A Portfolio Selection Method Based on Pattern Matching with Dual Information of Direction and Distance

Pattern matching method is one of the classic classifications of existing online portfolio selection strategies. This article aims to study the key aspects of this method—measurement of similarity and selection of similarity sets, and proposes a Portfolio Selection Method based on Pattern Matching with Dual Information of Direction and Distance (PMDI). By studying different combination methods of indicators such as Euclidean distance, Chebyshev distance, and correlation coefficient, important information such as direction and distance in stock historical price information is extracted, thereby filtering out the similarity set required for pattern matching based investment portfolio selection algorithms. A large number of experiments conducted on two datasets of real stock markets have shown that PMDI outperforms other algorithms in balancing income and risk. Therefore, it is suitable for the financial environment in the real world.

Stochastic Bifurcation of an SIS Epidemic Model with Treatment and Immigration

In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .

THE GROWTH OF SOLUTIONS OF SYSTEMS OF COMPLEX NONLINEAR ALGEBRAIC DIFFERENTIAL EQUATIONS

We investigate the problem of growth order of solutions of a type of systems of non-linear algebraic differential equations, and extend some results of the growth order of solutions of algebraic differential equations to systems of algebraic differential equations.

THE GROWTH ORDER OF SOLUTIONS OF SYSTEMS OF COMPLEX DIFFERENCE EQUATIONS

Using Nevanlinna theory of the value distribution of meromorphic functions and Wiman-Valiron theory of entire functions, we investigate the problem of growth order of solutions of a type of systems of difference equations, and extend some results of the growth order of solutions of systems of differential equations to systems of difference equations.

SOME LIMIT THEOREMS FOR SEQUENCES OF PAIRWISE NQD RANDOM VARIABLES

In this article, the authors study some limit properties for sequences of pairwise NQD random variables, which are not necessarily identically distributed. They obtain Baum and Katz complete convergence and the strong stability of Jamison＇s weighted sums for pairwise NQD random variables, which may have different distributions. Some wellknown results are improved and extended.

ESTIMATES OF N -FUNCTION AND m-FUNCTION OF MEROMORPHIC SOLUTIONS OF SYSTEMS OF COMPLEX DIFFERENCE EQUATIONS

We apply Nevanlinna theory of the value distribution of meromorphic functions to study the properties of Nevanlinna counting function and proximity function of meromorphic solutions of a type of systems of complex difference equations. Our results can give estimates on the proximity function and the counting function of solutions of systems of difference equations. This implies that solutions have a relatively large number of poles. It extend some result concerning difference equations to the systems of difference equations.

ON MEROMORPHIC SOLUTIONS OF A TYPE OF SYSTEM OF COMPOSITE FUNCTIONAL EQUATIONS

In this article, we mainly investigate the growth and existence of meromorphic solutions of a type of systems of composite functional equations, and obtain some interesting results. It extends some results concerning functional equations to the systems of functional equations.

EXPRESSION OF MEROMORPHIC SOLUTIONS OF SYSTEMS OF ALGEBRAIC DIFFERENTIAL EQUATIONS WITH EXPONENTIAL COEFFICIENTS

Using the Nevanlinna theory of the value distribution of meromorphic functions and theory of differential algebra, we investigate the problem of the forms of meromorphic solutions of some specific systems of generalized higher order algebraic differential equations with exponential coefficients and obtain some results.

MEROMORPHIC SOLUTIONS OF A TYPE OF SYSTEM OF COMPLEX DIFFERENTIAL-DIFFERENCE EQUATIONS

Applying Nevanlinna theory of the value distribution of meromorphic functions, we mainly study the growth and some other properties of meromorphic solutions of the type of system of complex differential and difference equations of the following form {j=1∑nαj（z）f1（λj1）（z＋cj）=R2（z,f2（z））,j=1∑nβj（z）f2（λj2）（z＋cj）=R1（z,f1（z））. where λij （j = 1, 2,…, n; i = 1, 2） are finite non-negative integers, and cj （j = 1, 2,… , n） are distinct, nonzero complex numbers, αj（z）, βj（z） （j = 1,2,… ,n） are small functions relative to fi（z） （i =1, 2） respectively, Ri（z, f（z）） （i = 1, 2） are rational in fi（z） （i =1, 2） with coefficients which are small functions of fi（z） （i = 1, 2） respectively.

ON ENTIRE SOLUTIONS OF TWO TYPES OF SYSTEMS OF COMPLEX DIFFERENTIAL-DIFFERENCE EQUATIONS

In this paper,we will mainly investigate entire solutions with finite order of two types of systems of differential-difference equations,and obtain some interesting results.It extends some results concerning complex differential（difference） equations to the systems of differential-difference equations.

POINTWISE CONVERGENCE RATE OF VANISHING VISCOSITY APPROXIMATIONS FOR SCALAR CONSERVATION LAWS WITH BOUNDARY

This article is concerned with the pointwise error estimates for vanishing vis- cosity approximations to scalar convex conservation laws with boundary.By the weighted error function and a bootstrap extrapolation technique introduced by Tadmor-Tang,an optimal pointwise convergence rate is derived for the vanishing viscosity approximations to the initial-boundary value problem for scalar convex conservation laws,whose weak entropy solution is piecewise C 2 -smooth with interaction of elementary waves and the ...

ON THE LIMITING BEHAVIOR OF THE MAXIMUM PARTIAL SUMS FOR ARRAYS OF ROWWISE NA RANDOM VARIABLES

Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n｜^k∑i=1 Xni｜ is investigated and some new results are obtained. The results extend and improve the corresponding theorems of rowwise independent random variable arrays by Hu and Taylor [1] and Hu and Chang [2].

A RESULT OF SYSTEMS OF NONLINEAR COMPLEX ALGEBRAIC DIFFERENTIAL EQUATIONS

In this article, we mainly investigate the behavior of systems of complex differential equations when we add some condition to the quality of the solutions, and obtain an interesting result, which extends Gaekstatter and Laine＇s result concerning complex differential equations to the systems of algebraic differential equations.

SOME LIMIT THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF NOD RANDOM VARIABLES

In this paper the authors study the complete, weak and almost sure convergence for weighted sums of NOD random variables and obtain some new limit theorems for weighted sums of NOD random variables, which extend the corresponding theorems of Stout [1], Thrum [2] and Hu et al. [3].

Strong Law of Large Numbers and Complete Convergence for Sequences of -Mixing Random Variables

We give some theorems of strong law of large numbers and complete convergence for sequences of φ-mixing random variables. In particular, Wittmann＇s strong law of large numbers and Teicher＇s strong law of large nnumbers for independent random variables are generalized to the case of φ -minxing random variables.

DECAY ESTIMATES OF PLANAR STATIONARY WAVES FOR DAMED WAVE EQUATIONS WITH NONLINEAR CONVECTION IN MULTI-DIMENSIONAL HALF SPACE

This paper is concerned with the initial-boundary value problem for damped wave equations with a nonlinear convection term in the multi-dimensional half space R n ＋ ： u tt u ＋ u t ＋ divf （u） = 0, t 〉 0, x = （x 1 , x ′ ） ∈ R n ＋ ：= R ＋ × R n 1 , u（0, x） = u 0 （x） → u ＋ , as x 1 → ＋ ∞ , u t （0, x） = u 1 （x）, u（t, 0, x ′ ） = u b , x ′ = （x 2 , x 3 , ··· , x n ） ∈ R n 1 . （I） For the non-degenerate case f ′ 1 （u ＋ ） 〈 0, it was shown in [10] that the above initialboundary value problem （I） admits a unique global solution u（t, x） which converges to the corresponding planar stationary wave φ（x 1 ） uniformly in x 1 ∈ R ＋ as time tends to infinity provided that the initial perturbation and/or the strength of the stationary wave are sufficiently small. And in [10] Ueda, Nakamura, and Kawashima proved the algebraic decay estimates of the tangential derivatives of the solution u（t, x） for t → ＋ ∞ by using the space-time weighted energy method initiated by Kawashima and Matsumura [5] and improved by Nishihkawa [7]. Moreover, by using the same weighted energy method, an additional algebraic convergence rate in the normal direction was obtained by assuming that the initial perturbation decays algebraically. We note, however, that the analysis in [10] relies heavily on the assumption that f ′ （u） 〈 0. The main purpose of this paper isdevoted to discussing the case of f ′ 1 （u b ） ≥ 0 and we show that similar results still hold for such a case. Our analysis is based on some delicate energy estimates.

Some Limit Theorems for Weighted Sums of Random Variable Fields

Let{Xn^-,n^-∈N^d}be a field of Banach space valued random variables, 0 〈r〈p≤2 and{an^-,k^-, （n^-,k^-） ∈ N^d × N^d ,k^-≤n^-} a triangular array of real numhers, where N^d is the d-dimensional lattice （d≥1 ）. Under the minimal condition that {｜｜Xn^-｜｜ r,n^- ∈N^d} is {｜an^-,k^-｜^r,（n^-,k^-）} ∈ N^d ×N^d,k^-≤n^-}-uniformly integrable, we show that ∑（k^-≤n^-）an^-,k^-,Xk^-^（L^r（or a,s,）→0 as ｜n^-｜→∞ In the above, if 0〈r〈1, the random variables are not needed to be independent. If 1≤r〈p≤2, and Banach space valued random variables are independent with mean zero we assume the Banaeh space is of type p. If 1≤r≤p≤2 and Banach space valued random variables are not independent we assume the Banach space is p-smoothable.

A COMPARISON OF FORECASTING MODELS OF THE VOLATILITY IN SHENZHEN STOCK MARKET

Based on the weekly closing price of Shenzhen Integrated Index, this article studies the volatility of Shenzhen Stock Market using three different models： Logistic, AR（1） and AR（2）. The time-variable parameters of Logistic regression model is estimated by using both the index smoothing method and the time-variable parameter estimation method. And both the AR（1） model and the AR（2） model of zero-mean series of the weekly dosing price and its zero-mean series of volatility rate are established based on the analysis results of zero-mean series of the weekly closing price, Six common statistical methods for error prediction are used to test the predicting results. These methods are： mean error （ME）, mean absolute error （MAE）, root mean squared error （RMSE）, mean absolute percentage error （MAPE）, Akaike＇s information criterion （AIC）, and Bayesian information criterion （BIC）. The investigation shows that AR（1） model exhibits the best predicting result, whereas AR（2） model exhibits predicting results that is intermediate between AR（1） model and the Logistic regression model.

RICCATI-TYPE RESULT FOR MEROMORPHIC SOLUTIONS OF SYSTEMS OF COMPOSITE FUNCTIONAL EQUATIONS

By use of Nevanlinna value distribution theory, we will investigate the properties of meromorphic solutions of two types of systems of composite functional equations and obtain some results. One of the results we get is about both components of meromorphic solutions on the system of composite functional equations satisfying Riccati differential equation, the other one is property of meromorphic solutions of the other system of composite functional equations while restricting the growth.

EXISTENCE AND ASYMPTOTIC BEHAVIOR OF SOLUTIONS TO A SINGULAR PARABOLIC EQUATION

In this paper,we study the initial-boundary value problem for a class of singular parabolic equations.Under some conditions,we obtain the existence and asymptotic behavior of solutions to the problem by parabolic regularization method and the sub-super solutions method.As a byproduct,we prove the existence of solutions to some problems with gradient terms,which blow up on the boundary.