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.     

Sparse non-convex Lp regularization for cone-beam X-ray luminescence computed tomography

Cone-beam X-ray luminescence computed tomography (CB-XLCT) is an attractive hybrid imaging modality, and it has the potential of monitoring the metabolic processes of nanophosphors-based drugs in vivo. However, the XLCT imaging suffers from a severe ill-posed problem. In this work, a sparse nonconvex L_p (0?p?L₁ regularization. Further, an iteratively reweighted split augmented lagrangian shrinkage algorithm (IRW_SALSA-L_p) was proposed to efficiently solve the non-convex L_p (0?p?p-values (1/16, 1/8, 1/4, 3/8, 1/2, 5/8, 3/4, 7/8) in both 3D digital mouse experiments and in vivo experiments. The results demonstrate that the proposed non-convex methods outperform L₂ and L₁ regularization in accurately recovering sparse targets in CB-XLCT. And among all the non-convex p-values, our L_p(1/4?p?相似文献   

Simultaneous accommodation of Dy3+ at the lattice site of β-Ca3(PO4)2 and t-ZrO2 mixtures: Structural stability,mechanical, optical,and magnetic features

Structurally stable β-Ca₃(PO₄)₂/t-ZrO₂ composite mixtures with the aid of Dy³⁺ stabilizer were accomplished at 1500°C. The precursors comprising Ca²⁺, P⁵⁺, Zr⁴⁺, and Dy³⁺ have been varied to obtain five different combinations. The results revealed the fact that complete phase transformation of calcium-deficient apatite to β-Ca₃(PO₄)₂ occurred only at 1300°C, whereas the evidence of t-ZrO₂ crystallization is obvious at 900°C. The dual occupancy of Dy³⁺ at β-Ca₃(PO₄)₂ and t-ZrO₂ structures was evident; however, Dy³⁺ initially prefers to occupy β-Ca₃(PO₄)₂ lattice until its saturation limit and thereafter accommodates at the lattice site of ZrO₂. The typical absorption and emission behavior of Dy³⁺ were noticed in all the systems and, moreover, the surrounding symmetry of Dy³⁺ domains has been determined from the luminescence study. All the systems ensured paramagnetic response that is generally contributed by the presence of Dy³⁺. A gradual increment in the phase content of t-ZrO₂ in the composite mixtures ensured a significant improvement in the hardness and Young's modulus of the investigated compositions.     

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.     

Optical Properties of One-dimensional Three-component Photonic Band Gap Structure

1　IntroductionMaterialswithPhotonicBandGaps (PBG’s)havebeenwidelystudiedboththeoreticallyandex perimentallyinthepastfew years[1～ 4] .Theexis tenceofgaps,which prohibitthepropagationofelectromagnetic (EM )wavesinacertainrangeoffrequencies,canhavesignificantimpactsbothinsci enceandtechnology .Manypracticalapplicationsofthesestructureshavebeensuggestedanddemon strated ,suchasPhotonicCrystal (PC)microcavi ties[5] ,infraredPC[6] ,PClens[7] ,suppressingspontaneousemission ,manipulatinglight…     

计量用脉冲Nd：YAG倍频激光器及其电源

介绍了脉冲Nd:YAG倍频激光器双波长（1064／532nm）3种输出的激光光路。1064nm输出的动静比可达0.40；KTP晶体外腔倍频效率可达0.50。介绍了稳定可靠的调Q电路、逻辑控制电路和开关电源的主电路及其参数计算。     

城域网中光纤光缆的探讨

城域网的建设是今后光纤网络建设的一个热点，根据城域网的特点和系统技术要求选择光纤光缆是网络设计的重要组成部分。本根据城域网的特点和需求，对市场上现有的光纤光缆做了详细的分析和探讨，提出了城域网规划中光纤光缆选择的原则和具体的建议。     

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。