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.     

Scientific consensus,the law,and same sex parenting outcomes

While the US Supreme Court was considering two related cases involving the constitutionality of same-sex marriage, one major question informing that decision was whether scientific research had achieved consensus regarding how children of same-sex couples fare. Determining the extent of consensus has become a key aspect of how social science evidence and testimony is accepted by the courts. Here, we show how a method of analyzing temporal patterns in citation networks can be used to assess the state of social scientific literature as a means to inform just such a question. Patterns of clustering within these citation networks reveal whether and when consensus arises within a scientific field. We find that the literature on outcomes for children of same-sex parents is marked by scientific consensus that they experience “no differences” compared to children from other parental configurations.     

How do countries choose their monetary policy frameworks?

This paper investigates the determinants of countries’ choices of monetary policy framework. A brief narrative focused on groupings of countries motivates an econometric analysis which draws on previous work on the determinants of exchange rate regimes, bringing in standard factors as well as the trade networks of potential anchor currency blocs and the financial market depth that are emphasised in the narrative. The model turns out to be able to predict three quarters of countries’ choices, and there is no obvious systematic pattern in the errors. The results have important implications for how countries should choose their monetary policy frameworks.     

Security Investment in Contagious Networks

Security of the systems is normally interdependent in such a way that security risks of one part affect other parts and threats spread through the vulnerable links in the network. So, the risks of the systems can be mitigated through investments in the security of interconnecting links. This article takes an innovative look at the problem of security investment of nodes on their vulnerable links in a given contagious network as a game‐theoretic model that can be applied to a variety of applications including information systems. In the proposed game model, each node computes its corresponding risk based on the value of its assets, vulnerabilities, and threats to determine the optimum level of security investments on its external links respecting its limited budget. Furthermore, direct and indirect nonlinear influences of a node's security investment on the risks of other nodes are considered. The existence and uniqueness of the game's Nash equilibrium in the proposed game are also proved. Further analysis of the model in a practical case revealed that taking advantage of the investment effects of other players, perfectly rational players (i.e., those who use the utility function of the proposed game model) make more cost‐effective decisions than selfish nonrational or semirational players.     

从WTO规则析我国农业国内支持制度的完善

WTO相关协议允许各国采用一定的农业国内支持措施，尤其是《农产品协定》的绿箱条款更指明了农业国内支持的方向。我国在入世协议中也对农业国内支持作了承诺。为此，要发展农业，应在遵守上述WTO规则的基础上逐步完善我国现行的农业国内支持制度。     

城域网MAC层协议的优先级结构及性能

主要研究城域网MAC层标准“IEEE 802.6 DQDB”协议的优先故排队性能;提出了一种DQDB协议的优先级实现方案—β分级结构。通过本文给出的文件传输性能分析以及计算机模拟证明,这种新的优先级结构可取得比DQDB现有结构更好的性能,而且易于实现。     

全力支持河套大学人才培养水平评估 构建巴彦淖尔完善的国民教育体系

10月份,教育部将组织专家组对河套大学进行人才培养工作水平评估,对河套大学而言,这既是机遇也是挑战。经过21年的发展,河套大学取得了可喜的成绩。通过这次评估,河套大学要理清思路、深化改革,认真整改,迈向新高。教育行政部门大力支持对河套大学人才培养水平评估,支持河套大学的发展。     

Social Support Interventions in Migrant Populations

The phenomenon of immigration has led to an important increasein the number of social programmes and services for migrantpopulations in many European countries. However, some investigationshave shown that the use of formal resources is extremely lowin these groups. In contrast to the limited utilization of programmesand services, research in the field of social psychology hasrevealed that the primary source of help and support for immigrantsis their own informal social network. After analysing the characteristics,advantages and limitations of formal and informal support systems,this paper presents a typology of social support interventionswith migrant populations that integrates both types of support.Four levels are differentiated: dyadic interventions, socialnetwork interventions, mutual aid groups and community interventions.The development of programmes to strengthen the informal supportsystem is emphasized as an alternative to integrating formaland informal resources in social work practice with migrantpopulations.     

随机型细胞神经网络的稳定性

借助于李雅谱洛夫理论、矩阵分析方法和It?公式,结合不等式分析技巧,研究了随机细胞神经网络系统的均方指数稳定性,给出了系统的解的二阶矩Liapunov指数估计式和均方指数稳定的充分条件。