基于股价预测的泛证券投资组合策略

本文基于期望效用最大化和L₁-中位数估计研究了在线投资组合选择问题。与EG（Exponential Gradient）策略仅利用单期价格信息估计价格趋势不同,本文将利用多期价格信息估计价格趋势,以提高在线策略的性能。首先,基于多期价格数据,利用L₁-中位数估计得到预期价格趋势。然后,通过期望效用最大化,提出一个新的具有线型时间复杂度的在线策略,EGLM（Exponential Gradient via L₁-Median）。并通过相对熵函数定义资产权重向量的距离,进而证明了EGLM策略具有泛证券投资组合性质。最后,利用国内外6个证券市场的历史数据进行实证分析,结果表明相较于UP（Universal Portfolio）策略和EG策略,EGLM策略有更好的竞争性能。     

当前我国民间信仰问题的现状及对策思考

民间信仰是比较普遍存在的一种特殊而又复杂的文化现象,当前民间信仰领域出现了一些新的问题,民问信仰管理工作也出现了主体不明、管理缺位、法律依据不足等问题。要解决这一问题,一要重视和加强基层政权建设和文化建设：二要对民间信仰的管理模式进行规范和创新;三要加强对民间信仰问题的研究与探索。     

语言的“不可译性”简析

语言的“不可译性”既有“文化不可译性”与“语言不可译性”之分,也有“相对不可译性”与“绝对不可译性”之别,应该具体分析和区别对待。研究语言的“不可译性”,有利于进一步了解不同语言和文化的异同,也有助于进一步探讨翻译理论,尤其是翻译标准。     

“罪名”抑或“具体犯罪行为”之析——对刑法第17条第2款有权解释的几点看法

相对刑事责任年龄的人犯罪,承担刑事责任能力与其年龄密切相关。立法上始终贯彻“以教育为主,惩罚为辅”的方针和“从宽处罚”的原则,对其承担刑事责任的范围作出了及其严格的限制规定。但如何确定犯罪的相对刑事责任年龄人承担刑事责任的范围、触犯的罪名等,在理论上还有待于进一步探讨。     

Your position in society matters for how happy you are

This article shows that people's perception of their position in society is strongly correlated with their level of happiness, and thus that differences in happiness levels among countries in different welfare state clusters are influenced by people's perceptions of their relative position in society (subjective position). The study drew on data from the European Social Survey. Two important findings emerged from the analysis. First, an individual's subjective position in society is a more important predictor of happiness than objective measures such as income, education and labour market position. Second, the link between individuals’ perceived position in society and their level of happiness is moderated by the welfare state. In the Nordic countries, people's perceptions of their position in society have less influence on happiness whereas in Eastern European countries we found a strong connection between subjective position and happiness.     

Adjustment for nonresponse with variables from different sources: Bias correction and precision loss,with application to the Swiss European Social Survey 2012

ABSTRACT

Adjustment for nonresponse should reduce the nonresponse bias without decreasing the precision of the estimates. Adjustment for nonresponses are commonly based on socio-demographic variables, although these variables may be poorly correlated with response propensities and with variables of interest. Such variables nevertheless have the advantage of being available for all sample units, whether or not they are participating in the survey. Alternatively, adjustment for nonresponse can be obtained from a follow-up survey aimed at sample units which did not participate in the survey and from which the variables are designed to be correlated with response propensities. However, information collected through these follow-up surveys is not available for people in the sample who participated neither in the survey nor in its nonresponse follow-up. These two sets of variables when used in a nonresponse model for the Swiss European Social Survey 2012 differ only slightly with regard to their effect on bias correction and on the precision of estimates. The variables from the follow-up are performing slightly better. In both cases, the adjustment for nonresponse performs poorly.     

Monitoring the parameter vector of regression models with time-to-event response in phase II processes

In most of the existing specialized literature, monitoring regression models are a special case of profile monitoring. However, not every regression model always represents appropriately a profile data structure. This is clearly the case of the Weibull regression model (WRM) with common shape parameter γ. Even though it might be thought that existing methodologies (especially likelihood-ratio (LRT)-based methods) for monitoring generalized linear profiles can also be successfully applied to monitoring regression models with time-to-event response, it will be shown in this paper that those methodologies work fairly acceptable just for data structures with 1000 observations at least approximately. It was found out that some corrections, often referred to as Bartlett's adjustments, are needed to be implemented in order to improve the accuracy of using the asymptotic distributional properties of the LRT statistic for carrying out the monitoring of WRM with relatively small and moderate dimensions of the available datasets. Simulation studies suggest that the use of the aforementioned corrections make the resulting charts work quite acceptable when available data structures contain 30 observations at least. Detection abilities of the proposed schemes improve as dataset dimension increases.     

Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity

A preliminary test estimator of variance in the bivariate normal distribution is proposed after the Pitman–Morgan test of homogeneity of two variances. The bias and mean square error of the estimator are derived. The relative efficiency (RE) of the preliminary test estimator is studied. Computations and 3D graphs of RE for different parameters are analyzed. In order to get the maximum RE, recommendations of the significance level for the preliminary test are given for various sample sizes by using the max–min criterion.     

改革开放以来我国扶贫开发进程及实际路径研究

改革开放40余年以来,我国在致力于脱贫的道路上开创性地解决了许多疑难杂症,从“输血式”的直接干预式救济扶贫 模式,到根据需要实施针对性措施的扶贫举措,再到精准扶贫精准脱贫的实施,逐步探索形成了一条具有中国特色的扶贫道 路。扶贫实践的进程也是扶贫理论形成、完善的发展过程,理论的发展指导着扶贫实践的调整改进。扶贫攻坚阶段系统梳理 我国扶贫开发进程,探究扶贫实践路径选择,对新时代打赢脱贫攻坚战具有现实意义。     

论行政相对人知情权的司法救济

知情权是现代民主法治社会中公民的一项基本的政治权利，在推进我国依法治国的进程中必须积极保障公民的知情权。我国刚刚出台的《中华人民共和国政府信息公开条例》从规范政府公开行为角度给予了公民知情权的法律保障。结合此条例的相关规定，分析对行政相对人知情权司法保护的法理基础，并对其具体制度作进一步研究，希望它能在实践中得到有效执行，并伴随着我国行政法治建设的进程日臻完善。