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.     

On‐the‐Spot Immobilization of Quantum Dots,Graphene Oxide,and Proteins via Hydrophobins

Class I hydrophobin Vmh2, a peculiar surface active and versatile fungal protein, is known to self‐assemble into chemically stable amphiphilic films, to be able to change wettability of surfaces, and to strongly adsorb other proteins. Herein, a fast, highly homogeneous and efficient glass functionalization by spontaneous self‐assembling of Vmh2 at liquid–solid interfaces is achieved (in 2 min). The Vmh2‐coated glass slides are proven to immobilize not only proteins but also nanomaterials such as graphene oxide (GO) and quantum dots (QDs). As models, bovine serum albumin labeled with Alexa 555 fluorophore, anti‐immunoglobulin G antibodies, and cadmium telluride QDs are patterned in a microarray fashion in order to demonstrate functionality, reproducibility, and versatility of the proposed substrate. Additionally, a GO layer is effectively and homogeneously self‐assembled onto the studied functionalized surface. This approach offers a quick and simple alternative to immobilize nanomaterials and proteins, which is appealing for new bioanalytical and nanobioenabled applications.     

Pull out of FRP reinforcement from masonry pillars: Experimental and numerical results

In this paper, debonding phenomena between carbon fiber reinforced polymer (CFRP) strips and masonry support were investigated on the basis of single-lap shear tests, considering different dimensions of the bond length. To capture the post-peak response of the CFRP–masonry joint, the slip between the support and the reinforcement strip was controlled using a clip gauge positioned at the end of the reinforcement. The tests were simulated by means of a finite element model able to capture the post-peak snap-back behavior due to the failure process. The numerical model is based on zero-thickness interface elements and on a proper non-linear cohesive law. The comparison between experimental and numerical results was performed in terms of overall response, measured by both the machine stroke and the clip gauge positioned at the free end of the reinforcement. The cases of effective bond length greater and lesser than the minimum anchorage length, suggested by the CNR Italian recommendation, were considered.     

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.     

Application of Vis–NIR hyperspectral imaging in classification between fresh and frozen-thawed pork Longissimus Dorsi muscles

Fresh and frozen-thawed (F-T) pork meats were classified by Vis–NIR hyperspectral imaging. Eight optimal wavelengths (624, 673, 460, 588, 583, 448, 552 and 609 nm) were selected by successive projections algorithm (SPA). The first three principal components (PCs) obtained by principal component analysis (PCA) accounted for over 99.98% of variance. Gray-level-gradient co-occurrence matrix (GLGCM) was applied to extract 45 textural features from the PC images. The correct classification rate (CCR) was employed to evaluate the performance of the partial least squares-discriminate analysis (PLS-DA) models, by using (A) the reflected spectra at full wavelengths and (B) those at the optimal wavelengths, (C) the extracted textures based on the PC images, and (D) the fused variables combining spectra at the optimal wavelengths and textures. The results showed that the best CCR of 97.73% was achieved by applying (D), confirming the high potential of textures for fresh and F-T meat discrimination.     

Modified embedded-atom method interatomic potential for the Mg–Zn–Ca ternary system

Mg–Zn–Ca alloys are representative Mg alloys with high formability at room temperature. Their high formability is thought to be related to slip, twinning, and recrystallization of the alloys, but the detailed mechanisms have not yet been clarified. To enable atomistic simulations for investigating those behaviors, an interatomic potential for the Mg–Zn–Ca ternary system was developed. The development was based on the second nearest-neighbor modified embedded-atom method formalism, combining previously developed Mg–Zn and Mg–Ca potentials with the newly developed Zn–Ca binary potential. The Zn–Ca and Mg–Zn–Ca potentials reproduce structural, elastic, and thermodynamic properties of compounds and solution phases of relevant alloy systems in reasonable agreement with experimental data, first-principles and CALPHAD calculations. The applicability of the developed potentials is demonstrated through calculations of the effects of Zn and Ca solutes on the generalized stacking fault energy for various slip systems, segregation energy on twin boundaries, and volumetric misfit strain.     

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.     

离心泵并联运行工况点的数值求解

建立了求解多台不同型号离心泵并联运行工况点的数学模型,给出了用数值计算中的“二分法”求解该模型的方法,并附有用Exce l计算的实例。     

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。