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.     

超深溜井爆破一次成井技术实践

为解决溜井掘进效率低、安全性差等问题，以柿竹园多金属矿掘进出矿溜井为例，提出了爆破一次成井技术，根据矿山具体爆破条件，设计了布孔参数、装药结构和起爆顺序等。实践表明，爆破一次成井技术施工天井效果良好，溜井贯穿上下2个分段，与设计相符，相较于普通法施工天井，节约成本30.7%，节约时间58.3%，经济效益显著，施工周期短，且安全性好，值得在其他类似矿山推广应用。     

Mining fleet management systems: a review of models and algorithms

The objective of this paper is to review and document the mine fleet management systems’ models and algorithms. The purpose is to understand the algorithms behind the fleet management systems and the proposed academic solutions in this area to identify any gaps in the current literature and to open up opportunities to establish research questions that need to be addressed in an integrated simulation and optimisation operational planning research framework. In this paper, we review industrial fleet management systems and the main academic algorithms behind such systems. The fleet management systems are divided into three subsequently related problems to review: shortest path, production optimisation and real-time dispatching. Finally, the limitations of current algorithms for fleet management systems are documented in terms of mining practice feasibility and optimality of the solution on large-scale problems. The results of this literature review enable us to evaluate the logical links between major components of an integrated simulation and optimisation operational planning framework with current theory of fleet management systems.     

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。     

一类两性分枝过程条件均值增长率的极限性质

本文主要研究随机环境中配对依赖人口数两性 Galton-Watson 分枝过程的条件均值增长率的极限性质．利用上可加函数的性质，得到配对单元平均增长率的极限性质和该过程条件均值的上界和下界．文中给出了关于过程条件均值增长率的两个序列，利用配对单元平均增长率的性质，获得了这两个序列的极限性质．随机环境中配对依赖人口数两性分枝过程比较复杂，本文的结论推广了现有的研究成果．     

主/次显示器视距设计对头部关节舒适度的影响

以视平线可与显示器中心重合为准,分别探讨显示器中心在视平线上方、下方时不同视距对头部关节舒适度的影响. 实验自变量为视距(眼睛与显示器中心的水平距离),因变量为头部关节舒适度. 实验结果显示:1)显示器中心在人视平线上方时,头部舒适性状态始终处于不舒适状态,此时视距与人的头部舒适性关系成正比,即视距越大,头部舒适性越好;2)显示器中心在人视平线下方时,头部关节舒适状态始终处于正常范围,舒适性程度随视距增大而减小.     

土壤中石油污染物的脱附过程

文章中主要采用有机溶剂萃取法（OSE）对高浓度石油污染土壤进行修复，经过精馏操作，有效回收原油，建立脱附等温曲线，研究了石油污染物在土壤-有机溶剂两相间的迁移规律。     

二滩拱坝初次蓄水的变位监测反分析

简要介绍了在二滩拱坝1998年5月初次蓄水期,通过拱坝垂线和监测网系统,用统计模型和确定性模型理论分析方法,建立了施加于坝体各作用量与坝体受作用后的效应量(变位)间的数学关系;并根据预先计算分析成果,提出了在初次蓄水运行中拱坝变位的参考预报值,实时对二滩拱坝实际工作状态作出安全评判。     

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)     

Does decision quality (always) increase with the size of information samples? Some vicissitudes in applying the law of large numbers.

Adaptive decision making requires that contingencies between decision options and their relative assets be assessed accurately and quickly. The present research addresses the challenging notion that contingencies may be more visible from small than from large samples of observations. An algorithmic account for such a seemingly paradoxical effect is offered within a satisficing-choice framework. Accordingly, a choice is only made when the sample contingency describing the relative evaluation of the 2 options exceeds a critical threshold. Small samples, because of the high dispersion of their sampling distribution, facilitate above-threshold contingencies. Across a broad range of parameters, the resulting small-sample advantage in terms of hits is stronger than their disadvantage in false alarms. Computer simulations and experiments support the model predictions. The relative advantage of small samples is most apparent when information loss is low, when the threshold is high relative to the ecological contingency, and when the sampling process is self-truncated. (PsycINFO Database Record (c) 2010 APA, all rights reserved)