Robust Designs in Generalized Linear Models: A Quantile Dispersion Graphs Approach

This article studies design selection for generalized linear models (GLMs) using the quantile dispersion graphs (QDGs) approach in the presence of misspecification in the link and/or linear predictor. The uncertainty in the linear predictor is represented by a unknown function and estimated using kriging. For addressing misspecified link functions, a generalized family of link functions is used. Numerical examples are shown to illustrate the proposed methodology.     

现代性的反叛与理论社会学的前景

现代性又一次显示了自己的永新特征:它不断脱出既有的形貌,日益变得轻盈、灵巧、液化、流变,它的经验结果也更为不确定和难以预料。这造成了现代叙事和想像的“衰败”,也使社会学的批判和反思走向亢奋。然而,在西方社会学“新三圣”的现代性理论中,激进具象下隐匿的深沉困惑和焦虑表明,这无以挽回旧式现代性的总体颓落之势。与此同时,现代性在中国正面对着一种新生。“社会互构”理论指出了新型现代性的大趋势,即以人为本而不是以资本为本的实践选择,正在促使资本从目的性意义向手段性位置回归。这一理论还阐释了,通过多元社会主体的“互构谐变”,推进社会沟通、对话、协商以及论坛和听证的制度化,实现我们对于和谐社会的共同期待。正是这一来自实践的理路,使理论社会学拥有了一个赢得未来的起点。     

基于高维波动率网络模型的股票市场风险特征研究

波动率是金融风险管理研究的重要内容之一。本文基于复杂网络理论和数据挖掘技术提出股票市场的高维波动率网络模型。首先运用互信息度量不同股票价格波动之间的相关关系,其次对股票市场不同周期下的波动情况建立度的中心势、平均距离、幂律分布等网络拓扑指标,再次根据这些指标利用Prim算法构建出高维波动率网络模型,最后运用Newman-Girvan算法对股票价格波动率的相关性进行分层研究。高维波动率网络模型突破了传统波动率模型关于变量维数的限制,能够在依赖少量假设的基础上,挖掘出多个金融市场主体间的相互关系,反映金融市场的风险特征及网络拓扑性质。实证结果发现：与常用的Pearson相关系数法相比,在互信息框架下,股价波动的非线性相关关系得到了更好的度量;股票市场的整体波动性与个股波动率相关性变化趋势相反,市场处在高波动时期资产组合分散化效果较好;网络中存在少量度数大的关键节点和中心节点,风险通过这些节点可以迅速传递到整个市场;股票市场的运行具有明显的行业聚集现象;网络分层研究进一步直观的展现了风险在层与层之间的传递规律和与之对应的行业特征。高维波动率网络模型为挖掘股票市场的风险特征与管理金融风险提供了一个新的工具。     

The efficiency of mutual fund companies: Evidence from an innovative network SBM approach

This paper is the first DEA (Data Envelopment Analysis) evaluation of the efficiency of a sample of mutual fund companies in a large Euro fund industry, i.e. Spain. Our novel network model links the efficiency of the core activities (portfolio management and marketing/distribution) of a mutual fund company to the efficiency of its operational management function. Our results highlight the important networking effects at the marketing stage and question the prime role of portfolio management skills in the overall efficiency of a mutual fund company. The evaluation of robust efficiency clusters indicates that the efficiency rankings obtained with our network model persist significantly along our sample period. Finally, the application of the SBM (Slacks-Based Measure) Variation III to our network model allows us to identify a large number of globally inefficient but locally efficient companies with reference to competitors with similar management resources.     

Trade, education, and innovation: Prospects for the U.S. economy

This paper examines international trade issues as vital indicators of the economic prospects of the United States and other developed economies. In particular, it challenges misuses of the doctrine of mutual gains from trade and instead argues that comparative advantage does not guarantee increases in benefits to both trading partners—especially when one partner seeks to distort the market mechanism in its favor. In the face of such mercantilist or protectionist practices, efforts to advance innovation, without retaining manufacturing jobs, will not ensure continued prosperity, as the number of jobs entailed in the invention process is small compared with the number of jobs associated with manufacturing an innovative product for mass consumption. These matters call for the urgent rethinking of trade policy by the United States and other developed nations, if they are to balance their imports and exports and ensure continued economic growth.     

“亲亲相隐”制度的历史正当性和现实合理性

把我国古代的“亲属容隐”制度置于当时的政治、经济、文化、人性、心理及相关法律制度的语境中进行考察，探究其产生的必然性和在当时的合理性，进而考察导致该制度产生、存续的要素在当代的存在状况，及其在当代被赋予的人权和正义价值，最终得出结论：该制度在当代仍然具有旺盛的生命力，理应被吸纳入我国现行法律制度体系。     

Using dialogue to build organization–public relationships,engage publics,and positively affect organizational outcomes

The study and practice of public relations continues to explore the many benefits accrued when organizations adopt a relational approach to public relations management. One area that is relatively unexplored in the relationship management literature is the role of dialogue in organization–public relationships. Historically, scholars have focused dialogic research on either interaction – where an organization and a public exchange information – or a debate – where organizations and public engage in a process of statement counterstatement. The current investigation explores the notion of dialogue and examines the ways in which relationship attitudes and dialogue may positively affect key public member evaluations and behavioral intent. The results suggest that both relationship attitudes and dialogue positively affect respondent evaluations of and intended behaviors toward an organization. The implications of the findings are presented and suggestions for managing organization–public relationships are considered.     

On the construction of a class of efficient row-column designs

In this paper a method for the construction of a class of row-column designs with good statistical properties and high efficiency is presented. The class of designs produced is shown to exhibit balance, orthogonality and adjusted orthogonality. The efficiencies of these designs are investigated in detail, and they are shown to be very high, and possibly maximal in some cases.     

孔子礼学的历史形成

孔子礼学源于关系人类存在的意义系统的古礼 ,它是对濒临崩坏的古礼的承继 ,又是中华礼文化得以形成并传衍久远的端绪。本文从文化的制度层面入手 ,把“礼”作为一种历史现象 ,对孔子礼学的历史形成及其文化意义作一系统分析 ,从而看其在中国传统文化中的作用和地位     

文化与基因有无联系?——现代达尔文主义进军社会领域的思想轨迹

文化与基因是否有关系?达尔文的进化论与社会人文科学的关系如何?解决这些问题,就需要从达尔文主义入手,进而研究达尔文主义与"社会达尔文主义"和种族主义的根本差别,显然,达尔文主义进入人性和道德等领域过程中出现的动物行为学、社会生物学和进化心理学等学科,扩展了人们关于人自身的认识,对人文社会科学的发展具有推动作用。但也留下一系列不能简单地用基因与文化的直接关系来解决的难题。为了解决这些问题,需要对人类的行为模式和心理机制作深入科学的、历史的研究。