and the redundant factors are excluded. We investigate the finite sample performance of the proposed method through a simulation study and the analysis of car insurance data from SAS Enterprise Miner database.     

丹东市商品住宅空置问题研究

近年来全国房地产业迅速发展,房屋建设进入前所未有的新阶段,各地也不同程度的出现了空置问题。通过对丹东市区的实地调查与访问,了解到商品住宅的空置存在空间差异,主要与行政区域、地段、住房类型等有关。影响丹东市商品住宅的空置的主要因素是:商品住宅价格偏高、居民住房需求潜力大但释放有限、商品住宅的地理环境、住宅的个别因素、居民的消费预期等。应从政府、开发商、消费者三方角度采取切实可行的措施加以调控。     

On proportional odds models

Recently, Marshall and Olkin (Biometrika 84(3):641–652 1997) introduced a family of distributions by adding a new parameter to a survival function. In this paper, we give physical interpretation of the family using odds function. It is shown that the family of distributions satisfies the property of proportional odds function. We, then, develop a generalized family and study its properties. Further, we give various definitions of proportional odds model in the bivariate set up. Based on these, we introduce new families of bivariate distributions and study their properties.     

Logistic discrimination using robust estimators: An influence function approach

Logistic regression is frequently used for classifying observations into two groups. Unfortunately there are often outlying observations in a data set and these might affect the estimated model and the associated classification error rate. In this paper, the authors study the effect of observations in the training sample on the error rate by deriving influence functions. They obtain a general expression for the influence function of the error rate, and they compute it for the maximum likelihood estimator as well as for several robust logistic discrimination procedures. Besides being of interest in their own right, the influence functions are also used to derive asymptotic classification efficiencies of different logistic discrimination rules. The authors also show how influential points can be detected by means of a diagnostic plot based on the values of the influence function     

基于界壳论的电信企业竞争力研究

本文基于界壳理论构建了电信企业多重竞争力界壳模型,通过对该模型的定量分析,能够确定电信企业竞争力界壳的开放度和交换率,企业就可以据此制定出具有较强针对性的竞争力发展策略,提高电信企业决策的科学性。     

Order statistics and test duration

There are two principal issues in statistical planning. One is the accuracy/reliability of statistical inference and the other is the length of test time needed to complete the designed experiment. With regard to the latter, various test schemes have been proposed and applied in statistical literature. These schemes, among others, include type-I censoring, the usual type-II censoring, and progressively type-II censoring. To implement any of these experiments it is necessary that the capacity of the test facility is large enough so that all the items can be tested simultaneously. If, however, instead of having one facility with large capacity there are several facilities with relatively smaller capacities, a differently designed experiment would be necessary. This paper studies and compares elapsed test times and total elapsed test times corresponding to different statistical plans. The results obtained here are useful for performing an experiment that has shorter test time in a certain sense.