Perceptual evaluation

Perceptual evaluation of the voice, commonly and erroneously termed psychoacoustic evaluation, is subjective and is based on comparisons with another voice or with the listener's previous impressions of the same voice. Although it is applied universally, it is terminologically confusing. To increase reliability, continuous training in listening for voice parameters is essential, and frequent tape recordings are needed to facilitate comparisons.     

A simple Markov chain structure for the evolution of credit ratings

We focus on continuous Markov chains as a model to describe the evolution of credit ratings. In this work it is checked whether a simple, tridiagonal type of generator provides a good approximation to a general one. Three different tridiagonal approximations are proposed and their performance is checked against two generators, corresponding to a volatile and a stable period, respectively. Copyright © 2007 John Wiley & Sons, Ltd.     

初授《高分子物理》课程的几点体会

作为初次参加《高分子物理》课程教学的教师,从听课、备课、上课、课后等方面进行了总结。只有做好这每个环节,并不断提高自身素质,才能逐渐成长为一名合格的专业教师。     

On a class of least-element complementarity problems

The present paper studies the linear complementarity problem of finding vectorsx andy inR ₊ ⁿ such thatc + Dx + y 0,b – x 0 andx ^T (c + Dx + y) = y ^T (b – x) = 0 whereD is aZ-matrix andb > 0. Complementarity problems of this nature arise, for example, from the minimization of certain quadratic functions subject to upper and lower bounds on the variables. Two least-element characterizations of solutions to the above linear complementarity problem are established first. Next, a new and direct method to solve this class of problems, which depends on the idea of least-element solution is presented. Finally, applications and computational experience with its implementation are discussed.Research partially supported by the National Science Foundation Grant MCS 71-03341 A04 and the Air Force Office of Scientific Research Contract F 44620 14 C 0079.     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

Dynamic rating of European football teams

^** Formerly Knorr-Held. Email: held{at}stat.uni-muenchen.de In this paper we apply and extend recently proposed methodsfor the dynamic analysis of pairwise comparison data to Europeanfootball teams. Our statistical model is based on the cumulativelogistic link model with time-changing parameters for the strengthof each team. We jointly analyse the results from the five topEuropean leagues from 1996 to 2001 and all international matchesbetween teams from these leagues. We introduce weights for internationalmatches and also allow for a different size of the home teamadvantage in the different leagues. We suggest that the resultsfrom such an analysis may be taken as an alternative to theUEFA coefficient, which is currently used to determine the numberof teams from each league to take part in the European footballcontests.     

多标准等级判别模型在信用评级中的应用研究

在对目前我国信用评级方法应用现状分析的基础上,提出改进的多标准等级判别模型.并将该模型应用于商业银行信用风险评估中.通过对银行五级分类贷款样本的实证研究,证实了该判别模型的有效性和先进性.     

Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

Yang and Qiu proposed and reframed an expected utility–entropy (EU-E) based decision model. Later on, a similar numerical representation for a risky choice was axiomatically developed by Luce et al. under the condition of segregation. Recently, we established a fund rating approach based on the EU-E decision model and Morningstar ratings. In this paper, we apply the approach to US mutual funds and construct portfolios using the best rating funds. Furthermore, we evaluate the performance of the fund ratings based on the EU-E decision model against Morningstar ratings by examining the performance of the three models in portfolio selection. The conclusions show that portfolios constructed using the ratings based on the EU-E models with moderate tradeoff coefficients perform better than those constructed using Morningstar. The conclusion is robust to different rebalancing intervals.     

滑坡防治工程安全性评价研究

滑坡灾害防治是一门综合性工程,防治工程的安全性取决于滑坡勘察、设计以及施工质量,本文就滑坡治理过程中各阶段易出现的问题予以实例说明,探讨滑坡防治工程中应注意的几个问题,对这些经验教训进行总结,同时强调监测在防治工程中的作用,其对于滑坡防治工程具有一定借鉴意义。     

医用有机化学教学经验谈

就医用有机化学教学中的绪论课讲授、教学过程设计、教学内容组织、前沿知识补充谈了点滴经验,希望对培养和提高学生的学习兴趣和科学思维能力有所帮助。