Projecting average family size in rural India by the analytic hierarchy process

In this study, cultural, economic as well as certain crucial demographic factors are considered as the determinants for projecting the average family size in rural India. We use the Analytic Hierarchy Process to analyze influences of the factors which enter implicitly in a rural couple's decision‐making to determine the number of children they want to have as time goes by. We did not attempt to make distinctions among the regional differences in rural India. The outcome projected in our analysis compares favorably with the results of other demographic studies.     

Data envelopment analysis models of investment funds

This paper develops theory missing in the sizable literature that uses data envelopment analysis to construct return-risk ratios for investment funds. It explores the production possibility set of the investment funds to identify an appropriate form of returns to scale. It discusses what risk and return measures can justifiably be combined and how to deal with negative risks, and identifies suitable sets of measures. It identifies the problems of failing to deal with diversification and develops an iterative approximation procedure to deal with it. It identifies relationships between diversification, coherent measures of risk and stochastic dominance. It shows how the iterative procedure makes a practical difference using monthly returns of 30 hedge funds over the same time period. It discusses possible shortcomings of the procedure and offers directions for future research.     

政府奖励对报废汽车回收模式选择的作用机制研究——基于企业社会责任视角

随着我国报废汽车数量的增多,由其造成的交通隐患、环境污染和资源浪费已成为重要社会问题,而如何设计合理可行的回收模式成为解决问题的关键。以制造商主导为前提,提出了基于企业社会责任的报废汽车回收模型,构建了制造商回收、销售商回收和第三方回收模式下的回收流程和数学模型,通过实例对考虑和不考虑企业社会责任两种情况下的回收模型进行了分析,探讨了不同政府奖励下报废汽车回收模式的策略选择。通过研究发现:(1)不论是否考虑企业社会责任,随着政府奖励的增加,制造商最终都会选择由自己进行回收;(2)当考虑企业社会责任时,政府奖励和决策者经济责任偏好都会导致决策的改变,随着政府奖励和赋予经济责任权重的同步增加,制造商的决策由第三方企业回收模式或销售商回收模式变成了制造商回收模式,表明政府奖励和企业社会责任对报废汽车回收模式选择具有显著影响。     

The Economics of Social Stratification in Premodern Societies

We present a microeconomic model of social stratification, which includes an endogenous fertility component. In the model, egalitarian and stratified societies coexist. The latter are divided into 2 hereditary classes: a warrior elite and a productive class. The model entails that the extra cost warriors must incur to train and equip their children for war determines the relative sizes of both classes and the degree of economic inequality. Higher costs of warrior children imply a greater economic advantage for warriors and a smaller ratio of warriors to producers. These results are consistent with the historical evidence. Finally, we explore conditions under which the social contributions of the warrior elite could discourage a revolution.     

Order-Stability in Complex Biological,Social, and AI-Systems from Quantum Information Theory

This paper is our attempt, on the basis of physical theory, to bring more clarification on the question “What is life?” formulated in the well-known book of Schrödinger in 1944. According to Schrödinger, the main distinguishing feature of a biosystem’s functioning is the ability to preserve its order structure or, in mathematical terms, to prevent increasing of entropy. However, Schrödinger’s analysis shows that the classical theory is not able to adequately describe the order-stability in a biosystem. Schrödinger also appealed to the ambiguous notion of negative entropy. We apply quantum theory. As is well-known, behaviour of the quantum von Neumann entropy crucially differs from behaviour of classical entropy. We consider a complex biosystem S composed of many subsystems, say proteins, cells, or neural networks in the brain, that is, S=(Si). We study the following problem: whether the compound system S can maintain “global order” in the situation of an increase of local disorder and if S can preserve the low entropy while other Si increase their entropies (may be essentially). We show that the entropy of a system as a whole can be constant, while the entropies of its parts rising. For classical systems, this is impossible, because the entropy of S cannot be less than the entropy of its subsystem Si. And if a subsystems’s entropy increases, then a system’s entropy should also increase, by at least the same amount. However, within the quantum information theory, the answer is positive. The significant role is played by the entanglement of a subsystems’ states. In the absence of entanglement, the increasing of local disorder implies an increasing disorder in the compound system S (as in the classical regime). In this note, we proceed within a quantum-like approach to mathematical modeling of information processing by biosystems—respecting the quantum laws need not be based on genuine quantum physical processes in biosystems. Recently, such modeling found numerous applications in molecular biology, genetics, evolution theory, cognition, psychology and decision making. The quantum-like model of order stability can be applied not only in biology, but also in social science and artificial intelligence.     

Asset portfolio securitizations and cyclicality of regulatory capital

This paper analyzes the level and cyclicality of regulatory bank capital for asset portfolio securitizations in relation to the cyclicality of capital requirements for the underlying loan portfolio as under Basel II/III. We find that the cyclicality of capital requirements is higher for (i) asset portfolio securitizations relative to primary loan portfolios, (ii) Ratings Based Approach (RBA) relative to the Supervisory Formula Approach, (iii) given the RBA for a point-in-time rating methodology relative to a rate-and-forget rating methodology, and (iv) under the passive reinvestment rule relative to alternative rules. Capital requirements of the individual tranches reveal that the volatility of aggregated capital charges for the securitized portfolio is triggered by the most senior tranches. This is due to the fact that senior tranches are more sensitive to the macroeconomy. An empirical analysis provides evidence that current credit ratings are time-constant and that economic losses for securitizations have exceeded the required capital in the recent financial crisis.     

Handling of Environmental and Biological Samples via Pre-Column Technologies

Abstract

Sample handling is still a weak point in chromatography and in analytical chemisty in general. One consideration is the automation potential of new procedures. Solid-liquid extraction techniques in combination with pre-column technology are particularly promising in this regards. The construction and geometry of pre-columns both for conventional and narrow-bore HPLC are of major importance, since band broadening should be kept at a minimum for an optimal functioning of the analytical system. The various operations that can be carried out with such a pre-column are trace-enrichment, clean-up of the sample which depends on the type of adsorbents used in the precolumn, i.e., polar or apolar materials, ion exchangers or metal covered surfaces, etc., protection of the analytical column, field sampling and storage of samples and as a substrate for on-column chemical derivatizations. These various operations are demonstrated with practical examples from the fields of environmental and biological analysis. The selectivity can be further enhanced by coupling precolumn technology with selective detection modes such as diode array UV, electrochemical or fluorescence detection. This enables the construction of optimal and integrated analysis sytems which are fully automated and microprocessor controlled. They can also be made compatible with miniaturized LC-technology.     

条件风险下的两基金分离定理

鉴于条件风险价值CVaR具有风险度量的合理性以及两基金分离定理对证券投资的重要意义,以CVaR作为风险度量研究两基金分离定理.在组合收益率服从正态分布的假设下,分别就投资组合含有或没有无风险资产的情形提出并证明了两基金分离定理;放开方差-协方差矩阵为非奇异这一通常假设,证明了CVaR风险度量下的两基金分离定理依然成立.     

Ideological Complex Systems: Mathematical Theory

The goal of this article is to build an abstract mathematical theory rather than a computational one of the process of transmission of ideology. The basis of much of the argument is Patten's Environment Theory that characterizes a system with its double environment (input or stimulus and output or response) and the existing interactions among them. Ideological processes are semiotic processes, and if in Patten's theory, the two environments are physical, in this theory ideological processes are physical and semiotic, as are stimulus and response. © 2014 Wiley Periodicals, Inc. Complexity 21: 47–65, 2015     

基于社会性科学议题的化学微项目学习*——以“物质的性质与转化”单元复习为例

在化学课堂中开展社会性科学议题的教学能够发展学生的社会参与意识,结合微项目学习模式,从课堂教学角度出发,构建选定项目、启动项目、实施项目、交流成果等4个教学流程,确立实施教学的核心问题,设计了鲁科版高一化学“物质的性质与转化单元复习课”,进行了基于社会性科学议题的化学微项目学习的实践教学,结合实践的基本情况提出4点反思。