In this paper we consider exact solutions to the KdV equation under the Bargmann constraint. Solutions expressed through exponential polynomials and Wronskians are derived by bilinear approach through solving the Lax ...In this paper we consider exact solutions to the KdV equation under the Bargmann constraint. Solutions expressed through exponential polynomials and Wronskians are derived by bilinear approach through solving the Lax pair under the Bargmann constraint. It is also shown that the potential u in the stationary Sehrodinger equation can be a summation of squares of wave functions from bilinear point of view.展开更多
This study demonstrates how the volatility index （VIX） can help predict the returns for sequential trading days. Using a logit function and previous VIX information, we present an initial attempt to estimate the pro...This study demonstrates how the volatility index （VIX） can help predict the returns for sequential trading days. Using a logit function and previous VIX information, we present an initial attempt to estimate the probability of a positive market return. The estimation procedure is applied to recent data on the S＆P500 and to the 10-year U.S. Treasury Bonds yields. Our findings indicate that such a relationship does exist and is significant, especially for the bond market. We also ran an investment simulation using different VIX scores and found that from 2004 to June 2009, VIX=18 was the score that yielded the highest.展开更多
This paper considers the convergence rate of an asymmetric Deffuant-Weisbuch model.The model is composed by finite n interacting agents.In this model,agent i’s opinion is updated at each time,by first selecting one r...This paper considers the convergence rate of an asymmetric Deffuant-Weisbuch model.The model is composed by finite n interacting agents.In this model,agent i’s opinion is updated at each time,by first selecting one randomly from n agents,and then combining the selected agent j’s opinion if the distance between j’s opinion and i’s opinion is not larger than the confidence radiusε0.This yields the endogenously changing inter-agent topologies.Based on the previous result that all agents opinions will converge almost surely for any initial states,the authors prove that the expected potential function of the convergence rate is upper bounded by a negative exponential function of time t when opinions reach consensus finally and is upper bounded by a negative power function of time t when opinions converge to several different limits.展开更多
基金Supported by National Natural Science Foundation of China under Grant Nos. 10871165 and 10671121
文摘In this paper we consider exact solutions to the KdV equation under the Bargmann constraint. Solutions expressed through exponential polynomials and Wronskians are derived by bilinear approach through solving the Lax pair under the Bargmann constraint. It is also shown that the potential u in the stationary Sehrodinger equation can be a summation of squares of wave functions from bilinear point of view.
文摘This study demonstrates how the volatility index （VIX） can help predict the returns for sequential trading days. Using a logit function and previous VIX information, we present an initial attempt to estimate the probability of a positive market return. The estimation procedure is applied to recent data on the S＆P500 and to the 10-year U.S. Treasury Bonds yields. Our findings indicate that such a relationship does exist and is significant, especially for the bond market. We also ran an investment simulation using different VIX scores and found that from 2004 to June 2009, VIX=18 was the score that yielded the highest.
基金supported by the Young Scholars Development Fund of Southwest Petroleum University(SWPU)under Grant No.201499010050the Scientific Research Starting Project of SWPU under Grant No.2014QHZ032+1 种基金the National Natural Science Foundation of China under Grant No.61203141the National Key Basic Research Program of China(973 Program)under Grant No.2014CB845301/2/3
文摘This paper considers the convergence rate of an asymmetric Deffuant-Weisbuch model.The model is composed by finite n interacting agents.In this model,agent i’s opinion is updated at each time,by first selecting one randomly from n agents,and then combining the selected agent j’s opinion if the distance between j’s opinion and i’s opinion is not larger than the confidence radiusε0.This yields the endogenously changing inter-agent topologies.Based on the previous result that all agents opinions will converge almost surely for any initial states,the authors prove that the expected potential function of the convergence rate is upper bounded by a negative exponential function of time t when opinions reach consensus finally and is upper bounded by a negative power function of time t when opinions converge to several different limits.
