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.     

三江盆地西部藻类地层学特征

本文依据三江盆地西部4口井的藻类分布特征，自下而上划分9个组合，并对各组合的时代及沉积环境进行了探讨。     

大庆外围盆地侏罗纪-早白垩世早期古气候研究

为扩大勘探领域，运用古生物资料对大庆外围盆地的古气候进行了研究，外围盆地株罗纪－早白垩世早期发育的地层有早侏罗世海拉尔盆地的东宫组，中侏罗世三江盆地的绥滨断陷的绥滨组，晚侏罗世三江盆地的东荣组，虎林盆地的裴德组，七虎林组，早白垩世早期鸡西盆地，三江盆地的滴道组，城子河组、穆棱组，虎林盆地的下云山组，上云山组，在这些组中除晚株罗世东荣组，裴德组，七虎林组外，其它各组都产有比较丰富的孢粉化石，未发现孢粉化石的层位，依据植物化石，得出早株罗世东营组为潮湿的暖温带气候，中侏罗世绥滨组为潮湿的北亚热带气候，晚侏罗世为潮湿的暖温带气候，早白垩世早期滴道组，下云山组为潮湿的北亚热带气候，城子河组、上云山组为潮湿的中亚热带气候，穆棱组为潮湿的南亚热带气候。     

试论融资租赁项下的进口贸易

阐述了当前跨国公司在合同中普遍采用的融资租赁的性质及融资租赁项下的进口贸易特点。     

发酵法改良早籼谷品质的工艺研究

本研究用有益微生物对早籼谷进行发酵处理，使早籼谷中的淀粉，蛋白质，脂肪等成份适度分解，以改良早籼谷的结构与品质，通过一系列的单因素试验和正交试验，对照研究各因素对发酵影响。试验结果表明：先对早籼谷进行蒸汽处理15min，然后采用L－F－6根霉曲，酵母＝2：1，接种量1．2％，在酵温度23℃的发酵上，发酵48h。碾米后做出的米饭口感好，色泽洁白，有良好的发酵香味。     

煤矿破碎机人员安全探测系统的研制

文中给出了煤矿人员安全探测系统设计的性能要求，详细介绍系统的硬件设计和软件设计。对利用热释电传感器实现人员定位与移动相对位置匹配算法设计进行深入细致的讨论．从防止漏报警、提高系统可靠性和降低系统功耗三个方面探讨了设计中涉及到的关键技术及其具体解决方法、与其他报警和定位系统相比，系统具有结构简单、成本低、功耗小、定位准确的特点。     

J?rn Diedrichsen: Award for Distinguished Scientific Early Career Contributions to Psychology.

Presents the citation, biography, and selected bibliography for J?rn Diedrichsen, one of the 2007 recipients of the American Psychological Association's Award for Distinguished Scientific Early Career Contributions to Psychology (perception/motor performance). (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Patrik O. Vuilleumier: Award for Distinguished Scientific Early Career Contributions to Psychology.

Presents the citation, biography, and selected bibliography for Patrik O. Vuilleumier, one of the 2007 recipients of the American Psychological Association's Award for Distinguished Scientific Early Career Contributions to Psychology (behavioral and cognitive neuroscience). (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

R. Chris Fraley: Award for Distinguished Scientific Early Career Contributions to Psychology.

Presents the citation, biography, and selected bibliography for R. Chris Fraley, one of the 2007 recipients of the American Psychological Association's Award for Distinguished Scientific Early Career Contributions to Psychology (individual differences). (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

An approach to efficient business intelligent system for financial prediction

A concept of business intelligent system for financial prediction is considered in this paper. It provides data needed for fast, precise and good business decision support to all levels of management. The aim of the project is the development of a new online analytical processing oriented on case-based reasoning (CBR) where a previous experience for every new problem is taken into account. Methodological aspects have been tested in practice as a part of the management information system development project of “Novi Sad Fair”. A case study of an improved application of CBR in prediction of future payments is discussed in the paper. This paper is originally presented at The International Conference on Hybrid Information Technology 2006, at the special session on “Intelligent Information Systems for Financial Engineering”, November 2006 in Cheju Island, Korea.