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.     

Adaptive fuzzy control for nontriangular form systems with time-varying full-state constraints

This article investigates an adaptive fuzzy tracking control problem for a class of nontriangular form systems with asymmetric time-varying full state constraints. Unknown functions are approximated by the fuzzy logic systems. A domination approach is employed to tackle the nontriangular form structure. Time-varying asymmetric barrier Lyapunov functions (ABLFs) are adopted to ensure full-state constraints satisfaction. Based on the backstepping technique and time-varying ABLFs, an adaptive controller is proposed and guarantees that all the signals in the closed-loop system are ultimately bounded and the time-varying full state constraints are met. Simulation examples are presented to further demonstrate the effectiveness of the proposed approach.     

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)     

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。     

异构分层无线网络中基于逗留时间的动态流量均衡算法研究

为使异构分层无线网络能服务更多的移动用户,提出了一种基于逗留时间的动态流量均衡算法.该算法首先根据用户移动模型计算其在小区内的逗留时间,然后基于小区呼叫到达率和重叠覆盖小区的流量状态来确定一个周期内呼叫转移的数量,最后依据逗留时间门限值将重负载小区中满足条件的呼叫转移到轻负载的重叠覆盖小区中.为降低切换呼叫掉线率,还对异构网间的呼叫切换策略做了改进.仿真实验结果表明,本算法在新呼叫阻塞率和切换呼叫掉线率等性能指标上比传统方法有显著的提高.     

A note on the value function for constrained control problems

We consider the Mayer optimal control problem with dynamics given by a nonconvex differential inclusion, whose trajectories are constrained to a given set and we obtain a relation between the costate function that appears in the maximum principle and the value function. This relation extends the known conditions existing in the literature for unconstrained problems to those for problems under state constraints.     

针对不同地质目标的叠前时间偏移成像解释评价

随着计算机硬件和地震勘探成像技术的发展，叠前时间偏移正逐步替代常规的NMO加DMO加叠后时间偏移成为地震数据成像处理方法的主流。但对于不同的地质目标，叠前时间偏移的成像效果是否优于常规NMO加DMO加叠后时间偏移的成像效果呢？为此，从地震数据成像处理方法、处理流程和处理参数等方面进行了讨论，并基于某地区三维数据常规处理结果和叠前时间偏移处理结果，针对不同地质目标进行了剖析与评价。认为：叠前时间偏移成像的垂向分辨率较常规处理明显降低，但对于空间波阻抗变化明显的河流和断层，叠前时间偏移成像的空间分辨率要高于常规处理；对于小于1／4波长的叠置薄储层，叠前时间偏移成像的垂向和空间分辨率低于常规处理结果。     

基于对比折射法的三维静校正技术及其应用

在地形起伏剧烈、速度和厚度横向变化大的地区，折射静校正技术的应用受到诸多限制，主要表现在不能准确地识别和拾取来自于地下连续地质界面的折射波，使得精确求取的长波长静校正量困难。为此，提出了一种基于对比折射法的三维静校正技术。介绍了这种静校正技术的方法原理和特点，基于对比折射法的折射波至拾取实质上是一个折射层的对比分析解释过程，因此能准确地拾取折射波至，精确地求解低速带的绝对延迟时；然后利用延迟时和近地表速度模型（等效，时深，空变）反演表层模型，最终一次性完成基准面静校正（包含低速带校正和高程校正）。在黄土塬、沙漠以及沙漠和山地的接合部等地区，利用基于对比折射法的三维静校正技术进行静校正处理，使资料的品质得到了明显改善，反射同相轴连续性好，信噪比和分辨率高，构造形态清晰可靠，提高了勘探精度。     

Adsp-21060的主机接口在实时图像处理中的应用

简要介绍了数字信号处理器Adsp 2 10 6 0和大规模可编程逻辑器件EP1K5 0。详细讨论了Adsp 2 10 6 0的主机接口工作模式以及一个实时图像跟踪处理器的硬件组成原理 ,在这个系统中EP1K5 0充当了主机。调试结果表明 ,所提出的硬件结构设计思想工作效率高 ,完全能够胜任实时图像处理的实际需要。