A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

Observing that a sequence of negative logarithms of 1‐year survival probabilities displays a linear relationship with the sequence of corresponding terms with a time lag of a certain number of years, we propose a simple linear regression to model and forecast mortality rates. Our model assuming the linearity between two mortality sequences with a time lag each other does not need to formulate the time trends of mortality rates across ages for mortality prediction. Moreover, the parameters of our model for a given age depend on the mortality rates for that age only. Therefore, whether the span of the study ages with the age included is widened or shortened will not affect the results of mortality fitting and forecasting for that age. In the empirical testing, the regression results using the mortality data for the UK, USA and Japan show a satisfactory goodness of fit, which convinces us of the appropriateness of the linear assumption. Empirical illustrations further show that our model's performances of fitting and forecasting mortality rates are quite satisfactory compared with the existing well‐known mortality models. Copyright © 2015 John Wiley & Sons, Ltd.     

高等职业教育产教融合政策工具 分类及优化路径--基于2010—2019年国家政策文本的量化分析

产教融合是现代职业教育体系构建的重要内容,政府应采取有效的政策工具加以推进。基于政策工具分类视角,将我国国家层面颁布的高等职业教育产教融合政策划分为供给面、需求面和环境面3类政策工具。通过对2010—2019年69份313条政策文本的量化分析,可视化展示3类政策工具占比情况。结果显示:供给面政策工具占据主导地位,需求面政策工具功能彰显,环境面政策工具作用稳定,但也存在供给面政策工具投入长、压力大,需求面政策工具引导多、示范少,环境面政策工具执行力不足、落地难等问题。“十四五”时期,需要以精准改革为核心完善供给面政策工具,借助其示范性引领作用促进产教双方深度融合,打破组织性壁垒,加大环境面政策执行力度。     

从智慧城市到智慧区域——新的城市与区域发展模式

 信息技术的快速发展不仅推动了中微观层面上智慧城市的发展建设，在宏观概念上更是未来区域协调高效合作的核心驱动力。中国的智慧城市建设已经体现出由点到面、连片发展的态势，智慧区域建设是必然趋势。对国外智慧区域分析表明智慧区域建设的经验是：重视信息通信技术、注重创新、高效合作、人才培养等。建议国内智慧区域建设重视区域的范围多维化、合作效率高效化、教育与创新积极化、市民参与的多元化等。     

论专门用途英语与体育英语教学的融合——以福建体育职业技术学院为例

专门用途英语（ESP）教学理念对体育英语教学有现实指导意义,二者之间存在逻辑关联。以福建体育职业技术学院调查为例,指出我国高职院校体育英语教学现状不容乐观。针对问题,从教学目标、教学素材、教学关系、教学平台以及教学评价等维度,提出强化专门用途英语与体育英语教学融合的若干建议。     

能力本位 理实一体 探索维修电工教学效果新突破

在明确课程目标的前提下,阐述了在课程教学中如何体现能力本位、如何通过采取理实一体化的教学方法,来实现维修电工课程在培养学生技能、素质、心理等方面的新突破。     

Forecasting High‐Frequency Risk Measures

This article proposes intraday high‐frequency risk (HFR) measures for market risk in the case of irregularly spaced high‐frequency data. In this context, we distinguish three concepts of value‐at‐risk (VaR): the total VaR, the marginal (or per‐time‐unit) VaR and the instantaneous VaR. Since the market risk is obviously related to the duration between two consecutive trades, these measures are completed with a duration risk measure, i.e. the time‐at‐risk (TaR). We propose a forecasting procedure for VaR and TaR for each trade or other market microstructure event. Subsequently, we perform a backtesting procedure specifically designed to assess the validity of the VaR and TaR forecasts on irregularly spaced data. The performance of the HFR measure is illustrated in an empirical application for two stocks (Bank of America and Microsoft) and an exchange‐traded fund based on Standard & Poor's 500 index. We show that the intraday HFR forecasts capture accurately the volatility and duration dynamics for these three assets. Copyright © 2015 John Wiley & Sons, Ltd.     

金融一体化与全要素生产率:机制及经验证据

众多文献对金融一体化的经济增长效应进行了分析,但鲜有文献研究金融一体化通过何种中间渠道对经济增长产生作用.拓展的纳尔逊-菲尔普斯(Nelson-Phelps)模型研究显示,金融一体化的技术外溢效应依赖于特定国家的发展水平.基于1975-2010年80国面板数据模型的实证结果表明,金融一体化对全要素生产率的影响随不同类型国家而表现不一.具体表现为金融一体化对发达国家的全要素生产率具有不确定性,而对于新兴和发展中国家有显著的促进作用,且主要通过FDI和债务资本来实现.上述结论对于不同国家的金融一体化政策安排具有重要的政策内涵.     

谈图书馆的数字资源整合

论述了数字资源整合的概念、意义,分析了数字资源整合中存在的问题,提出了若干有关数字资源整合的建议.     

对“机电一体化”发展的研究

随着科技的高速发展,机电一体化的发展是必然的结果。下面,对国内外机电一体化的现状和发展作一下分析。     

Dynamic density forecasts for multivariate asset returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time‐varying) non‐central co‐moments of assets. We estimate the coefficients of the polynomial via the method of moments for a carefully selected set of co‐moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the ‘negative tail’ of the joint distribution. Copyright © 2010 John Wiley & Sons, Ltd.