上市公司“庄股跳水”预测模型的实证分析

预防"庄股跳水"是投资者在中国股市中生存的必修课,同时也是股市行为研究的难点之一.本文选取2000年到2003年深市遭遇跳水行情的股票及与之相对应的非跳水股票各31只股票为样本,运用t检验、判别分析和主成分分析等多种计量方法和模型对两类股票的各种重要指标进行了详细分析、比较及预测.实证研究发现两类股票的各种重要指标存在重大差异,并且模型能够以较高的准确率预测"庄股跳水".     

三峡工程二期截流水力学试验研究

为了解决好大流量下的深水截流．并且保证整个截流施工期通航.长江科学院在1：80与1：100整体与1：40断面三个模型上进行了水力学试验研究．研究的主要内容有：截流时段与截流流量的选择;龙口位置与宽度的选择；纯立堵与先平抛垫底立堵方案的比较；以上两种方案的通航水流条件；两种方案的龙口水力学条件；戗堤坍塌试验与防护措施等．     

Accelerating Monte Carlo Markov chain convergence for cumulative-link generalized linear models

The ordinal probit, univariate or multivariate, is a generalized linear model (GLM) structure that arises frequently in such disparate areas of statistical applications as medicine and econometrics. Despite the straightforwardness of its implementation using the Gibbs sampler, the ordinal probit may present challenges in obtaining satisfactory convergence.We present a multivariate Hastings-within-Gibbs update step for generating latent data and bin boundary parameters jointly, instead of individually from their respective full conditionals. When the latent data are parameters of interest, this algorithm substantially improves Gibbs sampler convergence for large datasets. We also discuss Monte Carlo Markov chain (MCMC) implementation of cumulative logit (proportional odds) and cumulative complementary log-log (proportional hazards) models with latent data.     

Collapsing of Non‐centred Parameterized MCMC Algorithms with Applications to Epidemic Models

Data augmentation is required for the implementation of many Markov chain Monte Carlo (MCMC) algorithms. The inclusion of augmented data can often lead to conditional distributions from well‐known probability distributions for some of the parameters in the model. In such cases, collapsing (integrating out parameters) has been shown to improve the performance of MCMC algorithms. We show how integrating out the infection rate parameter in epidemic models leads to efficient MCMC algorithms for two very different epidemic scenarios, final outcome data from a multitype SIR epidemic and longitudinal data from a spatial SI epidemic. The resulting MCMC algorithms give fresh insight into real‐life epidemic data sets.     

从《小雅》看西周末期宗亲基础瓦解之先声

《诗经·小雅》里的政治讽刺诗篇,向人们展现了西周末期混乱黑暗的政治局面。宗族之间互相倾轧,加强力量的手段,以及相应的结果,是造成西周社会统治依赖的“尊尊亲亲”(宗亲)基础瓦解的先声,也是西周、春秋间用人标准逐渐不再以血缘、出身为唯一标准的原因。     

我国股票市场周期性破灭型泡沫检验——基于门限自回归模型

根据Evans周期性破灭泡沫理论,利用了Enders和Siklos改进后的门限自回归模型,采用了Chan的条件最小二乘法对参数进行了估计,对股票市场泡沫进行了检验.样本区间为1996年1月到2009年2月,结果表明,上证综合指数月度数据的变化可以划分为存在泡沫和不存在泡沫的时期,且两个时期呈现交替出现的状态,我国股票市场存在周期性破灭的泡沫.