A new financial stress index model based on support vector regression and control chart

Financial stress index (FSI) is considered to be an important risk management tool to quantify financial vulnerabilities. This paper proposes a new framework based on a hybrid classifier model that integrates rough set theory (RST), FSI, support vector regression (SVR) and a control chart to identify stressed periods. First, the RST method is applied to select variables. The outputs are used as input data for FSI–SVR computation. Empirical analysis is conducted based on monthly FSI of the Federal Reserve Bank of Saint Louis from January 1992 to June 2011. A comparison study is performed between FSI based on the principal component analysis and FSI–SVR. A control chart based on FSI–SVR and extreme value theory is proposed to identify the extremely stressed periods. Our approach identified different stressed periods including internet bubble, subprime crisis and actual financial stress episodes, along with the calmest periods, agreeing with those given by Federal Reserve System reports.     

社会主义精神富裕论

马克思主义经典作家的相关阐述 ,社会主义本质的实现和比较优势的获取 ,精神富裕和物质富裕特殊的关系均表明 ,精神富裕是建设社会主义的应有之义。而精神富裕的导向、认识、实践和凝聚作用 ,又反过来在促进社会主义事业快速、健康与持续发展中扮演着重要角色。同时 ,社会主义精神富裕还具有向度的特性 ,是一个动态开放的发展过程     

Statistical Distributions of Daily Breathing Rates for Narrow Age Groups of Infants and Children

Children may be more susceptible to toxicity from some environmental chemicals than adults. This susceptibility may occur during narrow age periods (windows), which can last from days to years depending on the toxicant. Breathing rates specific to narrow age periods are useful to assess inhalation dose during suspected windows of susceptibility. Because existing breathing rates used in risk assessment are typically for broad age ranges or are based on data not representative of the population, we derived daily breathing rates for narrow age ranges of children designed to be more representative of the current U.S. children's population. These rates were derived using the metabolic conversion method of Layton (1993) and energy intake data adjusted to represent the U.S. population from a relatively recent dietary survey (CSFII 1994–1996, 1998). We calculated conversion factors more specific to children than those previously used. Both nonnormalized (L/day) and normalized (L/kg-day) breathing rates were derived and found comparable to rates derived using energy estimates that are accurate for the individuals sampled but not representative of the population. Estimates of breathing rate variability within a population can be used with stochastic techniques to characterize the range of risk in the population from inhalation exposures. For each age and age-gender group, we present the mean, standard error of the mean, percentiles (50th, 90th, and 95th), geometric mean, standard deviation, 95th percentile, and best-fit parametric models of the breathing rate distributions. The standard errors characterize uncertainty in the parameter estimate, while the percentiles describe the combined interindividual and intra-individual variability of the sampled population. These breathing rates can be used for risk assessment of subchronic and chronic inhalation exposures of narrow age groups of children.     

论重庆弱势群体的救助方略

在今天社会大变革、政府大转型之时,对弱势群体给予特殊的就业援助,对稳定社会具有重要的现实意义。为此,详实地分析了重庆市弱势群体的类型,以及市政府采取的及时有效的救援措施,并提出了一些相应对策。     

论东汉王朝对北匈奴的政策

于谓汉欺之 ,谋欲犯塞 ;谓宜还南所掠生口 ,以慰安其意。”章帝从袁安议 ,许之 ,令“度辽及领中郎将庞奋倍雇南部所得生口 ,以还北虏 ;其南部斩首获生 ,计功受赏如常科”。企图平衡南、北匈奴的关系。由上可知 ,在光武帝建武二十七年至和帝永元元年 (公元 5 1- 89年 )期间 ,北匈奴或因“惧于见伐” ,或因欲与汉合市 ,多次遣使求和亲 ,而东汉王朝则出于“冀其交通 ,不复为寇”的目的 ,与北匈奴保持了时断时续的通使、合市关系。当然 ,由于北匈奴时时寇边侵掠以及东汉王朝在处理南、北匈奴问题上的摇摆性 ,东汉王朝对北匈奴采取的以通使、合市…     

民族院校新闻传播学科发展的路径选择

民族院校应该是以全面服务于非主流族群作为自身的基本定位，民族院校的新闻传播学科要在准确理解这一定位的基础上确立自身的发展路径，以鲜明的特色建构来强化自身的学科核心竞争力。     

清时对钗黛形象的阐释研究——钗黛形象接受史研究系列之一

清代评论者对钗黛形象的理解与阐释,是<红楼梦>无限发展的接受链条上的第一环,他们对钗黛形象的理解,在很大程度上奠定了后人理解的基础;他们对钗黛形象理解的丰富性和差异性,以及在评论过程中流露出的强烈的主体心态,其背后复杂的原因值得我们探究.     

三维Minkowski空间中有相等主曲率函数的一类特殊曲面的位置向量场

讨论三维Minkowski空间R2 .1中一类特殊曲面在主曲率函数相等时的情形 ,给出了这类曲面在这一情形下的位置向量场     

试论分部财务报告

经济的发展使跨行业、跨地区、跨国界的企业集团大量出现 ,客观反映集团的财务状况、经营成果显得更为重要 ,由此探讨分部报告理论及在我国的实施。     

略论东南亚华族的族群认同及其发展趋势

二战以后 ,东南亚华人的国家认同 ,逐渐从认同中国转为认同于当地 ;其族群认同也从认同于中华民族转为认同于华人族群。各国华人的族群规模、经济实力、凝聚力 ,以及当地国政府的华人政策的不同 ,其华人族群认同的发展过程和走势也各不相同。但总体趋势是融合于当地社会 ,或作为族群之一构成当地国家民族的组成部分 ,或是同化于当地主体族群。他们作为东南亚人 ,在今后很长时间中仍将保持强弱不等的华人族群认同的意识。