Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.     

坚持用好作风选人加强干部队伍建设

从几方面阐述了在干部选拔中,应坚持用好的作风选作风好的人,切实推进干部制度建设.     

高校年轻干部培养选拔和教育的几点思考

培养和选拔德才兼备的年轻干部是高校改革和发展的重要保证。做好这项工作，必须转变观念，严格把握基本素质要求，健全用人机制，加强教育管理。     

Subset threshold autoregression

We develop in this paper an efficient way to select the best subset threshold autoregressive model. The proposed method uses a stochastic search idea. Differing from most conventional approaches, our method does not require us to fix the delay or the threshold parameters in advance. By adopting the Markov chain Monte Carlo techniques, we can identify the best subset model from a very large of number of possible models, and at the same time estimate the unknown parameters. A simulation experiment shows that the method is very effective. In its application to the US unemployment rate, the stochastic search method successfully selects lag one as the time delay and five best models from more than 4000 choices. Copyright © 2003 John Wiley & Sons, Ltd.     

Quantitative genetic models of sexual selection

Summary Quantitative genetic models of sexual selection have disporven some of the central tenets of both the handicap mechanism and the sexy son hypothesis. These results suggest that the good genes approach to sexual selection may generally lead to erroneous results.Runaway sexual selection seems possible under a wide variety of circumstances. Quantittive genetic models have revealed runaway processes for sexually selected attributes expressed in both sexes and for attributes of parental care. Furthermore, the runaway could occur simultaneously in a series of populations that straddle an environmental gradient. While the models support the feasibility of runaway processes, empirical studies are needed to evaluate whether runaways actually happen. Estimates of critical genetic parameters are particularly needed, as well as measures of natural and sexual selection acting on the same population.The models also show that sexual selection has tremendous potential to produce population differentiation, particularly in epigamic traits. Differentiation is promoted by indeterminancy of evolutionary outcome, transient differences among populations during the final slow approach to equilibrium, sampling drift among equilibrium populations, and the tendency of sexual selection to amplify geographic variation arising from spatial differences in natural selection. Recent work with two- and three-locus models of sexual selection has produced results that parallel the results of the polygenic models^36–38,58. Thus the feature of indeterminate equilibria (outcome dependent on initial conditions) is common to both types of model.     

关于知识经济时代我国对外贸易战略选择的思考

从有形商品贸易战略、服务贸易战略、对外贸易人才战略及贸易保护手段的选择战略4个方面对知识经济时代我国对外贸易战略的选择问题进行了论述。     

高校后勤社会化的必要性和模式选择

从4个方面论述了市场经济条件下高校后勤社会化的必要性和紧迫性，提出了实现后勤社会化可供选择的5种模式，包括校园内部功能分区模式，后勤服务迁出校园模式，“大学城”模式，社会化服务模式及德国模式，并对这几种模式做了简要评价。     

三峡库区移民"安稳治富"的保险支持

三峡工程成败的关键在移民,移民的“安稳治富”已成为困扰我国党和政府的一大难题。为解决好这个世界难题,作为社会稳定器的保险业应充分发挥社会管理功能,积极开发移民保险,为政府分忧,为移民解愁,帮助移民早日实现安居乐业。移民保险的开发只要真正基于移民的保险需求,模式恰当,能实现政府、保险业和移民三赢。     

基于VSM的中文文本分类系统的设计与实现

文本分类是指在给定分类体系下,根据文本的内容自动确定文本类别的过程。该文阐述了一个基于向量空间模型的中文文本分类系统的设计和实现。对文本分类系统的系统结构、预处理、特征提取、训练算法、分类算法等进行了详细介绍。引入标题权重系数改进词语权重,并提出了一种新的分类算法。实验测试结果表明查全率和准确率均达到90%左右,而且标题权重的引入和新分类算法的实施有效地改善了分类性能。     

基于注入法的配电网接地故障检测方法

外加诊断信号法检测中低压配电网单相接地故障是一种行之有效的故障选线和定位方法。本文分析了外加诊断信号检测中低压配电网单相接地故障的基本原理，对外加诊断信号源的技术要求及其加入故障系统的方法作了探讨，介绍了诊断信号的探测方法，从受过渡电阻和分布电容的影响方面分析了外加信号法的性能。