Detection of correlation characteristics between financial time series based on multi-resolution analysis

Interactions between financial time series are complex and changeable in both time and frequency domains. To reveal the evolution characteristics of the time-varying relations between bivariate time series from a multi-resolution perspective, this study introduces an approach combining wavelet analysis and complex networks. In addition, to reduce the influence the phase lag between the time series has on the correlations, we propose dynamic time-warping (DTW) correlation coefficients to reflect the correlation degree between bivariate time series. Unlike previous studies that symbolized the time series only based on the correlation strength, the second-level symbol is set according to the correlation length during the coarse-graining process. This study presents a novel method to analyze bivariate time series and provides more information for investors and decision makers when investing in the stock market. We choose the closing prices of two stocks in China’s market as the sample and explore the evolutionary behavior of correlation modes from different resolutions. Furthermore, we perform experiments to discover the critical correlation modes between the bull market and the bear market on the high-resolution scale, the clustering effect during the financial crisis on the middle-resolution scale, and the potential pseudo period on the low-resolution scale. The experimental results exactly match reality, which provides powerful evidence to prove that our method is effective in financial time series analysis.     

基于聚类的数据加权优化在犯罪预测中的应用

近年来，我国传统暴力犯罪与成年人犯罪呈下降态势，但是，犯罪案由层出不穷。为有效提升公安实践工作中犯罪预测能力，打击各类违法犯罪事件,本文针对犯罪数据，提出一种新型犯罪预测模型。利用密度聚类分析方法将犯罪数据分类，然后进行数据降维提取关键属性生成特征数据，继而对特征数据进行加权优化并采用机器学习的方式对特征数据进行学习，从而预测犯罪案由。实验结果表明，与传统方法相比，本文方法具有更好的预测效果，为公安实践工作中类似案件的侦破和预防，提供新的路径支撑。     

某轻型载货车储气罐支架振动断裂分析与优化

为了有效解决某轻型载货车储气罐支架的断裂故障,首先基于建立的储气罐支架有限元模型进行振动特性分析,分析结果表明其前三阶固有频率接均处于发动机激励频率范围之外,不会产生共振。其次测试各种道路的时域载荷,测试结果表明其中角度搓板路的激励频率与储气罐支架第一阶固有频率相接近,从而引起共振,不满足振动特性要求。然后对其进行振动强度分析,分析结果表明其应力水平不达标,其最大应力点与开裂处一致。再对其进行振动疲劳寿命预测分析,分析结果表明其疲劳寿命也不达标,其危险点也与失效位置相同。再采用集成平台对储气罐支架的结构进行优化设计,优化之后其模态频率、振动强度和振动疲劳均符合性能要求,并且其重量也有所减轻,总体优化效果较佳。最后整车试验结果表明优化之后储气罐支架的振动大幅度降低,并且没有发生失效。     

便携式飞行时间质谱仪的研制及其在石化污水系统挥发性有机物监测中的应用

近年来，国内的大气污染问题越来越严重，挥发性有机物（VOCs）的排放是其中一个重要原因。VOCs是臭氧和气溶胶的前驱物之一，在大气化学反应过程中扮演着极其重要的角色。本实验自行研制了一台基于真空紫外（VUV）灯的高分辨光电离飞行时间质谱仪（TOF MS），建立了一种新的VOCs稀释采样方法，并将其应用于石化行业污水处理系统VOCs的采样与分析。结果表明：隔油系统的3个池子基本没有测到高浓度的挥发性有机物，其中溶气气浮甲苯物质的质量浓度最高，为50.41 mg/L，其余组分的质量浓度大多数在0.1~1.0 mg/L之间；1#加氢和2#加氢隔油池有着类似的组分浓度，以1#加氢隔油池为例，二甲苯物质的质量浓度为10.60 mg/L，乙苯为52.33 mg/L，苯为59.80 mg/L；由于罐区隔油池没有加盖，处于露天状态，挥发性有机物气体容易向大气中扩散，并没有检测出较高浓度组分。可以看出，新式采样方法可有效地稀释定量样品，操作简便，减少了样品因闪蒸过程造成的VOCs损失，检出物质更丰富；同时，使用自行研制的TOF MS仪器能够快速检测不同装置污水处理系统的VOCs种类，将该仪器用于实际样品检测，发现化工企业大多数密闭的池子都含有苯系物、醚类等，但不同工艺的污水处理系统VOCs存在明显差异。该质谱仪适用于石化企业污水系统VOCs监测。     

Word length and lexical activation: Longer is better.

Many models of spoken word recognition posit the existence of lexical and sublexical representations, with excitatory and inhibitory mechanisms used to affect the activation levels of such representations. Bottom-up evidence provides excitatory input, and inhibition from phonetically similar representations leads to lexical competition. In such a system, long words should produce stronger lexical activation than short words, for 2 reasons: Long words provide more bottom-up evidence than short words, and short words are subject to greater inhibition due to the existence of more similar words. Four experiments provide evidence for this view. In addition, reaction-time-based partitioning of the data shows that long words generate greater activation that is available both earlier and for a longer time than is the case for short words. As a result, lexical influences on phoneme identification are extremely robust for long words but are quite fragile and condition-dependent for short words. Models of word recognition must consider words of all lengths to capture the true dynamics of lexical activation. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

浅议我国上市公司内部控制环境优化

控制环境是内部控制框架的基础,由于我国目前上市公司内部控制体系建设尚处于初级阶段,决定了其内部控制环境呈现出固有弊端.分析了我国上市公司在控制环境方面存在的缺陷,并提出了相应的优化措施,以期能对内部控制环境的完善起到一定的作用.     

基于承包商预期收益不变的不平衡报价模型

在招标实践中,通常采用最低价中标原则,使得投标人不得不压低其投标价格。基于承包商预期收益不变的不平衡报价模型,是在“工程量清单报价”的条件下,考虑到施工中工程量的变化及施工顺序的影响,体现了资金的时间价值,在保持承包商预期收益不变的前提下,通过调整各分项工程的单价,来降低工程报价,以增加中标机会而建立的。所建立的模型简单,易于操作,并配以具体的工程实例,通过计算机求得其最优解,可供承包商投标报价时参考。