Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach

We examine the real convergence hypothesis for 14 OECD countries looking at the fractional order of integration of the differences of real GDP per capita in these countries with respect to the United States. Using parametric procedures, the results vary depending on how we specify the I(0) disturbances. If they are white noise, convergence is achieved for Canada and Australia, and with autocorrelated disturbances, this hypothesis is satisfied for France and the Netherlands. However, allowing for a break at World War II, evidence of convergence is obtained for all countries. JEL no. C32, O41     

基于像素失真耦合边缘特征融合的无参考质量评价

为了适应多种类型的模糊图像进行质量评价,提高评价模型对图像模糊和振铃的洞察能力,提出了一种像素失真与边缘特征融合的无参考质量评价算法。首先,根据像素失真理论,计算图像像素的标准差和绝对差分值,提取图像的像素特征;然后,计算图像水平和垂直方向的过零率,并利用边缘保持滤波器对图像边缘信息进行测量,精确提取图像的边缘特征;最后,利用提取的像素特征和边缘特征,定义特征融合函数,并引入粒子群优化（PSO）对融合函数参数进行优化,提高对图像模糊和振铃的洞察能力,根据融合特征构建图像质量评价模型。与当前无参考质量评价算法比较,所提算法能够有效地对JPEG（Joint Photographic Experts Group）、JPEG2000（Joint Photographic Experts Group 2000）、模糊等失真图像进行质量评价,评价指标CC（Correlation Coefficient）与SROCC（Spearman Rank-order Correlation Coefficient）达0.947 7和0.915 3。该算法与主观评价方法具有较好的一致性,能够较好地适用于多种类型的失真图像评价。     

Multivariate Cox Hidden Markov models with an application to operational risk

ABSTRACT

Modeling multivariate time-series aggregate losses is an important actuarial topic that is very challenging due to the fact that losses can be serially dependent with heterogeneous dependence structures across loss types and business lines. In this paper, we investigate a flexible class of multivariate Cox Hidden Markov Models for the joint arrival process of loss events. Some of the nice properties possessed by this class of models, such as closed-form expressions, thinning properties and model versatility are discussed in details. We provide the expectation-maximization (EM) algorithm for efficient model calibration. Applying the proposed model to an operational risk dataset, we demonstrate that the model offers sufficient flexibility to capture most characteristics of the observed loss frequencies. By modeling the log-transformed loss severities through mixture of Erlang distributions, we can model the aggregate losses. Finally, out-of-sample testing shows that the proposed model is adequate to predict short-term future operational risk losses.     

GPU编程模型中存储体冲突的研究

GPU并行计算模型中使用共享内存是提高并行计算效率的重要途径,由于进程访问导致的存储体冲突,却会成倍地降低执行效率。经过分析存储体冲突产生的原因,提出了对算法的修改来解决存储体冲突的原则与方法,并通过对聚类算法的实施进行验证。     

Object detection based on visual memory: a feature learning and feature imagination process

ABSTRACT

Visual memory plays an important role for the human’s visual system to detect objects. The features of an object stored in the visual memory have much lower dimensions than the features contained within an image. We simulate the visual memory as a feature learning and feature imagination (FLFI) process to build an object detection algorithm. The method is constructed by a bottom-up feature learning and a top-down feature imagination. The proposed object detection method is tested using publicly available benchmark data sets, and the result indicates that it is fast and more robust.     

复杂产品系统研发团队的交互记忆系统与团队效能关系研究

本文采用实证研究,针对复杂产品系统的研发团队,从团队成员所具有的心理资本出发,探索团队成员心理资本对团队成员交互记忆系统的形成及发展的影响,进而得出其对团队效能的影响。从而为复杂产品系统中研发团队的建设提供建议,进而提升团队效能。     

Memory recall errors in retrospective surveys: A reverse record check study

This paper reports on a study to compare self-reports during an interview with staff who attended a University health centre in Turkey, with the records of visits to the same health centre over the previous 12 months. Design of the study reflects the effects of importance of the event, duration since the event, frequency of the occurrence of the event, measurement scale of the event, and bounded and unbounded recalling. In order to assess the extent of recall error, responses to retrospective questions on health centre visits are compared with administrative records. Statistical models are proposed for short and long term human memory recall error effects on responses.     

人民币汇率收益率及收益波动率长记忆性特征研究

论文利用经典R/S分析法和ARFIMA模型对人民币汇率收益率序列及收益波动率序列的长记忆性进行了研究。结果表明人民币汇率收益率及收益波动率均存在长记忆性,且波动率序列的长记忆性特征明显强于收益率序列。