高适、岑参边塞诗诗风异同论

该文主要就高适、岑参边塞诗诗风的异同进行了分析 ,并探索产生他们诗风相异的原因     

宋初名将郭进事迹述评

郭进是宋初守卫北疆的名将 ,以善于用兵 ,从严治军而享誉一时。宋太祖时 ,郭进长期镇守西山一带 ,有力地抗击了北汉、契丹军队的进攻 ,确保了防区的安全 ,因此得到宋太祖的高度评价。宋太宗即位后 ,由于对统军将帅采取了极端猜忌、压制的态度 ,郭进虽仍在守边及北伐战场上屡立战功 ,但最终却被逼自杀。其生平功业及最后结局 ,可谓与家喻户晓的杨业颇为相似     

Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?

This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process on two different time scales, namely, transaction time where prices are sampled with every transaction and tick time where prices are sampled with every price change. Both sampling schemes have been used in the literature on realized variance, but a formal investigation into their properties has been lacking. Our empirical and theoretical results indicate that the return dynamics in transaction time are very different from those in tick time and the choice of sampling scheme can therefore have an important impact on the properties of realized variance. For RV we find that tick time sampling is superior to transaction time sampling in terms of mean-squared-error, especially when the level of noise, number of ticks, or the arrival frequency of efficient price moves is low. Importantly, we show that while the microstructure noise may appear close to IID in transaction time, in tick time it is highly dependent. As a result, bias correction procedures that rely on the noise being independent, can fail in tick time and are better implemented in transaction time.     

Nonresponse weighting adjustment using estimated response probability

To reduce nonresponse bias in sample surveys, a method of nonresponse weighting adjustment is often used which consists of multiplying the sampling weight of the respondent by the inverse of the estimated response probability. The authors examine the asymptotic properties of this estimator. They prove that it is generally more efficient than an estimator which uses the true response probability, provided that the parameters which govern this probability are estimated by maximum likelihood. The authors discuss variance estimation methods that account for the effect of using the estimated response probability; they compare their performances in a small simulation study. They also discuss extensions to the regression estimator.     

管理育人的关键是高效服务与优化管理--建设既安身又安心的大学生公寓

结合高校学生公寓社会化管理的实际情况,探讨在高校后勤社会化管理进程中,如何更新观念,高效服务与优化管理并重,实现管理育人.     

经济预测中的Monte Carlo模拟及方差控制——以国际石油价格预测为例

从MDnte Carlo模拟的实现过程入手，首先通过对Monte Carlo方法原理的阐述来介绍该种方法。进一步结合具体的实例通过计算机进行模拟来解释Monte Carlo方法的具体实现过程。重点讨论在选择合理的数据生成过程的前提下，如何在Monte Carlo方法中减少模拟方差，从而提高估计精度，更好地应用这种方法来进行经济预测。     

Pseudo–Modelling of Outliers for Estimation of Regression And Time Series Models

This paper documents situations where the variance inflation model for outliers has undesirable properties. The model is commonly used to accommodate outliers in a Bayesian analysis of regression and time series models. The alternative approach provided here does not suffer from these undesirable properties but gives inferences similar to those of the variance inflation model when this is appropriate. It can be used with regression, time series, and regression with correlated errors in a unified way, and adheres to the scientific principle that inference should be based on the data after obvious outliers have been discarded. Only one parameter is required for outliers; it is interpretable as the a priori willingness to remove observations from the analysis.     

我国农地所有权制度的变迁与创新

历史上,我国农地经历了从原始公有制向国有制再到私有制的变迁,而建国后则经历了从耕者有其田到集体所有的变迁。文章运用新制度经济学理论对我国农地所有权制度的变迁作了分析,并为《物权法》的制定、当前集体农地所有权制度创新提出了建议。     

基于复杂网络的投资组合优化研究

本文基于复杂网络的局部聚类系数改进了传统的全局最小方差投资组合模型。首先通过股票对数收益率的相关系数矩阵构造股票关联网络,然后计算股票关联网络的局部聚类系数,最后通过全局最小方差模型确定最佳投资组合。将改进后的模型应用于A股市场,经过夏普比率、信息比率和欧米茄比率的对比分析得出改进后的投资组合模型在样本外的表现优于传统的全局最小方差投资组合模型。     

多元正态分布广义方差区间估计的改进

讨论了多元正态分布广义方差的区间估计问题,给出了在覆盖率及长度上均优于最优仿射同变区间估计的改进估计．