浅议自学考试课程内容优化的必要性——以经管类概率论与数理统计课程为例

《概率论与数理统计(经管类)》是经济管理类各专业(本科段)的一门重要的公共课程,是为培养各种与经济和管理有关的人才而设置的。根据自学考试的特性和需要,概率论与数理统计课程内容优化应与教育的发展同步。     

Bayesian Risk Management for Equity-Linked Insurance

This paper describes how to apply Markov Chain Monte Carlo (MCMC) techniques to a regime switching model of the stock price process to generate a sample from the joint posterior distribution of the parameters of the model. The MCMC output can be used to generate a sample from the predictive distribution of losses from equity linked contracts, assuming first an actuarial approach to risk management and secondly a financial economics approach. The predictive distribution is used to show the effect of parameter uncertainty on risk management calculations. We also explore model uncertainty by assuming a GARCH model in place of the regime switching model. The results indicate that the financial economics approach to risk management is substantially more robust to parameter uncertainty and model uncertainty than the actuarial approach.     

CPU超频不可取

章从电脑系统的观点，阐述了CPU超频不可取的几点重要理由。     

Cardinality versus q-norm constraints for index tracking

Index tracking aims at replicating a given benchmark with a smaller number of its constituents. Different quantitative models can be set up to determine the optimal index replicating portfolio. In this paper, we propose an alternative based on imposing a constraint on the q-norm (0?<?q?<?1) of the replicating portfolios’ asset weights: the q-norm constraint regularises the problem and identifies a sparse model. Both approaches are challenging from an optimization viewpoint due to either the presence of the cardinality constraint or a non-convex constraint on the q-norm. The problem can become even more complex when non-convex distance measures or other real-world constraints are considered. We employ a hybrid heuristic as a flexible tool to tackle both optimization problems. The empirical analysis of real-world financial data allows us to compare the two index tracking approaches. Moreover, we propose a strategy to determine the optimal number of constituents and the corresponding optimal portfolio asset weights.     

Word与Excel结合制作内部审计文档

通过分析使用Word与Excel结合进行文档编辑具备的特点,列举了几种实用的Word与Excel结合制作内部审计文档的方法,而且分析并比较了各种方法的优缺点,提供了各种方法的适用范围。     

Discussion: Statistics Research in Business and Industry ‐ The General Electric Experience

For over 60 years, the statistics group at General Electric (GE) has used statistical methods to successfully address key company issues, both reactively and in recent years more and more proactively and holistically. Much of this work invariably calls for some degree of statistics research, including what we now call statistical engineering. We briefly review the history of research at GE, describe the accomplishments, research, and evolution of the GE statistics group over time, and present our views on the state of statistics research in business and industry.     

自动跟踪技术研究

本文主要论述自动跟踪技术在现代通信及电子对抗中的应用，具体分析实施方案及其工作原理。     

Enhancing Statistics Education by Including Qualitative Research

In this paper, we propose to re‐examine the role of qualitative thinking in the early stages of learning statistics and, where relevant, integrate selected elements of qualitative research methods into statistics curricula. We believe that this can help to improve statistics education, deepen desired student understanding of the role of statistics in providing answers to real‐world problems and address recurring concerns about student motivation. The paper clarifies the logic underlying our proposal, examines existing connections between qualitative and quantitative research during instruction that often go unacknowledged and can be built upon, explores practical implementation issues and discusses advantages as well as limitations of the proposed approach.     

Do Newspaper Articles Predict Aggregate Stock Returns?

We analyze whether newspaper content can predict aggregate future stock returns. Our study is based on articles published in the Handelsblatt, a leading German financial newspaper, from July 1989 to March 2011. We summarize newspaper content in a systematic way by constructing word-count indices for a large number of words. Word-count indices are instantly available and potentially valuable financial indicators. Our main finding is that newspaper articles have provided information valuable for predicting future DAX returns in and out of sample. We find evidence that the predictive power of newspaper content has increased over time, particularly since 2000. Our results suggest that a cluster analysis approach increases the predictive power of newspaper articles substantially.     

股票市场价格序列正态性检验——基于上海股票市场2007-2013年数据

本文从股票价格变动的随机游走理论入手,通过频数分布和序列相关检验给出了我国股票价格变动的特点,发现股票价格序列所具有的正态特征并不显著.文章最后指出我国股市的停板制度影响了我国股市的有效性水平.