从人道主义向自然主义迈进的福克纳——读《我弥留之际》

美国南方流派的代表作家威廉·福克纳是一位实验性的作家,在他的文学生涯中,他做过多种尝试,他的早期长篇小说《我弥留之际》是其中非常重要的一次。这部作品的创作思想显示福克纳在上世纪30年代从人道主义向自然主义迈进。     

抚顺天湖大桥索夹安装方法

抚顺天湖大桥是一座自锚式悬索桥，主缆材料采用钢丝绳，索夹安装前通过主缆与索夹摩阻系数试验，深入研究了高强螺栓预紧力损失的规律，获得了索夹安装的一系列控制参数；介绍了无猫道施工悬索桥使用移动平台安装索夹的方法和索夹安装时高强螺栓的施拧方案。     

股票市场状态的动力学过程分析

就股票市场呈现的变化归纳为四种状态,即随机游走态、扩散漂移态、混沌震荡态、连贯平稳态,并对每一状态给出了动力学过程的数学描述,研究了各种"过程"下方程的解,以及各种状态下对股市价格带来的系统效应.从股市的微观结构出发,探讨了四种状态下的股市特征表现及投资者的操作策略,为实时地预测股市发展提供了辅助决策.     

功能梯度材料中反平面Yoffe型运动裂纹

用积分变换方法研究了功能梯度弹性材料中反平面Yoffe型运动裂纹问题 .首先采用余弦变换求解功能梯度材料的基本方程 ,然后根据混合边值条件建立Yoffe型运动裂纹的对偶积分方程 ,再把对偶积分方程化为第二类Fredholm积分方程 .文末的数值算例表明功能梯度材料的梯度参数及裂纹的运动速度对动应力强度因子有较大的影响 .     

市场营销专业教学改革的探讨

根据对新世纪市场营销人才的要求,探讨了市场营销专业在教学方法、教学组织形式、教学过程管理以及教学手段几方面的改革思路。     

同种商品不同月份期货组合风险评价模型研究及应用

以期货合约的每一交易日的对数涨跌率来反映市场风险,借助VaR风险价值法,运用加权核估计技术(WKDE)和指数加权滑动模型(EWMA),建立了基于期货组合中持有头寸不同且可以进行风险对冲的期货组合市场风险非线性叠加评价模型,解决了同种商品、不同月份期货组合每一交易日最大损失的确定问题,并通过实证研究验证了模型的实用性.该模型的特点一是借助WKDE法预测组合中单个合约每一交易日涨跌率最大日亏损值,充分体现了期货合约涨跌率的实际走势,使VaR估计更加精确.二是通过动态迁移相关系数矩阵的计算保证了模型的精确性.采用EWMA模型预测动态变化的方差-协方差矩阵,从实证的角度得到更精准的动态迁移相关系数矩阵.三是考虑了组合中多头和空头不同头寸之间的风险对冲,避免了实际中期货组合风险的线性相加而造成放大风险或减少风险的不准确性,从而能较好地保证了模型的预测精度及准确性.四是通过基于风险非线性叠加建立的期货组合风险评价模型解决了SPAN系统中期货组合风险的线性叠加问题,从而得到更合理的组合风险预测值.     

A comparison of maximum likelihood and least squares for the estimation of a cumulative distribution

Monte Carlo methods are used to compare the methods of maximum likelihood and least squares to estimate a cumulative distribution function. When the probabilistic model used is correct or nearly correct, the two methods produce similar results with the MLE usually slightly superior When an incorrect model is used, or when the data is contaminated, the least squares technique often gives substantially superior results.     

Robustness to non-normality and autocorrelation of individuals control charts

This paper studies the effects of non-normality and autocorrelation on the performances of various individuals control charts for monitoring the process mean and/or variance. The traditional Shewhart X chart and moving range (MR) chart are investigated as well as several types of exponentially weighted moving average (EWMA) charts and combinations of control charts involving these EWMA charts. It is shown that the combination of the X and MR charts will not detect small and moderate parameter shifts as fast as combinations involving the EWMA charts, and that the performana of the X and MR charts is very sensitive to the normality assumption. It is also shown that certain combinations of EWMA charts can be designed to be robust to non-normality and very effective at detecting small and moderate shifts in the process mean and/or variance. Although autocorrelation can have a significant effect on the in-control performances of these combinations of EWMA charts, their relative out-of-control performances under independence are generally maintained for low to moderate levels of autocorrelation.     

A note on spectral estimation for ARMA processes

The standard frequency domain approximation to the Gaussian likelihood of a sample from an ARMA process is considered. The Newton-Raphson and Gauss-Newton numerical maximisation algorithms are evaluated for this approximate likelihood and the relationships between these algorithms and those of Akaike and Hannan explored. In particular it is shown that Hannan's method has certain computational advantages compared to the other spectral estimation methods considered     

Bootstrap order selection for SETAR models

In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results will be obtained via Monte Carlo simulations. The quality of our method is assessed by comparison with its non-bootstrap counterpart and through a novel procedure based on artificial neural networks.