On assessing the relative performance of default predictions

We compare the accuracy of default predictions as, for instance, produced by professional rating agencies. We extend previous results on partial orderings to nonidentical sets of obligors and show that the calibration requirement virtually rules out the possibility of some partial orderings and that the partial ordering based on the ROC curve is most easily achieved in practice. As an example, we show for more than 5,000 firms rated by Moody's and S&P that these ratings cannot be ranked according to their grade distributions given default or nondefault, but that Moody's dominate S&P with respect to the ROC criterion and the Gini curve.     

中国信用风险缓释工具设计与定价实证研究

研究中国信用违约互换的交易流程、合约设计和定价问题,基于人民币信用衍生品市场,完善了Jarrow-Turnbull约化模型并配置参数,最后运用模型进行具体的实例计算.研究发现,同期限国债或央票利率作为定价的基准利率较为恰当,模型计算得出的理论价格与市场报价比较接近.进一步验证了定价方法的科学性和可行性,为我国市场上流通的信用产品的定价及合约现金流测算提供了理论依据.     

坏帐率测定和应用中存在的误差

对两种典型的坏帐率统计方法进行比较，发现传统的统计方法存在很大的误差，从而影响信用风险的测定精度。由于信用机构迟缓更新转移概率和个别较低信用质量企业的影响，坏帐率区间存在很大的重叠，且平均坏帐率显著高于中值坏帐率。解决问题的方法是基于期望坏帐频率（EDF）的非重叠区间来划分企业，指定这些区间对应债务等级的区间。     

唐诗缺省现象的认知透视和翻译策略

空白美是唐诗的一大特色,从认知的角度看,这些空白是诗人与读者共享的缺省信息,要明白空白的含义,需要激活读者脑海里的认知结构并调用默认值、隐含的脚本序列、隐含的目标域、隐含的次域或主域等认知成分填补空位。因为文化背景的差异,这些缺省往往成为阅读的障碍,译者应该根据语境,采用填补缺省空位和保留缺省空位的方法翻译,以保障诗人与译入语读者的跨文化交际的正常进行。     

An extended theory of global workspace of consciousness

Global Workspace theory and Global Neuronal Workspace hypothesis are frameworks about the mechanism of the consciousness, which argued that it is the global workspace that makes awareness. These two theories ignored an important fact that the content of consciousness is not only from the instant sensory input, but also from the inward mind representation. The existence of the default mode network of brain indicates that without the sensory input from instant environment, the brain can carry out organized activities which have intense relationship with inward information processing. This article combines the hypothesis of brain＇s default mode network and the classical Global Workspace theory, and put forward an extended theory about global workspace of consciousness.     

A new research on auto compatible default theory

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英汉动物习语的文化异同辨析及其翻译

文章以翻译中出现频率较高的动物习语为例证,从文化与语言的关系、动物习语的文化内涵以及动物习语的翻译策略三方面分析论证了动物习语比喻形象差异所反映的文化现象以及了解文化差异对准确翻译的重要性。     

文化图式差异及其翻译策略——以《红楼梦》两英译本为例

文化图式与文化密切相关。文化的不同必然导致文化图式的差异。文化图式差异包括文化图式缺省和文化图式冲突,这两者是文学作品的翻译中无法回避的问题。本文主要讨论了文化图式差异,并以《红楼梦》的两个英译本为例,归纳两个译本在处理文化图式缺省和文化图式冲突时所采取的策略。     

Mean mutual information ratio: a new method for ranking components of ICA

This paper aims to develop a more robust measure of independency called mean mutual information ratio and propose a new way for ranking components with this measure. In order to evaluate the advantage of mean mutual information ratio, independent component analysis has been performed on task-related and resting-state functional magnetic resonance imaging data. And then, mean mutual information ratio was compared to kurtosis in ranking components. The result demonstrated that mean mutual information ratio gives more accurate and robust measure of independency.     

对违约相关性计量模型的研究

对企业的违约相关性进行了说明，并介绍了违约相关性的两种传统分析方法，提出了一个改进的模型，对其结论作了详细分析。