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Hawkes过程分支比估计——一种简单的非参数方法 被引量:4
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作者 吴奔 张波 《统计研究》 CSSCI 北大核心 2015年第3期92-99,共8页
Hawkes自激发过程是近年来被广泛用于金融建模的一个良好模型。本文提出了一种Hawkes自激发过程的分支比的简单估计方法,该方法是对Hardiman和Bouchaud提出的均值-方差估计量的改进。在继承均值-方差估计量形式简便的优点的同时,克服其... Hawkes自激发过程是近年来被广泛用于金融建模的一个良好模型。本文提出了一种Hawkes自激发过程的分支比的简单估计方法,该方法是对Hardiman和Bouchaud提出的均值-方差估计量的改进。在继承均值-方差估计量形式简便的优点的同时,克服其参数难以选择的缺陷,减小了估计的系统性偏差。模拟结果验证了改进的效果,同时我们将该估计方法用于我国股市内生性水平的分析之中。 展开更多
关键词 hawkes过程 分支比 内生性
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基于Hawkes过程的尾部风险溢酬分析 被引量:8
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作者 陈淼鑫 徐亮 《管理科学学报》 CSSCI CSCD 北大核心 2019年第6期97-112,共16页
基于Hawkes过程,利用台指期权和期货数据,估计尾部风险溢酬及其两个组成部分(正跳和负跳的尾部风险溢酬),并进一步探讨其对台指收益率预测力的差异,以及与投资者情绪之间的不同关系.实证结果发现:中国台湾市场上负跳(正跳)的尾部风险溢... 基于Hawkes过程,利用台指期权和期货数据,估计尾部风险溢酬及其两个组成部分(正跳和负跳的尾部风险溢酬),并进一步探讨其对台指收益率预测力的差异,以及与投资者情绪之间的不同关系.实证结果发现:中国台湾市场上负跳(正跳)的尾部风险溢酬均值为正(负),整体的尾部风险溢酬受负跳的影响更大.负跳(正跳)的尾部风险溢酬对未来1个月~6个月的台指收益率均有(没有)显著的预测力,但整体的尾部风险溢酬对未来收益率预测的效果并不稳定.投资者情绪对正跳(负跳)的尾部风险溢酬具有显著为正(负)的解释力,但对整体的尾部风险溢酬则不具有显著的解释力. 展开更多
关键词 尾部风险溢酬 hawkes过程 跳跃 投资者情绪
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Hawkes跳扩散模型下的脆弱期权定价
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作者 马勇 吕建平 《系统工程学报》 CSCD 北大核心 2022年第5期605-616,共12页
研究了随机利率下含交易对手风险的期权定价问题.假设具有随机波动率的标的资产价格与交易对手资产价值是随机相关的,且假设它们的跳跃都服从具有自刺激性的Hawkes过程.针对所构建的期权定价模型,求得了脆弱欧式期权价格的半解析表达式... 研究了随机利率下含交易对手风险的期权定价问题.假设具有随机波动率的标的资产价格与交易对手资产价值是随机相关的,且假设它们的跳跃都服从具有自刺激性的Hawkes过程.针对所构建的期权定价模型,求得了脆弱欧式期权价格的半解析表达式.数值分析中,通过快速傅里叶变换方法计算期权价格,发现所构建模型的期权价格要高于Poisson跳模型、固定相关模型和固定利率模型.此外,期权价值随违约边界值和破产成本比例的增大而减小;期权价值随标的初始价格和交易对手资产初始价值的增大而增大. 展开更多
关键词 期权定价 hawkes过程 随机相关 随机利率
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基于LDA-DeepHawkes模型的信息级联预测 被引量:5
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作者 王世杰 周丽华 +1 位作者 孔兵 周俊华 《计算机科学与探索》 CSCD 北大核心 2020年第3期410-425,共16页
基于信息早期的传播特征来预测其未来的传播范围具有广泛的应用价值。DeepHawkes模型将Hawkes模型与深度学习相结合,不仅继承了Hawkes模型能够表征和建模信息扩散过程的高度可解释性,又具备深度学习自主学习流行度预测隐含特征的高准确... 基于信息早期的传播特征来预测其未来的传播范围具有广泛的应用价值。DeepHawkes模型将Hawkes模型与深度学习相结合,不仅继承了Hawkes模型能够表征和建模信息扩散过程的高度可解释性,又具备深度学习自主学习流行度预测隐含特征的高准确预测能力,弥合了传统方法中信息级联的预测与理解之间的间隙。然而,DeepHawkes模型忽略了信息本身的文本内容对于传播的影响。在DeepHawkes模型的基础上提出了既考虑级联的因素又考虑文本内容的LDA-DeepHawkes模型,更加全面地建模信息扩散过程,在继承DeepHawkes高解释性的同时,进一步提高预测准确度。在两个新浪微博数据集上对比了LDA-DeepHawkes模型与其他模型的预测准确度,分析了模型中参数对预测效果的影响。实验结果表明:LDA-DeepHawkes模型有较好的预测精度,说明信息的文本内容也是影响信息扩散的重要因素。 展开更多
关键词 流行度预测 信息级联 hawkes过程 深度学习 隐含狄利克雷分布(LDA)主题模型
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基于Hawkes过程的车联网协同缓存及资源分配 被引量:1
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作者 孙艳华 邢玉萍 +2 位作者 乔兰 王朱伟 张延华 《北京工业大学学报》 CAS CSCD 北大核心 2023年第1期11-19,共9页
随着网络流量呈指数级增长,能够访问多媒体内容的智能汽车也面临巨大的流量压力,为此提出了一种基于Hawkes过程更新内容流行度的车联网协同缓存及资源分配框架.研究了在路边单元和智能车辆中的协同缓存及资源分配策略,同时,考虑到内容... 随着网络流量呈指数级增长,能够访问多媒体内容的智能汽车也面临巨大的流量压力,为此提出了一种基于Hawkes过程更新内容流行度的车联网协同缓存及资源分配框架.研究了在路边单元和智能车辆中的协同缓存及资源分配策略,同时,考虑到内容缓存的更新周期远大于信道条件的变化周期,提出了双时间尺度模型.首先,使用基于Hawkes过程的方法,考虑内容请求的新鲜度和时效性,根据历史内容请求记录更新流行度;然后,对路边单元和车辆协作缓存策略的数据传输吞吐量和缓存能耗进行建模,以最大化边缘设备的缓存效益为目标,并利用深度强化学习求解优化问题.仿真结果表明,所提出策略相比其他策略可以得到更高的效益. 展开更多
关键词 车联网 多接入边缘计算 资源分配 深度强化学习 hawkes过程 边缘缓存
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稳定Hawkes过程下的保险公司分红问题 被引量:1
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作者 陈亦令 边保军 《高校应用数学学报(A辑)》 北大核心 2020年第2期158-168,共11页
引入Hawkes过程来代替经典的泊松过程,建立了索赔具有族群特性的一类保险公司分红模型,并探究了最优分红策略问题.引入粘性解的概念,利用动态规划原理推导出优化问题,其解满足一个完全非线性偏微分方程:Hamilton-Jacobi-Bellman方程,并... 引入Hawkes过程来代替经典的泊松过程,建立了索赔具有族群特性的一类保险公司分红模型,并探究了最优分红策略问题.引入粘性解的概念,利用动态规划原理推导出优化问题,其解满足一个完全非线性偏微分方程:Hamilton-Jacobi-Bellman方程,并证明了值函数是相关方程的粘性解,给出了验证定理.最后进行数值模拟实验,并介绍了障碍线策略实施过程. 展开更多
关键词 保险 最优分红 hawkes过程 粘性解 障碍线策略
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利用Hawkes过程模型的移动边缘计算服务质量预测
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作者 李媛媛 付晓东 +2 位作者 刘骊 刘利军 彭玮 《小型微型计算机系统》 CSCD 北大核心 2023年第7期1571-1577,共7页
移动边缘计算为用户提供高性能、低延时、高带宽的网络服务.在移动边缘计算环境中,服务质量预测对提高用户的满意度具有重要作用.目标用户的相似用户在历史时刻使用该边缘服务器访问服务的服务质量高,对目标用户访问该边缘服务器有激励... 移动边缘计算为用户提供高性能、低延时、高带宽的网络服务.在移动边缘计算环境中,服务质量预测对提高用户的满意度具有重要作用.目标用户的相似用户在历史时刻使用该边缘服务器访问服务的服务质量高,对目标用户访问该边缘服务器有激励作用,并且使用该边缘服务器服务质量高的相似用户越多,起到的激励作用也会累加.考虑到激励作用可以提高服务质量预测准确性,本文提出基于Hawkes过程模型的移动边缘计算服务质量预测方法.方法首先确定目标用户的相似用户,再提取相似用户在边缘服务器上的服务质量数据,使用最大似然估计方法训练Hawkes过程模型,得到训练后的各参数值,最后使用Hawkes过程模型对目标用户使用附近边缘服务器服务质量高的概率进行预测,得到概率最高的边缘服务器,以提高用户的满意度.与现有方法的对比实验表明,本文所提出的方法对移动边缘服务环境中未知QoS的预测更为准确. 展开更多
关键词 移动边缘计算 QoS预测 hawkes过程模型
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Translating the Untranslatable—A Case Study of David Hawkes' Translation Work of Hong Lou Meng
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作者 黄静 《海外英语》 2014年第11X期140-143,共4页
Recognizing translatability instead of untranslatability is of significance, since a wide-spread recognition of untranslatability may daunt the efforts of translators. The paper approaches the question of untranslatab... Recognizing translatability instead of untranslatability is of significance, since a wide-spread recognition of untranslatability may daunt the efforts of translators. The paper approaches the question of untranslatability thorough categorizing untranslatability into different groups and then examining untranslatability in each group by analyzing some typical examples from David Hawkes' translation of Hong Lou Meng. Through the analysis of how David Hawkes translated the untranslatables, the paper argues that real untranslatability is rare, while translatability rules. 展开更多
关键词 Hong Lou MENG UNTRANSLATABILITY hawkes
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A Quantitative Study on the Translation Strategy of Material Culture-loaded Words in The Story of Stone by David Hawkes
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作者 QIAN Ya-xu 《Journal of Literature and Art Studies》 2019年第1期87-95,共9页
The culture-loaded word is a symbol of national culture,since national culture with distinctive features is directly or indirectly reflected in its vocabulary.This paper is driven both by qualitative research and by q... The culture-loaded word is a symbol of national culture,since national culture with distinctive features is directly or indirectly reflected in its vocabulary.This paper is driven both by qualitative research and by quantitative method through the comparison and analysis of translation strategies involved in the five types of material culture-loaded-words,namely,apparel,diet,equipment,architecture and medicine,in The Story of Stone by David Hawkes.With the final quantitative statistics of the proportion of each translation method,it aims to scrutinize either the broad spectrum or the specific characteristics of those translation strategies so as to provide a perspective for the study of cultural translations. 展开更多
关键词 MATERIAL culture-loaded words the MULTI-DIMENSIONAL EQUIVALENCE the translation strategy The STORY of Stone by DAVID hawkes
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基于跳聚集现象随机波动率短期利率模型的影响研究
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作者 张新军 江良 +1 位作者 林琦 宋丽平 《工程数学学报》 CSCD 北大核心 2024年第1期17-38,共22页
构建了具有自我激励机制跳的随机波动率短期利率模型,应用Hawkes过程描述自我激励机制的跳,从而刻画了跳的聚集现象。基于微分算子展开给出精确的矩函数,进一步应用广义矩方法给出模型的参数估计值和统计推断。实证结果揭示了在随机波... 构建了具有自我激励机制跳的随机波动率短期利率模型,应用Hawkes过程描述自我激励机制的跳,从而刻画了跳的聚集现象。基于微分算子展开给出精确的矩函数,进一步应用广义矩方法给出模型的参数估计值和统计推断。实证结果揭示了在随机波动模型条件下,引入自我激励机制跳的模型将不会明显地改变了拟合效果,但是在统计意义上接受强度满足Hawkes过程,而且所构建的模型也能很好地刻画跳的聚集现象。最后,使用过滤方法给出随机波动率、跳的幅度、跳的概率和随机跳强度的估计,特别是跳的概率估计值可作为市场压力测试的一个重要指标。 展开更多
关键词 短期利率模型 随机波动率 跳的聚集 hawkes过程
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Enhancing Cancer Classification through a Hybrid Bio-Inspired Evolutionary Algorithm for Biomarker Gene Selection 被引量:1
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作者 Hala AlShamlan Halah AlMazrua 《Computers, Materials & Continua》 SCIE EI 2024年第4期675-694,共20页
In this study,our aim is to address the problem of gene selection by proposing a hybrid bio-inspired evolutionary algorithm that combines Grey Wolf Optimization(GWO)with Harris Hawks Optimization(HHO)for feature selec... In this study,our aim is to address the problem of gene selection by proposing a hybrid bio-inspired evolutionary algorithm that combines Grey Wolf Optimization(GWO)with Harris Hawks Optimization(HHO)for feature selection.Themotivation for utilizingGWOandHHOstems fromtheir bio-inspired nature and their demonstrated success in optimization problems.We aimto leverage the strengths of these algorithms to enhance the effectiveness of feature selection in microarray-based cancer classification.We selected leave-one-out cross-validation(LOOCV)to evaluate the performance of both two widely used classifiers,k-nearest neighbors(KNN)and support vector machine(SVM),on high-dimensional cancer microarray data.The proposed method is extensively tested on six publicly available cancer microarray datasets,and a comprehensive comparison with recently published methods is conducted.Our hybrid algorithm demonstrates its effectiveness in improving classification performance,Surpassing alternative approaches in terms of precision.The outcomes confirm the capability of our method to substantially improve both the precision and efficiency of cancer classification,thereby advancing the development ofmore efficient treatment strategies.The proposed hybridmethod offers a promising solution to the gene selection problem in microarray-based cancer classification.It improves the accuracy and efficiency of cancer diagnosis and treatment,and its superior performance compared to other methods highlights its potential applicability in realworld cancer classification tasks.By harnessing the complementary search mechanisms of GWO and HHO,we leverage their bio-inspired behavior to identify informative genes relevant to cancer diagnosis and treatment. 展开更多
关键词 Bio-inspired algorithms BIOINFORMATICS cancer classification evolutionary algorithm feature selection gene expression grey wolf optimizer harris hawks optimization k-nearest neighbor support vector machine
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HHO optimized support vector machine classifier for traditional Chinese medicine syndrome differentiation of diabetic retinopathy
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作者 Li Xiao Cheng-Wu Wang +4 位作者 Ying Deng Yi-Jing Yang Jing Lu Jun-Feng Yan Qing-Hua Peng 《International Journal of Ophthalmology(English edition)》 SCIE CAS 2024年第6期991-1000,共10页
AIM:To develop a classifier for traditional Chinese medicine(TCM)syndrome differentiation of diabetic retinopathy(DR),using optimized machine learning algorithms,which can provide the basis for TCM objective and intel... AIM:To develop a classifier for traditional Chinese medicine(TCM)syndrome differentiation of diabetic retinopathy(DR),using optimized machine learning algorithms,which can provide the basis for TCM objective and intelligent syndrome differentiation.METHODS:Collated data on real-world DR cases were collected.A variety of machine learning methods were used to construct TCM syndrome classification model,and the best performance was selected as the basic model.Genetic Algorithm(GA)was used for feature selection to obtain the optimal feature combination.Harris Hawk Optimization(HHO)was used for parameter optimization,and a classification model based on feature selection and parameter optimization was constructed.The performance of the model was compared with other optimization algorithms.The models were evaluated with accuracy,precision,recall,and F1 score as indicators.RESULTS:Data on 970 cases that met screening requirements were collected.Support Vector Machine(SVM)was the best basic classification model.The accuracy rate of the model was 82.05%,the precision rate was 82.34%,the recall rate was 81.81%,and the F1 value was 81.76%.After GA screening,the optimal feature combination contained 37 feature values,which was consistent with TCM clinical practice.The model based on optimal combination and SVM(GA_SVM)had an accuracy improvement of 1.92%compared to the basic classifier.SVM model based on HHO and GA optimization(HHO_GA_SVM)had the best performance and convergence speed compared with other optimization algorithms.Compared with the basic classification model,the accuracy was improved by 3.51%.CONCLUSION:HHO and GA optimization can improve the model performance of SVM in TCM syndrome differentiation of DR.It provides a new method and research idea for TCM intelligent assisted syndrome differentiation. 展开更多
关键词 traditional Chinese medicine diabetic retinopathy Harris Hawk Optimization Support Vector Machine syndrome differentiation
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An Improved Harris Hawk Optimization Algorithm for Flexible Job Shop Scheduling Problem
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作者 Zhaolin Lv Yuexia Zhao +2 位作者 Hongyue Kang Zhenyu Gao Yuhang Qin 《Computers, Materials & Continua》 SCIE EI 2024年第2期2337-2360,共24页
Flexible job shop scheduling problem(FJSP)is the core decision-making problem of intelligent manufacturing production management.The Harris hawk optimization(HHO)algorithm,as a typical metaheuristic algorithm,has been... Flexible job shop scheduling problem(FJSP)is the core decision-making problem of intelligent manufacturing production management.The Harris hawk optimization(HHO)algorithm,as a typical metaheuristic algorithm,has been widely employed to solve scheduling problems.However,HHO suffers from premature convergence when solving NP-hard problems.Therefore,this paper proposes an improved HHO algorithm(GNHHO)to solve the FJSP.GNHHO introduces an elitism strategy,a chaotic mechanism,a nonlinear escaping energy update strategy,and a Gaussian random walk strategy to prevent premature convergence.A flexible job shop scheduling model is constructed,and the static and dynamic FJSP is investigated to minimize the makespan.This paper chooses a two-segment encoding mode based on the job and the machine of the FJSP.To verify the effectiveness of GNHHO,this study tests it in 23 benchmark functions,10 standard job shop scheduling problems(JSPs),and 5 standard FJSPs.Besides,this study collects data from an agricultural company and uses the GNHHO algorithm to optimize the company’s FJSP.The optimized scheduling scheme demonstrates significant improvements in makespan,with an advancement of 28.16%for static scheduling and 35.63%for dynamic scheduling.Moreover,it achieves an average increase of 21.50%in the on-time order delivery rate.The results demonstrate that the performance of the GNHHO algorithm in solving FJSP is superior to some existing algorithms. 展开更多
关键词 Flexible job shop scheduling improved Harris hawk optimization algorithm(GNHHO) premature convergence maximum completion time(makespan)
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On a Heuristic Viewpoint Concerning the Conversion and Transformation of Sound into Light
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作者 Alessandro Rizzo 《Journal of High Energy Physics, Gravitation and Cosmology》 CAS 2024年第1期363-385,共23页
In the study of Terrestrial Gamma-ray Flashes (TGFs) and Sonoluminescence, we observe parallels with larger cosmic events. Specifically, sonoluminescence involves the rapid collapse of bubbles, which closely resembles... In the study of Terrestrial Gamma-ray Flashes (TGFs) and Sonoluminescence, we observe parallels with larger cosmic events. Specifically, sonoluminescence involves the rapid collapse of bubbles, which closely resembles gravitational collapse in space. This observation suggests the potential formation of low-density quantum black holes. These entities, which might be related to dark matter, are thought to experience a kind of transient evaporation similar to Hawking radiation seen in cosmic black holes. Consequently, sonoluminescence could be a valuable tool for investigating phenomena typically linked to cosmic scale events. Furthermore, the role of the Higgs boson is considered in this context, possibly connecting it to both TGFs and sonoluminescence. This research could enhance our understanding of the quantum mechanics of black holes and their relation to dark matter on Earth. 展开更多
关键词 Planck Mass Gravity LIGHT PHONONS Phononic Field Vacuum Hydrodynamics SONOLUMINESCENCE Hawking Radiation Quantum Black Holes Theory of General Singularity
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The Hawking Hubble Temperature as the Minimum Temperature, the Planck Temperature as the Maximum Temperature, and the CMB Temperature as Their Geometric Mean Temperature
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作者 Espen Gaarder Haug Eugene Terry Tatum 《Journal of Applied Mathematics and Physics》 2024年第10期3328-3348,共21页
Using a rigorous mathematical approach, we demonstrate how the Cosmic Microwave Background (CMB) temperature could simply be a form of geometric mean temperature between the minimum time-dependent Hawking Hubble tempe... Using a rigorous mathematical approach, we demonstrate how the Cosmic Microwave Background (CMB) temperature could simply be a form of geometric mean temperature between the minimum time-dependent Hawking Hubble temperature and the maximum Planck temperature of the expanding universe over the course of cosmic time. This mathematical discovery suggests a re-consideration of Rh=ctcosmological models, including black hole cosmological models, even if it possibly could also be consistent with the Λ-CDM model. Most importantly, this paper contributes to the growing literature in the past year asserting a tightly constrained mathematical relationship between the CMB temperature, the Hubble constant, and other global parameters of the Hubble sphere. Our approach suggests a solid theoretical framework for predicting and understanding the CMB temperature rather than solely observing it.1. 展开更多
关键词 Hawking Temperature Planck Temperature CMB Temperature Geometric Mean Compton Wavelength Hubble Sphere Cosmological Models
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Bayesian Classifier Based on Robust Kernel Density Estimation and Harris Hawks Optimisation
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作者 Bi Iritie A-D Boli Chenghao Wei 《International Journal of Internet and Distributed Systems》 2024年第1期1-23,共23页
In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate pr... In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate probability density estimation for classifying continuous datasets. However, achieving precise density estimation with datasets containing outliers poses a significant challenge. This paper introduces a Bayesian classifier that utilizes optimized robust kernel density estimation to address this issue. Our proposed method enhances the accuracy of probability density distribution estimation by mitigating the impact of outliers on the training sample’s estimated distribution. Unlike the conventional kernel density estimator, our robust estimator can be seen as a weighted kernel mapping summary for each sample. This kernel mapping performs the inner product in the Hilbert space, allowing the kernel density estimation to be considered the average of the samples’ mapping in the Hilbert space using a reproducing kernel. M-estimation techniques are used to obtain accurate mean values and solve the weights. Meanwhile, complete cross-validation is used as the objective function to search for the optimal bandwidth, which impacts the estimator. The Harris Hawks Optimisation optimizes the objective function to improve the estimation accuracy. The experimental results show that it outperforms other optimization algorithms regarding convergence speed and objective function value during the bandwidth search. The optimal robust kernel density estimator achieves better fitness performance than the traditional kernel density estimator when the training data contains outliers. The Naïve Bayesian with optimal robust kernel density estimation improves the generalization in the classification with outliers. 展开更多
关键词 CLASSIFICATION Robust Kernel Density Estimation M-ESTIMATION Harris Hawks Optimisation Algorithm Complete Cross-Validation
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An Improved Harris Hawk Optimization Algorithm
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作者 GuangYa Chong Yongliang YUAN 《Mechanical Engineering Science》 2024年第1期21-25,共5页
Aiming at the problems that the original Harris Hawk optimization algorithm is easy to fall into local optimum and slow in finding the optimum,this paper proposes an improved Harris Hawk optimization algorithm(GHHO).F... Aiming at the problems that the original Harris Hawk optimization algorithm is easy to fall into local optimum and slow in finding the optimum,this paper proposes an improved Harris Hawk optimization algorithm(GHHO).Firstly,we used a Gaussian chaotic mapping strategy to initialize the positions of individuals in the population,which enriches the initial individual species characteristics.Secondly,by optimizing the energy parameter and introducing the cosine strategy,the algorithm's ability to jump out of the local optimum is enhanced,which improves the performance of the algorithm.Finally,comparison experiments with other intelligent algorithms were conducted on 13 classical test function sets.The results show that GHHO has better performance in all aspects compared to other optimization algorithms.The improved algorithm is more suitable for generalization to real optimization problems. 展开更多
关键词 Harris Hawk optimization algorithm chaotic mapping cosine strategy function optimization
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中国股市暴涨暴跌的交互作用及其预测 被引量:11
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作者 马勇 张卫国 闫杜娟 《系统管理学报》 CSSCI 2014年第5期755-760,共6页
运用互相刺激的Hawkes过程研究中国股市暴涨和暴涨之间的交互作用。结果表明,在暴涨和暴跌幅度都服从广义帕累托分布的情形下,Hawkes过程能很好地拟合两者之间的相互作用。由模型可得,无论发生暴涨还是暴跌事件,都将显著地刺激下一个暴... 运用互相刺激的Hawkes过程研究中国股市暴涨和暴涨之间的交互作用。结果表明,在暴涨和暴跌幅度都服从广义帕累托分布的情形下,Hawkes过程能很好地拟合两者之间的相互作用。由模型可得,无论发生暴涨还是暴跌事件,都将显著地刺激下一个暴涨和暴跌的发生,这说明,中国股市体现出很明显的大波动聚集特征;此外,暴涨和暴跌都对同类事件的刺激持续更长时间。最后,运用该模型对中国股市未来发生暴涨和暴涨的时间进行相应预测。 展开更多
关键词 大波动聚集 标记点过程 互相刺激 hawkes过程
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由Dirac方程研究带电蒸发黑洞的新方法 被引量:5
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作者 李传安 张建华 +2 位作者 孟庆苗 朱建阳 赵峥 《数学物理学报(A辑)》 CSCD 北大核心 1996年第S1期114-118,共5页
该文从Dirac方程本身直接导出带电蒸发黑洞的视界位置和Hawking温度。
关键词 视界 HAWKING温度 广义Tortoise变换 DIRAC方程
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任意加速带电动态黑洞的辐射 被引量:6
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作者 牛振风 曹江陵 刘文彪 《北京师范大学学报(自然科学版)》 CAS CSCD 北大核心 2004年第4期481-486,共6页
采用一种新的Tortoise坐标变换 ,通过约化和求解视界附近的Klein Gordon方程 ,得到了黑洞的Hawking热谱和Hawking温度 .同时用新的Tortoise坐标变换 ,研究了黑洞的非热辐射 。
关键词 TORTOISE坐标变换 黑洞 HAWKING温度 非热辐射
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