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.     

p-Median and p-dispersion problems: A bi-criteria analysis

Given a collection of n locations and a symmetric measure of distance (difference) between each pair of locations, we seek to identify (select) a subset of p locations so as to achieve two distinct objectives. The first objective is to use the selected locations as centers (medians) of p groups that would partition the entire collection and minimize the total distance between the locations and their respective group medians. The second objective is to maximize the minimum distance (diversity) among the selected locations themselves. We study this problem as a multi-objective optimization problem and propose an iterative algorithm to obtain its non-dominated frontier. At each iteration we construct and solve a 0–1 integer programming problem. Through a computational experiment we show that this algorithm is computationally effective for small to medium size instances of the problem. We also propose a Lagrangian heuristic algorithm for solving larger instances of this problem.     

Significant population genetic structuring in Rhyzopertha dominica across Turkey: Biogeographic and practical implications

Rhyzopertha dominica is a key pest of stored grain. Understanding the movement of this beetle on broad geographic scales is crucial, particularly when developing strategies to prevent the spread of phosphine resistance. We assessed population genetic structuring in this pest across Turkey, using a combination of mitochondrial (cytochrome oxidase I) and microsatellite markers. In addition, we screened samples for Wolbachia, as this endosymbiont has previously been suggested to be associated with low mitochondrial genetic diversity in this beetle. Mitochondrial genetic diversity was low, with only six haplotypes identified. The genetic diversity was, however, substantially higher than that previously found in Australia or India, suggesting that R. dominica may have originated in the Middle East. Wolbachia were detected only at a single site, indicating they are not impacting the mitochondrial genetic diversity of R. dominica across Turkey. Microsatellite markers indicated there is significant geographic genetic structuring across Turkey, even among sites less than 100 km apart, suggesting there is little movement of beetles across regions within the country. This contrasts with the significantly higher levels of gene-flow found in Australia and the United States. We suggest that the limited movement of beetles across Turkey may be due to a combination of the historically localised agricultural practices (which limits anthropogenic movement among regions), and the mountainous landscape (which limits active flight among regions). Our results demonstrate that the movement of stored product pests may differ significantly across studies conducted in different countries. As a consequence, phosphine resistance management strategies must incorporate region specific information on the extent of beetle movement.     

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.     

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。     

涡轮搅拌桨反应器混合过程的数值计算

利用CFD方法计算单层涡轮反应器搅拌槽内流体混合过程的速度场和浓度场,研究物料在搅拌槽内的混合过程,以及不同监测点对混合时间的影响。结果表明,搅拌槽内物料的混合主要受槽内流体的流动形式所影响;混合时间的长短与监测点位置有关;在搅拌桨的桨叶附近进行监测所得到的混合时间较短,在液面附近进行监测所得的混合时间较长。在实际生产和试验中,应注意对监测点位置的选取。     

一种高精度的非平稳随机信号实时建模算法研究

针对传统的非平稳随机信号时变参数筹分模型算法的不足,论文把非平稳随机信号时变参数差分模型与一种带自适应遗忘因子的RLS算法结合起来,形成一种有效的非平稳随机信号实时建模算法,仿真分析表明该算法不仅能获得快的收敛速度而且能获得高的建模精度。     

Fast Positive Feedback Between the Adrenocortical Stress Response and a Brain Mechanism Involved in Aggressive Behavior.

Aggressive behavior induces an adrenocortical stress response, and sudden stressors often precipitate violent behavior. Experiments in rats revealed a fast, mutual, positive feedback between the adrenocortical stress response and a brain mechanism controlling aggression. Stimulation of the aggressive area in the hypothalamus rapidly activated the adrenocortical response, even in the absence of an opponent and fighting. Hypothalamic aggression, in turn, was rapidly facilitated by a corticosterone injection in rats in which the natural adrenocortical stress response was prevented by adrenalectomy. The rapidity of both effects points to a fast, mutual, positive feedback of the controlling mechanisms within the time frame of a single conflict. Such a mutual facilitation may contribute to the precipitation and escalation of violent behavior under stressful conditions. (PsycINFO Database Record (c) 2010 APA, all rights reserved)