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.     

Tuning effect of silicon substitution on magnetic and high frequency electromagnetic properties of R2Fe17 and their composites

In this work, we report the tuning effect of the Si substitution on the magnetic and high frequency electromagnetic properties of R₂Fe₁₇ compounds and their paraffin composites. It is found that the introduction of Si can remarkably improve the magnetic and electromagnetic properties of the R₂Fe₁₇ compounds, making the R₂Fe_17–xSi_x-paraffin composites excellent microwave absorption materials (MAMs). By introducing the Si element, their saturation magnetizations decrease slightly, while much higher Curie temperatures are obtained. Furthermore, better impedance match is reached due to the decrease of the high-frequency permittivity ε′ by about 40%–50%, which finally enhances the performance of the microwave absorption. The peak frequency (f_RL) of the reflection loss (RL) curve moves toward high frequency domain and the qualified bandwidth (QB, RL ≤ ?10 dB) increases remarkably. The maximum QB of 3.3 GHz (12.0–15.3 GHz) is obtained for the Sm_1.5Y_0.5Fe₁₅Si₂-paraffin composite (d = 1.0 mm) and the maximum RL of ?53.6 dB is achieved for Nd₂Fe₁₅Si₂-paraffin composite (d = 2.2 mm), both surpassing most of the reported MAMs. Additionally, a distinguished dielectric microwave absorption peak is observed, which further increases the QB in these composites.     

卤水井测试工艺研究

卤水井测试的最大技术难题是井筒结晶堵塞问题。为解决这个问题,以四川邛崃平落坝构造高浓度卤水井测试为例,从卤水组分、温度、流速及管材等方面,分析卤水井开采测试中结晶产生的影响因素;从卤水的化学性质出发,探讨工具防腐技术;结合现场应用效果,进一步优化管柱结构。     

Mixed coordination mechanisms for scheduling games on hierarchical machines

In this paper, we study scheduling games under mixed coordination mechanisms on hierarchical machines. The two scheduling policies involved are ‐ and ‐, where ‐ (resp., ‐) policy sequences jobs in nondecreasing order of their hierarchies, and jobs of the same hierarchy in nonincreasing (resp., nondecreasing) order of their processing times. We first show the existence of a Nash equilibrium. Then we present the price of anarchy and the price of stability for the games with social costs of minimizing the makespan and maximizing the minimum machine load. All the bounds given in this paper are tight.     

Crosslinked quaternized poly(arylene ether sulfone) copolymer membrane applied in an electric double-layer capacitor for high energy density

The low energy density of supercapacitors, especially supercapacitors based on aqueous electrolytes, is the main factor limiting their application, and the energy density is closely related to the operating potential window of the supercapacitor. The polymer electrolyte is the main contributor to the safe operation and good ion conductivity of the supercapacitor. In this study, a crosslinked quaternized poly(arylene ether sulfone) (PAES) membrane was prepared via crosslinking during membrane formation with a thermal-only treatment and applied in an electric double-layer capacitor (EDLC). The pre-prepared PAES membrane formed a polymer electrolyte with 1 mol/L Li₂SO₄ and was then fabricated into an EDLC single cell. The properties of both the membrane and ELDC were investigated. The preferred cPAES-N-0.2 polymer electrolyte showed an ionic conductivity of 1.18 mS/cm. The optimized EDLC exhibited a single-electrode gravimetric capacitance of 104.92 F/g at a current density of 1.0 A/g and a high operating potential window (1.5 V); it, thereby, achieved a high energy density of 8.20 W h/kg. The EDLC also exhibited excellent cycling properties over 3000 charge–discharge cycles. The crosslinked structures promoted the tensile strength and thermal stability of the PAES membranes; this was accompanied by a slight decrease in the ionic conductivity. © 2019 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2019 , 136, 47759.     

Coexistence of three ferroelectric phases and enhanced piezoelectric properties in BaTiO3–CaHfO3 lead-free ceramics

Perovskite ferroelectrics possess the fascinating piezoelectric properties near a morphotropic phase boundary, attributing to a low energy barrier that the results in structural instability and easy polarization rotation. In this work, a new lead-free system of (1-x)BaTiO₃-xCaHfO₃ was designed, and characterized by a coexistence of ferroelectric rhombohedral-orthorhombic-tetragonal (R-O-T) phases. With the increase amount of CaHfO₃ (x), a stable coexistence region of three ferroelectric phases (R-O-T) exists at 0.06 ≤ x ≤ 0.08. Both large piezoelectric coefficient (d₃₃～400 pC/N), inverse piezoelectric coefficient (d₃₃^*～547 pm/V) and planar electromechanical coupling factor (k_p～58.2%) can be achieved for the composition with x = 0.08 near the coexistence of three ferroelectric phases. Our results show that the materials with the composition located at a region where the three ferroelectric R-O-T phases coexist would have the lowest energy barrier and thus greatly promote the polarization rotation, resulting in a strong piezoelectric response.     

Inducing sustained oscillations in feedback-linearizable single-input nonlinear systems

The present paper concerns the induction of stable sustained oscillation in feedback-linearizable single-input affine nonlinear dynamical systems via continuous-time state feedback control. The proposed application-oriented control approach is based on the conception of a state feedback controller that ensures the tracking of a limit cycle characterized in terms of the feedback-linearized system. Boundedness and convergence of the closed-loop trajectories are established following the Lyapunov theoretical framework and applying LaSalle׳s stability principle. The proposed approach is demonstrated with computer-simulated control experiments, showing that it ensures the convergence of the state trajectories of the controlled system to a designed limit cycle and that the methodology can, in principle, be applied to any single input feedback linearizable system.     

一种军棋机器博弈的多棋子协同博弈方法

针对在军棋博弈不完全信息对弈中，面对棋子不同价值、不同位置、不同搭配所产生的不同棋力，传统的单子意图搜索算法，不能满足棋子之间的协同性与沟通性，同时也缺乏对敌方的引诱与欺骗等高级对抗能力。本文提出一种结合UCT搜索策略的高价值棋子博弈方法，实现高价值棋子协同博弈的策略。实战经验表明:高价值多棋子军棋协同博弈策略优于单棋子军棋博弈策略。     

Research on Circular Area Search algorithm of multi-robot service based on SOA cloud platform

Considering autonomous mobile robots with a variety of specific functions as a kind of service, when there are many types and quantities of services and the density of regional services is large, proposing an algorithm of Circular Area Search (CAS) because of the problem of multi-robot service scheduling in various areas. Firstly, Django is used as the web framework to build the Service-Oriented Architecture (SOA) multi-robot service cloud platform, which is the basic platform for multi-service combination. Then, the service type, the latitude and longitude and the scoring parameters of the service are selected as the service search metrics to design the CAS algorithm that based on the existing service information registered in MySQL and the Gaode Map for screening optimal service, and then providing the service applicant with the best service. Finally, the service applicant applies for the self-driving tour service as an example to perform performance simulation test on the proposed CAS algorithm. The results show that the CAS algorithm of the multi-robot service cloud platform proposed in this paper is practical compared to the global search. And compared with the Greedy Algorithm experiment, the service search time is reduced about 58% compared with the Greedy Algorithm, which verifies the efficiency of CAS algorithm.     

Owner’s Risk Allocation and Contractor’s Role Behavior in a Project: A Parallel-mediation Model

Risk allocation decisions are of critical importance in project management. The present study proposes an explanation for how risk allocation in a contract motivates a contractor to cooperate with a project owner. Theories of risk allocation and trust were used to motivate the research. Using a survey methodology, we collected data concerning 124 construction projects in China. We found that risk allocation influenced the contractor’s role behavior through the contractor’s feeling of being trusted but not the contractor’s trust in the owner. Feeling of being trusted partially mediated the effect of risk allocation on the contractor’s in-role (i.e., contractual) behavior and fully mediated the effect on extra-role behavior. The study introduces a social and psychological view of the impacts of risk allocation to the project and engineering management literature. We contribute to theory by arguing and demonstrating the mediating effect of trust on the relationship between risk allocation and contractor behavior. From a practical standpoint, we conclude that contractual risk allocation has a significant impact on building a trusting relationship between owners and contractors and that contractors who feel trusted perform both contractually mandated actions and actions external to the contract more diligently, resulting in the likelihood of improved outcomes for both parties.