基于已实现半协方差的投资组合优化

在传统的风险度量方法中,常见的协方差估计量并未区分资产收益的下侧风险和上侧收益,而一般的下偏矩估计量则存在非对称性和难以加总的缺点.本文引入已实现半协方差矩阵(RSCOV)作为风险度量进行波动率预测和投资组合研究.本文将RSCOV应用于两种常见的风险分散投资策略—风险平价(ERC)策略和全局方差最小(GMV)策略,并将机器学习中的在线加权集成(OWE)算法用于提升已实现波动率预测方法HAR-RV的样本外预测表现.通过研究发现,相比起已有的其他风险衡量方式,仅包含负向波动信息的下半RSCOV能够更好地被用于平衡组内各资产的风险贡献.基于A股市场2011-2018年的高频数据,本文通过实证研究发现,OWE-HARRV在月度预测步长下的效果优于HAR-RV,而下半RSCOV则能够使ERC策略以及GMV策略在保证一定平均收益的同时,降低了组合收益的极端损失.     

基于核函数强化学习的抗干扰频点分配

针对学习未知动态的干扰图样问题，提出一种基于核函数强化学习的雷达与通信抗干扰频点协作算法。与需要获得干扰模式、参数等先验知识的研究相反，所提算法能够利用过去时隙中频点的使用情况来优化抗干扰频点分配策略。首先，通过核函数的强化学习来应对维度诅咒问题。其次，基于近似线性相关性的在线内核稀疏化方法，确保了抗干扰频点分配算法的稀疏性。最后，仿真结果验证了所提算法的有效性。得益于稀疏化码字对于系统动态特性的学习，所提算法与传统基于Q学习的抗干扰频点分配算法相比，收敛时间更短，并且可以快速规避外部未知干扰源的干扰。     

I ain’t afraid of no ghost

This paper criticizes the traditional philosophical account of the quantization of gauge theories and offers an alternative. On the received view, gauge theories resist quantization because they feature distinct mathematical representatives of the same physical state of affairs. This resistance is overcome by a sequence of ad hoc modifications, justified in part by reference to semiclassical electrodynamics. Among other things, these modifications introduce ”ghosts”: particles with unphysical properties which do not appear in asymptotic states and which are said to be purely a notational convenience. I argue that this sequence of modifications is unjustified and inadequate, making it a poor basis for the interpretation of ghosts. I then argue that gauge theories can be quantized by the same method as any other theory. On this account, ghosts are not purely notation: they are coordinates on the classical configuration space of the theory—specifically, on its gauge structure. This interpretation does not fall prey to the standard philosophical arguments against the significance of ghosts, due to Weingard. Weingard’s argumentative strategy, properly applied, in fact tells in favor of ghosts’ physical significance.     

Ordinary language philosophy,explanation, and the historical turn in philosophy of science

Taking a cue from remarks Thomas Kuhn makes in 1990 about the historical turn in philosophy of science, I examine the history of history and philosophy of science within parts of the British philosophical context in the 1950s and early 1960s. During this time, ordinary language philosophy's influence was at its peak. I argue that the ordinary language philosophers' methodological recommendation to analyze actual linguistic practice influences several prominent criticisms of the deductive-nomological model of scientific explanation and that these criticisms relate to the historical turn in philosophy of science. To show these connections, I primarily examine the work of Stephen Toulmin, who taught at Oxford from 1949 to 1954, and Michael Scriven, who completed a dissertation on explanation under Gilbert Ryle and R.B. Braithwaite in 1956. I also consider Mary Hesse's appeal to an ordinary language-influenced account of meaning in her account of the role of models and analogies in scientific reasoning, and W.H. Watson's Wittgensteinian philosophy of science, an early influence on Toulmin. I think there are two upshots to my historical sketch. First, it fills out details of the move away from logical positivism to more historical- and practice-focused philosophies of science. Second, questions about linguistic meaning and the proper targets and aims of philosophical analysis are part and parcel of the historical turn, as well as its reception. Looking at the philosophical background during which so-called linguistic philosophers also had a hand in bringing these questions to prominence helps us understand why.     

Divergence of values and goals in participatory research

Public participation in scientific research has gained prominence in many scientific fields, but the theory of participatory research is still limited. In this paper, we suggest that the divergence of values and goals between academic researchers and public participants in research is key to analyzing the different forms this research takes. We examine two existing characterizations of participatory research: one in terms of public participants' role in the research, the other in terms of the virtues of the research. In our view, each of these captures an important feature of participatory research but is, on its own, limited in what features it takes into account. We introduce an expanded conception of norms of collaboration that extends to both academic researchers and public participants. We suggest that satisfying these norms requires consideration of the two groups' possibly divergent values and goals, and that a broad characterization of participatory research that starts from participants' values and goals can motivate both public participants’ role in the research and the virtues of the research. The resulting framework clarifies the similarities and differences among participatory projects and can help guide the responsible design of such projects.     

毛乌素沙地上空沙尘暴的前向轨迹及其影响范围

基于气象数据、MODIS遥感影像数据和NCEP再分析资料, 利用HYSPLIT模型模拟2000—2019年毛乌素沙地上空不同海拔高度(500, 1000和1500 m)各季节沙尘暴的前向轨迹, 并与遥感影像识别出的沙尘信息进行比较, 识别毛乌素沙地沙尘暴的影响范围。结果显示: 1) 在过去的20年中, 共有143个沙尘暴月和387个沙尘暴日, 并且 2004 年以来, 毛乌素沙地发生沙尘暴的频率逐渐降低; 2) 季节性气候条件对毛乌素沙地沙尘暴的移动路径有很大的影响, 春季沙尘暴发生频率较高, 秋季发生频率最低; 3) 受毛乌素沙地沙尘暴影响的国内地区主要包括陕西省北部、山西省北部、河北省北部和中部、山东省北部和中部、北京市、天津市、内蒙古自治区东部以及东北三省, 国外受影响的地区有朝鲜、日本北部以及俄罗斯与我国交界处, 受影响的海域有渤海、黄海北部和日本海西北部。遥感影像与HYSPLIT模型的比较提供了一种对沙尘运输、扩散和沉积过程进行验证和加深了解的有效工具, 研究结果可以为防灾减灾决策及沙源地治理提供科学的参考依据。     

Quantum reality: A pragmaticized neo-Kantian approach

Despite remarkable efforts, it remains notoriously difficult to equip quantum theory with a coherent ontology. Hence, Healey (2017, 12) has recently suggested that “quantum theory has no physical ontology and states no facts about physical objects or events”, and Fuchs et al. (2014, 752) similarly hold that “quantum mechanics itself does not deal directly with the objective world”. While intriguing, these positions either raise the question of how talk of ‘physical reality’ can even remain meaningful, or they must ultimately embrace a hidden variables-view, in tension with their original project. I here offer a neo-Kantian alternative. In particular, I will show how constitutive elements in the sense of Reichenbach (1920) and Friedman (1999, 2001) can be identified within quantum theory, through considerations of symmetries that allow the constitution of a ‘quantum reality’, without invoking any notion of a radically mind-independent reality. The resulting conception will inherit elements from pragmatist and ‘QBist’ approaches, but also differ from them in crucial respects. Furthermore, going beyond the Friedmanian program, I will show how non-fundamental and approximate symmetries can be relevant for identifying constitutive principles.     

基于密度自适应深度网络的点云场景语义分割算法

由于传感器噪声干扰，点云密度不均匀，场景复杂多样以及物体之间存在遮挡现象等问题，使得三维点云场景语义分割问题的研究工作极具挑战性。针对三维点云数据采样密度不均匀以及图卷积网络深度有限的问题，提出一种密度自适应的方法。该方法通过多层感知器学习一个权重函数，利用核密度估计学习一个密度函数，对非均匀采样的点云数据进行卷积操作。同时，受深度学习在图像领域的启发，引入残差连接、空洞卷积等结构，训练更深层的点云分割网络。该算法在多个点云分割的标准数据集上取得了优秀的性能。     

基于自注意力机制的科技术语自动提取技术研究

科技术语提取是科技术语自动处理的重要环节,对后续的机器翻译、信息检索、QA问答等任务有重要意义。传统的人工科技术语提取方法耗费大量的人力成本。而一种自动提取科技术语方法是将术语提取转化为序列标注问题,通过监督学习方法训练出标注模型,但是面临缺乏大规模科技术语标注语料库的问题。文章引入远程监督的方法来产生大规模训练标注语料。另外又提出基于自注意力机制的Bi-LSTM的模型架构来提高科技术语提取结果。发现新模型在发现新的科技术语的能力上远远优于传统机器学习模型(CRF)。     

动物试验方法的专利申请

 为判断动物试验方法是否具备实用性，分析了中国关于实用性的相关规定，通过4个典型案例对动物试验方法是否属于非治疗目的的外科手术方法、是否具备实用性进行了分析，总结判断标准并给出了撰写权利要求的建议。在撰写动物试验方法的专利申请时，应当注意该方法的目的及该方法是否包含外科手术步骤，并针对该方法的不同情况采用不同的撰写策略。