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我国股票市场多仿射特性研究 被引量:8
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作者 朱林 常松 何建敏 《管理工程学报》 CSSCI 2002年第3期86-90,共5页
金融市场中价格波动的多仿射特性研究对市场监管、风险管理和价格预测等一系列重大课题具有极其重要的研究意义。本文通过上证综指和深证成指的实证研究发现了存在其中的多仿射特性 ,并进一步定量地分析比较了两个股票市场中的价格波动... 金融市场中价格波动的多仿射特性研究对市场监管、风险管理和价格预测等一系列重大课题具有极其重要的研究意义。本文通过上证综指和深证成指的实证研究发现了存在其中的多仿射特性 ,并进一步定量地分析比较了两个股票市场中的价格波动行为 ,如过度反应现象 ,从而得出了一些对我国股票市场发展有益的启示和建议。 展开更多
关键词 仿射 多仿射 股票市场 过度反应 中国 金融市场 价格波动
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面向无人机视景图像的多仿射配准方法
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作者 刘睿 李斌兵 罗杰 《计算机工程与设计》 北大核心 2016年第12期3266-3270,共5页
为准确地完成无人机视景图像的配准,提出一种面向无人机视景图像的多仿射面片(multi-affine patch,MAP)配准算法。使用一种特征点配准算法获得初始的特征点配准集合,在初始配准集合上进行三角面片的划分,对划分的面片进行仿射性约束的判... 为准确地完成无人机视景图像的配准,提出一种面向无人机视景图像的多仿射面片(multi-affine patch,MAP)配准算法。使用一种特征点配准算法获得初始的特征点配准集合,在初始配准集合上进行三角面片的划分,对划分的面片进行仿射性约束的判断,将满足仿射性约束的面片记作配准面片;通过三角形的内接圆心对不满足仿射性约束的面片进行分裂,在下一次迭代过程中再次对分裂形成的三角形进行仿射性判断;为对MAP算法的配准结果进行评估,研究一套自动的图像配准评估框架。实验结果表明,MAP算法的配准结果具有良好的精度和稳定性。 展开更多
关键词 单目无人机 图像配准 多仿射约束 配准稳定性 配准精度
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基于Luenberger观测器的不确定系统鲁棒状态反馈设计
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作者 赵东东 闫磊 +2 位作者 周兴文 耿宗盛 阎石 《上海交通大学学报》 EI CAS CSCD 北大核心 2024年第4期492-497,共6页
针对不确定系统测量输出矩阵含有不确定参数的问题,提出一种基于新龙伯格(Luenberger)类型观测器的鲁棒状态反馈设计方法.首先,针对实践中状态变量难以测量的问题,通过观测状态的反馈来进行观测器设计,考虑不确定系统中测量输出矩阵含... 针对不确定系统测量输出矩阵含有不确定参数的问题,提出一种基于新龙伯格(Luenberger)类型观测器的鲁棒状态反馈设计方法.首先,针对实践中状态变量难以测量的问题,通过观测状态的反馈来进行观测器设计,考虑不确定系统中测量输出矩阵含有不确定参数的情况,设计一种新龙伯格类型观测器;其次,在新龙伯格类型观测器基础上,结合多仿射表示和松弛变量框架,得到与李亚普诺夫函数相关的凸线性矩阵不等式(LMI)条件,进而对闭环系统进行基于线性矩阵不等式组的鲁棒稳定性分析;最后,通过实验检验上述条件的可行性,证明该方法的实用性和有效性. 展开更多
关键词 不确定系统 龙伯格观测器 多仿射表示 鲁棒设计 观测状态
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股指时间序列的多重分形Hurst分析 被引量:9
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作者 苑莹 庄新田 《管理学报》 2007年第4期449-452,459,共5页
以深圳股票市场为例,对深证成指指数数据进行了多重分形分析。首先,运用多重分形重标极差的方法对深证成指进行实证研究,结果表明在整个时间标度上Hurst指数均表现为持久性特征,而且随着标度τ的增加,Hurst指数呈现总体递增趋势,并且在... 以深圳股票市场为例,对深证成指指数数据进行了多重分形分析。首先,运用多重分形重标极差的方法对深证成指进行实证研究,结果表明在整个时间标度上Hurst指数均表现为持久性特征,而且随着标度τ的增加,Hurst指数呈现总体递增趋势,并且在整个标度范围上存在2个标度临界点,这体现了股指价格在不同标度范围下的状态跃迁现象。其次,运用多仿射方法确认了深圳股票市场多重分形特征的存在,验证了R/S分析方法中存在的标度临界点,并且进一步分析了不同临界标度范围下价格动态的本质特征。 展开更多
关键词 多重分形R/S分析 多仿射 标度临界值
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An invariant interest point detector under image affine transformation
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作者 林睿 黄海波 +1 位作者 孙荣川 孙立宁 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第3期914-921,共8页
For vision-based mobile robot navigation, images of the same scene may undergo a general affine transformation in the case of significant viewpoint changes. So, a novel method for detecting affine invariant interest p... For vision-based mobile robot navigation, images of the same scene may undergo a general affine transformation in the case of significant viewpoint changes. So, a novel method for detecting affine invariant interest points is proposed to obtain the invariant local features, which is coined polynomial local orientation tensor(PLOT). The new detector is based on image local orientation tensor that is constructed from the polynomial expansion of image signal. Firstly, the properties of local orientation tensor of PLOT are analyzed, and a suitable tuning parameter of local orientation tensor is chosen so as to extract invariant features. The initial interest points are detected by local maxima search for the smaller eigenvalues of the orientation tensor. Then, an iterative procedure is used to allow the initial interest points to converge to affine invariant interest points and regions. The performances of this detector are evaluated on the repeatability criteria and recall versus 1-precision graphs, and then are compared with other existing approaches. Experimental results for PLOT show strong performance under affine transformation in the real-world conditions. 展开更多
关键词 local orientation tensor interest point detector affine invariant image polynomial expansion
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Remarks on the Number of Rational Points on a Class of Hypersurfaces over Finite Fields 被引量:3
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作者 Hua Huang Wei Gao Wei Cao 《Algebra Colloquium》 SCIE CSCD 2018年第3期533-540,共8页
Let Fq be the finite field of q elements and f be a nonzero polynomial over Fq. For each b ∈ Fq, let Nq(f = b) denote the number of Fq-rational points on the affine hypersurface f = b. We obtain the formula of Nq(... Let Fq be the finite field of q elements and f be a nonzero polynomial over Fq. For each b ∈ Fq, let Nq(f = b) denote the number of Fq-rational points on the affine hypersurface f = b. We obtain the formula of Nq(f= b) for a class of hypersurfaces over Fq by using the greatest invariant factors of degree matrices under certain cases, which generalizes the previously known results. We also give another simple direct proof to the known results. 展开更多
关键词 finite field POLYNOMIAL rational point degree matrix
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Efficiently Counting Affine Roots of Mixed Trigonometric Polynomial Systems
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作者 JIAO Libin DONG Bo YU Bo 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2017年第4期967-982,共16页
Estimating the number of isolated roots of a polynomial system is not only a fundamental study theme in algebraic geometry but also an important subproblem of homotopy methods for solving polynomial systems. For the m... Estimating the number of isolated roots of a polynomial system is not only a fundamental study theme in algebraic geometry but also an important subproblem of homotopy methods for solving polynomial systems. For the mixed trigonometric polynomial systems, which are more general than polynomial systems and rather frequently occur in many applications, the classical B6zout number and the multihomogeneous Bezout number are the best known upper bounds on the number of isolated roots. However, for the deficient mixed trigonometric polynomial systems, these two upper bounds are far greater than the actual number of isolated roots. The BKK bound is known as the most accurate upper bound on the number of isolated roots of a polynomial system. However, the extension of the definition of the BKK bound allowing it to treat mixed trigonometric polynomial systems is very difficult due to the existence of sine and cosine functions. In this paper, two new upper bounds on the number of isolated roots of a mixed trigonometric polynomial system are defined and the corresponding efficient algorithms for calculating them are presented. Numerical tests are also given to show the accuracy of these two definitions, and numerically prove they can provide tighter upper bounds on the number of isolated roots of a mixed trigonometric polynomial system than the existing upper bounds, and also the authors compare the computational time for calculating these two upper bounds. 展开更多
关键词 BKK bound homotopy continuation method mixed trigonometric polynomial system mixed volume polynomial system upper bound.
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