不同死亡率模型下基本权益指数年金定价的比较分析

随着我国人口老龄化的到来,养老问题已经成为我国当今及未来所面临的一个新的重大问题.由于传统的年金产品越来越不能满足人们的需求,这就直接导致与某种权益指数增长挂钩的权益指数年金得到很大的发展.本文主要构造了一个新的带跳死亡率模型,然后基于新模型与经典Lee-Carter模型得到的死亡率预测值对基本的包含死亡风险的权益指数年金定价进行比较分析,得到带跳的死亡率模型相对于经典Lee-Carter模型而言,可以更加精确地反映了死亡率对权益指数年金定价的影响.     

基于混沌算子模型的人口数据序列预测

采用混沌算子预测模型对我国人口出生率、死亡率、自然增长率以及人口总数等数据进行预测分析.多个基本混沌算子单元通过加权和的形式构成预测模型.利用已知的人口数据组成预测网络的训练样本,根据网络预测值与期望值之间的误差,调节各混沌算子参数来减小误差,以此改变预测模型的动力学特性,使之逐渐与被预测系统的动力学特性相一致,从而完...     

中国人口增长中短期预测模型探讨

根据已有5年的人口数据,从年龄、性别和城、镇、乡人口结构出发,以生育率、死亡率和性别比例为问题的目标,建立了从第n年预测第n+1年的简单递归模型,然后利用灰色预测理论预测了未来几年的总体生育率、死亡率和性别比例.构造出分年龄生育率和死亡率模型,预测出未来几年各个年龄的生育率和死亡率,并利用预测结果来实现递归计算,从而预测出未来几年的人口结构,在简单递归模型的基础上建立优化的中短期预测模型,预测出未来几年的人口数量.     

带随机干预的死亡率建模

鉴于我国人口日趋老龄化以及医疗水平的显著改善,地震、流行病等时常发生,死亡率风险成为了每个保险公司的关注重点.为了适应死亡率的特征,该文主要针对死亡率数据具有跳跃性的特点,引入干预模型刻画了死亡跳跃带来的影响,最后在Lee-Cater模型基础上建立了一个带随机干预的死亡率模型,使其更加符合对未来死亡率的预测.     

人口增长率的非参数自回归预测模型

针对传统的人口增长预测模型不能理想地捕获我国人口增长率数据的非线性性特征，本文基于局部线性非参数估计理论，对我国建国以来的年人口增长率建立了非参数自回归NAB．（1）模型，并对2000年-2003年的年人口增长率进行了预测，计算结果表明，相对于参数自回归模型而言，非参数自回归模型能够很好地解决人口增长预测这一非线性问题，预测精度较高．     

基于灰色系统的中国人口预测模型

基于"国家人口发展战略研究报告"中的数据,采用"小波去噪"进行数据处理.在此基础上,建立GM(1,1)参数优化模型与新陈代谢GM(1,1)模型,对中国人口结构、人口分布、出生率、自然增长率、人口数量、抚养比例和男女比例七个指标进行了中短期与长期预测,并对预测结果运用PP样条拟合进行计算机模拟.     

基于WiFi探针数据的短时交通状态预测

针对传统交通数据获取成本高,以及单参数输入的LSTM模型预测精度不高等问题,提出一种基于WiFi探针数据的短时交通状态预测方法.首先利用WiFi探针数据构建交通状态指数数据集,然后采用LSTM网络构建预测模型,并分析不同交通参数组合对模型预测精度的影响,最后比较不同模型对同一路段的预测性能.试验结果表明:交通流量会影响...     

基于多模态的急性肾衰竭预测模型

急性肾衰竭是一种发病率较高的临床疾病,尽早识别潜在患者有助于医生对其进行医疗干预,降低发病率和死亡率.近年来,依靠电子健康病历去预测患者潜在的健康风险逐渐受到关注.大多数模型通过聚合数据或者填充缺失值的方式处理人体生理指标数据中存在的稀疏性和不规则性问题,忽视了缺失信息隐含的患者健康状态.此外,现有的急性肾衰竭预测模型并没有考虑各种模态的数据特点和模态之间的相关性.为了解决以上问题,提出了基于多模态的急性肾衰竭预测模型.该模型考虑了人体生理指标数据、疾病数据和人口统计学数据.设计了新的基于掩码和时间差的LSTM(long short term memory)网络去学习各个生理指标的时间间隔和缺失信息,捕获指标的数值变化和检测频率变化,引入了多头自注意力机制促进各模态表征的相互学习.在真实的数据集上进行了急性肾衰竭预测问题和死亡风险预测问题的实验,证明了所提出模型的有效性和合理性.     

基于最小二乘法的光伏电源电磁暂态输出预测

光伏电源的暂态输出预测对电网稳定性分析、电能质量控制与故障诊断等有重要意义.为此,本文首先建立理想光伏电源的离散化模型与线性预测模型.然后,对于电源模型参数固定的情况,给出了基于正则化最小二乘法的预测方案.对电源模型参数变化的情况,采用递推最小二乘法获得实时更新的预测模型参数.与标准递推最小二乘法不同,该方案采用了基于滑动矩形窗的数据更新策略,可提升RLS的跟踪性能与预测精度.实验结果表明,提出的预测方案获得了良好的预测精度,而且能够很好地适应电源模型参数发生变化的情况.     

基于自优化的多属性高斯核函数相关向量机方法

在相关向量机的预测模型中,核函数的选择和核参数的取值对模型预测性能影响很大.针对这一问题,文中采用多属性高斯核函数建立相关向量机预测模型,提出了一种自优化的核参数学习方法进行参数优化,并将该模型用于二维标准函数预测和污水处理系统出水水质预测,与不同核函数下的相关向量机模型以及不同参数优化方法下获得的预测模型进行了对比实验.结果表明,基于自优化的多属性高斯核相关向量机模型对低维数据的参数敏感度较低,对高维数据有良好的输出精度和稀疏性,在污水出水水质预测中获得比较满意的结果.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

Features of Women's language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

An Analysis of Catherine＇s Character——Wuthering Heights

Wuthering Heights, Emily Bronte＇s only novel, was published in December of 1847 under the pseudonym Ellis Bell. The book did not gain immediate success, but it is now thought one of the finest novels in the English language. Catherine is the key character of this masterpiece, because everybody and everything center on her though she had a short life. We can understand this masterpiece better if we know Catherine well.     

Lower Paleozoic oil relationships within Williston Basin, Canada

The Williston Basin is a significant petroleum province, containing oil production zones that include the Middle Cambrian to Lower Ordovician, Upper Ordovician, Middle Devonian, Upper Devonian and Mississippian and within the Jurassic and Cretaceous. The oils of the Williston Basin exhibit a wide range of geochemical characteristics defined as "oil families", although the geochemical signature of the Cambrian Deadwood Formation and Lower Ordovician Winnipeg reservoired oils does not match any "oil family". Despite their close stratigraphic proximity, it is evident that the oils of the Lower Palaeozoic within the Williston Basin are distinct. This suggests the presence of a new "oil family" within the Williston Basin. Diagnostic geochemical signatures occur in the gasoline range chromatograms, within saturate fraction gas chromatograms and biomarker fingerprints. However, some of the established criteria and cross-plots that are currently used to segregate oils into distinct genetic families within the basin do not always meet with success, particularly when applied to the Lower Palaeozoic oils of the Deadwood and Winnipeg Formation.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with