提升算法对传统车险索赔频率建模模型的改进——基于我国五省交强险保单数据

广义线性模型作为非寿险定价的经典模型,在非寿险定价中得到了广泛的应用。近年来,以提升算法为代表的机器学习算法在保险领域取得了很好的效果,为保险产品定价提供了一种新的选择。本文将提升算法思想分别融入到回归树模型和广义线性模型(GLM)中去,用得到的新模型对我国车险索赔频率进行预测建模分析,并与传统的回归树模型和GLM进行比较。结果表明,加入提升算法后传统车险索赔频率建模模型的效果得到了很大的改善,并且在不存在过拟合的前提下,随着模型深度和迭代次数的增加,模型的效果也在不断优化。     

Optimal pair-trading strategy over long/short/square positions—empirical study

Suzuki [Automatica, 2016, 67, 33–45] solves the optimal, finitely iterative, three-regime switching problem for investing in a mean-reverting asset that follows an Ornstein–Uhlenbeck price process and find explicit solutions. The remarkable feature of this model is that the investor can explicitly take either a long, short or square position and can switch the position, with transaction costs, during the investment period. We run empirical simulations of such multiple-regime switching models. There are very few such attempts in the existing literature because it is difficult to find, first, an explicit solution to the problem and second, appropriate financial assets that follow the artificial stochastic process required by the mathematical model. According to the Monte Carlo simulations of the optimal pair-trading strategy, the mean daily Sharp ratio is more than 2.3, whereas the mean Sharp ratio for the historical simulation of the ‘stub’ pairs (combinations of parent/subsidiary companies) is 0.6886. We believe that the results obtained from performing the empirical simulations are remarkable and consider that the optimal switching strategy of the rigorous mathematical model is applicable to businesses in the real world. For the reference many pseudo-program codes are added, which can help to replicate the optimal trading strategies.     

压控晶体振荡器的设计

本文提出了晶体和频率控制元件的模型,介绍了基本电路的设计,并详细讨论了压控晶体振荡器调制器产生最小音频失真的必要条件。     

An Analysis of the Out-of-Market Gap for DVDs in the U.S.

We examine the out-of-market gap – the time between the end of a film’s theatrical run and its release on DVD – for a sample of U.S. films during 1988-2005. The average gap declined from 58.14 days in 1998 to 27.93 days in 2005; by 2005, 39% of the films were released on DVD prior to leaving the theaters. Probit and hazard models are estimated to explore the factors that influence a distributor’s decision to release a film on DVD before it exits the theaters, and the timing of the release for films that appear on DVD after they leave the theaters.      

Dynamic advertising and pricing with constant demand elasticities

In this paper we analyze a stochastic dynamic advertising and pricing model with isoelastic demand. The state space is discrete, time is continuous and the planing horizon is allowed to be finite or infinite. A dynamic version of the Dorfman–Steiner identity will be derived. Explicit expressions of the optimal advertising and pricing policies, of the value function and of the optimal advertising expenditures will be given. The general results will be used to analyze the case of impatient customers. Furthermore, particular time inhomogeneous models and homogeneous ones with and without discounting will be examined. We will study the social efficiency of a monopolist's optimal policies and the consequences of specific subsidies. From a buyer's perspective, our analysis reveals that waiting – when looking at (immediate) expected prices – is never profitable should two or more units be available. But we will also prove that the sequence of average sales prices is monotone decreasing. Moreover, the techniques applied to solve the discrete stochastic advertising and pricing problem will be used to solve a related deterministic control problem with continuous state space.     

农业地域功能的时空格局与演进特征 ——以106国道沿线典型样带区为例

研究目的：揭示不同时间段农业地域多功能的地域差异和演进特征,提出农业地域多功能协同发展的对策,为科学引导地区分工、强化主导功能、凸显地域价值、促进区域协调发展提供科学依据。研究方法：农业地域多功能性指数计算模型,农业地域多功能演变的时空差异诊断模型,Gi*指数模型。研究结果：（1）农产品供给功能提升幅度较大,其重心进一步向平原农区集中;京津冀都市区、邯郸经济区劳动力就业和社会保障功能大幅度提升;山地丘陵区生态保育功能进一步凸显;文化传承和休闲功能优势区向各市辖区及其周边县域集中。（2）京津冀都市区、邯郸市及其周边地区为多功能指数热点区,而京津冀都市区与邯郸经济区之间的县市以及样带河南段大部分县市为多功能指数冷点区。研究结论：106国道沿线典型区不同类型区农业地域主导功能定位不同,需借助财政转移支付、生态补偿、粮食补贴等政策手段引导地域功能与社会经济需求、地域资源禀赋相适应,促进主导功能区建设和区域协调发展。     

一种OFDM系统中频率同步的改进算法

针对传统的频率同步方法中估计精度与估计范围的矛盾,提出了一种改进的频率同步算法。该算法通过两次频率偏移估计,可以同时获得大的估计范围和高的估计精度,而且对训练序列没有其他限制,可以提高系统数据传输效率。通过仿真,验证了该算法的有效性。     

地区创业氛围及其作用机理——一个族群水平的创业分析架构

创业氛围是一个地区所有族群成员关于创业的心智能力、价值观念和习俗惯例的集体和外在的表现。创业氛围是内生的,它是由创业活动衍生的创业学习、心理体验和社会互动的结果。创业氛围通过提升创业平均收益率和改变族群成员创业风险偏好,来提高创业惯例复制频率,进而提高地区创业活动水平。创业氛围与创业活动之间存在一个以知识累积和报酬激励为动力的正反馈演化路径。中西部地区促进创业活动的关键是,着力培育创业氛围并实现其临界突破。     

计算机在控制理论频率法中的应用

介绍了利用计算机在输入系统参数后,能迅速显示和打印出开环幅相频率特性曲线,同时计算相位裕量和增益裕量及判定闭环控制系统稳定性的方法。此课题的研究促进了反馈控制理论中频率法的应用。     

信用担保合约的定价

随着信用担保行业的不断发展,作为高风险行业,对其担保合约的科学定价以覆盖其担保失败的损失,显得极为重要。利用信用担保合约与信用违约互换的支付函数的同构性,构建适当的信用违约互换合约及模拟信用担保公司的信用担保合约,以信用违约互换的定价方式为信用担保公司的信用担保合同进行定价,更能体现出定价模型对担保合约定价的客观性、科学性和准确性。