Competitive On-line Statistics

A radically new approach to statistical modelling, which combines mathematical techniques of Bayesian statistics with the philosophy of the theory of competitive on-line algorithms, has arisen over the last decade in computer science (to a large degree, under the influence of Dawid's prequential statistics). In this approach, which we call "competitive on-line statistics", it is not assumed that data are generated by some stochastic mechanism; the bounds derived for the performance of competitive on-line statistical procedures are guaranteed to hold (and not just hold with high probability or on the average). This paper reviews some results in this area; the new material in it includes the proofs for the performance of the Aggregating Algorithm in the problem of linear regression with square loss.     

CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES

In this paper, we present an algorithm for pricing barrier options in one‐dimensional Markov models. The approach rests on the construction of an approximating continuous‐time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a range of models, including a local Lévy process and a local volatility jump‐diffusion. We also provide a convergence proof and error estimates for this algorithm.     

经济逻辑视角下的“正名”逻辑解读

“正名”逻辑，是我国古代关于如何正确使用“名”的理论，来规范思维和行动，以矫正“名实乖乱”社会现实的古典逻辑理论。本着古为今用的原则，针对当前“名实淆乱”的社会经济现象，从经济逻辑的视角来对“正名”逻辑进行现实的解读，深入发掘本民族的逻辑思想，以捍卫社会理性，维护社会经济的公序良俗和公平、诚信。     

全局编码核加密的弱安全网络编码模型

针对无线传感器网络（WSN）应用上人们关注的弱安全网络编码在窃听集合方面的限制问题 ，采用神经网 络与混沌加密相结合的方法，设计了一种全局编码核加密的弱安全网络编码模型。该模型通 过对全局编码核的保密传输，可以在整个网络都被窃听的情况下使通信安全能得到保障，且 通过计算验证，其能耗没有明显增加，能以较小的代价实现对搭线窃听攻击的有效防护。     

Economic design of T<Superscript>2</Superscript> control charts with the VSSI sampling scheme

T ² charts are used to monitor a process when more than one quality variable associated with process is being observed. Recent studies have shown that the T ² chart with variable sampling size and sampling interval (VSSI) detects a small shift in the process mean vector faster than the traditional T ² chart. The paper considers an economic design of the VSSI T ² chart, in which the expected hourly loss is constructed and regarded as an objective function for optimally determining the design parameters (i.e. the maximum/minimum sample size, the longest/shortest sampling interval, and the warning/action limits) in sampling-and-charting. Furthermore, the effects of process parameters and cost parameters upon the expected hourly loss and design parameters are examined.     

真理标准大讨论与马克思主义大众化

1978年关于真理标准问题的大讨论是一次伟大的思想解放运动，打破了“两个凡是”的思想枷锁，使得真正的马克思主义指导思想和实事求是的思想路线得以确立。真理标准大讨论奠定了改革开放新时期马克思主义大众化的根基，也大力推进了这一时期马克思主义大众化的进程。     

浅谈密码技术

密码技术在当今社会是一个科学研究的领域。人们对它的研究多种多样,涉及范围也非常广泛。本文简要介绍了公钥加密、私钥加密等现代密码技术,并在此基础上详细地叙述了现代密码技术的新进展,旨在取代数据加密标准(DES)的先进加密标准AES。     

Efficient hybrid methods for portfolio credit derivatives

In this paper we discuss the computation of basket credit default swaps and collateralized debt obligation squared transactions. We suggest two hybrid algorithms for these two portfolio credit derivatives. The method combines the analytic approximation to the loss distribution of conditionally independent heterogeneous portfolios with the Monte Carlo simulation. The efficiency and accuracy of the algorithms are illustrated with examples.