Forecasting and analyzing economic activity with coincident and leading indexes: The case of Connecticut

We develop coincident and leading employment indexes for the Connecticut economy. Four employment-related variables enter the coincident index while five employment-related variables enter the leading index. The peaks and troughs in the leading index lead the peaks and troughs in the coincident index by an average of 3 and 9 months. Finally, we use the leading index in vector-autoregressive (VAR) and Bayesian vector-autoregressive (BVAR) models to forecast the coincident index, non-farm employment, and the unemployment rate.     

利用能量原理研究单壁碳纳米管的剪切模量

利用能量方法研究了单壁碳纳米管（SWCNT）的剪切模量．采用分子力学理论得出了受扭矩作用下单壁碳纳米管的总势能;通过总势能与相应的薄壁圆筒的扭转变形能比较,推导出了单壁碳纳米管剪切模量的计算公式;碳纳米管剪切模量的计算结果与现有的研究结果相符,从而证实了本文计算公式正确有效．     

Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

In this paper, we assess the predictive content of latent economic policy uncertainty and data surprise factors for forecasting and nowcasting gross domestic product (GDP) using factor-type econometric models. Our analysis focuses on five emerging market economies: Brazil, Indonesia, Mexico, South Africa, and Turkey; and we carry out a forecasting horse race in which predictions from various different models are compared. These models may (or may not) contain latent uncertainty and surprise factors constructed using both local and global economic datasets. The set of models that we examine in our experiments includes both simple benchmark linear econometric models as well as dynamic factor models that are estimated using a variety of frequentist and Bayesian data shrinkage methods based on the least absolute shrinkage operator (LASSO). We find that the inclusion of our new uncertainty and surprise factors leads to superior predictions of GDP growth, particularly when these latent factors are constructed using Bayesian variants of the LASSO. Overall, our findings point to the importance of spillover effects from global uncertainty and data surprises, when predicting GDP growth in emerging market economies.     

页岩结构完整性评价的热-流体-变形耦合理论与方法

该文应用连续介质力学理论建立了与蒸汽注入过程相关的热-流-变形耦合问题的基本数学模型;应用全隐式顺序Galerkin有限元数值解方案,对注蒸汽井的热-流体-变形耦合过程进行了数值模拟。结果表明,由于低渗透页岩地层流体高温膨胀导致的超高孔隙压力,有可能产生拉张应力,严重时会导致地层破裂。     

Is the valid species Synchaeta monopus Plate, 1889 (Rotifera: Monogononta) a product of preparation artefacts?

The morphology of soft-bodied rotifers, including those of Synchaeta spp, can be strongly affected by preparation artefacts including contraction and deformation. The long-standing, valid species Synchaeta monopus is known exclusively from ethanol- or formaldehyde-preserved material and no live specimens of it have ever been described. Although this alone is cause for concern, we could also reproduce unique characteristics diagnostic for this species (e.g. the swollen body and the rudimental foot) by subjecting specimens of Synchaeta pectinata to the preservation conditions under which it was first described. This proxy experiment and comparisons to other Synchaeta species indicate that literature occurrences of S. monopus likely represent preserved and deformed specimens of Synchaeta cecilia or other marine species of Synchaeta, thereby highlighting the importance of thorough morphological investigations of the habitus using live specimens and of features that are unaffected by preservation (e.g. the trophi). We therefore recommend that S. monopus be listed as a species inquirenda until topotypes are examined. Furthermore, in ecological studies including rotifers, where the examination of preserved material is often unavoidable, we stress that light-microscopical images of the habitus and trophi of the specimens minimally be included to facilitate independent verification of the species assignments.     

基于加权主成分分析和改进密度峰值聚类的协同训练算法

[目的]针对协同训练算法在视图分割时未考虑噪声影响和两视图分类器对无标记样本标注不一致问题,提出了基于加权主成分分析和改进密度峰值聚类的协同训练算法.[方法]首先引入加权主成分分析对数据进行预处理,通过寻求初始有标记样本中特征和类标记之间的依赖关系求得各特征加权系数,再对加权变换后的数据进行降维并提取高贡献度特征进行视...     

量子全加法器的修改和算法研究

通过与经典全加器的基本模型进行比较后,讨论了一个改进后的量子平面加法器的基本构型.对其原理、组件和算法进行了研究,比较了本加法器两个主要组件与一般量子加法器的不同.作为应用的例,设计了一个n比特量子全加法器的模型,对其具体运算过程和基本功能进行了说明.     

Optimal sampling frequency for volatility forecast models for the Indian stock markets

This paper evaluates the performance of conditional variance models using high‐frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated at two different frequencies is used as benchmark to evaluate the volatility forecasting ability of the conditional variance models (GARCH (1, 1)) at different sampling frequencies. From the analysis, it is found that sampling at 30 minutes gives the best forecast for daily volatility. The forecasting ability of these models is deteriorated, however, by the non‐normal property of mean adjusted returns, which is an assumption in conditional variance models. Nevertheless, the optimum frequency remained the same even in the case of different models (EGARCH and PARCH) and different error distribution (generalized error distribution, GED) where the error is reduced to a certain extent by incorporating the asymmetric effect on volatility. Our analysis also suggests that GARCH models with GED innovations or EGRACH and PARCH models would give better estimates of volatility with lower forecast error estimates. Copyright © 2008 John Wiley & Sons, Ltd.     

The x-phi(les): unusual insights into the nature of inquiry

Experimental philosophy is often regarded as a category mistake. Even those who reject that view typically see it as irrelevant to standard philosophical projects. We argue that neither of these claims can be sustained and illustrate our view with a sketch of the rich interconnections with philosophy of science.