本研究充分借鉴了A. D. Persaud的风险偏好指数,同时根据中国股市的独特特点进行了巧妙的改进,最终成功在A股市场构建了一项创新性的投资者情绪指数,即ISI。在这一指数的基础上,精心设计并实施了一种量化交易择时策略,在特定条件下,该...本研究充分借鉴了A. D. Persaud的风险偏好指数,同时根据中国股市的独特特点进行了巧妙的改进,最终成功在A股市场构建了一项创新性的投资者情绪指数,即ISI。在这一指数的基础上,精心设计并实施了一种量化交易择时策略,在特定条件下,该策略显著地展现出卓越的效果。研究的重要意义在于为投资者提供了崭新的视角。The article extensively draws on A.D. Persaud’s risk appetite index, while making insightful modifications based on the unique characteristics of the Chinese stock market, ultimately leading to the successful development of an innovative investor sentiment index, the ISI, specifically for the A-share market. On the basis of this index, a quantitative trading timing strategy has been carefully designed and implemented, which significantly demonstrates excellent results under specific conditions. The significance of research lies in providing investors with a new perspective.展开更多
The performances of selection cooperation are investigated over asymmetric fading channels where the source-relay and the relay-destination channels experience Nakagami-m and Rayleigh fading,respectively.Decode-and-fo...The performances of selection cooperation are investigated over asymmetric fading channels where the source-relay and the relay-destination channels experience Nakagami-m and Rayleigh fading,respectively.Decode-and-forward(DF)protocol is adopted and the Nth best relay is selected from M available relays.Probability density function(PDF)for the instantaneous signal-to-noise ratio(SNR)at the destination is derived first.Then,it is used to derive the exact expressions for outage probability and average symbol error rate(SER).The results hold for arbitrary M or N.Finally,simulations are carried out to verify the correctness of our theoretical analysis and results show that M and N almost have the same effect on the performance of outage probability and SER.展开更多
文摘本研究充分借鉴了A. D. Persaud的风险偏好指数,同时根据中国股市的独特特点进行了巧妙的改进,最终成功在A股市场构建了一项创新性的投资者情绪指数,即ISI。在这一指数的基础上,精心设计并实施了一种量化交易择时策略,在特定条件下,该策略显著地展现出卓越的效果。研究的重要意义在于为投资者提供了崭新的视角。The article extensively draws on A.D. Persaud’s risk appetite index, while making insightful modifications based on the unique characteristics of the Chinese stock market, ultimately leading to the successful development of an innovative investor sentiment index, the ISI, specifically for the A-share market. On the basis of this index, a quantitative trading timing strategy has been carefully designed and implemented, which significantly demonstrates excellent results under specific conditions. The significance of research lies in providing investors with a new perspective.
基金Supported by the National Natural Science Foundation of China(No.6087024)the Cultivation Fund of the Key Scientific and Technical Innovation Project(No.708059)+2 种基金Open Found of State Key Laboratory of Integrated Services Networks(No.ISN12-10)Open Research Fund of National Mobile Communications Research Laboratory(No.2012D10)the Natural Science Foundation of Shandong Province(No.ZR2011FM027)
文摘The performances of selection cooperation are investigated over asymmetric fading channels where the source-relay and the relay-destination channels experience Nakagami-m and Rayleigh fading,respectively.Decode-and-forward(DF)protocol is adopted and the Nth best relay is selected from M available relays.Probability density function(PDF)for the instantaneous signal-to-noise ratio(SNR)at the destination is derived first.Then,it is used to derive the exact expressions for outage probability and average symbol error rate(SER).The results hold for arbitrary M or N.Finally,simulations are carried out to verify the correctness of our theoretical analysis and results show that M and N almost have the same effect on the performance of outage probability and SER.
